Pine 脚本指示器问题可能是代码过时

如何解决Pine 脚本指示器问题可能是代码过时

我是 Pine 脚本的新手，更多的 R 用户，所以 pine 脚本代码很容易理解，但我在使用名为“未平仓合约：cme eod vs CFTC eow”的指标时遇到问题 - pirple 线（合约总和）不显示 plot(OiSum>0?OiSum:na,color=purple,title="cme e-o-d\n 9 cntrcts sum",linewidth=3,offset=OffSet)，可能是因为没有收集合同数据。

主要问题是我找不到函数描述“getCntrct”，所以我可以理解它的去向和等

任何帮助都是完美的。

//@version=3
study("Open Interest:cme e-o-d vs CFTC e-o-w",precision=0,overlay=true,scale=scale.left)
ChkComm = input("",title="override symbol (SI/CL etc)",type=string)


ChkPrelim = input(0,title="Prelim.OI",type=integer)
Prelim=(ChkPrelim>0?ChkPrelim:0)

fxroot =
          ticker == "XAUUSD" ? "GC" :
          ticker == "XAGUSD" ? "SI" :
          "" 
ThisComm = ChkComm == "" ? fxroot == "" ? syminfo.root : fxroot : ChkComm
// root = syminfo.root 
code = ThisComm
getCntrct(fut,num,max) =>
    N=tostring(num)
    C=num<=max?security("QUANDL:CHRIS/cme_"+fut+N+"|7","D",close,barmerge.gaps_on,barmerge.lookahead_on):0
    Cx=(C?C:0) // not na? OK,else 0
// NUMBER OF CONTRACTS
// cme Vol and Open Interesst page eg. for GOLD:
// https://www.cmegroup.com/markets/Metals/precIoUs/gold.volume.html#
// Totals Volume & OI (last line of table) are not  exported 

// cme data is recorded&exported daily by quandl.com to Tradingview
// via the che CHRIS/cme datasets
// https://www.quandl.com/data/CHRIS
// Eg. Nat GAs cntract n. 20,field n. 7(OI)
// https://www.quandl.com/data/CHRIS/cme_NG20 (@quandl.com)
// https://www.Tradingview.com/e/?symbol=QUANDL:CHRIS/cme_NG20|7 (@Tradingview)

// This script tries to sum all the fut cntrcts' Vol&OI to obtain a fair total
//
// Number of cntrcts per commodity differ.
// eg E-mini (ES) has 4 contracts,Gold(GC) 16 cntrcts,NatGas(NG) has 43,WTI(CL) has 38 etc
// see https://s3.amazonaws.com/quandl-production-static/Ticker+CSV%27s/Futures/continuous.csv

