Pine Script实现RSI策略调用request.security_lower_tf编译报错

需要在TradingView实现5分钟周期交易策略，规则如下：

1. 开多仓条件：5周期RSI低于30，价格位于200周期EMA上方，且1分钟周期MACD出现上穿金叉
2. 平仓条件：5周期RSI进入超买区间后下穿70，或价格较开仓价下跌幅度超过1%时，平掉全部持仓

策略逻辑参考：策略逻辑截图

基于Pine Script v5编写代码时，request.security_lower_tf相关代码触发编译错误，无法运行，原始代码如下：

//@version=5
strategy("RSI strategy", overlay = true, commission_type = strategy.commission.percent, currency = currency.USD, commission_value = 0.075, slippage = 2, initial_capital = 1000)

// RSI
rsi = ta.rsi(close, 5)

// MACD
[macdLine, signalLine, histLine] = ta.macd(close, 12, 26, 9)
macd = request.security_lower_tf(syminfo.tickerid, "1", macdLine)
signal = request.security_lower_tf(syminfo.tickerid, "1", signalLine)
hist = request.security_lower_tf(syminfo.tickerid, "1", histLine)

// EMA
ema = ta.ema(close, 200)



// Inputs and variables
orderStake = input.int(90, 'Order Stake (%)', minval=0, step=1) / 100
var float entryPrice = na

rsiRising = input.int(5, minval=1, title="RSI's Moving Average is rising for x candles")
myRSI = ta.ema(ta.rsi(close,14),14)

cond1 = ta.rising(myRSI,rsiRising)
rsiLessThan = input.int(80,step=1,title="RSI Must be lower than x")
cond2 = ta.rsi(close,14) < rsiLessThan
//enterLong = cond1 and cond2






if bar_index == last_bar_index - 1
    label.new(bar_index, high, str.tostring(macd))

enterLong = rsi < 30 and close > ema //and macd > signal


orderSize = strategy.equity * orderStake / close 
if orderSize > 1000000000
    orderSize := 1000000000

// Trailing Stoploss
i_activationPct = input.float(2.45, title='Trailing Stop is activated after price moves x% from Entry', step=0.1) / 100
i_trailOffset = input.float(153560, title='Trailing Stop in ticks', minval=1, step=10)

var float activationLevel = na  // The price needs to pass this price in order to activate the trailing Stop Loss
i_sl = input.float(8.5, title='Stop Loss (%)', step=0.1) / 100
var float stopLossPrice = na

// Enter long
var float ticks = na
if enterLong and strategy.opentrades == 0
    entryPrice := close
    stopLossPrice := entryPrice * (1 - i_sl)
    strategy.entry('Open Long Position', strategy.long, orderSize, when=strategy.position_size <= 0, comment='Long')
    activationLevel := entryPrice + entryPrice * i_activationPct
    strategy.exit('Open Long Position', stop=stopLossPrice, trail_price=activationLevel, trail_offset=i_trailOffset, comment='Long Stop')

// Plots
var tstop = float(na)
if close > activationLevel and strategy.opentrades > 0
    tstop := math.max(high - i_trailOffset * syminfo.mintick, nz(tstop[1]))
    tstop
else
    tstop := na
    tstop

useSellSignal = input(true, title='Use Sell Signal')
sellSignalProfit = input.float(0.6, minval=0, step=0.1, title="Sell with at least x% profit")/100
exitWithProfit = (close - entryPrice) / close > sellSignalProfit
exitCond = myRSI < myRSI[1]

if useSellSignal
    if exitCond and close < activationLevel and exitWithProfit
        strategy.close('Open Long Position', comment='Sell Signal')

showPlots = input(defval=true, title='Show Plots')
plot(showPlots ? entryPrice : na, 'entryPrice', style=plot.style_linebr, color=color.new(color.purple, 0))
plot(showPlots ? activationLevel : na, 'activationLevel', style=plot.style_linebr, color=color.new(color.blue, 0))
plot(showPlots ? stopLossPrice : na, 'stoploss', style=plot.style_linebr, color=color.new(color.red, 0))
plot(showPlots ? tstop : na, 'Trailing Stoploss', style=plot.style_linebr, color=color.new(color.white, 0))
//plot(syminfo.mintick, title="mintick")

