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Option levels indicator. Please help to debug.

I'd like to make option levels indicator for MT4. My Russian version of topic is at https://www.mql5.com/ru/forum/224805 Here it is my idea. According to one theory (Ildar Nurgaliev, Russian https://www.youtube.com/channel/UClZo081odiV1tVTnXPLY13w?app=desktop) price moves from volume to volume. The