Индикатор "Параболическая регрессия/тренд" (Бонус к линейной)

Settings = 
{
        Name = "xLinRegP",
        period = 128,
        deviation=2,
        line=
        {
                {
                        Name = "xLinRegP",
                        Color = RGB(128, 128, 255),
                        Type = TYPE_LINE,
                        Width = 4
                },
                {
                        Name = "xLinRegP",
                        Color = RGB(192,128,128),
                        Type = TYPE_LINE,
                        Width = 4
                },
                {
                        Name = "xLinRegP",
                        Color = RGB(96, 128,96),
                        Type = TYPE_LINE,
                        Width = 4
                }
        
        }
}

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function cached_FF()
        local AMA={}
        local CC={}
        local II2 = 0
        local II4 = 0
        
        
        return function(ind, _p,_ddd)
                local period = _p
                local index = ind
                
                local vol = 0
        
                local sigma = 0
                local sigma2 = 0
                local sigma3 = 0
                local sigma4 = 0

                local aav = 0
                local aa = 0
                local bb = 0
                local cc = 0
                local ZZZ = 0
                local ttt = 0


                                                
                if index == 1 then
                        
                        AMA={}
        
                        CC={}

                        CC[index]=(C(index)+H(index)+L(index))/3
                
                        AMA[index]=(C(index)+O(index))/2
                
                                II2=0
                                II4=0
                        for i = 0, period-1 do
                                ttt=(-(period-1)/2+i)^2
                                II2=II2+ttt
                                II4=II4+ttt^2
                        end
                
                        return nil
                end
                
                ------------------------------
                
                        AMA[index]=AMA[index-1]
                        ----------------------------------
                        CC[index]=(C(index)+H(index)+L(index))/3
                        ---------------------
                


                        
                if index < (Size()-2) then return nil end
                
                ----------------------------------------------------


                sigma=0
                sigma2=0
                sigma3=0
                sigma4=0
                aav=0
                ZZZ=0
                for i = 0, period-1 do
                        ZZZ=CC[index+i-period+1]
                        
                        aav=aav+ZZZ
                        sigma=sigma+ZZZ*(-(period-1)/2+i)
                        ttt=(-(period-1)/2+i)^2
                        sigma3=sigma3+ZZZ*ttt
                end
                
                ------------------------
        bb=sigma/II2
    cc=(sigma3-aav*II2/period)/(II4-II2*II2/period)
        aa=(aav-cc*II2)/period
        aav=aav/period
                
        AMA[index]=aa+bb*((period-1)/2)+cc*((period-1)/2)^2             ------- парабола
        -------------------------------

                
                sigma=0
                sigma2=0
                sigma3 = 0
                for i = 0, period-1 do
                        ZZZ=CC[index+i-period+1]
                        sigma2=aa+bb*(-(period-1)/2+i)+cc*(-(period-1)/2+i)^2           ------- парабола
                        sigma=sigma+(ZZZ-sigma2)^2

                end
                sigma=(sigma/period)^(1/2)
                
                for i = 1, period-1 do
                        ZZZ=aa+bb*(-(period-1)/2+i)+cc*(-(period-1)/2+i)^2
                        SetValue(index+i-period+1, 3, ZZZ)
                        SetValue(index+i-period+1, 2, ZZZ+sigma*_ddd)
                        SetValue(index+i-period+1, 1, ZZZ-sigma*_ddd)

                end     
                        SetValue(index+0-period+1, 3, nil)
                        SetValue(index+0-period+1, 2, nil)
                        SetValue(index+0-period+1, 1, nil)
        
                
                ----------------------------------
                                                                
                        return AMA[index]-sigma*_ddd,AMA[index]+sigma*_ddd, AMA[index]
                        
        end
end
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function Init()
        myFF = cached_FF()

        return 3
end

function OnCalculate(index)
        
        return myFF(index, Settings.period,Settings.deviation)
        
                
end