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Open Feature request MC-415

multiperiod data

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MC has a very nice feature to display charts with different resolutions in the same plot window (hidden or visible) which can then be accessed by a single study using the data(n) format.  This is fine for most situations but I've developed some trading rules that require the resolutions to be indeterminate.  In other words, the resolutions are not necessarily known in advance and they vary according to certain conditions.  So, a new feature would be nice that allows a study to access the data at different resolutions without the need to plot them in the first place.  One approach would be to use a modified format as follows:
close(n,m,x) where m = an integer corresponding to the bartype_ex, m = an integer corresponding to the barinterval, and x = the bar number with 0 being the current bar, 1 the previous, and so on.  Examples:

  • open(2,10,0) would return the open of the most recent 10-minute bar
  • close(2,5,1) would return the close of the previous 5-minute bar

It would be even nicer if this is calculated on a rolling basis for each bar of the main chart so it's not limited to what a normal chart would show.  I'll explain by way of an example:
Say you have a 1-minute chart plotted.  For each 1-minute bar, the value of say close(2,10,0) would return the close of the 10-minute bar made up of the last ten 1-minute bars regardless of the time.  This way each 1-minute bar plotted would produce a new 10-minute value for the close in this case.  Most of the time this is different to what a traditional 10-minute chart would show but can be more useful.

Steps to reproduce this issue

See example given.

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