【发布时间】:2022-10-13 19:32:39
【问题描述】:
我写了一个这样的脚本(Pine script / Tradingview):
//@version=5
indicator("Normalized (ATR - wise) Relative strength of a stock compared to an index (daily close comparison)", "Normalized (ATR - wise) Relative strength of a stock",precision = 2)
//Input
comparativeTickerId = input.symbol("VNINDEX",title = "Comparative Symbol" )
smoothing = input.string(title="Smoothing", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"])
lengthFastMA = input.int(5,minval=1, title="Fast MA")
lengthSlowMA = input.int(25,minval=1, title="Slow MA")
//Calculation
baseSymbol = request.security(syminfo.tickerid, "60", close)
fixSymbolBar = request.security(syminfo.tickerid, "D", close[1],barmerge.gaps_off, barmerge.lookahead_on)
atr_baseSymbol = request.security(syminfo.tickerid, "60", ta.atr(25))
normalizeSymbolBar = (baseSymbol-fixSymbolBar)/atr_baseSymbol
comparativeSymbol = request.security(comparativeTickerId, "60", close)
fixComparativeSymbolbar = request.security(comparativeTickerId, "D", close[1],barmerge.gaps_off, barmerge.lookahead_on) // correct
atrComparativeSymbol = request.security(comparativeTickerId,"60",ta.atr(25))
normalizeComparativeSymbol = (comparativeSymbol - fixComparativeSymbolbar)/atrComparativeSymbol
ma_function(source, length) =>
switch smoothing
"RMA" => ta.rma(source, length)
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
=> ta.wma(source, length)
res = (normalizeSymbolBar - normalizeComparativeSymbol)*100
//plot
plot(res,style = plot.style_columns, color = res > 0 ? color.blue : color.orange)
plot(ma_function(res,lengthFastMA), color = ma_function(res,lengthFastMA) > 0 ? #0c5847 : color.red, title = "Fast MA", linewidth = 2)
plot(ma_function(res,lengthSlowMA), style = plot.style_area, title = 'Slow MA', color = color.gray)
简而言之,该指标计算股票的标准化收益与指数的标准化收益之间的差异。 现在我想使用 ta.ema(res,lengthFastMA) 在 60 分钟时间范围内的日终值来绘制每日时间范围内的指标。例如,假设 2022 年 6 月 30 日下午 23 日柱线在 60 分钟时间范围内的 ta.ema(res,lengthFastMA) 值为 50,这使得 2022 年 6 月 30 日每日时间范围内的指标值也为 50。
任何人都可以帮助解决这个问题吗?太感谢了
【问题讨论】:
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感谢 Pinecoder 电信组,我已经解决了这个问题,如果有人想要答案,请联系我。谢谢你们
标签: trading tradingview-api pinescript-v5 indicator