• Стратегия на пересечении нулевой линии. Если Force Index пересекает нулевую линию снизу вверх, это может быть сигналом к покупке, так как рынок переходит от медвежьего к бычьему тренду. Если Force Index пересекает нулевую линию сверху вниз, это может быть сигналом к продаже, так как рынок переходит от бычьего к медвежьему тренду.
  
• Стратегия на дивергенциях. Например, если цена делает новый минимум, но Force Index показывает более высокий минимум, это может быть сигналом к покупке, так как рынок может готовиться к развороту вверх.
  

В вашем коде ошибка в расчете Force Index:

Это соответствует:

Но по стандарту Elder's Force Index должно быть:

Ваша формула дает относительное изменение, а не абсолютную разницу!

------------------------------------------------------------------
----Moving Average SMA, MMA, EMA, WMA, SMMA, VMA
------------------------------------------------------------------

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

--[[Simple Moving Average (SMA)
SMA = sum(Pi) / n]]
local function F_SMA()
   local sum = {}
   local it = {p=0, l=0}
return function (I, P, VT, ds)
   if I == 1 then
      sum = {}
      it = {p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then it={p=I, l=it.l+1} end
      local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
      sum[Ip] = (sum[Ipp] or 0) + GetValueEX(it.p,VT,ds)
      if it.l >= P then
         return (sum[Ip] - (sum[Ippp] or 0)) / P
      end
   end
return nil
end
end
--[[Modified Moving Average (MMA)
MMA = (MMAi-1*(n-1) + Pi) / n]]
local function F_MMA() 
   local sum = {}
   local tmp = {pp=nil, p=nil}
   local it = {p=0, l=0}
return function(I, P, VT, ds)
   if I == 1 then
      sum = {}
      tmp = {pp=nil, p=nil}
      it = {p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then 
         it = {p=I, l=it.l+1} 
         tmp.pp = tmp.p
      end
      local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
      if it.l <= P + 1 then
         sum[Ip] = (sum[Ipp] or 0) + GetValueEX(it.p,VT,ds)
         if (it.l == P) or (it.l == P + 1) then
            tmp.p = (sum[Ip] - (sum[Ippp] or 0)) / P
         end
      else
         tmp.p = (tmp.pp*(P-1) + GetValueEX(it.p,VT,ds)) / P
      end
      if it.l >= P then
         return tmp.p
      end
   end
return nil
end
end
--[[Exponential Moving Average (EMA)
EMAi = (EMAi-1*(n-1)+2*Pi) / (n+1)]]
local function F_EMA() 
   local tmp = {pp=nil, p=nil}
   local it = {p=0, l=0}
return function(I, P, VT, ds)
   if I == 1 then
      tmp = {pp=nil, p=nil}
      it = {p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then 
         it = {p=I, l=it.l+1} 
         tmp.pp = tmp.p
      end
      if it.l == 1 then
         tmp.p = GetValueEX(it.p,VT,ds)
      else
         tmp.p = (tmp.pp*(P-1) + 2*GetValueEX(it.p,VT,ds)) / (P+1)
      end
      if it.l >= P then
         return tmp.p
      end
   end
return nil
end
end
--[[William Moving Average (WMA)
( Previous WILLMA * ( Period - 1 ) + Data ) / Period]]
local function F_WMA()
   local tmp = {pp=nil, p=nil}
   local it = {p=0, l=0}
return function(I, P, VT, ds)
   if I == 1 then
      tmp = {pp=nil, p=nil}
      it = {p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then 
         it={p=I, l=it.l+1}
         tmp.pp = tmp.p
      end
      if it.l == 1 then
         tmp.p = GetValueEX(it.p,VT,ds)
      else
         tmp.p = (tmp.pp * (P-1) + GetValueEX(it.p,VT,ds)) / P
      end
      if it.l >= P then
         return tmp.p
      end
   end
return nil
end
end
--[[Volume Adjusted Moving Average (VMA)
VMA = sum(Pi*Vi) / sum(Vi)]]
local function F_VMA()
   local sum = {}
   local sum2 = {}
   local it = {p=0, l=0}
return function(I, P, VT, ds)
   if I == 1 then
      sum = {}
      sum2 = {}
      it = {p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then it={p=I, l=it.l+1} end
      local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
      sum[Ip] = (sum[Ipp] or 0) + GetValueEX(it.p,VT,ds) * GetValueEX(it.p,VOLUME,ds)
      sum2[Ip] = (sum2[Ipp] or 0) + GetValueEX(it.p,VOLUME,ds)
      if it.l >= P then
         return (sum[Ip] - (sum[Ippp] or 0)) / (sum2[Ip] - (sum2[Ippp] or 0))
      end
   end
return nil
end
end
--[[Smoothed Moving Average (SMMA)
SMMAi = (sum(Pi) - SMMAi-1 + Pi) / n]]
local function F_SMMA()
   local sum = {}
   local sum2 = {}
   local it = {p=0, l=0}
return function(I, P, VT, ds)
   if I == 1 then
      sum = {}
      sum2 = {}
      it = {p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then it={p=I, l=it.l+1} end
      local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
      sum[Ip] = (sum[Ipp] or 0) + GetValueEX(it.p,VT,ds)
      if it.l >= P then
         if it.l == P then
            sum2[Ip] = (sum[Ip] - (sum[Ippp] or 0)) / P
         else
            sum2[Ip] = ((sum[Ip] - (sum[Ippp] or 0)) - (sum2[Ipp] or 0)+ GetValueEX(it.p,VT,ds)) / P
         end
         return sum2[Ip]
      end
   end
return nil
end
end

