it={ppp=it.pp, pp=it.p, p=I, l=it.l+1}

if it.p < it.pp then it.pp = it.p-1 end -- van
if it.pp < it.ppp then it.ppp = it.pp-1 end -- van

function CMO(I, Fsettings, ds) --Chande Momentum Oscillator ("CMO")
   local sum={}
   local sum2={}
   local it = {pp=0, p=0, l=0}
return function (I, Fsettings, ds)

local Fsettings=(Fsettings or {})
local P = (Fsettings.CMO_Period or 14)
local VT = (Fsettings.CMO_VType or CLOSE)
PrintDbgStr(P)
  
if (P>0) then
   if I == 1 then
      sum={}
      sum2={}
      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.p < it.pp then it.pp = it.p-1 end   
    

GetValueEX(it.pp,VT,ds)

function CMO() --Chande Momentum Oscillator ("CMO")
   local sum={}
   local sum2={}
   local it = {pp=0, p=0, l=0}
return function (I, Fsettings, ds)

Settings = {
Name = "*CMO (TEST)", 
Period = 14, 
VType = "Close", --(Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference)
line = {{
      Name = "Horizontal line (top)",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Name = "Horizontal line (bottom)",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Name = "CMO", 
      Type = TYPE_LINE, 
      Color = RGB(221, 44, 44)
      }
      },
Round = "off",
Multiply = 1,
Horizontal_line="50"
}
         
function Init()
   func = Test1()
   return #Settings.line
end

function OnCalculate(Index)
local Out = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
   if HL then
      return HL,-HL,Out
   else
      return nil,nil,Out
   end
end

function Test1()
    local FTest = Test2()
    
    return function (I, Fsettings, ds)
      return FTest(I, Fsettings, ds)
    end  
end 

function Test2()
    local FCMO = CMO()
    local dsCMO = {Val = {}, Min = {}, Max = {}} 
    return function (I, Fsettings, ds)
      dsCMO.Val[I] = FCMO(I, Fsettings, ds)
      return dsCMO.Val[I]
    end  
end  

function CMO() --Chande Momentum Oscillator ("CMO")
   local sum={}
   local sum2={}
   local it = {pp=0, p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
local VT = (Fsettings.VType or CLOSE)
if (P>0) then
   if I == 1 then
      sum={}
      sum2={}
      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
      local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
      if it.l > 1 then
         local diff = GetValueEX(it.p,VT,ds) - GetValueEX(it.pp,VT,ds)
         if diff > 0 then
            sum[Ip] = (sum[Ipp] or 0) + diff
            sum2[Ip] = (sum2[Ipp] or 0)
         elseif diff < 0 then
            sum[Ip] = (sum[Ipp] or 0)
            sum2[Ip] = (sum2[Ipp] or 0) - diff
         elseif diff == 0 then 
            sum[Ip] = (sum[Ipp] or 0)
            sum2[Ip] = (sum2[Ipp] or 0)
         end
      end
      if it.l > P then
         local CMO1 = sum[Ip]-(sum[Ippp] or 0)
         local CMO2 = sum2[Ip]-(sum2[Ippp] or 0)
         return (CMO1 - CMO2) / (CMO1 + CMO2) * 100
      end
   end
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 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

Settings = {
Name = "*CMO (TEST)", 
Period = 14, 
VType = "Close", --(Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference)
line = {{
      Name = "Horizontal line (top)",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Name = "Horizontal line (bottom)",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Name = "CMO", 
      Type = TYPE_LINE, 
      Color = RGB(221, 44, 44)
      }
      },
Round = "off",
Multiply = 1,
Horizontal_line="50"
}
         
function Init()
   func = Test1()
   return #Settings.line
end

function OnCalculate(Index)
local Out = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
   if HL then
      return HL,-HL,Out
   else
      return nil,nil,Out
   end
end

function Test1()
    local FTest = Test2()
    
    return function (I, Fsettings, ds)
      return FTest(I, Fsettings, ds)
    end  
end 

function Test2()
    local FCMO = CMO()
    local dsCMO = {Val = {}, Min = {}, Max = {}} 
    return function (I, Fsettings, ds)
      dsCMO.Val[I] = FCMO(I, Fsettings, ds)
      return dsCMO.Val[I]
    end  
end  

Settings = {
  Name = "*Kaavan Signals TEST", 
  CMO_Period = 14, 
  line = {
      {
        Name = "CMO",
        Color = RGB(0, 255, 0),
        Type = TYPE_POINT,
        Width = 3      
      }
    }
}

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

function OnCalculate(Index) 
   return func(Index, Settings)
end

function GetSignals()
  local FCMO = CMO()                                --Chande Momentum Oscillator ("CMO")
  local dsCMO = {Val = {}, Min = {}, Max = {}}      
  
  return function (I, Fsettings, ds)
    if I < Fsettings.CMO_Period then
      return nil
    else  
      dsCMO.Val[I] = FCMO(I, Fsettings, ds)                                       -- считаем CMO
    end
  end  
end

------------------------------
function CMO() --Chande Momentum Oscillator ("CMO")
   local sum={}
   local sum2={}
   local it = {pp=0, p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.CMO_Period or 14)
local VT = (Fsettings.CMO_VType or CLOSE)
if (P>0) then
   if I == 1 then
      sum={}
      sum2={}
      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
      local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
      if it.l > 1 then
         local diff = GetValueEX(it.p,VT,ds) - GetValueEX(it.pp,VT,ds)
         if diff > 0 then
            sum[Ip] = (sum[Ipp] or 0) + diff
            sum2[Ip] = (sum2[Ipp] or 0)
         elseif diff < 0 then
            sum[Ip] = (sum[Ipp] or 0)
            sum2[Ip] = (sum2[Ipp] or 0) - diff
         elseif diff == 0 then 
            sum[Ip] = (sum[Ipp] or 0)
            sum2[Ip] = (sum2[Ipp] or 0)
         end
      end
      if it.l > P then
         local CMO1 = sum[Ip]-(sum[Ippp] or 0)
         local CMO2 = sum2[Ip]-(sum2[Ippp] or 0)
         return (CMO1 - CMO2) / (CMO1 + CMO2) * 100
      end
   end
end
return nil
end
end

local diff = GetValueEX(it.p,VT,ds) - GetValueEX(it.pp,VT,ds)