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  -- ОФЗ-ПД
  -- 26238 15/05/2041
  -- SU26238RMFS4
  -- TQOB
local Class   = "TQOB"                    -- пробовал   TQСB
local Emit    = "SU26238RMFS4"            -- пробовал  RU000A108EF8

local actualPrice = getParamEx(Class,Emit,"LAST").param_value;
message( 'actualPric = '.. tostring(actualPrice) )

local SignalEngine = {
    factors = {},
    regime = "unknown",
    score = 0
}

function SignalEngine:updateFromBreakout(buy, sell, support, resistance, volRatio)

    local factor = {}

    -- Фактор направления
    factor.breakout =
        buy and 1 or
        sell and -1 or
        0

    -- Фактор структуры
    factor.structure =
        support and 0.5 or
        resistance and -0.5 or
        0

    -- Фактор волатильности
    factor.volatility = clamp((volRatio or 0) - 1, -1, 1)

    self.factors.breakout = factor
end

local Trader =  {}
function Trader:process(signalScore, regime)
    if regime == "flat" then return end

    if signalScore > 0.7 then
        self:buy()
    elseif signalScore < -0.7 then
        self:sell()
    end
end

function SignalEngine:detectRegime(vol, adx)
    if vol < 0.7 and adx < 15 then
        return "flat"
    elseif adx > 25 then
        return "trend"
    else
        return "transition"
    end
end

function SignalEngine:filterFactorsByRegime(regime)
    if regime == "flat" then
        self.factors.breakout.breakout = 0
    elseif regime == "transition" then
        self.factors.breakout.breakout = 0.5
    end
end

function SignalEngine:calcScore()
    local score = 0
    for _, f in pairs(self.factors) do
        score = score + (f.breakout or 0) + (f.structure or 0)
    end
    self.score = clamp(score, -1, 1)
    return self.score
end

function OnTrade(trade)

    if not WORKING_FLAG then return end

    local key = trade.trans_id
    local i = tonumber(sdelka[0]); 
    
  if working 
  and key and key>0
  and (i==0 and key~=sdelka.id) or (i>0 and sdelka[i][1]~=key)
  --and trade.sec_code==symbol --and trade.class_code==class 
  then
    
    i=i+1;  
    sdelka[0]=i;                         
    sdelka[i]={};                     
    sdelka[i][0]=sdelka[0];
    sdelka[i][1]=trade.trans_id;      
    sdelka[i][2]=get_date(trade.datetime)
    sdelka[i][3]=get_time(trade.datetime)
    
    sdelka[i][4]="B"; if bit.band(trade.flags,4)~=0 then sdelka[i][4]="S"; end;
    local dir = sdelka[i][4]=="B" and 1 or sdelka[i][4]=="S" and -1 or 0;
    sdelka[i][5]=trade.qty*dir;       
    sdelka[i][6]=trade.price;         
    ----- comission 
    sdelka[i][7]=trade.clearing_comission+trade.exchange_comission+trade.tech_center_comission;
    
    sdelka[i][8]=trade.order_num;    
    sdelka[i][9]=trade.trade_num;  
    sdelka[i][10]=trade.sec_code;     
                        
    sdelka.id=trade.trans_id;
    
    Log:info("OnTrade! sdelka "..i .."; "
                                  .."; trans_id="..sdelka[i][1] 
                                  .."; "..sdelka[i][2]
                                  .."; "..sdelka[i][3]
                                  .."; "..sdelka[i][4]
                                  .."; "..sdelka[i][5]
                                  .."; "..sdelka[i][6]
                                  .."; comission="..sdelka[i][7]
                                  .."; onum="..sdelka[i][8]
                                  .."; tnum="..sdelka[i][9]
                                  .."; "..sdelka[i][10]
                                  .."\n"
                                  );
    --local a,v; for a,v in pairs(sdelka[i) do Log:trace( 'OnTrade! sdelka['..i..']['..tostring(a)..'] = '.. tostring(v) ) end;
  end
end;

local path = getWorkingFolder()
local f;
local save = {
    position = 0,
    d = 0,
    t = 0
    }

