Reputation: 1
I am using below lines of code to get first 5 min candle HLOC and it is working correctly. Is there any better way of doing this? I want to reduce security function calls.
is_newbar(res) => change(time(res)) != 0
hl_5minFunc(sx) =>
h_5 = security(sx,'5', valuewhen(is_newbar('D'),high,0))
l_5 =security(sx, '5', valuewhen(is_newbar('D'),low,0))
o_5 = security(sx,'5', valuewhen(is_newbar('D'),open,0))
c_5 =security(sx,'5', valuewhen(is_newbar('D'),close,0))
[o_5, h_5, l_5,c_5]
//First Bar (5Min) of the day HLOC
[fopen_1,fhigh_1, flow_1, fclose_1] = security(syminfo.tickerid,"5", hl_5minFunc(syminfo.tickerid))
Upvotes: 0
Views: 766
Reputation: 3833
is_newbar(res) => change(time(res)) != 0
[fopen_1,fhigh_1, flow_1, fclose_1] = security(syminfo.tickerid, "5", [valuewhen(is_newbar('D'), high, 0), valuewhen(is_newbar('D'), low, 0),valuewhen(is_newbar('D'), open, 0), valuewhen(is_newbar('D'), close, 0)])
Upvotes: 1