计算给出不正确数据的平均每日交易量 (Pine v5)

Question

I'm trying to create a custom volume script and have calculated the last 30 days volume average using, what I think is the correct code:

dailyLookback = input(30, "Daily Lookback", group = "Vol Settings", inline = "Volume Settings")

dVol = request.security(syminfo.tickerid, "D", volume)
dAvgVol = math.sum(dVol[1], dailyLookback) / dailyLookback

The data is then plotted in a table column but the calculated result is different on all time frames and none are the correct value. Is there a problem with the code?

Answer 1

Your problem is the dVol[1] . You cannot use the history reference operator to access historical data of the higher timeframe bars.

dVol[1] refers to dVol 's previous value on your chart's timeframe. That would still be the same as dVol unless it is a new bar on the higher timeframe.

What you need to do is, calculate the average volume based on your chart's timeframe and pass this expression to the security() function.

avgVol = ta.sma(volume, dailyLookback)
dAvgVol = request.security(syminfo.tickerid, "D", avgVol[1], lookahead=barmerge.lookahead_on)