Probability Technical Indicator in thinkScript

declare lower;

input sampleSize = 100;
input selectedHorizon = 10;
input showProbabilityGrid = yes;

script UpRate {
    input price = close;
    input horizon = 5;
    input sampleSize = 100;

    Assert(horizon > 0, "horizon must be positive");
    Assert(sampleSize > 0, "sampleSize must be positive");
    def valid = !IsNaN(price) and !IsNaN(price[horizon]);
    def upMove = if valid and price > price[horizon] then 1 else 0;
    def validCount = Sum(if valid then 1 else 0, sampleSize);
    plot rate = if validCount == sampleSize
        then Average(upMove, sampleSize) else Double.NaN;
}

def up5 = UpRate(
    price = close,
    horizon = 5,
    sampleSize = sampleSize
);
def up10 = UpRate(
    price = close,
    horizon = 10,
    sampleSize = sampleSize
);
def up20 = UpRate(
    price = close,
    horizon = 20,
    sampleSize = sampleSize
);
def selectedUpRate = UpRate(
    price = close,
    horizon = selectedHorizon,
    sampleSize = sampleSize
);

plot UpProbability = 100 * selectedUpRate;
plot ReferenceLine = 50;

UpProbability.SetDefaultColor(Color.CYAN);
UpProbability.SetLineWeight(2);
ReferenceLine.SetDefaultColor(Color.GRAY);

AddCloud(
    UpProbability,
    ReferenceLine,
    Color.DARK_GREEN,
    Color.DARK_RED
);

AddLabel(
    showProbabilityGrid,
    "5 BAR UP " + AsPercent(up5),
    if up5 >= 0.5 then Color.GREEN else Color.GRAY
);
AddLabel(
    showProbabilityGrid,
    "10 BAR UP " + AsPercent(up10),
    if up10 >= 0.5 then Color.GREEN else Color.GRAY
);
AddLabel(
    showProbabilityGrid,
    "20 BAR UP " + AsPercent(up20),
    if up20 >= 0.5 then Color.GREEN else Color.GRAY
);