不是最近的历史新高

Question

我正在尝试修改脚本以获取不是最近的所有时间最高日期。

例如：Apple 在

上创下历史新高

15/10/2021（最后）
10/05/2017（倒数第二个） ...等等...

问题是这个脚本显示的是最近的 ATH，我想要至少一岁的 ATH。任何 help/guidance 表示赞赏。我想用它来打ATH breakout（最好5-10岁）

indicator('All-Time High/Low', shorttitle='ATH/ATL', overlay=true)

////////////
// INPUTS //

show_ath   = input(true,  "Show All Time High?")
show_atl   = input(false, "Show All Time Low?")
show_table = input(true,  "Show table with stats?")

///////////////
// FUNCTIONS //

// all-time high function
get_all_time_high() =>
    h  = 0.0
    t  = 0
    h := bar_index == 0 ? high : high > h[1] ? high : h[1]
    t := bar_index == 0 ? time : high > h[1] ? time : t[1]
    [h, t]

// all-time low function   
get_all_time_low() =>
    l = 0.0
    t = 0
    l := bar_index == 0 ? low  : low < l[1] ? low  : l[1]
    t := bar_index == 0 ? time : low < l[1] ? time : t[1]
    [l, t]

// getting all-time high/low    
[ath, ath_dt] = request.security(syminfo.tickerid, 'D', get_all_time_high())
[atl, atl_dt] = request.security(syminfo.tickerid, 'D', get_all_time_low())

ath_days = math.round((timenow - ath_dt) / 86400000)
atl_days = math.round((timenow - atl_dt) / 86400000)

// plotting
if show_ath
    lATH=line.new(bar_index - 1, ath, bar_index, ath, extend = extend.both, color = color.green)
    line.delete(lATH[1])
    
if show_atl
    lATL=line.new(bar_index - 1, atl, bar_index, atl, extend = extend.both, color = color.red)
    line.delete(lATL[1])

if show_table
    var table ATHtable = table.new(position.bottom_right, 6, 3, frame_color = color.gray, bgcolor = color.gray, border_width = 1, frame_width = 1, border_color = color.white)

    ath_time = str.tostring(year(ath_dt)) + "-" + str.tostring(month(ath_dt)) + "-" + str.tostring(dayofmonth(ath_dt))
    atl_time = str.tostring(year(atl_dt)) + "-" + str.tostring(month(atl_dt)) + "-" + str.tostring(dayofmonth(atl_dt))

    // Header
    table.cell(ATHtable, 0, 0, "",         bgcolor = #cccccc)
    table.cell(ATHtable, 1, 0, "When?",    bgcolor = #cccccc)
    table.cell(ATHtable, 2, 0, "Days ago", bgcolor = #cccccc)
    table.cell(ATHtable, 3, 0, "Price",    bgcolor = #cccccc)
    table.cell(ATHtable, 4, 0, "% away",   bgcolor = #cccccc)
    table.cell(ATHtable, 5, 0, "$ away",   bgcolor = #cccccc)
    
    if (show_ath)
        // ATH
        table.cell(ATHtable, 0, 1, "ATH",                                                  bgcolor = #cccccc)
        table.cell(ATHtable, 1, 1, ath_time,                                               bgcolor = color.new(color.green, transp = 50))
        table.cell(ATHtable, 2, 1, str.tostring(ath_days),                                 bgcolor = color.new(color.green, transp = 50))
        table.cell(ATHtable, 3, 1, str.tostring(ath, format.mintick),                      bgcolor = color.new(color.green, transp = 50))
        table.cell(ATHtable, 4, 1, str.tostring(((ath / close) - 1) * 100 , "#.##") + "%", bgcolor = color.new(color.green, transp = 50))
        table.cell(ATHtable, 5, 1, str.tostring(ath - close , format.mintick),             bgcolor = color.new(color.green, transp = 50))
    