local 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
local function Squeeze(I,P)
   return math.fmod(I-1,P+1)
end
local 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
local arg = {...}
arg.n = select('#', ...)
   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
local function GetValueEX(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 ((GetValueEX(I,HIGH,ds) + GetValueEX(I,LOW,ds)) / 2)
   elseif VT == TYPICAL then   --Typical
      return ((GetValueEX(I,MEDIAN,ds) * 2 + GetValueEX(I,CLOSE,ds))/3)
   elseif VT == WEIGHTED then   --Weighted
      return ((GetValueEX(I,TYPICAL,ds) * 3 + GetValueEX(I,OPEN,ds))/4) 
   elseif VT == DIFFERENCE then   --Difference
      return (GetValueEX(I,HIGH,ds) - GetValueEX(I,LOW,ds))
   else                     --Any
      return (ds and ds[I])
   end
return nil
end
local function MA() --Moving Average ("MA")
   local T_MA = {[SMA]=F_SMA(),[MMA]=F_MMA(),[EMA]=F_EMA(),[VMA]=F_VMA(),[SMMA]=F_SMMA(),[WMA]=F_WMA()}
return function (I, Fsettings, ds)
   local Fsettings=(Fsettings or {})
   local P = (Fsettings.Period or 14)
   if (P > 0) then
      return T_MA[string.upper(Fsettings.Metod or EMA)](I, P, (Fsettings.VType or CLOSE), ds)
   end
return nil
end
end

