Help with EFS indicator.

[Earthling]

Hi,

Could someone help me construct this price band indicator that uses the Upper and Lower Standard Error Bands. The following is the logic for the price bands. I hope it is clear. If it is not don’t hesitate to ask me for more clarification. I use a 5 length look back, a 2 deviant, and 3 smooth for the Standard Error Bands.

Thank you in advance for your help.

Logic for upper price band.

For Bar = Len to BarCount –1 do
Begin

MaxHigh = max( High( Bar ), High( Bar –1) );

If (Upper Standard Error Band ( Bar ) >= High( Bar ) then

If (Upper Standard Error Band ( Bar ) <= MaxHigh then

MaxHigh = min( Upper Standard Error Band ( Bar ), UpPriceBand_float );

UpPriceBand_float = MaxHigh;

Upper Price Band = SetSeriesValue( Bar, MaxHigh );

End;

Logic for lower price band.

For Bar = Len to BarCount –1 do
Begin

MinLow = min( Low( Bar ), Low( Bar – 1) );

If Lower Standard Error Band( Bar ) <= Low( Bar ) then

If Lower Standard Error Band >= MinLow then

MinLow = max(Lower Standard Error Band( Bar ), LoPriceBand_float );

LoPriceBand_float = MinLow;

Lower Price Band = SetSeriesValue( Bar, MinLow );

End;

[Earthling]

How do I?

How do I get the results of this EFS file (Standard Error Bands.efs) into my EFS file (Price Bands.efs)?

Thank you for your help.

I’m sorry but I cannot attached both files.

[Earthling]

Other file

Here is the Standard Error Bands.efs file.

[ACM]

Earthling
You can do that using the efsExternal() function. See the link for the required syntax.
You can also find detailed information and examples in this thread which is specifically dedicated to the efsExternal() and efsInternal() functions and in this thread which includes some examples of studies on studies that use the efsExternal() function.
Alex

[Earthling]

What am I missing here?

What am I doing wrong? I cannot access the Standard Error Values. I cannot find Tutorial 5.

Thank you for your help.

In the next tutorial, Introductory Tutorial 5 – Accessing Chart Data, we will introduce you to the available data series in the Advanced Chart and the EFS functions used for requesting this data.


function main() {

var Symbol = null;
var Interval = null;

if(Symbol == null) Symbol = getSymbol();
if(Interval == null) Interval = getInterval();
var vSymbol = Symbol+","+Interval;

var UpSEB = null;
var myVar = efsExternal("Standard Error Bands.efs",sym(vSymbol));
debugPrintln("Symbol: " + getSymbol());
debugPrintln("Interval: " + getInterval());
debugPrintln("CurrentBar: " + getCurrentBarIndex());
debugPrintln("myVar: " + getSeries(myVar));

[ACM]

Earthling
As far as I know Tutorial 5 is not yet available
With regards to your code example the following line is incorrect

var myVar = efsExternal("Standard Error Bands.efs",sym(vSymbol)); 

This is because if you pass a parameter ie sym(vSymbol) you need to also pass all the parameters that the called efs is expecting in the same order in which they are listed in the main definition of the called efs.
Remove the sym() parameter in your example and you will see that the script will return the series
Also since you do not define any path in the efs name parameter make sure that the calling efs is saved in the same folder of the called efs. If it is in a different folder you will need to specifiy the path.
Secondly you need to define which series you want to retrieve since the Standard Error Bands.efs returns an array. You do that using the getSeries(returnVal, series index) function. Examples of this are shown in the threads I indicated in my prior reply.
Lastly the following line of code

debugPrintln("myVar: " + getSeries(myVar)); 

will not return a value but will display [object series] in the Formula Output Window. The reason why and the steps you need to take to retrieve a value are explained in this post.
Alex

[Earthling]

Thank you Alexis for responding to my post. Your help is indeed appreciated.

“This is because if you pass a parameter ie sym(vSymbol) you need to also pass all the parameters that the called efs is expecting in the same order in which they are listed in the main definition of the called efs.”

I did not know that I needed to pass all the parameters to make it work. I did want to pass a look back of 5 instead of using the default value of 10. Could you point to an example on how to do that.

“Also since you do not define any path in the efs name parameter make sure that the calling efs is saved in the same folder of the called efs. If it is in a different folder you will need to specifiy the path.”

At present it is in the same folder. When I enter C:\eSignal\Formulas\myEFS I get syntax error messages. I have not been able to locate any examples how to input the file path.

Yes, as you suggested, the following works.

function main() {

var Symbol = null;
var Interval = null;

if(Symbol == null) Symbol = getSymbol();
if(Interval == null) Interval = getInterval();
var vSymbol = Symbol+","+Interval;

var UpSEB = null;
var myVar = efsExternal("Standard Error Bands.efs");
debugPrintln("Symbol: " + getSymbol());
debugPrintln("Interval: " + getInterval());
debugPrintln("CurrentBar: " + getCurrentBarIndex());
debugPrintln(" myVar1: " + getSeries(myVar,0), " myVar2: " + getSeries(myVar,1));

[ACM]

Earthling

I did not know that I needed to pass all the parameters to make it work. I did want to pass a look back of 5 instead of using the default value of 10. Could you point to an example on how to do that.

