Индикатор оценки инструмента для включения его в портфель

--[[
параметры: 
Procent - процент зигзага 
--]]
Settings={
Name="ZIG_PORTFOLIO",
Procent=2,
    line=                                     
                {  
					{  
                        Name = "cur1",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(0,0, 0)
                    }				
                }
}

function Init()

  plus = 0
  minus = 0
  
  y1 = nil
  y2 = nil
  x1 = 1
  x2 = 1
       
  return 1
  
end

function OnCalculate(index)

  de = Settings.Procent

  vl = C(index)
  if index == 1 then 
	y1 = vl
    y2 = vl
  else   
	  if C(index) > y1*(1+de/100) and y1 < y2 then 
        minus = minus + (x1-x2)*(y2-y1)	  
	    x2 = x1
	    y2 = y1	
	    x1 = index 
	    y1 = C(index)			
      else 
	    if C(index) > y1 and y1 >= y2 
		then 
	      x1 = index 
	      y1 = C(index)	  			  
	    end 		
	  end 	

	  	  		
	  if C(index) < y1*(1-de/100) and y1 > y2 then 
        plus = plus + (x1-x2)*(y1-y2)	  
	    x2 = x1
	    y2 = y1
	    x1 = index 
	    y1 = C(index)				
      else 
	    if C(index) < y1 and y1 <= y2 
		then 
	      x1 = index 
	      y1 = C(index)	  			  
	    end 		
	  end 	
	  	  		
	end 	

  
  vl=0
  if minus~=0 then
    vl=plus/minus
  end 
  
  return vl
 
  
end