local function TR() --True Range ("TR")
   local it = {pp=0, p=0, l=0}
return function (I, ds)
   if I == 1 then
      it = {pp=0, p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then it={pp=it.p, p=I, l=it.l+1} end
      if it.l == 1 then
         return math.abs(GetValueEX(it.p,DIFFERENCE, ds))
      else
         return math.max(math.abs(GetValueEX(it.p,DIFFERENCE, ds)), 
            math.abs(GetValueEX(it.p,HIGH,ds) - GetValueEX(it.pp,CLOSE,ds)), 
            math.abs(GetValueEX(it.pp,CLOSE,ds)-GetValueEX(it.p,LOW,ds)))
      end
   end
return nil
end
end
function ADX() --Average Directional Movement Index ("ADX")
   local pDI_MA=MA()
   local mDI_MA=MA()
   local ADX_MA=MA()
   local f_TR=TR()
   local it = {pp=0, p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
local M = (Fsettings.Metod or EMA)
if (P>0) then
   if I == 1 then
      if (M==VMA) then M=SMA end
      it = {pp=0, p=0, l=0}
   end
   local i_TR = f_TR(I,ds)
   if CandleExist(I,ds) then
      if I~=it.p then it={pp=it.p, p=I, l=it.l+1} end
      if it.l > 1 then
         if GetValueEX(it.p,HIGH,ds) > GetValueEX(it.pp,HIGH,ds) then
            pDM = math.abs(GetValueEX(it.p,HIGH,ds)-GetValueEX(it.pp,HIGH,ds))
         else pDM = 0 end
         if GetValueEX(it.p,LOW,ds) < GetValueEX(it.pp,LOW,ds) then
            mDM = math.abs(GetValueEX(it.pp,LOW,ds)-GetValueEX(it.p,LOW,ds))
         else mDM = 0 end
         if pDM > mDM then mDM=0 end
         if mDM > pDM then pDM=0 end
         if pDM == mDM then pDM=0 mDM = 0 end
         if i_TR~=0 then pSDI = pDM / i_TR * 100 else pSDI = 0 end
         if i_TR~=0 then mSDI = mDM / i_TR * 100 else mSDI = 0 end
         local pDI = pDI_MA(it.l-1, {Period=P, Metod=M, VType=ANY}, {[it.l-1] = pSDI})
         
         local mDI = mDI_MA(it.l-1, {Period=P, Metod=M, VType=ANY}, {[it.l-1] = mSDI})
         
         if it.l>P and pDI and mDI then
            return ADX_MA(it.l-P, {Period=P, Metod=M, VType=ANY}, {[it.l-P]=math.abs(pDI-mDI)/(pDI+mDI)*100}),pDI,mDI
         else
            return nil,pDI,mDI
         end
      end
   end
end
return nil,nil,nil
end
end

Settings = {
Name = "*ADX (Average Directional Movement Index)", 
Period = 14, 
Metod = "EMA", --(SMA, MMA, EMA, WMA, SMMA, VMA)
line = {{
      Name = "Horizontal line",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Name = "ADX", 
      Type = TYPE_LINE, 
      Color = RGB(0, 162, 232)
      },
      {
      Name = "ADX +DI",
      Type = TYPE_LINE, 
      Color = RGB(0, 206, 0)
      },
      {
      Name = "ADX -DI",
      Type = TYPE_LINE,
      Color = RGB(221, 44, 44)
      }
      },
Round = "off",
Multiply = 1,
Horizontal_line="off"
}
   local func      
function Init() 
   func = ADX()
   return #Settings.line
end
function OnCalculate(Index) 
   return tonumber(Settings.Horizontal_line),ConvertValue(Settings,func(Index, Settings))
end

name="*Vet_Rollback"
Settings={Name =name};

function OnCalculate(i)
  local Hi,Li=H(i),L(i)
  if i==1 then
   maxh=0
  else
  if Hi then
    if maxh<Hi then maxh = Hi end
    rollback=(Li-maxh)/maxh * 100
    message(tostring(maxh..";"..Hi..";"..Li..";"..rollback))
  end
  end
return rollback
end


function Init()
Settings.line ={ { Color = RGB(153, 204, 0),Type = TYPE_HISTOGRAM,Width = 0}}
return #Settings.line
end

Settings = {
Name = "*PSAR (Parabolic SAR)", 
Step = 0.02,
MaxStep = 0.2, 
line = {{
      Name = "Horizontal line",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Width = 3,
      Name = "PSAR_Up", 
      Type = TYPE_POINT, 
      Color = RGB(221, 44, 44)
      },
      {
      Width = 3,
      Name = "PSAR_Down", 
      Type = TYPE_POINT, 
      Color = RGB(0, 206, 0)
      }
      },
Round = "off",
Multiply = 1,
Horizontal_line="off"
}

function Init()
   func = PSAR()
   return #Settings.line
end

function OnCalculate(Index) 
local Out = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
   if Out then
      if Out > ((H(Index)-L(Index))/2)+L(Index) then
         return HL,Out,nil
      else
         return HL,nil,Out
      end
   else
      return HL,nil,nil
   end
end

