Moving Average from eSignal into Excel

[arbor03]

Sort of adding on to this here. The below was an immense help to DDE use with the forex symbols. Would it be possible to get an efficient format for DDE returning more than one variable in a single EFS document while still using the below naming system?

For Example, Returning Entry Date, Entry price, Stop Price, and ATR value from a strategy?

Many thanks,

Tim

Posting an Example here - Need to Avoid getting Excelt to return [object series] from the ddelink - attaching the pertinent areas of the code

function preMain(){
setPriceStudy(true);
}

//lines 6-29 Omitted (declaring global vars

var ddeATR  = null;
var ddeEND  = null;
var ddeENP  = null;
var ddeSTP  = null;
var ddeDIR  = null;



function main() {

if (ddeATR == null) {
var sName = "ATR" + getSymbol() +"_"+ getInterval();
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-", ""); // remove # from string
sName = sName.replace(" ", "_") // replace space with underscore
debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
ddeATR = new DDEOutput(sName);
}
if (ddeEND == null) {
var sName = "END" + getSymbol() +"_"+ getInterval();
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-", ""); // remove # from string
sName = sName.replace(" ", "_") // replace space with underscore
debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
ddeEND = new DDEOutput(sName);
}
if (ddeENP == null) {
var sName = "ENP" + getSymbol() +"_"+ getInterval();
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-", ""); // remove # from string
sName = sName.replace(" ", "_") // replace space with underscore
debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
ddeENP = new DDEOutput(sName);
}
if (ddeSTP == null) {
var sName = "STP" + getSymbol() +"_"+ getInterval();
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-", ""); // remove # from string
sName = sName.replace(" ", "_") // replace space with underscore
debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
ddeSTP = new DDEOutput(sName);
}
if (ddeDIR == null) {
var sName = "DIR" + getSymbol() +"_"+ getInterval();
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-", ""); // remove # from string
sName = sName.replace(" ", "_") // replace space with underscore
debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
ddeDIR = new DDEOutput(sName);
}
//lines 85 - 248 Omitted (these work and should not have effect on the dde portion that I need to get working

if((value2 == 1) && (value1 != 0)) value2 = 0;
if ((value2 == 1 ) && (value1 == 0) && (v2p == 0) && (Strategy.isLong() == false)) {
    setBarBgColor(Color.RGB(0,255,0))
    //Long Position entry
    lgstp  = ll3p;
    Strategy.doLong("Enter 03 Long",Strategy.CLOSE,Strategy.THISBAR,1)
    enthhl = hhp;
    entlll = LL;
    trigl  = (high() + (avgrg * 7));
    eatrl  = avgrg;
    lentp  = close();
    lgms   = ll3p;
    eday   = 1;
    entdl  = day(0);
}

if((value2 == -1) && (value1 != 0)) value2 = 0;
if ((value2 == -1) && (value1 == 0) && (v2p == 0)) {
    // Short Position Entry
    setBarBgColor(Color.RGB(255,0,0))
    ststp  = hh3p;
    Strategy.doShort("Enter 03 Short",Strategy.CLOSE,Strategy.THISBAR,1);
    enthhs = HH;
    entlls = LL;
    trigs  = dlow + (avgrg * 7);
    eatrs  = avgrg;
    sentp  = tdcl;
    stms   = hh3p;
    eday   = 1;
    entds  = day(0);
}
if (Strategy.isLong() == true) {
    datr = eatrl;
    dend = entdl;
    denp = lentp;
    dstp = lgstp;
    ddir = 1;
    ddeEND.set(dend);
    ddeENP.set(denp);
    ddeSTP.set(dstp);
    ddeDIR.set(ddir);
    ddeATR.set(datr);
}
if(Strategy.isShort() == true) {
    datr = eatrs;
    dend = entds;
    denp = sentp;
    dstp = ststp;
    ddir = -1;
    ddeEND.set(dend);
    ddeENP.set(denp);
    ddeSTP.set(dstp);
    ddeDIR.set(ddir);
    ddeATR.set(datr);
}
//lines 303 - 473 Omitted (exit portion of strategy)

return new Array(datr,dend,denp,dstp,ddir); 

Is there a simple answer to returning the dde values with something other than [object series]?

Best Regards,

Tim

[eSignal_JasonK]

Hello Tim,

DDE links will only return current values. To have a single EFS create multiple DDE links you just need to initialize a new DDEOutput() object for each one you want to create. Each DDE object will also need to have unique names.

[arbor03]

Jason,

Many thanks for you quick response. I hope the attached image helps explain my problem. Do I need to use a getValue even though I am not using a MA study or the like? if so what would be a good way to approach it? I am rather new to eSignal and EFS.

Again Many Thanks,

Tim

[eSignal_JasonK]

Hello Tim,

Yes, you need to assign the current value of the Series to the DDE object using the .getValue(0) method. When you pass the Series object itself, the string "[object series]" is what gets passed as you are observing.

[arbor03]

Jason,

Thank you ! No more Object Series. Just one more small problem that I hope is oversight on my part. All the values when in the ddelink show up as 0 in excel. I confirmed with the debugPrintln and for example the ATR value shows 0.006447971399003872, still 0 in excel, also, I tried setting it to a constant 50, which worked for the debugPrintln in the formula output window, but not in excel, and I did make sure to refresh, and renenter DDE Link in excel as well as save, remove and reload the strategy.

