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Most likely you do not have the companion RSI3 indicator installed on your system as required and used by indicator mRSI3NT8. If so, that is where all the errors come from, the compiler can not find the RSI3 indicator.
If so, see attached RSI3 indicator, download, and install. Then compile mRSI3NT8.
1. ana was used by Fat Tails in his indicators for NT7. Later, he changed to ama for NT8 versions but the codes are the same. So, you are OK.
2. I am not sure what the arrows are for. I have not checked the code so I can't tell. All I know this is unfinished work that he never followed through.
I have no clue who picked this indicator as a good candidate for Divergence studies. But in my experience working on many momentum indicators (Stoch, RSI, MACD and just about anything out there) I find RMI(14,3) to be the most consistent and reliable indicator to use for identying swing divergences.
I started a thread many years ago focussed mainly on identifying the 4 types of divergences that I actually use to date with great success for just about any market. My following tread with about 3000 posts and much info on divergence trading may pick you interest:
The concept of coloring bars is nothing new and everyone does it for certain filters. However, the idea for using gradient color bars to spot price divergence may not be new, but has gone un-noticed by many.