尝试将 V2 VWAP 脚本转换为 V4 问题

时间:2021-03-27 15:59:13

标签: pine-script

下午,

我正在尝试将以下 V2 VWAP 脚本转换为 V4,但无法理解第 9 行:

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)

完整脚本如下

//@version=2
study("Monthly VWAP", overlay=true)
showPrevVWAP = input(true, type=bool, title="Show Previous VWAP close")

start = security(tickerid, "M", time)

newSession = iff(change(start), 1, 0)

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
volumesum = iff(newSession, volume, volumesum[1]+volume)

myvwap = vwapsum/volumesum

plot(myvwap, title="VWAP", color=aqua, style=cross)

我目前的尝试:

//@version=4
study("Monthly VWAP", overlay=true)
showPrevVWAP = input(true, type=input.bool, title="Show Previous VWAP close")

start = security(syminfo.tickerid, "M", time)

newSession = iff(change(start), 1, 0)

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
volumesum = iff(newSession, volume, volumesum[1]+volume)

myvwap = vwapsum/volumesum

plot(myvwap, title="VWAP", color=color.aqua, style=plot.style_cross)

1 个答案:

答案 0 :(得分:0)

开始工作

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

var float   vwapsum     = na
var float   volumesum   = na

newSession = change(time('M'))

vwapsum     := newSession ? hl2*volume          : hl2*volume            + vwapsum[1]
volumesum   := newSession ? volume              : volume                + volumesum[1]

myvwap      = vwapsum/volumesum

plot(newSession ? na : myvwap               , title="VWAP",       color=color.aqua, style=plot.style_cross)

从这里提取我所追求的: Declaring self-referencing variable when converting script to V4 breaks charting