Name of this indicator is Caterpillar.
caterpillar.mq4 is going to the indicator's folder as usual and
ExpertSample.dll in the librarues folder (experts/libraries).
There is
website in Russian and they are selling some software. And people created this indicator to use instead of this software.
Everything is written on the book:
Analysis of Time Series Structure: SSA and Related Techniques,
by Nina Golyandina, Vladimir Nekrutkin, Anatoly Zhigljavsky.
I do not have this book.
This indicator was discussed on some russian forum and seems nobody knows how to use it and why we need it. Authors said that this indicator is predicting the ditection and price (probably). But I have no idea about it.