«Robust filter» Indicator

            The Robust filter indicator is based on the robust filtering algorithm developed by the author using the multi-period averaged moving median. The algorithm for this averaging is shown in the last screenshot.                The indicator calculates and shows: 1. The direction of the trend ; 2. Entry and exit points of positions ; 3. StopLoss   lines calculated from current price probability distributions and selected confidence levels ;   4. Lot sizes based on the accepted risk level, deposit size and StopLoss position .                Indicator readings are visual, extremely simple and do not require comments. The purple line of the indicator marks an uptrend, the gold line expresses the area of ​​uncertainty in the direction of the trend movement, and the purple line – the dow