Settings = {
Name = "*nkSMA",
Period = 9,
line = {{Name = "nkSMA",Type = 1, Color = RGB(255, 0, 0)}}
}

function Init()
   return #Settings.line
end

local P,i1,NP;
function OnCalculate(i)
   local Out=C(i);
   if i==1 then
      S={}; P=Settings.Period; NP=1/P;
   else
      if i<=P then  Out=(Out+i1*S[i1])/i;
      else  Out=S[i1]+ NP*(Out-C(i-P));  end
   end
   i1=i;  S[i]=Out;
   return Out
end

ma_out=func(ds[sec]:Size(), {Period=60, Metod = "SMA", VType="Typical", round=4}, ds[sec])

func = MA()                         
ma_out=func(ds:Size(), {Period=60, Metod = "SMA", VType="Typical", round=4}, ds)

for sec in string.gmatch(ticker_list,"%a+") do                  
ds = CreateDataSource("TQBR", sec, INTERVAL_M1)                   
ds:SetUpdateCallback()                  
end

а потом основной цикл программы внутри while is run

for sec in string.gmatch(ticker_list,"%a+") do      
запускаются функции, проверяются условия срабатывания, идёт торговля
end

ticker_list = "AFLT,ALRS,BANE,CHMF,FEES,GAZP,GMKN,HYDR,IRAO,LKOH,MAGN,MFON,MGNT,MOEX,MTSS,NLMK,NVTK,RASP,ROSN,RSTI,RTKM,SBER,SNGS,SNGSP,TATN,URKA,VTBR"

 
is_run = true
function OnStop(s)
  is_run = false
  return 1000
end

dofile(getWorkingFolder().."\\LuaIndicators\\MA.lua") --взято с сайта ARQA
function main()                 
while is_run do        
    for sec in string.gmatch(ticker_list,"%a+") do
                 ds = CreateDataSource("TQBR", sec, INTERVAL_M1) 
                 ds:SetUpdateCallback()
                 sleep(100)
                        func = MA()
                        ma_out=func(ds:Size(), {Period=60, Metod = "SMA", VType="Typical", round=4}, ds)
     end
end             
end

   ..  ..  ..  ..  ..  ..  ..  ..  ..  ..  ..  ..  ..  ..  .. 
ds =  CreateDataSource (p_classcode, p_seccode, INTERVAL_M1)    
ds: SetUpdateCallback (cb)

    
     while  is_run  do 
    length = ds: Size ()
    sum =  0 
         for  i =  0 , 4 , 1   do 
            sum = sum + ds:C(length - i)    
         end 
    moving5 = sum/ 5 
     sleep ( 100 )
     end 
 end 

  

..............................
ds=CreateDataSource(p_classcode, p_seccode, INTERVAL_M1)    
ds:SetUpdateCallback(cb)

    
    while is_run do
    length=ds:Size()
    sum=0
        for i=0,4,1 do
            sum=sum+ds:C(length-i)    
        end
    moving5=sum/5
    sleep(100)
    end
end