Hi,
I am Sourabh Jain, I have written various indicators and systems using those indicators (which are separate files as you need). As I understand, FPI is kind of arbitrage based indicator/system. My concern is that, have you seen it working, does it give profit after taking spread into account? If it does, I can code it for you, I believe at one time only position(3 actually one each) will be opened and then closed based upon standard deviation. If you would like to discuss this further, please let me know.
Regards
Sourabh