I have pneumonia , i just finished my last dose of meds . x-rays shows same no change and i still have the cough . should i be prescribed a steroid ? could it help? i do feel better but x-ray and cough still same ?

In many cases the x-ray will not represent active disease shortly after treatment. Clearing can lag for weeks after clinical cure. Follow-up x-rays are often taken just to gauge stability & lack of expansion/tissue destruction rather than a cure. Cough is a mechanism for moving debris from deep in the lung up where it can be expelled. I would follow your docs guidance.