You have two options. One is to set the default length value to 5 in the Standard Error Bands efs. In this case you would not need to pass any parameters when calling the external efs as you would be using its default settings.
The other is to call the efs and pass all the parameters as I indicated in my previous reply eg.
var myVar = efsExternal("Standard Error Bands.efs", 5, 3, "close", null, null, false);
In this example some of the parameters that are being passed (ie. Symbol and Interval) are null because there is a check for null in the Standard Error Bands efs. In fact if the value is null it is set to the chart's symbol and interval using getSymbol() and getInterval()

At present it is in the same folder. When I enter C:\eSignal\Formulas\myEFS I get syntax error messages. I have not been able to locate any examples how to input the file path.

See this thread on the same subject. For your information I found it by searching for the keyword path
Alex

[Earthling]

Thank you again Alexis. I still need some help with some additional programming concepts. The following is the code for my price band indicator I have created so far. My first sticking point is in the “ if, then, else” statements. I want to reference a previous value of the new array or indicator that I am making. I’m not sure how to accomplish this but it may work out by knowing how to overcome my next sticking point. I think I need to initiate a loop for calculate my new array. How would I do this.

Thank you for your help.

/*
function preMain(){
    setPriceStudy(true);
    setStudyTitle("Price Bands");
    setCursorLabelName("PBHi",0);
    setCursorLabelName("PBLo",1);
    setDefaultBarFgColor(Color.blue,0);
    setDefaultBarFgColor(Color.red,1);
    setPlotType(PLOTTYPE_LINE,0);
    setPlotType(PLOTTYPE_LINE,1);
    setDefaultBarThickness(1,0);
    setDefaultBarThickness(1,1);
}
*/



function main() {

var nPriceBand = null;
var SEB = efsExternal("/Downloads/Standard Error Bands.efs", 5, 3, "close", null, null, false);
var UpSEB = getSeries(SEB,0);
var BarHi = getValue("High");
var n2BarHi = Math.max(BarHi, getValue("High", -1)); 
var PBHi = null;
var PreviousPBHi = getSeries(nPriceBand,0)(-1);
var LoSEB = getSeries( SEB,1);
var BarLo = getValue("Low");
var n2BarLo = Math.min(BarLo, getValue("Low", -1));
var PBLo = null;
var PreviousPBLo = getSeries(nPriceBand,1)(-1);
 

/* Logic for upper price band is as follows.
   If BarHi > UpSEB then
    PbHi = n2BarHi
   else
     If UpSEB > n2BarHi then
      PbHi = n2BarHi
     else
      If UpSEB > PbHi(-1) then
       PbHi = PbHi(-1)
      else
       PbHi = UpSEB;   */

if (BarHi > UpSEB) { then
    PbHi = n2BarHi
} else {
    if (UpSEB > n2BarHi) { then
        PbHi = n2BarHi
    } else {
        if (UpSEB > PreviousPBHi) { then
            PbHi = PreviousPBHi
        } else {
            PbHi = UpSEB }}};

nPriceBand = PBHi;

/* Logic for lower price band is as follows.
   If BarLo < LoSEB then
    PbLo = n2BarLo
   else
     If LoSEB < n2BarLo then
      PbLo = n2BarLo
     else
       If LoSEB < PbLo(Bar -1) then
        PbLo = PbL(Bar -1)
       else
         PbLo = LoSEB;   */

if (BarLo > LoSEB) { then
    PbLo = n2BarLo
} else {
    if (LoSEB > n2BarLo) { then
        PbLo = n2BarLo
    } else {
        if (LoSEB > PreviousPBLo) { then
            PbLo = PreviousPBLo
        } else {
            PbLo = LoSEB }}};

nPriceBand = PBLo;

debugPrintln("Symbol: " + getSymbol());
debugPrintln("Interval: " + getInterval());
debugPrintln("CurrentBar: " + getCurrentBarIndex());
debugPrintln(" UpSEB " + getSeries(SEB,0), "LoSEB: " + getSeries( SEB,1));

//return new Array (getSeries(nPriceBand,0), getSeries(nPriceBand,1))
} 

[ACM]

Earthling
To retrieve prior values of UpSEB (and LoSEB) you need to use the .getValue(n) method where n represents the bar index of the value you wish to retrieve eg

var SEB = efsExternal("/Downloads/Standard Error Bands.efs", 5, 3, "close", null, null, false);
var UpSEB = getSeries(SEB,0);//retrieve the specific series
//once you have the series you can access the values 
//UpSEB.getValue(0) is the current value of UpSEB
//UpSEB.getValue(-1); is the value of UpSEB at the prior bar
//UpSEB.,getValue(-2);//is the value of UpSEB two bars ago
//etc etc
//same for LoSEB 

