Идея для торговой системы

Идея в том чтоб строить адаптивную среднюю. Значение адаптивной средней берем из значения какой либо средней из множества средних с разными длинами. Выбираем такую чтоб она пересекалась с текущим баром цены, но не было пересечений на количестве барах больше N предшествующих текущему. То есть выбираем среднюю, у которой не было пересечения с ценой уже давно.

--[[
вопросы к автору: https://smart-lab.ru/profile/autotrade/
Индикатор: адаптивная среднияя по пересечению средних с ценой
ищется та у которой макс период без пересеч 
параметры: 
cnt - колич средних
SLP - стоплосс
sign - признак показывать сигналы
prf - признак показывать профит
tar - признак тариф 
--]]
Settings={
Name="ADAPT_MA_INTER_v1",
cnt=100,
SLP=2.0,
sign=0,
prf=0,
tar=0.03,
    line=                                     
                {  
                    {  
                        Name = "cur1",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(255,0,255)
                    },
                    {  
                        Name = "cur2",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(0,0,255)
                    },					
					{  
                        Name = "TRIANGLE_DOWN",
                        Type =TYPE_TRIANGLE_DOWN,
                        Width = 5,
                        Color = RGB(255, 0, 0)
                    },
					{  
                        Name = "TRIANGLE_UP",
                        Type =TYPE_TRIANGLE_UP,
                        Width = 5,
                        Color = RGB(0, 0, 255)
                    },
					{  
                        Name = "cur5",
                        Type =TYPE_POINT,
                        Width = 5,
                        Color = RGB(255, 0, 255)
                    },
					{  
                        Name = "cur6",
                        Type =TYPE_POINT,
                        Width = 5,
                        Color = RGB(0, 0, 255)
                    },
                    {  
                        Name = "cur7",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(255,0,0)
                    },
                    {  
                        Name = "cur8",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(0,0,0)
                    }
                }
}
 
function Init()
  
      
  return 8
  
end
 
function OnCalculate(index)
--[[  --]]

  cnt = Settings.cnt
    
  if index == 1 then 
    sma = {{},{}}
	ma = {{},{}}	
	sma[index] = {}
	ma[index] = {}	
	for i = 10, cnt do 
      sma[index][i] = O(index)
	  ma[index][i] = O(index)	  
	end 
  else     
  	sma[index] = {}
	ma[index] = {}	
    for i = 10, cnt do 
      sma[index][i] = sma[index-1][i] + O(index)	  
      if i < index then        
        ma[index][i] = (sma[index][i] - sma[index-i][i])/i 
	  else
        ma[index][i] = O(index)	  	  
      end 	  
	end   
  end 	

  --intersections
  if index == 1 then 
    intr = {{},{}}
	intr[index] = {}	
	for i = 10, cnt do 
      intr[index][i] = index 	  
	end 
  else     
  	intr[index] = {}	
    for i = 10, cnt do 
      intr[index][i] = intr[index-1][i]
      if 
	    ma[index][i] < O(index) and ma[index-1][i] >= O(index-1) or 
		ma[index][i] > O(index) and ma[index-1][i] <= O(index-1) 
	  then        
        intr[index][i] = index 	  
      end 	  
	end   
  end 


 
  SLP = Settings.SLP 	
  -- trades   
   if index == 1 then
    prof = {}
	pos = {}
	SLV = {}
	deal = {}
	dealx = {}
	prof[index] = 0  
	pos[index] = 0  
	SLV[index] = 0
	deal[index] = 0
	dealx[index] = 1
	maxi = {}
	maxi[index] = 10
	
  else 	
	prof[index] = prof[index-1] 
	pos[index] = pos[index-1]
	SLV[index] = SLV[index-1]
	deal[index] = deal[index-1]
	dealx[index] = dealx[index-1]
	
	maxi[index] = maxi[index-1] 
	vmax = (index - intr[index][ maxi[index] ]) / (0.5*(cnt - maxi[index]) + 1)
	for i = 10, cnt do 
      if (index - intr[index-1][i])/(0.5*(cnt - i) + 1)
	  > vmax and index == intr[index][i] and 
	  (
	    ma[index][maxi[index]] > O(index) and
	    ma[index][i] < O(index) 
		or
	    ma[index][maxi[index]] < O(index) and
	    ma[index][i] > O(index) 		
	  )
	  then 
	    vmax = (index - intr[index-1][i])/(0.5*(cnt - i) + 1)
		maxi[index] = i 
      end   	  
	end 

	  if 		
	    ( 
          ma[index][maxi[index]] < O(index)	and pos[index] ~= 1
		)
	  then -- long 

		  pos[index] = 1
	
		  deal[index] = O(index)
		  dealx[index] = index
		  SLV[index] = SLP*O(index)/100 
 
	  end
	  
	
      if 		
		(
          ma[index][maxi[index]] > O(index)	and pos[index] ~= -1
		)
	  then -- short 
          
		  pos[index] = -1
		  
		  deal[index] = O(index)
		  dealx[index] = index
		  SLV[index] = SLP*O(index)/100 
 
	  end 	
     end 

--[[--]]
	  if deal[index] ~= 0 and pos[index] == 1 and 
	    deal[index] - O(index) > SLV[index]--SLP*deal[index]/100
	  then -- cash
		pos[index] = 0
		deal[index] = 0
		dealx[index] = 1
	  else   
		if deal[index] ~= 0 and pos[index] == -1 and 
	      O(index) - deal[index] > SLV[index]--SLP*deal[index]/100
		then -- cash
		  pos[index] = 0    
		  deal[index] = 0
		  dealx[index] = 1
		end 
	  end 	
	

--[[
	--]]

  if index == Size() then 
   if Settings.sign == 1 then   
    for i = 2, Size() do 
	  if pos[i] ~= nil and pos[i-1] ~= nil then 
	    if pos[i-1] ~= 1 and pos[i] == 1 then
	        SetValue(i, 4, O(i))		  
	    else	  
	     if pos[i-1] ~= -1 and pos[i] == -1 then
	        SetValue(i, 3, O(i))				  
	     else
	       SetValue(i, 3, nil)	
	       SetValue(i, 4, nil)	
	     end 
         if pos[i] ~= pos[i-1] and pos[i] == 0 then  
		   if pos[i-1] == 1 then 
				SetValue(i, 5, O(i))					  
           else 	
				SetValue(i, 6, O(i))				  
           end 			 
         end  
	    end 
	  end 
    end 
   end	
  end  
--[[--]]
	
  -- profit 
  if Settings.prf==1 then  
    if pos[index-1] ~= nil then 
      if pos[index-1] == 1 then  
          prof[index] = prof[index-1] +	(O(index) - O(index-1))	  
	  end 
      if pos[index-1] == -1 then         	  
          prof[index] = prof[index-1] +	(O(index-1) - O(index))
	  end 	
	  if pos[index-1] == 0 then 
	    prof[index] = prof[index-1]
	  end 
	  if pos[index] ~= pos[index-1] then    
        if pos[index] == 0 or pos[index-1] == 0 then    	  
		  prof[index] = prof[index] - Settings.tar*O(index)/100		
		else 
		  prof[index] = prof[index] - 2*Settings.tar*O(index)/100		
		end
	  end	
    end  
  end 	
 
 
  if Settings.prf==1 then  
    return prof[index] 
  else     
    if Settings.sign==1 then  
	  return nil
	else 
	  return ma[index][maxi[index]]
	end 
  end 

  
end