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local classes = {
    'TQBR',
    'SPBXM',
}
local intervals = {
    INTERVAL_M1,
    INTERVAL_M2,
}
function main ( )
    while isConnected ( ) == 0 do sleep ( 10000 ) end
    local list = { }
    for _, int in ipairs ( intervals ) do        
        for _, class in ipairs ( classes ) do
            for sec in getClassSecurities ( class ):gmatch ( "([^,]+)") do
                    table.insert ( list, { class = class, sec = sec, int = int } )
        end
        end
    end

    local sources = { }
    for _, entry in pairs ( list ) do
        local source, error = CreateDataSource ( entry.class, entry.sec, intervals[ entry.int ] )
        if source then
            source:SetEmptyCallback ( )
            table.insert ( sources, source )
        else
            message ( string.format ( "Failed to create data source: %s\n%s %s %s" , error, entry.class, entry.sec, entry.int ) )
        end
    end
    for _, source in ipairs ( sources ) do 
        ...
    end
end

if isConnected ( ) == 1 and do_cycle then
  do_cycle = false
  for class in getClasses ( ):gmatch ( "," ) do    for sec in getClassSecurities ( ):gmatch ( "," ) do      ds, err = CreateDataSource ( class, sec, INTERVAL_M1 )

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cl /MD /O2 /c /DLUA_BUILD_AS_DLL *.c
ren lua.obj lua.o
ren luac.obj luac.o
link /DLL /IMPLIB:lua54.lib /OUT:lua54.dll *.obj
link /OUT:lua.exe lua.o lua54.lib
lib /OUT:lua54-static.lib *.obj
link /OUT:luac.exe luac.o lua54-static.lib

install /LV 5.4 /MSVC /P C:\Lua54\luarocks

luarocks install luasocket

local QuikIndicatorsFolder = "C:\\QUIK\\LuaIndicators\\"
local indicatorFolder = "Historical Volatility" --имя папки
local indicatorMain = "Historical Volatility" --имя файла индикатора

package.cpath = package.cpath .. ";" .. QuikIndicatorsFolder .. indicatorFolder .. "\\?.dll"
package.path = package.path .. ";" .. QuikIndicatorsFolder .. indicatorFolder .. "\\?.lua"

require ( indicatorMain )

A: средневзвешенное среднее от разницы между верхней и нижней ценой за 4 свечки
B: минимальная цена закрытия за 5 свечек
C: максимальная средняя реальная цена за 3 свечки
покупка если A на 10%+ ближе к B чем к Cпродажа если A на 20%+ дальше от B чем от C 

for k = 1, #self.source do 
  local s = self.source[ k ]; v[ k ] = s.filter ( datasource, index, s.sampler, s.args )
end
...
elseif #s == 3 then 
  local a, b = ( v[ 1 ] + v[ 2 ] ) / 2, v[ 1 ] - v[ 2 ]
  return eval ( ( v[ 3 ] - a ) / b, self.thresholds )
elseif
...

if type(_G[cb]) == 'function' then _cplusplus_callbackReturn(cb, cb(...)) end 

function sleep(ms)
  local t1 = os.clock()
  for cb, ... in _cplusplus_pollCallbacks() do
    if type(_G[cb]) == 'function' then cb(...) end 
  end
  _cpusplus_sleep(math.max(0, (os.clock() - t1) * 1000 - ms))
end 

function log ( ... )
    local f = io.open ( "log.txt", "a" )
    f:write ( string.format ( "%s: %s\n", os.date ( "%c" ), table.concat ( { ... } ," " ) ) )
    f:close ( )
end

function errorlog ( ... )
    log ( ..., debug.traceback ( ) )
end

function main ( ) 
  ...
end

local _main = main
function main ( )
  xpcall ( _main, errorlog )
end

do
    local smt = getmetatable ( "" )
    local __index = smt.__index
    smt.__index = function ( s, k )
        if type ( k ) == 'number' then
            return s:sub ( k, k )
        else
            return __index[ k ]
        end
    end
    smt.__len = function ( s ) 
        return s:len ( )
    end
end

local s = "foo bar"for i = 1, #s do print ( i, s[ i ] ) end