Can I assume you've read the Investopedia article? If not: https://www.investopedia.com/terms/m/mcclellanoscillator.asp.

Those two exponential moving averages should be easy to program. The advance/decline numbers are readily available. I used to plug them into an Excel Spreadsheet create a chart of the NYMO and NYSI.

If there is variance with the numbers on my charts it is because most people use the ratio-adjusted formula while I still just go with the TradeStation original calculations.

Note that the Investopedia article mentions the Oscillator can be applied to any group of anything which is true. I used to see on sectors. I see now Trading View has it on crypto currencies.

P.S. Don't obsess too much about the numbers. They are sometimes different from various sources but all in all the patterns on the NYMO and NYSI come out about the same. On turns like now I go to StockCharts.Com to make sure the ratio-adjust version agrees with mine.