via forex-tsd.com
The way it works is the following : if the high-low range is greater than or equal to the required filter than it calculates a normal WPR value, otherwise it inherits the previous value. Here is a comparison : upper is the WPR, lower is this indicator with filter set to 0 and lower is this indicator with filter set to 10 pips.
Download from here:
http://www.forex-tsd.com/metatrader-4/2432-coding-help-26.html#post437511
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