getNc(code)=>
// set the N.of outstanding contracts per future code 
    c=16               //default 16
    c:=code=="AD"?2:c  //Australian Dollar  
    c:=code=="BB"?5:c  //Brent Crude Oil  HMUZ
    c:=code=="BP"?2:c  //British Pound  FGHJKMNQUVXZ
    c:=code=="C"?11:c  //Corn  HMUZ
    c:=code=="CD"?4:c  //Canadian Dollar  HKNUZ
    c:=code=="CL"?38:c  //WTI Crude Oil  HMUZ 
    c:=code=="CNH"?2:c  //Standard-Size USD/Offshore RMB (CNH)  FGHJKMNQUVXZ
    c:=code=="EC"?2:c  //Euro FX  FGHJKMNQUVXZ
    c:=code=="ES"?4:c  //E-mini S&P 500 Index  HMUZ
    c:=code=="FC"?7:c  //Feeder Cattle  HMUZ
    c:=code=="FV"?2:c  //5 Year Treasury Note  FHJKQUVX
    c:=code=="GC"?16:c  //Gold  HMUZ
    c:=code=="HG"?11:c  //copper  GHJKMQVZ
    c:=code=="HO"?17:c  //Heating Oil  FGHJKMNQUVXZ
    c:=code=="IBV"?2:c  //Ibovespa Index  FGHJKMNQUVXZ
    c:=code=="JY"?2:c  //Japanese Yen  GJMQVZ
    c:=code=="LB"?2:c  //Lumber  HMUZ
    c:=code=="LC"?7:c  //Live Cattle  FHKNUX
    c:=code=="LN"?10:c  //Lean Hogs  GJMQVZ
    c:=code=="ND"?2:c  //NASDAQ 100  GJKMNQVZ
    c:=code=="NE"?2:c  //New Zealand Dollar  HMUZ
    c:=code=="NF"?4:c  //Nonfat Dry Milk  HMUZ
// as max securities for pine scripts is 40,NG has too many! lowered to 39
//  c:=code=="NG"?43:c  //Natural Gas  FGHJKMNQUVXZ
    c:=code=="NG"?39:c  //Natural Gas  FGHJKMNQUVXZ
    c:=code=="NQ"?2:c  //E-mini NASDAQ 100 Index  HMUZ
    c:=code=="O"?3:c  //Oats  HMUZ
    c:=code=="PA"?2:c  //Palladium  HKNUZ
    c:=code=="PL"?3:c  //Platinum  HJKMUZ
    c:=code=="QL"?2:c  //Coal  FHJKNV
    c:=code=="RB"?10:c  //Gasoline  FGHJKMNQUVXZ
    c:=code=="RBB"?10:c  //RBOB Gasoline Brent Crack Spread  FGHJKMNQUVXZ
    c:=code=="RP"?2:c  //Euro/British Pound  FGHJKMNQUVXZ
    c:=code=="RR"?3:c  //Rough Rice  HMUZ
    c:=code=="RU"?7:c  //Russian Ruble  FHKNUX
    c:=code=="RY"?2:c  //Euro/Japanese Yen  FGHJKMNQUVXZ
    c:=code=="S"?10:c  //Soybeans  HMUZ
    c:=code=="SF"?2:c  //Swiss Franc  FHKNQUX
    c:=code=="SI"?12:c  //Silver  HMUZ
    c:=code=="SM"?11:c  //Soybean Meal  FHJKNUZ
    c:=code=="SP"?3:c  //Full-Size S&P 500 Index  FHKNQUVZ
    c:=code=="TRY"?2:c  //Turkish Lira  HMUZ
    c:=code=="TU"?2:c  //2 Year Treasury Note  HMUZ
    c:=code=="TY"?2:c  //10 Year Treasury Note  HMUZ
    c:=code=="UL"?2:c  //Ultra Treasury Bond  HMUZ
    c:=code=="US"?2:c  //30-Year Treasury Bond  HMUZ
    c:=code=="W"?7:c  //Wheat  HMUZ
    c:=code=="XAF"?2:c  //E-mini Financial Sector  HKNUZ
    c:=code=="XAK"?2:c  //E-mini Technology Sector  HM
    c:=code=="XAP"?2:c  //E-mini Consumer Staples Sector  HM
    c:=code=="XAU"?2:c  //E-mini Utilities Sector  HM
    c:=code=="XAY"?2:c  //E-mini Consumer discretionary Sector  HM

// unfortunately,"securuty" can't be called inside a for loop,so:

C1=getCntrct(code,1,getNc(code))
C2=getCntrct(code,2,getNc(code))
C3=getCntrct(code,3,getNc(code))
C4=getCntrct(code,4,getNc(code))
C5=getCntrct(code,5,getNc(code))
C6=getCntrct(code,6,getNc(code))
C7=getCntrct(code,7,getNc(code))
C8=getCntrct(code,8,getNc(code))
C9=getCntrct(code,9,getNc(code))
C10=getCntrct(code,10,getNc(code))
C11=getCntrct(code,11,getNc(code))
C12=getCntrct(code,12,getNc(code))
C13=getCntrct(code,13,getNc(code))
C14=getCntrct(code,14,getNc(code))
C15=getCntrct(code,15,getNc(code))
C16=getCntrct(code,16,getNc(code))
C17=getCntrct(code,17,getNc(code))
C18=getCntrct(code,18,getNc(code))
C19=getCntrct(code,19,getNc(code))
C20=getCntrct(code,20,getNc(code))
C21=getCntrct(code,21,getNc(code))
C22=getCntrct(code,22,getNc(code))
C23=getCntrct(code,23,getNc(code))
C24=getCntrct(code,24,getNc(code))
C25=getCntrct(code,25,getNc(code))
C26=getCntrct(code,26,getNc(code))
C27=getCntrct(code,27,getNc(code))
C28=getCntrct(code,28,getNc(code))
C29=getCntrct(code,29,getNc(code))
C30=getCntrct(code,30,getNc(code))
C31=getCntrct(code,31,getNc(code))
C32=getCntrct(code,32,getNc(code))
C33=getCntrct(code,33,getNc(code))
C34=getCntrct(code,34,getNc(code))
C35=getCntrct(code,35,getNc(code))
C36=getCntrct(code,36,getNc(code))
C37=getCntrct(code,37,getNc(code))
C38=getCntrct(code,38,getNc(code))
C39=getCntrct(code,39,getNc(code))
// max securities for scripts is 40!

