Pine Script：如何获得每月前五个交易日的最高价

Question

我想在每个月的前五个交易日中获得最高高点。有人可以帮我吗？

Answer 1

//@version=5
indicator("hh from the beginning of the month", overlay = true)

var float hh = na
var int days_elapsed = na

new_month = ta.change(month) != 0
new_day = ta.change(dayofmonth) != 0

if new_month
    hh := high
    days_elapsed := 1

if new_day and not new_month
    days_elapsed += 1

if days_elapsed <= 5
    hh := math.max(hh, high)

last_months_hh = ta.valuewhen(new_month, hh[1], 0)

bgcolor(new_month ? color.yellow : na)
plot(hh)
plot(last_months_hh, color = color.silver)