A reader asked a question. The color uses CCI. The built-in automatic parameters of the indicator are a set of parameters that I optimized through repeated backtesting. If you want to study it further, turn off the automatic parameters and manually debug it. This indicator is not recommended for quantitative analysis because it has a natural 2-bar lag. If you are doing quantitative analysis, you need to introduce your own future function, or perform high-frequency operations in a very small time domain (the transaction fees are terrible, unless you have FDUSD's fee-free feature).