Индикатор фрактал

Settings = {
Name = "*FRACTALS (Fractals)", 
Period = 5,
line = {{
      Name = "Horizontal line",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Name = "FRACTALS - Up", 
      Type = TYPE_TRIANGLE_UP, 
      Color = RGB(0, 206, 0)
      },
      {
      Name = "FRACTALS - Down", 
      Type = TYPE_TRIANGLE_DOWN, 
      Color = RGB(221, 44, 44)
      }
      },
Round = "off",
Multiply = 1,
Horizontal_line="off"
}
         
function Init()
   func = FRACTALS()
   return #Settings.line
end

function OnCalculate(Index)
local Out1,Out2 = func(Index, Settings)
   SetValue(Out1, 2, ConvertValue(Settings,H(Out1)))
   SetValue(Out2, 3, ConvertValue(Settings,L(Out2)))
   return tonumber(Settings.Horizontal_line),nil,nil
end

function FRACTALS() --Fractals ("FRACTALS")
   local H_tmp={}
   local L_tmp={}
   local it = {[1]=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 5)
if (P>0) then
   if I == 1 then
      H_tmp={}
      L_tmp={}
      it = {[1]=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it[Squeeze(it.l,P)] then
         it.l = it.l + 1
         it[Squeeze(it.l,P)] = I
      end
      local Ip,Ipppp = Squeeze(it.l,P),Squeeze(it.l,P-1)+1
      local nP = math.floor(P/2)*2+1
      H_tmp[Ipppp] = GetValue(it[Ip],HIGH,ds)
      L_tmp[Ipppp] = GetValue(it[Ip],LOW,ds)
      if it.l >= nP then
         local S = it[Squeeze(it.l-nP+1+math.floor(nP/2),P)]
         local val_h=math.max(unpack(H_tmp))
         local val_l=math.min(unpack(L_tmp))
         local L = GetValue(S,LOW,ds)
         local H = GetValue(S,HIGH,ds)
         if (val_h == H) and (val_h >0) 
            and (val_l == L) and (val_l > 0) then
               return S,S
         else
            if (val_h == H) and (val_h > 0) then
               return S,nil
            end
            if (val_l == L) and (val_l > 0) then
               return nil,S
            end
         end
      end
   end
end
return nil,nil
end
end


SMA,MMA,EMA,WMA,SMMA,VMA = "SMA","MMA","EMA","WMA","SMMA","VMA"
OPEN,HIGH,LOW,CLOSE,VOLUME,MEDIAN,TYPICAL,WEIGHTED,DIFFERENCE,ANY = "O","H","L","C","V","M","T","W","D","A"

function CandleExist(I,ds)
return (type(C)=="function" and C(I)~=nil) or
   (type(ds)=="table" and (ds[I]~=nil or (type(ds.Size)=="function" and (I>0) and (I<=ds:Size()))))
end

function Squeeze(I,P)
   return math.fmod(I-1,P+1)
end

function ConvertValue(T,...)
local function r(V, R) 
   if R and string.upper(R)== "ON" then R=0 end
   if V and tonumber(R) then
      if V >= 0 then return math.floor(V * 10^R + 0.5) / 10^R
      else return math.ceil(V * 10^R - 0.5) / 10^R end
   else return V end
end
   if arg.n > 0 then
      for i = 1, arg.n do
         arg[i]=arg[i] and r(arg[i] * ((T and T.Multiply) or 1), (T and T.Round) or "off")
      end
      return unpack(arg)
   else return nil end
end

function GetValue(I,VT,ds) 
VT=(VT and string.upper(string.sub(VT,1,1))) or ANY
   if VT == OPEN then         --Open
      return (O and O(I)) or (ds and ds:O(I))
   elseif VT == HIGH then       --High
      return (H and H(I)) or (ds and ds:H(I))
   elseif VT == LOW then      --Low
      return (L and L(I)) or (ds and ds:L(I))
   elseif VT == CLOSE then      --Close
      return (C and C(I)) or (ds and ds:C(I))
   elseif VT == VOLUME then      --Volume
      return (V and V(I)) or (ds and ds:V(I)) 
   elseif VT == MEDIAN then      --Median
      return ((GetValue(I,HIGH,ds) + GetValue(I,LOW,ds)) / 2)
   elseif VT == TYPICAL then   --Typical
      return ((GetValue(I,MEDIAN,ds) * 2 + GetValue(I,CLOSE,ds))/3)
   elseif VT == WEIGHTED then   --Weighted
      return ((GetValue(I,TYPICAL,ds) * 3 + GetValue(I,OPEN,ds))/4) 
   elseif VT == DIFFERENCE then   --Difference
      return (GetValue(I,HIGH,ds) - GetValue(I,LOW,ds))
   else                     --Any
      return (ds and ds[I])
   end
return nil
end