Settings={}
Settings.Name = "*BreakoutIndicator"
Settings.period = 5
Settings.k = 1
Settings.wid = 0

function Init()
    local Cached = dofile(path .. "\\cached.lua"); 
   f = BreakoutIndicator()
   Cached=nil
   Settings.line = {
   {Name = "BUY", Type = TYPE_TRIANGLE_UP, Width = 1, Color = RGB(0, 0, 255) },
   {Name = "SELL", Type = TYPE_TRIANGLE_DOWN, Width = 1, Color = RGB(255, 0, 128) },
   
   {Name = "save.upper", Type = TYPE_BAR , Width = 1, Color = RGB(0, 128, 255) },
   {Name = "save.lower", Type = TYPE_BAR, Width = 1, Color = RGB(255, 0, 128) },
   {Name = "SL", Type =TYPE_DASH, Width = 1, Color = RGB(255, 0, 0) }
   }
   return #Settings.line
end
function OnCalculate(index)

   -- ====== ТЕКУЩИИ ЗНАЧЕНИЯ ======
    local position1 = save.position 
    local d1 = save.d
    local t1 = save.t
    
    -- ====== Расчет ЗНАЧЕНИЙ ======
    local breakout = f( index, Settings )
    
    -- ====== Обработка ======
    local newbar = (breakout and d1 ~= breakout.d or breakout.t ~= t1)
    
    save.position = breakout and breakout.position
    save.d = breakout and breakout.d
    save.t = breakout and breakout.t
    
    --====== RETURN LINES ======
    if Settings.wid == 2 then
        return nil,nil,nil,nil, breakout and breakout.volatilityRatio > 1 and breakout.volatilityRatio or nil
    end
    return  breakout and (d1 ~= breakout.d or breakout.t ~= t1) and breakout.position == 1 and  breakout.entryLevel or nil,   -- BUY
            breakout and (d1 ~= breakout.d or breakout.t ~= t1) and breakout.position == -1 and breakout.entryLevel or nil,   -- SELL
            breakout and breakout.position == 1 and breakout.upperPivot or nil,
            breakout and breakout.position == -1 and breakout.lowerPivot or nil,
            breakout and breakout.position ~= 0 and breakout.slLevel or nil

end

----- Получаем цену последней сделки с графика цены 
      local I = getNumCandles(tag.price)   
      while I==nil or I==0 do
         sleep (100)
         I = getNumCandles(tag.price)
      end
       if I<=4 then toLog(log,  'Недостаточно бар для продолжения работы ' .. tostring(I) ) return end

-- Безопасное получение значения с графика
function Utils.getGraphValue(tag, line, index, field)
    local candles = getCandlesByIndex(tag, line, index, 1)
    if not candles or not candles[0] then
        return nil
    end
    return candles[0][field]
end
-- ===============================
-- ДАННЫЕ (DATA LAYER)
-- ===============================
local Data = {}

function Data:init()
    self.context = {}
    self.history = {}
    self.current_index = 0
end

function Data:update()
    -- Получаем количество свечей
    local num_candles = getNumCandles(CFG.tags.price)
    if num_candles < 20 then
        Utils.log("WARN", "Недостаточно свечей: " .. num_candles)
        return false
    end
    
    -- Текущая свеча
    local candle = Utils.getGraphValue(CFG.tags.price, 0, num_candles - 1, "close")
    if not candle then return false end
    
    self.context = {
        -- Цены
        bar_index = num_candles - 1,
        datetime = Utils.getGraphValue(CFG.tags.price, 0, num_candles - 1, "datetime"),
        open = Utils.getGraphValue(CFG.tags.price, 0, num_candles - 1, "open"),
        high = Utils.getGraphValue(CFG.tags.price, 0, num_candles - 1, "high"),
        low = Utils.getGraphValue(CFG.tags.price, 0, num_candles - 1, "low"),
        close = Utils.getGraphValue(CFG.tags.price, 0, num_candles - 1, "close"),
        volume = Utils.getGraphValue(CFG.tags.price, 0, num_candles - 1, "volume"),
        