With regards to referencing historical values of a custom variable (that is not a series) there are several ways you can do it.
If the variable is in your return statement you could use the ref() function. If not then you have two methods.
If you only want two or three values back then the easiest method is to declare your variables [for example myVar_0, myVar_1, etc] as global variables [ie outside of main and preMain] and then as the first thing in main() write

if(getBarState()==BARSTATE_NEWBAR){//at every new bar
    myVar_2 = myVar_1;//transfer the value of myVar_1 to myVar_2
    myVar_1 = myVar_0;//transfer the value of myVar_0 to myVar_1
} 

At that point myVar_1 is the value of myVar_0 one bar back and myVar_2 is the value of myVar_0 two bars back.
If instead you have to retrieve historical values beyond two or three bars back then you may want to look at creating an array to store the historical values. For information on arrays see this article in the EFS KnowledgeBase
Alex

[Earthling]

Alex,

Thank you again for your very valued assistance. I have posted my latest code version. However, I still have a problem yet because sometimes the PBHi value is <None>. There always appear to be a value for PBLo and I still need to verify the results yet. But for now time is running out. I just wanted to get this note of thanks out to you and call it quits for now and ask you if you would calculate this indicator this way?

function preMain(){
    setPriceStudy(true);
    setStudyTitle("Price Bands");
    setCursorLabelName("PBHi",0);
    setCursorLabelName("PBLo",1);
    setDefaultBarFgColor(Color.blue,0);
    setDefaultBarFgColor(Color.red,1);
    setPlotType(PLOTTYPE_LINE,0);
    setPlotType(PLOTTYPE_LINE,1);
    setDefaultBarThickness(1,0);
    setDefaultBarThickness(1,1);
    
    var PreviousPBHi = null;
    var PreviousPBLo = null;
}

function main() {

var nPriceBand = null;
var SEB = efsExternal("/Downloads/Standard Error Bands.efs", 5, 3, "close", null, null, false);
var UpSEB = getSeries(SEB,0);
var BarHi = getValue("High");
var n2BarHi = Math.max(BarHi, getValue("High", -1)); 
var PBHi = null;
var PrevPbHi = getGlobalValue("PreviousPBHi");
var LoSEB = getSeries( SEB,1);
var BarLo = getValue("Low");
var n2BarLo = Math.min(BarLo, getValue("Low", -1));
var PBLo = null;
var PrevPbLo = getGlobalValue("PreviousPBLo");

/* Logic for upper price band is as follows.
   If BarHi >= UpSEB then
    PbHi = n2BarHi
   else
     If UpSEB > n2BarHi then
      PbHi = n2BarHi
     else
      If UpSEB > PbHi(-1) then
       PbHi = PbHi(-1)
      else
       PbHi = UpSEB;   */


if (BarHi >= UpSEB){
    PbHi = n2BarHi;
} else if (UpSEB > n2BarHi){
    PbHi = n2BarHi;
} else if (UpSEB > PrevPbHi){
    PbHi = PrevPbHi;
} else {
    PbHi = UpSEB };

setGlobalValue( "PreviousPBHi", PbHi ); 

/* Logic for lower price band is as follows.
   If BarLo < LoSEB then
    PbLo = n2BarLo
   else
     If LoSEB < n2BarLo then
      PbLo = n2BarLo
     else
       If LoSEB < PbLo(Bar -1) then
        PbLo = PbL(Bar -1)
       else
         PbLo = LoSEB;   */

if (BarLo <= LoSEB){
    PbLo = n2BarLo;    
} else if (LoSEB < n2BarLo){
    PbLo = n2BarLo;
} else if (LoSEB < PrevPbLo){
    PbLo = PrevPbLo;
    } else {
    PbLo = LoSEB};

setGlobalValue( "PreviousPBLo", PbLo ); 

//debugPrintln("Symbol: " + getSymbol());
//debugPrintln("Interval: " + getInterval());
//debugPrintln("CurrentBar: " + getCurrentBarIndex());
//debugPrintln(" UpSEB " + getSeries(SEB,0), "LoSEB: " + getSeries( SEB,1));
//debugPrintln("  PreviousPBHi: " + getGlobalValue("PrevPbHi"), "  PreviousPBLo: " + getGlobalValue("PrevPbLo"),"  Place: " + getGlobalValue("Place"), "CurrentBar: " + getCurrentBarIndex());
//debugPrintln();

return new Array (PbHi, PbLo);
} 

[Earthling]

Alex,

Ok! I have my indicator all work out and repasted the corrected code in my previous post. All values are there and appear to be correct. The way I used the global values is that the correct way? Do you have any recommendations for optimizing the code? Thank you very much for help.