name="nk_insBar";
Settings={Name =name};
local function  Cn(i) local Ci,Oi=C(i),O(i);if Ci>=Oi then return Ci,Oi; end return Oi,Ci; end
j=1;
function OnCalculate(i)
    Hi,Li=H(i),L(i);
    if Hi~=Li then
        BH,BL=Cn(i)
        if i~=j then BH1,BL1=Cn(j); H1,L1=H(j),L(j); j=i; end
        if H_ then
      if Hi>H_ or L_>Li then H1_,L1_=H_,L_;  H_,L_=nil; end
        else
      if H1>=Hi and Li>=L1 then  BH_,BL_,H_,L_=BH1,BL1,H1,L1; end
        end
    end
    if H_ then return H_,L_; else return H1_,L1_; end
end

function Init()
   Settings.line = {
      {Name = "H_",Color = RGB(0, 0, 255), Type =3, Width = 2},
      {Name = "L_",Color = RGB(255, 0, 255), Type =3, Width = 2},
   };
   return #Settings.line;
end

Попробуйте так, должен выводить внутренний бар и внешний бар поглощения. надеюсь ничего не напутал, давно не пользуюсь, но это самый простой и понятный вариант.

function Structure()
    local I1 = 0
    local Structura = 0

    return function(I, FS, ds)
        I = I or 1
        ds = ds or nil
        FS = FS or {}
        local p = FS.persent or 4 -- %
        local wid = FS.wid or 0

        local o0 = Value(I, 'O', ds) or 0
        local c0 = Value(I, 'C', ds) or o0
        local h0 = Value(I, 'H', ds) or c0
        local l0 = Value(I, 'L', ds) or c0

        if I == 1 then
            I1 = 0
            Structura = 0
        end

        local flag = h0 and l0 and c0 and o0 or false

        local o1 = I > 1 and Value(I-1, 'O', ds) or o0
        local c1 = I > 1 and Value(I-1, 'C', ds) or c0
        local h1 = I > 1 and Value(I-1, 'H', ds) or h0
        local l1 = I > 1 and Value(I-1, 'L', ds) or l0
        local flag1 = I > 1 and flag and h1 and l1 or false

        local h2 = I > 2 and Value(I-2, 'H', ds) or h1
        local l2 = I > 2 and Value(I-2, 'L', ds) or l1
        local flag2 = I > 2 and h2 and l2 and flag1 and flag or false

        local newbar = I > I1

        -- Определение типов баров
        local up_bar1 = flag2 and h1 > h2 and l1 >= l2 or false
        local down_bar1 = flag2 and l1 < l2 and h1 <= h2 or false
        local inbar1 = flag2 and h1 <= h2 and l1 >= l2 or false
        local outbar1 = flag2 and h1 > h2 and l1 < l2 or false
        local outbar_up1 = outbar1 and c1 > o1 or false
        local outbar_down1 = outbar1 and c1 <= o1 or false

        local outbar0 = flag1 and h0 > h1 and l0 < l1 or false
        local outbar_up0 = outbar0 and c0 > o0 or false
        local outbar_down0 = outbar0 and c0 < o0 or false
        local up_bar0 = flag1 and h0 > h1 and l0 >= l1 or false
        local down_bar0 = flag1 and l0 < l1 and h0 <= h1 or false
        local inbar0 = flag1 and h0 < h1 and l0 > l1 or false

        local event = newbar and (outbar0 or up_bar0 or down_bar0) or false

        local struc = (outbar_up0 or up_bar0) and 1 or (outbar_down0 or down_bar0) and -1 or 0
        local structura = Structura
        Structura = (newbar or event) and Structura + struc or structura

        I1 = I

        return newbar and inbar1 or nil, newbar and outbar1 or nil
   end
end

Settings={};
Settings.Name = "Structure";

local f;
function Init()

f=Structure();
Settings.line = {
{Name = "InBar",Color = RGB(0, 0, 255), Type = TYPE_POINT, Width = 2},
{Name = "OutBar",Color = RGB(255, 0, 255), Type = TYPE_HISTOGRAM, Width = 2},
};
return #Settings.line;

end
function OnCalculate(index)
return f( index,Settings )
end

function Cached.Structure()
    local I1 = 0
    local Structura = 0

    return function(I, FS, ds)
        I = I or 1
        ds = ds or nil
        FS = FS or {}
        local p = FS.persent or 4 -- %
        local wid = FS.wid or 0

        local o0 = Value(I, 'O', ds) or 0
        local c0 = Value(I, 'C', ds) or o0
        local h0 = Value(I, 'H', ds) or c0
        local l0 = Value(I, 'L', ds) or c0

        if I == 1 then
            I1 = 0
            Structura = 0
        end

        local flag = h0 and l0 and c0 and o0 or false

        local o1 = I > 1 and Value(I-1, 'O', ds) or o0
        local c1 = I > 1 and Value(I-1, 'C', ds) or c0
        local h1 = I > 1 and Value(I-1, 'H', ds) or h0
        local l1 = I > 1 and Value(I-1, 'L', ds) or l0
        local flag1 = I > 1 and flag and h1 and l1 or false

        local h2 = I > 2 and Value(I-2, 'H', ds) or h1
        local l2 = I > 2 and Value(I-2, 'L', ds) or l1
        local flag2 = I > 2 and h2 and l2 and flag1 and flag or false

        local newbar = I > I1

        -- Определение типов баров
        local up_bar1 = flag2 and h1 > h2 and l1 >= l2 or false
        local down_bar1 = flag2 and l1 < l2 and h1 <= h2 or false
        local inbar1 = flag2 and h1 <= h2 and l1 >= l2 or false
        local outbar1 = flag2 and h1 > h2 and l1 < l2 or false
        local outbar_up1 = outbar1 and c1 > o1 or false
        local outbar_down1 = outbar1 and c1 <= o1 or false

        local outbar0 = flag1 and h0 > h1 and l0 < l1 or false
        local outbar_up0 = outbar0 and c0 > o0 or false
        local outbar_down0 = outbar0 and c0 < o0 or false
        local up_bar0 = flag1 and h0 > h1 and l0 >= l1 or false
        local down_bar0 = flag1 and l0 < l1 and h0 <= h1 or false
        local inbar0 = flag1 and h0 < h1 and l0 > l1 or false

        local event = newbar and (outbar0 or up_bar0 or down_bar0) or false

        local struc = (outbar_up0 or up_bar0) and 1 or (outbar_down0 or down_bar0) and -1 or 0
        local structura = Structura
        Structura = (newbar or event) and Structura + struc or structura

        I1 = I

        if wid == 0 then
            return Structura
        end
        return struc
    end
end