无法将我的自定义索引标准化为从 0% y 截距开始

Question

我正在尝试将 Mag7 指数的脚本图标准化为从 y 截距开始，以便它与纳斯达克综合指数 (IXIC) 保持一致。定制指数由 Mag 7 的价格和总流通股组成。第一次运行时应指定标准化除数

bar_c_init

，这是 Mag 7 指数的初始值。然后，初始值（1）和后续标准化值应乘以初始 IXIC 值，以在主图表上的同一点开始。然而，正如您从附图和初始日志值中看到的那样，我分配的全局 IXIC 初始值与绘图上的 IXIC 值甚至分配全局值后立即记录的值相差甚远。这是怎么回事？

// redbulleconomy - notes: improved RaenonX NQ 7 Index script to update % change based on window timeframe
// attribution to RaenonX for original script

//@version=5
indicator("NQ 7 Dynamic", overlay = true)


candle_up = #26a699
candle_down = #ef5350


var float factor = na // This will hold the first value of your index
var bool isFactorSet = false 
log.warning('isFactorSet {0}', isFactorSet)
var float nq_initial = na
var float[] bar_c_history = array.new_float()

[msft_o, msft_h, msft_l, msft_c] = request.security(ticker.new("NASDAQ", "MSFT", session.extended), timeframe.period, [open, high, low, close])
[msft_h_d, msft_l_d, msft_c_d] = request.security(ticker.new("NASDAQ", "MSFT", session.extended), "D", [high, low, close])
msft_shares = request.financial("NASDAQ:MSFT", "TOTAL_SHARES_OUTSTANDING", "FQ")

[aapl_o, aapl_h, aapl_l, aapl_c] = request.security(ticker.new("NASDAQ", "AAPL", session.extended), timeframe.period, [open, high, low, close])
[aapl_h_d, aapl_l_d, aapl_c_d] = request.security(ticker.new("NASDAQ", "AAPL", session.extended), "D", [high, low, close])
aapl_shares = request.financial("NASDAQ:AAPL", "TOTAL_SHARES_OUTSTANDING", "FQ")
log.info('apple close {0}', aapl_c)

[goog_o, goog_h, goog_l, goog_c] = request.security(ticker.new("NASDAQ", "GOOG", session.extended), timeframe.period, [open, high, low, close])
[goog_h_d, goog_l_d, goog_c_d] = request.security(ticker.new("NASDAQ", "GOOG", session.extended), "D", [high, low, close])
goog_shares = request.financial("NASDAQ:GOOG", "TOTAL_SHARES_OUTSTANDING", "FQ")

[nvda_o, nvda_h, nvda_l, nvda_c] = request.security(ticker.new("NASDAQ", "NVDA", session.extended), timeframe.period, [open, high, low, close])
[nvda_h_d, nvda_l_d, nvda_c_d] = request.security(ticker.new("NASDAQ", "NVDA", session.extended), "D", [high, low, close])
nvda_shares = request.financial("NASDAQ:NVDA", "TOTAL_SHARES_OUTSTANDING", "FQ")

[tsla_o, tsla_h, tsla_l, tsla_c] = request.security(ticker.new("NASDAQ", "TSLA", session.extended), timeframe.period, [open, high, low, close])
[tsla_h_d, tsla_l_d, tsla_c_d] = request.security(ticker.new("NASDAQ", "TSLA", session.extended), "D", [high, low, close])
tsla_shares = request.financial("NASDAQ:TSLA", "TOTAL_SHARES_OUTSTANDING", "FQ")

[amzn_o, amzn_h, amzn_l, amzn_c] = request.security(ticker.new("NASDAQ", "AMZN", session.extended), timeframe.period, [open, high, low, close])
[amzn_h_d, amzn_l_d, amzn_c_d] = request.security(ticker.new("NASDAQ", "AMZN", session.extended), "D", [high, low, close])
amzn_shares = request.financial("NASDAQ:AMZN", "TOTAL_SHARES_OUTSTANDING", "FQ")