OiSum=C1+C2+C3+C4+C5+C6+C7+C8+C9+C10+C11+C12+C13+C14+C15+C16+C17+C18+C19+C20+C21+C22+C23+C24+C25+C26+C27
     +C28+C29+C30+C31+C32+C33+C34+C35+C36+C37+C38+C39
///////// CFTC COT Open Interest
CftcOI = security("QUANDL:CFTC/"+code+"_F_ALL|0","W",barmerge.gaps_off,barmerge.lookahead_on)
plot(CftcOI,color=orange,title="CFTC COT OI",linewidth=3)
// lastBar function
lastBar=(barstate.islast and close ?  barstate.islast : na)
lB=lastBar
//day of week function
isMon() => dayofweek(time('D')) == monday and close ? 1 : 0
isTue() => dayofweek(time('D')) == tuesday and close ? 1 : 0
isWed() => dayofweek(time('D')) == wednesday and close ? 1 : 0
isThu() => dayofweek(time('D')) == thursday and close ? 1 : 0
isFri() => dayofweek(time('D')) == friday and close ? 1 : 0
NowIsSat() => dayofweek(timeNow) == 7 ? 1: 0
NowIsSun() => dayofweek(timeNow) == 1 ? 1: 0
//default label params to shorten command lines
s=shape.labeldown
l=location.absolute
tc=black
sz=size.tiny
o=+1
e=true
tr=70
// if lastblock is on Fri but we are on Sat or Sun...

//OffSetPrelim=(Prelim>0?OffSet+1:OffSet)
OffSet=-1
//OffSetPrelim=OffSet
OffSetPrelim=(NowIsSat() or NowIsSun()? 0:OffSet)
// Sum of next 20 contracts OI
plot(OiSum>0?OiSum:na,offset=OffSet)
// If a Prelim has been entered
plot(lB and Prelim > 0?Prelim:na,offset=OffSetPrelim,style=cross,color=black,title="Preliminary OI",linewidth=4)
// labels
plotshape(lB and Prelim > 0?Prelim:na,show_last=1,text="Preliminary OI",editable=e,location=l,style=shape.cross,textcolor=black,size=size.small,transp=30)
plotshape(lB and CftcOI?CftcOI:na,text ="cme e-o-d OI ",style=shape.labelup,textcolor=tc,size=s,offset=+1,transp=tr)
plotshape(lB and CftcOI?CftcOI:na,text="CFTC Weekly OI",editable=true,style=s,transp=tr)

交易视图描述 - https://www.tradingview.com/script/7EvGzM0a-Open-Interest-CME-e-o-d-vs-CFTC-e-o-w/

解决方法

getCntrct() 函数用于构造股票代码/quandl 代码并通过安全调用检索 OI 值。

脚本要求您手动指定合约的前缀，黄金和白银除外。如果您将图表代码更改为 XAUUSD 或 XAGUSD，您将看到脚本绘制 OI 值。

对于其他人，例如澳元 OI 值，您必须将“覆盖符号（SI/CL 等）”设置更改为“AD”（输入变量 ChkComm）

对于澳元，这将为安全调用构建 quandl 代码：

QUANDL:CHRIS/CME_AD1|7

QUANDL:CHRIS/CME_AD2|7

等

（您也可以将其用作图表本身的股票代码来直接查看）

“管道”符号 | 用于引用值表中的哪个字段，其中 7 是 OI 值。您可以在此处查看 AD1 的对应表：

https://www.quandl.com/data/CHRIS/CME_AD1