    if (show_atl)
        // ATL
        table.cell(ATHtable, 0, 2, "ATL",                                                  bgcolor = #cccccc)
        table.cell(ATHtable, 1, 2, atl_time,                                               bgcolor = color.new(color.red, transp = 50))
        table.cell(ATHtable, 2, 2, str.tostring(atl_days),                                 bgcolor = color.new(color.red, transp = 50))
        table.cell(ATHtable, 3, 2, str.tostring(atl, format.mintick),                      bgcolor = color.new(color.red, transp = 50))
        table.cell(ATHtable, 4, 2, str.tostring(((atl / close) - 1) * 100 , "#.##") + "%", bgcolor = color.new(color.red, transp = 50))
        table.cell(ATHtable, 5, 2, str.tostring(atl - close, format.mintick),              bgcolor = color.new(color.red, transp = 50))

// alerts
alertcondition(ta.crossover(high, ath), 'All-time High!', 'All-time High!')
alertcondition(ta.crossunder(low, atl), 'All-time Low!',  'All-time Low!')

几个月后，脚本将考虑最近的 ATH 进行突破，而不是旧的

Answer 1

您可以创建一个要更新计算的时间 window。在下面的例子中，如果时间在 1970 年和 2020 年 11 月 21 日之间（恰好一年前），它只会计算 ATH。

它应该能满足您的需求。有一些用户输入，所以你可以更灵活：

//@version=5
indicator("My Script", overlay=true)

ToMonth   = input.int(defval = 11, title = "To Month", minval = 1, maxval = 12)
ToDay     = input.int(defval = 21, title = "To Day", minval = 1, maxval = 31)
ToYear    = input.int(defval = 2020, title = "To Year")

start     = timestamp(1970, 1, 1, 00, 00, 00)
finish    = timestamp(ToYear, ToMonth, ToDay, 00, 00, 00)
window()  => time >= start and time <= finish ? true : false

var float ath = 0.0

if window() == true
    ath := high > ath ? high : ath

var line athLine = line.new(na, na, na, na, extend=extend.both)

if barstate.islast
    line.set_xy1(athLine, bar_index-1, ath)
    line.set_xy2(athLine, bar_index, ath)

Answer 2

//@version=5
indicator("Previous Year(s) ATH", overlay = true)

num_years = input.int(1, title = "Number of years back", minval = 1)

var float ATH = high
var int ATH_time = time

var float[] ATH_vals = array.new_float()
var int[] ATH_time_vals = array.new_int()
var int[] ATH_time_change_vals = array.new_int()

ATH := math.max(ATH, high)
if ta.change(ATH) != 0
    ATH_time := time
    
array.unshift(ATH_vals, ATH)
array.unshift(ATH_time_vals, time)
array.unshift(ATH_time_change_vals, ATH_time)

var float ATH1Y = na

if barstate.isconfirmed
    search_time = time - 31536000000 * num_years
    for i = 0 to array.size(ATH_time_vals) - 1
        if array.get(ATH_time_vals, i) < search_time
            ATH1Y := array.get(ATH_vals, i)
            ATH1Y_time = array.get(ATH_time_change_vals, i)
            y = year(ATH1Y_time)
            m = month(ATH1Y_time)
            d = dayofmonth(ATH1Y_time)
            days_ago = (time - ATH1Y_time) / 86400000
            date_text = str.tostring(y) + "/" + str.tostring(m) + "/" + str.tostring(d) + " : " + str.tostring(ATH1Y) + "\nDays Ago : " + str.tostring(math.round(days_ago, 2))

            if ATH > ATH1Y and ATH[1] <= ATH1Y[1]
                label.new(x = bar_index[1], y = ATH[1], text = date_text, style = label.style_label_lower_right)
            break

ATH_val = ATH > ATH1Y ? na : ATH1Y

buy_signal = ATH > ATH1Y and ATH[1] <= ATH1Y[1]

plotshape(buy_signal, color = color.green, location = location.belowbar, size = size.small, style = shape.triangleup)

plot(ATH_val, title = "ATH", style = plot.style_linebr)

不是最近的历史新高

All time high which is not recent

pine-script