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старая проблема https://o-s-a.net/forum/threads/191
суть которой в том, что неправильно определяются high/low свечи, особенно это заметно на отрицательных значениях индекса, и как следствие, неверно будут строится индикаторы ( такие как ATR например).
решение простое: надо выбирать из четырех значений. _high= max(o,h,l,c) ; low= min(o,h,l,c)