[meta_o, meta_h, meta_l, meta_c] = request.security(ticker.new("NASDAQ", "META", session.extended), timeframe.period, [open, high, low, close])
[meta_h_d, meta_l_d, meta_c_d] = request.security(ticker.new("NASDAQ", "META", session.extended), "D", [high, low, close])
meta_shares = request.financial("NASDAQ:META", "TOTAL_SHARES_OUTSTANDING", "FQ")

nq_init = request.security(ticker.new("NASDAQ","IXIC",session.extended),timeframe.period, close)
log.warning("Current bar time: {0}-{1}-{2} {3}:{4} UTC", year(time), month(time), dayofmonth(time), hour(time), minute(time))
log.warning("IXIC index value: {0}", nq_init)

if na(nq_initial) and not na(nq_init) // or if barstate.isfirst
    nq_initial := nq_init

bar_c_init = aapl_c * aapl_shares + msft_c * msft_shares + goog_c * goog_shares + nvda_c * nvda_shares + tsla_c * tsla_shares + meta_c * meta_shares + amzn_c * amzn_shares

if not isFactorSet and not na(bar_c_init)
    factor := bar_c_init
    isFactorSet := true

// if na(factor)
//     factor := input.float(750241000, title = "Divisor")

log.warning('bar_c init {0}', bar_c_init)
log.warning("factor {0}", factor)
log.warning("nq initial {0}", nq_initial)

bar_o = (((aapl_o * aapl_shares + msft_o * msft_shares + goog_o * goog_shares + nvda_o * nvda_shares + tsla_o * tsla_shares + meta_o * meta_shares + amzn_o * amzn_shares)) / factor) * nq_initial
bar_h = ((aapl_h * aapl_shares + msft_h * msft_shares + goog_h * goog_shares + nvda_h * nvda_shares + tsla_h * tsla_shares + meta_h * meta_shares + amzn_h * amzn_shares)) / factor * nq_initial
bar_l = ((aapl_l * aapl_shares + msft_l * msft_shares + goog_l * goog_shares + nvda_l * nvda_shares + tsla_l * tsla_shares + meta_l * meta_shares + amzn_l * amzn_shares)) / factor * nq_initial
bar_c = (((aapl_c * aapl_shares + msft_c * msft_shares + goog_c * goog_shares + nvda_c * nvda_shares + tsla_c * tsla_shares + meta_c * meta_shares + amzn_c * amzn_shares)) / factor) * nq_initial

bar_c_prev = (((aapl_c_d[1] * aapl_shares + msft_c_d[1] * msft_shares + goog_c_d[1] * goog_shares + nvda_c_d[1] * nvda_shares + tsla_c_d[1] * tsla_shares + meta_c_d[1] * meta_shares + amzn_c_d[1] * amzn_shares)) / bar_c_init) * nq_initial

bar_color = bar_c > bar_o ? candle_up : candle_down

plotcandle(
     bar_o, bar_h, bar_l, bar_c,
     title = "NQ 7 Index", color = bar_color, wickcolor = bar_color, bordercolor = bar_color, format = 'percent')

初始日志值：

[2024-02-20T16:46:00.000-00:00]: isFactorSet true
[2024-02-20T16:46:00.000-00:00]: Current bar time: 2,024-2-20 11:46 UTC
[2024-02-20T16:46:00.000-00:00]: IXIC index value: 15,589.749
[2024-02-20T16:46:00.000-00:00]: bar_c init 11,667,709,725,440
[2024-02-20T16:46:00.000-00:00]: factor 11,423,353,265,270
[2024-02-20T16:46:00.000-00:00]: nq initial 14,147.935

请注意，“IXIC 索引值”(

nq_init

) 应与全局“nq 初始值”(

nq_initial

) 相同，但事实并非如此。

再次在代码中我们有：

nq_init = request.security(ticker.new("NASDAQ","IXIC",session.extended),timeframe.period, close)

if na(nq_initial) and not na(nq_init) 
// or we can do if barstate.isfirst w/same result
    nq_initial := nq_init

这根本没有意义。感谢任何帮助和见解！

更新：看起来初始栏位于屏幕外（左侧 20,000 个栏）并被设置为全局

nq_initial

值。但是，日志仅对应于可见的内容。此外，当 y 轴设置为百分比时，图表上的主要证券会显示正确的回报，因此必须有一种方法根据窗口中可见的内容来执行此操作。

Answer 1

问题主要是通过使用最近的功能

chart.left_visible_bar_time

来解决的，如下所示：

if (time == chart.left_visible_bar_time)
    nq_initial := nq_comp
    bar_c_init := aapl_c * aapl_shares + msft_c * msft_shares + goog_c * goog_shares + nvda_c * nvda_shares + tsla_c * tsla_shares + meta_c * meta_shares + amzn_c * amzn_shares // the factor