Работа индикатора вне графика.

-- Global settings
local CLASS_CODE = "SPBFUT"         -- Код класса инструмента
local SEC_CODE = "CRM5"             -- Код инструмента
local TRADE_ACCOUNT = "" -- Счет
local LOTS = 1                      -- Количество лотов

-- Инициализация данных
local dailyTrend = "none"
local entryPrice = 0
local sl = 0
local tp = 0

-- Функция получения свечей
function getCandles(ds, count)
    local candles = {}
    local size = ds:Size()
    --message( 'size = ' .. size)
    for i = 0, count do
        if size >= 1 then
            candles[i] = {
                high = ds:H(size - i) or 0,
                low = ds:L(size - i) or 0,
                open = ds:O(size - i) or 0,
                close = ds:C(size - i) or 0
            }
        end
    end
    return candles
end

-- Расчет ATR
function calculateATR(ds, period)
    local sumTR = 0
    local size = ds:Size()
    
    for i = 1, period do
        local prevClose = ds:C(size - i + 1) or 0
        local high = ds:H(size - i) or 0
        local low = ds:L(size - i) or 0
        
        local TR = math.max(
            high - low,
            math.abs(high - prevClose),
            math.abs(low - prevClose)
        )
        sumTR = sumTR + TR
    end
    return sumTR / period
end

-- Функция определения тренда на D1
function getDailyTrend()

    local ds_D1 = CreateDataSource(CLASS_CODE, SEC_CODE, INTERVAL_D1)

    local dailyCandles = getCandles(ds_D1, 4)
   local atr = calculateATR(ds_D1, 4)

    local o0 = dailyCandles[0].open or ds_D1:O(ds_D1:Size()) or 0
   --message('o0 = ' .. tostring(o0) .. '; dailyCandles[0].open = ' .. tostring(dailyCandles[0].open) )

    local HH = math.max(
        dailyCandles[1].high, 
        dailyCandles[2].high, 
        dailyCandles[3].high
    )
    local LL = math.min(
        dailyCandles[1].low, 
        dailyCandles[2].low, 
        dailyCandles[3].low
    )
    local trend = "range"
    if o0 > HH then trend = "uptrend"
    elseif o0 < LL then trend = "downtrend"
    else trend = "range" 
   end

   local daily = {['trend'] = trend, 
                  ['hh'] = HH, 
               ['ll'] = LL, 
               ['o'] = o0, 
               ['atr'] = atr,
               ['targetB'] = atr + o0,
               ['targetS'] = o0 - atr
               }
   return daily
end

-- Проверка структуры на H1
function checkH1Structure(trend)
    local ds_H1 = CreateDataSource(CLASS_CODE, SEC_CODE, INTERVAL_H1)
    local h1Candles = getCandles(ds_H1, 5)
   local atr = calculateATR(ds_H1, 14)
    local currentClose = ds_H1:C(ds_H1:Size()) or 0
    
    if trend == "uptrend" then
        return h1Candles[1].high > h1Candles[2].high and
               h1Candles[2].low < h1Candles[3].low and
               currentClose > h1Candles[1].high
    elseif trend == "downtrend" then
        return h1Candles[1].low < h1Candles[2].low and
               h1Candles[2].high > h1Candles[3].high and
               currentClose < h1Candles[1].low
    end
    return false
end

-- Поиск точки входа на M1
function checkM1Entry(trend)
    local ds_M1 = CreateDataSource(CLASS_CODE, SEC_CODE, INTERVAL_M1)
    local m1Candles = getCandles(ds_M1, 20)
    local atr = calculateATR(ds_M1, 14)
    local currentClose = ds_M1:C(ds_M1:Size()) or 0
    
    if trend == "uptrend" then
        if currentClose > m1Candles[0].high then
            entryPrice = currentClose
            sl = entryPrice - atr
            tp = entryPrice + 2*atr
            return true
        end
    elseif trend == "downtrend" then
        if currentClose < m1Candles[0].low then
            entryPrice = currentClose
            sl = entryPrice + atr
            tp = entryPrice - 2*atr
            return true
        end
    end
    return false
end

