Индикатор зон проторговки, построение флагов

--[[
индикатор: строится средняя с учетом уровней проторговки 
параметры: 
proc - процент минимального отклонения уровней
xdelta - история
--]]
Settings={
Name="LVLS_v5",
proc=2.0,
xdelta = 500,
    line=                                     
                {  
					{  
                        Name = "cur1",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(0, 0, 0)
                    },				
					{  
                        Name = "cur2",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(255, 0, 0)
                    },
					{  
                        Name = "cur3",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(0, 255, 0)
                    }
                }
}

function Init()
  
      
  return 3
  
end

function OnCalculate(index)
  
  xdelt = 30

 if index >= Size() - Settings.xdelta then 
  
  if index == Size() - Settings.xdelta then 
    ma = {}
	ma[index] = O(index)
	mas = {}
	mas[index] = O(index)
    xpos = {}
	xpos[index] = index
    ypos = {}
	ypos[index] = O(index)	
    xfrom = {}
	xfrom[index] = index	
  end 
  if index > Size() - Settings.xdelta then 
    mas[index] = mas[index-1] + O(index)
    ma[index] = ma[index-1]
    xpos[index] = xpos[index-1]
    ypos[index] = ypos[index-1]	
	xfrom[index] = xfrom[index-1]	
  end    
  
  xfrm = xfrom[index]
 
  for i = index, xfrm, -1  do
    
	ysum1 = 0
	ycnt1 = 0
    for j = xpos[index], i-1  do
	  ysum1 = ysum1 + O(j)  
	  ycnt1 = ycnt1 + 1
    end   
	if ycnt1 > 0 then 
	  ysum1 = ysum1/ycnt1
	end 
	
    ysum2 = 0
	ycnt2 = 0
    for j = i, index  do
	  ysum2 = ysum2 + O(j)  
	  ycnt2 = ycnt2 + 1
    end   
	if ycnt2 > 0 then 
	  ysum2 = ysum2/ycnt2
	end 

    if Settings.proc*ysum1 < 100*math.abs(ysum2 - ysum1) and ysum1 ~= 0 and ysum2 ~= 0 and ycnt2 > xdelt then 
	  xpos[index] = i
	  ypos[index] = ysum2
	  xfrom[index] = i -- index
	else   
	  if i == index then 
	    ypos[index] = ysum1
	  end 
	end
	
  end 

  --[[
  if index > 1 then 
    --if xpos[index] ~= xpos[index-1] then 
      if ypos[index] ~= 0 then 
        val = ypos[index]
        for i = xpos[index], index  do 
	      SetValue(i, 1, val)
        end   	
      end 
    --end 
  end 
  --]]
      
  vmax = nil
  vmin = nil 	  
  val = nil 
  if index == Size() then 	  
   if ypos[index] ~= 0 then 
   --[[
    vmax = ypos[index]
	vmin = ypos[index]
    for i = xpos[index], index  do 
	  if vmax < O(i) and ypos[index] < O(i) then 
        vmax = O(i)
	  end 	
	  if vmin > O(i) and ypos[index] > O(i) then 
        vmin = O(i)
	  end 	
    end   		
    for i = xpos[index], index  do 	  
      SetValue(i, 2, vmax)
	  SetValue(i, 3, vmin)
    end  		
	--]]
	n=0
	xy = 0
	x=0
	y=0
	x2=0
    for i = xpos[index], index  do 
	  n = n + 1
	  xy = xy + (i-xpos[index]+1)*O(i)
	  x=x+(i-xpos[index]+1)
	  y=y+O(i)
	  x2=x2+(i-xpos[index]+1)*(i-xpos[index]+1)
    end   
	if n ~= 0 and n*x2-x*x ~= 0 then 
      a=(n*xy-x*y)/(n*x2-x*x)
      b=(y-a*x)/n	

    vmax = 0
	vmin = 0
    for i = xpos[index], index  do 
	  val = a*(i-xpos[index]+1)+b	
	  if vmax < O(i)-val and val < O(i) then 
        vmax = O(i)-val
	  end 	
	  if vmin < val-O(i) and val > O(i) then 
        vmin = val-O(i)
	  end 	
    end   		
    for i = xpos[index], index  do 	  
        val = a*(i-xpos[index]+1)+b	
        SetValue(i, 1, val)	 	
      SetValue(i, 2, val+vmax)
	  SetValue(i, 3, val-vmin)
    end  
	  
	end  		
   end  
  end 

 end   
  
 if index >= Size() - Settings.xdelta then 
  return val, val+vmax, val-vmin 
 else  
  return nil, nil, nil 
 end  
 
  
end