My apologies, I almost feel as if i am missing something right in front of my nose.

Many Thanks,

Tim

if (Strategy.isLong() == true) {
    datr = eatrl.getValue(0);
    dend = entdl.getValue(0);
    denp = lentp.getValue(0);
    dstp = lgms.getValue(0);
    ddir = 1;
    ddeEND.set(dend);
    ddeENP.set(denp);
    ddeSTP.set(dstp);
    ddeDIR.set(ddir);
    ddeATR.set(datr);
}
if(Strategy.isShort() == true) {
    datr = eatrs.getValue(0);
    dend = entds.getValue(0);
    denp = sentp.getValue(0);
    dstp = stms.getValue(0);
    ddir = -1;
    ddeEND.set(dend);
    ddeENP.set(denp);
    ddeSTP.set(dstp);
    ddeDIR.set(ddir);
    ddeATR.set(datr);
}
debugPrintln(datr);
if(datr != null){
return new Array(datr,dend,denp,dstp,ddir);
}
if (bInit == 1) bInit = 2;
if (bInit == 0) bInit = 1; 

[arbor03]

Good Day,

I simplified this a bit more and I apologize if I have missed something. Is there a connection I am not making here? This Bit still passes a 0 always to excel. Many thanks for your time.

Tim

function preMain(){
setPriceStudy(false);
}
var ddeATR  = null;
var tt1, tt2, tt3, tt4;
function main() {
if(tt1 = null) tt1 = 0;
if(tt2 = null) tt2 = 0;
if(tt3 = null) tt3 = 0;
if(tt4 = null) tt4 = 0;
if (ddeATR == null) {
var sName = "ATR" + getSymbol() +"_"+ getInterval();
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-", ""); // remove # from string
sName = sName.replace(" ", "_") // replace space with underscore
debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
ddeATR = new DDEOutput(sName);
}
if(tt4 > 0) tt4 + 1;
if(tt3 = 1) tt4 = 1;
if(tt2 = 1) tt3 = 1;
if(tt1 = 1) tt2 = 1;
if(tt1 = 0) tt1 = 1;
if((1 >= -1)) {
    datr = tt4.getValue(0);
    ddeATR.set(datr);
    debugPrintln("1")
    return datr;
}
} 

[eSignal_JasonK]

Hello Tim,

The reason you are only getting a 0 is because the tt4 variable is set to a constant value of 0. There isn't any logic in your formula that is changing the value of tt4. The conditional statement that is supposed to increment the value of tt4 never evaluates to true because it is set to an initial value of 0. You could try changing the condition to a >= comparison. This will allow tt4 to increment. If you go this route, then datr can just be assigned to tt4 directly. In this case tt4 does not contain a Series, just a calculated number. The .getValue() method only needs to be used on a Series.

Try the modified code below. Instead of assigning a 0 to tt4 I've assigned an atr() series.

function preMain(){
    setPriceStudy(false);
}

var ddeATR = null;
var tt4 = null;  // new

function main() {
    //if(tt4 = null) tt4 = 0;
    if(tt4 == null) tt4 = atr(1);     // new
    if (ddeATR == null) {
        var sName = "ATR" + getSymbol() +"_"+ getInterval();
        sName = sName.replace("$", ""); // remove $ from string
        sName = sName.replace("#", ""); // remove # from string
        sName = sName.replace("-", ""); // remove # from string
        sName = sName.replace(" ", "_") // replace space with underscore
        debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
        ddeATR = new DDEOutput(sName);
    }

    var datr = tt4.getValue(0);
    ddeATR.set(datr);

    return datr;
} 

[arbor03]

Thank you for your Paitence Jason I see my error now.

I guess the bottom line really is,
I have a strategy and what I need to accomplish is to be able to save the date of entry, atr on entry, and price on entry, and dde output those values into excel while in a trade. Is this possible?

Sorry for all the trouble,

Tim

[eSignal_JasonK]

Hello Tim,

Yes, this should be possible. What you need to keep in mind is that a dde link will only be showing you what the most recent value for the object was set to, or the last trade information. If you want to keep a log of all your trades then you would need to write a VBA routine in Excel that would copy and paste the values from the dde links to some other area in the worksheet when it detects a new set of values. Or you could alternatively use the File Object and write this information to a text file that you could then import into Excel.

[roland_p71]

MS Excel 2003 - eSignal 10.2

Hello Alexis,

Regarding your post ->
Posted: 09-25-2004 01:47 PM

Does that work also for MS Excel 2003 in conjuction with eSignal Version 10.2?
How the efs looks like to let run the CCI indicator in excel like described below?

Many thanks.

Best

Roland

[ACM]

Re: MS Excel 2003 - eSignal 10.2

Roland
As far as I know it does
Alex

Originally posted by roland_p71
Hello Alexis,

Regarding your post ->
Posted: 09-25-2004 01:47 PM

Does that work also for MS Excel 2003 in conjuction with eSignal Version 10.2?
How the efs looks like to let run the CCI indicator in excel like described below?

Many thanks.

Best

Roland