RSING Momentum Indicator

-- [r4stl1n] RSING Indicator
-- 
-- This is a implementation of the RSING indicator purposed by Alon Horesh
--
-- This indicator measures price momentum strength by taking the following into account
--
-- 1. A focus on strength only; The Value of the indiactor 
--    reflects the strength of the price momentum
--
-- 2. A positive high value reflects stronger price momentum to the upside
--    Negative values reflect strong downward price movement.
--    Prices close to zero reflect no momentum in current price action
--
-- 3. Volume is an important part of the calculations supporting the
--    the price momentum.
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-- You are on your own with this script
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-- ~Bored and programming~
    
-- Define command
DefineCommand('RSING', 'RSING')

local rsingLength = DefineParameter(NumberType, 'rsingLength', 'RSING length', false, 20, 'Number,InputShortLength')

local wma = WMA(GetVolume(),rsingLength)
local range = HighPrices()-LowPrices()
local std = STDDEV(range,rsingLength,1)

local vwr = GetVolume() / wma
local blr = range / std
local irr = MOM(ClosePrices(),rsingLength)

local rsing = WMA(vwr * blr * irr,rsingLength)

DefineOutput(NumberType, rsing, 'RSING', 'TradeBotContainer, IndicatorContainer, Signal Helpers')