        -- Price Channel
        resistance = Utils.getGraphValue(CFG.tags.channel, 0, num_candles - 1, "close"),
        middle = Utils.getGraphValue(CFG.tags.channel, 1, num_candles - 1, "close"),
        support = Utils.getGraphValue(CFG.tags.channel, 2, num_candles - 1, "close"),
        
        -- Decycler
        decycler_high = Utils.getGraphValue(CFG.tags.decycler, 0, num_candles - 1, "close"),
        decycler_low = Utils.getGraphValue(CFG.tags.decycler, 1, num_candles - 1, "close"),
        decycler_high_prev = Utils.getGraphValue(CFG.tags.decycler, 0, num_candles - 2, "close"),
        
        -- RSI
        rsi = Utils.getGraphValue(CFG.tags.rsi, 0, num_candles - 1, "close"),
        
        -- ADX
        adx = Utils.getGraphValue(CFG.tags.adx, 0, num_candles - 1, "close"),
        plus_di = Utils.getGraphValue(CFG.tags.adx, 1, num_candles - 1, "close"),
        minus_di = Utils.getGraphValue(CFG.tags.adx, 2, num_candles - 1, "close"),
        
        -- ATR
        atr = Utils.getGraphValue(CFG.tags.atr, 0, num_candles - 1, "close")
    }
    
    -- Проверка данных
    if not self.context.resistance or not self.context.middle or not self.context.support then
        Utils.log("ERROR", "Не удалось получить данные Price Channel")
        return false
    end
    
    -- Расчет процента ATR
    if self.context.atr and self.context.close then
        self.context.atr_pct = (self.context.atr / self.context.close) * 100
    else
        self.context.atr_pct = 0
    end
    
    -- Сохраняем в историю 
    table.insert(self.history, {
        index = self.context.bar_index,
        datetime = self.context.datetime,
        open = self.context.open,
        high = self.context.high,
        low = self.context.low,
        close = self.context.close,
        data = {
            resistance = self.context.resistance,
            middle = self.context.middle,
            support = self.context.support,
            decycler_high = self.context.decycler_high,
            decycler_low = self.context.decycler_low,
            rsi = self.context.rsi,
            adx = self.context.adx,
            plus_di = self.context.plus_di,
            minus_di = self.context.minus_di,
            atr = self.context.atr
        }
    })
    
    return true
end

local Graph = {}

function Graph.new(tag, line)
    local o = {}
    o.tag = tag
    o.line = line or 0

    function o:last()
        for i = 0, 50000 do
            local _, n = getCandlesByIndex(o.tag, o.line, i, 1)
            if n == 0 then
                local t = getCandlesByIndex(o.tag, o.line, i - 1, 1)
                return t and t[1] or nil
            end
        end
    end

    return o
end

return Graph

local Graph   = require("Graph")
local NewBar  = require("NewBar")
local Trade   = require("Trade")
local is_run = true

function main()
local price = Graph.new("graph_SBER", 0)
local ma20  = Graph.new("graph_SBER", 1)
local ma50  = Graph.new("graph_SBER", 2)

local bar = NewBar.new("graph_SBER")

while is_run do
    if bar:check() then
        local p  = price:last()
        local m20 = ma20:last()
        local m50 = ma50:last()

        if p and m20 and m50 then
            if p.close > m20.close and m20.close > m50.close then
                Trade.buy()
            elseif p.close < m20.close and m20.close < m50.close then
                Trade.sell()
            end
        end
    end
    sleep(200)
end
end

function OnStop()
    is_run = false
end