如何在Pine脚本中绘制不同时间范围的涡旋指示器？

Question

我希望使用来自不同时间框架的值来绘制涡旋指示器。到目前为止，它正在绘制值，但它们与该时间范围内的实际值不匹配。目前，我希望在查看每日时间框架(甚至是日内时间框架)的同时，绘制每周时间框架中的涡旋指标值。

这是涡流指示器的标准代码，

period_ = input(14, title="Period", minval=2)

VMP = sum( abs( high - low[1]), period_ )
VMM = sum( abs( low - high[1]), period_ )
STR = sum( atr(1), period_ )
VIP = VMP / STR
VIM = VMM / STR

plot(VIP, title="VI +", color=#3BB3E4)
plot(VIM, title="VI -", color=#FF006E)

这就是我尝试过的，绘制了不正确的值。

period_ = input(14, title="Period", minval=2)
[weekly_high, weekly_low, weekly_close] = security(syminfo.tickerid, "W", [high, low, close], barmerge.gaps_off, barmerge.lookahead_off)

pine_atr(length) =>
    trueRange = na(weekly_high[2])? weekly_high[1]-weekly_low[1] : max(max(weekly_high[1] - weekly_low[1], abs(weekly_high[1] - weekly_close[2])), abs(weekly_low[1] - weekly_close[2]))
    rma(trueRange, length)

weekly_VMP = sum( abs( weekly_high[1] - weekly_low[2]), period_ )
weekly_VMM = sum( abs( weekly_low[1] - weekly_high[2]), period_ )
weekly_STR = sum( pine_atr(1), period_ )
weekly_VIP = weekly_VMP / weekly_STR
weekly_VIM = weekly_VMM / weekly_STR

plot(weekly_VIP, title="VI +", color=#3BB3E4)
plot(weekly_VIM, title="VI -", color=#FF006E)

任何形式的帮助都将深表感谢。

Answer 1

您可以直接将Vortex值提供给安全函数：

//@version=4
study("Vortex",overlay=true)

period_ = input(14, title="Period", minval=2)

VMP = sum( abs( high - low[1]), period_ )
VMM = sum( abs( low - high[1]), period_ )
STR = sum( atr(1), period_ )
VIP = VMP / STR
VIM = VMM / STR

plot(VIP, title="VI +", color=#3BB3E4)
plot(VIM, title="VI -", color=#FF006E)

[weekly_VIP, weekly_VIM] = security(syminfo.tickerid, "W", [VIP, VIM], barmerge.gaps_off, barmerge.lookahead_off) // Repaint
//[weekly_VIP, weekly_VIM] = security(syminfo.tickerid, "W", [VIP[1], VIM[1]], barmerge.gaps_off, barmerge.lookahead_off) // Won't repaint

plot(weekly_VIP, title="VI +", color=#3BB3E4)
plot(weekly_VIM, title="VI -", color=#FF006E)

请注意，通过这种方式，您将获得Vortex的最新每周值，但indicator将重新绘制。为了避免这种情况，你必须使用以前每周的蜡烛的涡旋值(注释行)