Здесь, что ли?
int i=iBarShift(_Symbol,timeframe,Time[shift]);
double o=iOpen(_Symbol,timeframe,i);
double bands_main=iBands(_Symbol,timeframe,bb_period,bb_deviation,bb_shift,PRICE_OPEN,MODE_MAIN,i);
double bands_upper=iBands(_Symbol,_Period,bb_period,bb_deviation,bb_shift,PRICE_OPEN,MODE_UPPER,i);
double bands_lower=iBands(_Symbol,_Period,bb_period,bb_deviation,bb_shift,PRICE_OPEN,MODE_LOWER,i);
double adx_plusdi=iADX(_Symbol,timeframe,adx_period,PRICE_CLOSE,MODE_PLUSDI,i+1);
double adx_minusdi=iADX(_Symbol,timeframe,adx_period,PRICE_CLOSE,MODE_MINUSDI,i+1);
double adx_main=iADX(_Symbol,timeframe,adx_period,PRICE_CLOSE,MODE_MAIN,i+1);