Здравствуйте, OdesitVadim!
Я так понял, код должен быть следующим:
type
TSeries= array of Double;
Series=^TSeries;
TDays=array of Double;
Days=^TDays;

procedure Highdays( var _series:Series;var _days:Days;Window:Integer;Size:Integer);stdcall;

var
Ins,Outs:Double;
Highest,i,j:Integer;
begin
Ins:=Double (Series); {Строка 21}
Outs:=Double (Days);
for I := 0 to Size — 1 do
begin
if i<Window-1 then
Outs:=3.4e38
else
begin
Highest:=0;
for J := 1 to window do
begin
if ((Ins-j)>(Ins-Highest)) then
Highest:=j;
end;
Outs:=Highest;
end;
Ins:=Ins+1;
Outs:=Outs+1;
end; {Строка 39}
end;
exports Highdays name 'Пример библиотеки' ;
begin
end.

При компиляции выкакивают сообщения:
[Pascal Error] Indicator_P.dpr(21): E2029 '(' expected but ';' found
[Pascal Error] Indicator_P.dpr(22): E2010 Incompatible types: 'Double' and 'Series'
[Pascal Error] Indicator_P.dpr(22): E2029 '(' expected but ')' found
[Pascal Error] Indicator_P.dpr(23): E2066 Missing operator or semicolon
[Pascal Error] Indicator_P.dpr(39): E2029 ')' expected but ';' found