Is your feature request related to a problem? Please describe.
Often when creating strategies I need to evaluate the values of indicators on different timeframes
Describe the solution you'd like
The ability to use the indicators on multiple timeframes in the strategies and backtests
Describe alternatives you've considered
For instance Tradingview language offers a simple solution to create multi timeframes strategies and backtests
Additional context
See Tradingview pinescript: The request.security() function allows scripts to request data from other contexts than the chart the script executes on, such as:
https://www.tradingview.com/pine-script-docs/en/v5/concepts/Other_timeframes_and_data.html#request-security
Is your feature request related to a problem? Please describe.
Often when creating strategies I need to evaluate the values of indicators on different timeframes
Describe the solution you'd like
The ability to use the indicators on multiple timeframes in the strategies and backtests
Describe alternatives you've considered
For instance Tradingview language offers a simple solution to create multi timeframes strategies and backtests
Additional context
See Tradingview pinescript: The request.security() function allows scripts to request data from other contexts than the chart the script executes on, such as:
https://www.tradingview.com/pine-script-docs/en/v5/concepts/Other_timeframes_and_data.html#request-security