-- Отправка ордера
function placeOrder(direction)
    local transaction = {
        ACTION = "NEW_ORDER",
        CLASSCODE = CLASS_CODE,
        SECCODE = SEC_CODE,
        ACCOUNT = TRADE_ACCOUNT,
        OPERATION = direction == "uptrend" and "B" or "S",
        PRICE = entryPrice,
        QUANTITY = tostring(LOTS),
        STOPPRICE = tostring(sl),
        EXPIRY = "GTC"
    }
    
    local res = SendTransaction(transaction)
    if res then
        message("Order placed: "..direction..
                " | Price: "..entryPrice..
                " | SL: "..sl..
                " | TP: "..tp)
    else
        message("Error placing order!")
    end
end
local is_run
function OnInit()
    --strategy = Strategy:new(config)
    --strategy:start()
    is_run = true
   message('Стратегия 3ТФ инициализирована')
end
function OnStop()
    --strategy:stop()
    is_run = false
   message('Стратегия 3ТФ остановлена')
end
function OnTransReply(r)
    --strategy:handle_transaction_reply(r)
end
function OnTrade(t)
    --strategy:handle_trade(t)
end
function OnOrder(o)
    --strategy:handle_order(o)
end
-- Основной обработчик
function main()
    message('Стратегия 3ТФ запущена')
    local daily = getDailyTrend()
    message( 'Стратегия 3ТФ dailyTrend = ' .. tostring(daily.trend) 
         ..'; HH = '.. tostring(daily.hh) 
         ..'; LL = '.. tostring(daily.ll)
         ..'; o0 = '.. tostring(daily.o) 
         ..'; atr = '.. tostring(daily.atr)
         ..'; targetB = '.. tostring(daily.targetB)
         ..'; targetS = '.. tostring(daily.targetS)
         )
    daily.trend = "uptrend"

    while is_run do

      if daily.trend ~= "range" then
        if  checkH1Structure(daily.trend) then
            if checkM1Entry(daily.trend) then
                placeOrder(daily.trend)
            end
        end
      end
        sleep(1000)
    end
end

function OnInit()

   Period_ATR=14
   old_idx=0
   long=false
   short=false
   revers=false
   function PSAR(idx)
      if idx<Period_ATR then
      return nil
      else
         if idx==Period_ATR  then
            psar={}
            psar[idx]=L(idx)
            long=true
            hmax=H(idx)
            per_ATR=Period_ATR
            local TR=0
            for js=(idx-per_ATR+1),idx do
               TR=(TR+H(js)-L(js))
            end
            Old_ATR=TR/per_ATR
            revers=true
         else
            if idx~=old_idx then
               local TR=0
               for js=(idx-per_ATR+1),idx do
               TR=(TR+H(js)-L(js))
               end
               local ATR=TR/per_ATR
               af=ATR/(Old_ATR+ATR)
               af=af/10
               Old_ATR=ATR
               if long then
               if hmax<H(idx-1) then
               hmax=H(idx-1)
               end
               psar[idx]=psar[idx-1]+af*(hmax-psar[idx-1])
               end
               if short then
               if lmin>L(idx-1) then
               lmin=L(idx-1)
               end
               psar[idx]=psar[idx-1]+af*(lmin-psar[idx-1])
               end
               revers=true
            end
            if long and L(idx)<psar[idx] and revers then
               psar[idx]=hmax
               short=true
               long=false
               lmin=L(idx)
               af=Step
               revers=false
            end
            if short and H(idx)>psar[idx] and revers then
               psar[idx]=lmin
               long=true
               short=false
               hmax=H(idx)
               af=Step
               revers=false
            end
         end

      old_idx=idx

      return psar[idx]
      end
   end
end
   
function getCandles(ds, count)
    local candles = {}
    local size = ds:Size()
    for i = 0, count do
        if size >= 1 then
            candles[i] = {
                high = ds:H(size - i) or 0,
                low = ds:L(size - i) or 0,
                open = ds:O(size - i) or 0,
                close = ds:C(size - i) or 0
            }
        end
    end
    return candles
end   
   
function main()

   ds = CreateDataSource('TQBR', 'SBER', INTERVAL_M5)
   local Candles = getCandles(ds, 20)
   
   for i=1,ds:Size() do
      message("Значение индикатора:" ..tostring(PSAR()))
   end 

end