• request.security_lower_tf传参逻辑错误：该函数要求传入的表达式必须直接在目标低周期上下文计算，原始代码先在当前5分钟周期计算出MACD相关值，再把5分钟周期的计算结果传给函数拉取1分钟数据，不符合函数语法要求，直接触发编译错误。
• 数据类型不匹配：request.security_lower_tf返回值是当前5分钟K线对应的所有1分钟K线数值组成的数组，原始代码直接将数组对象用于数值比较，会触发类型错误。
• 策略逻辑不匹配：原始代码写了大量预设规则外的追踪止损、14周期RSI均线拐头平仓逻辑，没有实现要求的RSI下穿70平仓、1%跌幅止损规则。

1. 调整request.security_lower_tf调用方式：直接将MACD计算表达式作为参数传入函数，在1分钟周期上下文完成MACD计算。
2. 从返回的1分钟数据数组中取最新一根1分钟K线的MACD、信号线数值，判断是否发生金叉。
3. 移除预设规则外的无关平仓逻辑，补充实现要求的两个平仓条件。

修复后的可运行代码如下：

//@version=5
strategy("5分钟RSI+EMA+1分钟MACD策略", overlay = true, commission_type = strategy.commission.percent, currency = currency.USD, commission_value = 0.075, slippage = 2, initial_capital = 1000, default_qty_type=strategy.cash)

// 主周期指标计算
rsi5 = ta.rsi(close, 5)
ema200 = ta.ema(close, 200)

// 低周期1分钟MACD获取
macdLineArr = request.security_lower_tf(syminfo.tickerid, "1", ta.macd(close, 12, 26, 9)[0])
signalLineArr = request.security_lower_tf(syminfo.tickerid, "1", ta.macd(close, 12, 26, 9)[1])
// 提取当前5分钟K线内相邻两根1分钟K线的MACD值
arrLen = array.size(macdLineArr)
latestMacd = arrLen > 0 ? array.get(macdLineArr, arrLen-1) : na
latestSignal = arrLen > 0 ? array.get(signalLineArr, arrLen-1) : na
prevMacd = arrLen > 1 ? array.get(macdLineArr, arrLen-2) : latestMacd
prevSignal = arrLen > 1 ? array.get(signalLineArr, arrLen-2) : latestSignal
// 1分钟MACD金叉判断
macdGoldenCross = prevMacd <= prevSignal and latestMacd > latestSignal

// 开仓条件
enterLong = rsi5 < 30 and close > ema200 and macdGoldenCross

// 仓位参数
orderStake = input.int(90, '开仓资金占比(%)', minval=0, step=1) / 100
orderSize = strategy.equity * orderStake / close 
if orderSize > 1000000000
    orderSize := 1000000000

var float entryPrice = na
// 平仓条件
rsiBearishCross = rsi5[1] >=70 and rsi5 <70 // RSI超买后下穿70
stopLossCond = strategy.opentrades > 0 and (close - entryPrice)/entryPrice < -0.01 // 相对开仓价跌幅超1%
exitLong = rsiBearishCross or stopLossCond

// 交易执行逻辑
if enterLong and strategy.opentrades == 0
    entryPrice := close
    strategy.entry('多仓', strategy.long, orderSize)

if exitLong
    strategy.close('多仓', comment='平仓')

// 绘图
plot(ema200, '200周期EMA', color=color.yellow)
plot(entryPrice, '开仓价', style=plot.style_linebr, color=color.purple)

内容的提问来源于stack exchange，提问作者nop