I've been testing a strategy based on Heikin Ashi(HA) Candles, I tried three different sources of HA candles, one using code to do the math, and other two using the security function. All three had different results. I would like to know what is the most reliable one, and if anyone knows why the difference between them.
Follow the code:
- From security
Heikin Ashi from Security UseHAcandles = input(true, title="Use Heikin Ashi Candles in Algo Calculations") hkClose = UseHAcandles ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close) : close hkOpen = UseHAcandles ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, open) : open hkHigh = UseHAcandles ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, high) : high hkLow = UseHAcandles ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, low) : low
- From security
[hkOpen, hkHigh, hkLow, hkClose] = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, [open, high, low, close])
- From math
hkClose = (open + high + low + close) / 4 hkOpen = (open[1] + close[1]) / 2 hkHigh = math.max(high, math.max(hkOpen, hkClose)) hkLow = math.min(low, math.min(hkOpen, hkClose))