NewDayMarker efs for tick charts

[matt hellrich]

hi guys,

using the newdaymarker.efs on a 24 hr tick chart puts the marker at 6:30 instead of 9.30.
could anybody help me modify the efs to recognize the new day starting at 9:30 ?

thanks

http://share.esignal.com/groupcontents.jsp?folder=EFS%20Tweaks&groupid=1

[eSignal_JasonK]

Hello Matt,

Here's a new trading day marker that will allow you to set the specific start time for the marker. The default start time is set to 09:30:00. The start time can be adjusted via the “Edit Studies” option.

NewTradingDayMarker.efs

[matt hellrich]

Hey terrific !

Works great.

Thanks a million Jason.

Great programming as usual !

[matt hellrich]

Hi Jason,

just a follow up question.
Checking the performance monitor I noticed that the new trading day marker has a couple of thousand calls within minutes, compared to the pivot console which doesn't change over the course of the day either had something like 10 calls.

Any chance to get the count lower ?
I think it might use a lot of resources, not sure that it actually affects performance, just noticed it.

Thanks,
Matt

PS. on the subject of performance.
You sure remember the tiki/tick indicator you wrote.
Well, I did have some serios performance issues with my old PC. So I got a new 3 Ghz PC with 1 gig ram, Matrox millenium video card, and to my surprise my 1000t es chart still froze while the cursor window still displayed the correct price.
To cut a long story short, it all came down to the tiki/tick indicator freezing esignal and that's with just 1 chart.
Yet the cpu never went over 50 %, still esignal froze for minutes.
So now I had to reluctantly remove the indicator and all is well again. Not sure the inicator is fixable.
Just wanted to point it out to you.

[eSignal_JasonK]

Hello Matt,

One thing you can do within the EFS to reduce the count is to add setComputeOnClose() to the preMain() function. The count is based on the number of executions of the formula, which is based on updates (trades) in the chart data, unless you use the setComputeOnClose() function. In that case, it will only execute when each bar closes. The NewTradingDayMarker.efs is a very lightweight study as is. To get a better sense of efficiency consider the Average MS per call rather than total calls.

As for the Ticki/Tick studies, the loading time you are experiencing I think has more to with the 1000T interval on the ES chart than the EFS studies. When using that interval, the chart has a lot of trades to process to build the historical bars when the chart is first loading, which can take some time. One thing you could do is set up a custom time template to only load a max of 1 day's worth of tick data on load. Another thing you could try within the EFS to improve performance would be to add the following line of code as the first line inside the main() function.

 
if (getCurrentBarIndex() < -100) return; 

This will at least prevent any of the code within main() from processing until the chart has reached bar -100. However, the added performance you would see with this might be minimal at best. The interval is the main issue here. Hope this helps.

[matt hellrich]

Hi Jason,

where exactly would I have to insert the setComputeOnClose() for the new trading day efs, I'm not much of a programmer.

Loading is not the problem with the tick efs, whenever there is high volume, the efs basically freezes the chart, so no bars are being printed.
The only thing working is the snapshot window.
The cpu is not the culprit either, since it goes to max 30 % with the efs and 5 % without it.

Thanks,
Matt

[ACM]

Matt
Insert it anywhere in the preMain() section of the efs.
Alex

[matt hellrich]

Hey, that was easy

Thanks Alex.