CODEWITHSUNDEEP
pine-scriptpine-script-v5
yjpapa
yjpapa

Reputation: 3

request.security getting different value when changing timeframe

I am trying to collect stochastic rsi 100 and 0 values in an array and use it for a strategy(or an indicator). I am having trouble getting a fixed value for it on timeframes. It works okay when I use the same time frame as collecting timeframe but when I change it to lower time frame on the live chart, it does not collect a correct value. This example below only gets right data when the timeframe is Month but not on lower ones like week or day. Can someone help resolve this issue?

//@version=5 
indicator(title="test", shorttitle="test", format=format.price, precision=2, overlay=true) 
// general options
displayMonthlySto = input(true, "Show Monthly Stoch", group="General Options")

// options for monthly stoRSI
smoothKMon = input.int(3, "K", minval=1, group="Monthly Time Frame Options") 
smoothDMon = input.int(3, "D", minval=1, group="Monthly Time Frame Options") 
lengthRSIMon = input.int(14, "RSI Length", minval=1, group="Monthly Time Frame Options") 
lengthStochMon = input.int(14, "Stochastic Length", minval=1, group="Monthly Time Frame Options") 
srcMon = input(close, title="RSI Source", group="Monthly Time Frame Options") 
rsi1Mon = ta.rsi(srcMon, lengthRSIMon) 
kMon = ta.sma(ta.stoch(rsi1Mon, rsi1Mon, rsi1Mon, lengthStochMon), smoothKMon) 
dMon = ta.sma(kMon, smoothDMon) 

// timeframe for month
stoMonth = request.security(syminfo.tickerid, "M", kMon)

// initialize arrys for stoch
var sto100MonArr = array.new_float() 
var sto0MonArr = array.new_float()

// collect sto100 and 0 data
if ta.change(time_close("1M")) and displayMonthlySto
    if stoMonth == 100 
        array.push(sto100MonArr, close)
    if stoMonth == 0
        array.push(sto0MonArr, close)

plot(array.size(sto100MonArr)>0 ? array.get(sto100MonArr, array.size(sto100MonArr)-1) : na)

Upvotes: 0

Views: 3000

Answers (3)

Anand kumar Verma
Anand kumar Verma

Reputation: 1

When the gaps parameter uses barmerge.gaps_on, the function returns na results on all chart bars where new data is not yet confirmed from the requested context. Otherwise, when the parameter uses barmerge.gaps_off, the function fills the gaps in the requested data with the last confirmed values on historical bars and the most recent developing values on realtime bars.

daily_range = request.security(syminfo.tickerid, "D", Range(high, low),barmerge.gaps_on,barmerge.lookahead_off)

for more reference :- https://www.tradingview.com/pine-script-docs/concepts/other-timeframes-and-data/#gaps

Upvotes: 0

EngTA
EngTA

Reputation: 1

It gives more accurate result if you calculate every thing inside the request.security function, like this one is my example that worked for me. It gives same result for different time frames..

request.security(
  syminfo.tickerid,
  '15',
  ta.sma(ta.stoch(
    ta.rsi(close, lengthRSI),
    ta.rsi(close, lengthRSI),
    ta.rsi(close, lengthRSI),
    lengthStoch
  ), smoothK),
  barmerge.gaps_off,
  barmerge.lookahead_on
)

Upvotes: 0

Dave
Dave

Reputation: 865

Request.security gives inconsistent results when loading lower TF data For Lower TF data, you must use: https://www.tradingview.com/pine-script-reference/v5/#fun_request{dot}security_lower_tf

This function returns an array of lower TF values

For a locked bigger TF value, you can try this

stoMonth = request.security(syminfo.tickerid, "M", kMon[1], barmerge.gaps_off, barmerge.lookahead_on)

Upvotes: 0

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