Hi all,
Here is an home made indicator.
I took the indicator code stochastic and I integrated the ZigZag.
I thank Jose7674 very much for his code, concerning the divergences of the MACD, which I used for my indicator.
See: MACD Divergences on price and indicator

//Zero Lag ZigZag Stochastic
//Le 23 octobre 2018
//Matriciel @ www.prorealcode.com
//Sharing ProRealTime knowledge

//Settings
Q = 5
R = 5
Lookback = 120
Periode = 20
PeriodeZZ = 0.02

//Zero Lag ZigZag Stochastic
ZZH = ZigZag[PeriodeZZ](HIGH)
ZZL = ZigZag[PeriodeZZ](LOW)

plusHaut = HIGHEST[Periode](ZZH)
plusBas = LOWEST[Periode](ZZL)
 
A = (CLOSE - plusBas) / (plusHaut - plusBas) * 100
 
B = AVERAGE[Q](A)
ligneK = AVERAGE[Q](B)
Difference = (A - ligneK)
C = (B + Difference)
ZeroLagSto = AVERAGE[5](C)
ligneD = AVERAGE[R](ZeroLagSto)

///divergence baissière
IF (ZeroLagSto[1]>ZeroLagSto AND ZeroLagSto[1]>ZeroLagSto[2]) THEN
 extremum2=ZeroLagSto[1]
 extremum1=highest[Lookback](ZeroLagSto)
 preciomax2=close[1]
 preciomax=Highest[Lookback](close)
 IF(extremum2<extremum1 AND preciomax2>preciomax[1]) THEN
  for i=1 to Lookback
   if ZeroLagSto[i]=extremum1 then
    zz=i
    drawsegment (barindex[1], ZeroLagSto[1], barindex[zz], ZeroLagSto[zz]) coloured(200,0,0)
   ENDIF
  next
 ENDIF
ENDIF
 
///divergence haussière
IF (ZeroLagSto[1]<ZeroLagSto AND ZeroLagSto[1]<ZeroLagSto[2]) THEN
 extremum22=ZeroLagSto[1]
 extremum11=lowest[Lookback](ZeroLagSto)
 preciomin2=close[1]
 preciomin=lowest[Lookback](close)
 IF(extremum22>extremum11 AND preciomin2<preciomin[1]) THEN
  for i2=1 to Lookback
   if ZeroLagSto[i2]=extremum11[1] then
    zz2=i2
    drawsegment(barindex[1], ZeroLagSto[1], barindex[zz2], ZeroLagSto[zz2]) coloured(0,200,0)
   ENDIF
  next
 ENDIF
ENDIF
 
RETURN ZeroLagSto coloured(0,0,200) style(line,1) AS "ZeroLagSto", ligneD coloured(0,0,200) style(dottedline,1) AS "ligneD", 50 style(dottedline,1) AS "Middle"