function PSAR() --Parabolic SAR ("PSAR")
   local tmp = {pp=nil, p=nil}
   local it = {ppp=0, pp=0, p=0, l=0}
return function (I, Fsettings, ds)
local Out = nil
local Fsettings=(Fsettings or {})
local Step = (Fsettings.Step or 0.02)
local MaxStep = (Fsettings.MaxStep or 0.2)
   if I == 1 then
      tmp = {pp=nil, p=nil}
      it = {ppp=0, pp=0, p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then 
         it={ppp=it.pp, pp=it.p, p=I, l=it.l+1}
         tmp.pp = tmp.p
      end
      local cand = {ppp=nil, pp=nil, p=nil}
      tmp.p = {Val = nil, Step = 0, Ext = 0, Long = true}
      cand.p = {H = GetValueEX(it.p,HIGH,ds), L = GetValueEX(it.p,LOW,ds)}
      if it.l==2 then
         tmp.p = {Val = GetValueEX(it.p,HIGH,ds), Step = Step, Ext = cand.p.H, Long = true}
      end
      if it.l > 2 then
         local Revers = false
         tmp.p.Val = tmp.pp.Val + tmp.pp.Step * (tmp.pp.Ext - tmp.pp.Val)
         tmp.p.Long = tmp.pp.Long
         tmp.p.Ext = tmp.pp.Ext
         tmp.p.Step = tmp.pp.Step
         if tmp.pp.Long then
            if cand.p.L < tmp.p.Val then
               tmp.p = {Val = tmp.pp.Ext, Step = Step, Ext = cand.p.L, Long = false}
               Revers = true
            end
         else
            if cand.p.H > tmp.p.Val then
               tmp.p = {Val = tmp.pp.Ext, Step = Step, Ext = cand.p.H, Long = true}
               Revers = true
            end
         end
         if not Revers then
            cand.pp = {H = GetValueEX(it.pp,HIGH,ds), L = GetValueEX(it.pp,LOW,ds)}
            cand.ppp = {H = GetValueEX(it.ppp,HIGH,ds), L = GetValueEX(it.ppp,LOW,ds)}
            if tmp.pp.Long then
               if cand.p.H > tmp.pp.Ext then
                  tmp.p.Ext = cand.p.H
                  tmp.p.Step = tmp.pp.Step + Step
                  if tmp.p.Step > MaxStep then tmp.p.Step = MaxStep end
               end
               if cand.pp.L < tmp.p.Val then tmp.p.Val = cand.pp.L end
               if cand.ppp.L < tmp.p.Val then tmp.p.Val = cand.ppp.L end
            else
               if cand.p.L < tmp.pp.Ext then
                  tmp.p.Ext = cand.p.L
                  tmp.p.Step = tmp.pp.Step + Step
                  if tmp.p.Step > MaxStep then tmp.p.Step = MaxStep end
               end
               if cand.pp.H > tmp.p.Val then tmp.p.Val = cand.pp.H end
               if cand.ppp.H > tmp.p.Val then tmp.p.Val = cand.ppp.H end
            end
         end
      end
      return tmp.p.Val
   end
return 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
local arg = {...}
arg.n = select('#', ...)
   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 table.unpack(arg)
   else return nil end
end


function GetValueEX(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 ((GetValueEX(I,HIGH,ds) + GetValueEX(I,LOW,ds)) / 2)
   elseif VT == TYPICAL then   --Typical
      return ((GetValueEX(I,MEDIAN,ds) * 2 + GetValueEX(I,CLOSE,ds))/3)
   elseif VT == WEIGHTED then   --Weighted
      return ((GetValueEX(I,TYPICAL,ds) * 3 + GetValueEX(I,OPEN,ds))/4) 
   elseif VT == DIFFERENCE then   --Difference
      return (GetValueEX(I,HIGH,ds) - GetValueEX(I,LOW,ds))
   else                     --Any
      return (ds and ds[I])
   end
return nil
end