multi-timframe question

[shortandlong]

You might try isInSession()

"This function compares the current clock time to the start and end times of the eSignal Time Template that you have applied to your chart. It returns true if the current clock time is within the start and end times of your Time Template, otherwise it returns false. If you use a 24-hour Time Template, this function will always return true."

...seems far more elegant and flexible a solution.

[shortandlong]

Well, I finally got my test code so it only does processing once when using multiple symbols (or timeframes). It's posted below as it's probably useful to others.

Instead of processing once, you can change PROCESSING_TYPE at the top of the code to what you want. Valid options are:

PROCTYPE_ONCE_ONLY
PROCTYPE_ONCE_PER_REALTIME_NEWBAR
PROCTYPE_ONCE_PER_REALTIME_TRADE
PROCTYPE_ALL_BARS

Note bar states, etc. are printed out on every call to main() for debugging purposes. The multiple symbol prices are only printed according to how PROCESSING_TYPE is set (except once at the beginning when prices values can be null).

When the multiple symbols are first requested (inside the "if (! bGotAlternateSeries) ..." code block) the prices CAN be null if they haven't been previously requested from your current session. Requesting multiple symbols causes a "pause" after main() returns where all the symbols are requested from the server. Then main() is called with another BARSTATE_ALLBARS. At that point all the multiple symbol prices are valid numbers.

I'd also like to point out that the following line is only called once per symbol, yet the Series Object returned by close() is automatically updated on all future calls to main(). I believe this is the most efficient way to request and use prices for other symbols/timeframes.

altSeriesArray[n] = close (sym (symbol + ",D"));

I requested multiple symbols, but the code could be easily changed to request multiple timeframes as well.

The utility functions printStates() and barStateAsString() below have made debugging EFS code a lot easier. I don't know how I got along before I wrote them and included printStates() at the top of my scripts. Sample printStates() output:

getBarState(): BARSTATE_NEWBAR, getCurrentBarIndex() = -8, close: 1.4339, getCurrentBarCount() = 300, getNumBars() = 308

const PROCTYPE_ONCE_ONLY = 1;
const PROCTYPE_ONCE_PER_REALTIME_NEWBAR = 2;
const PROCTYPE_ONCE_PER_REALTIME_TRADE = 3;
const PROCTYPE_ALL_BARS = 4;

// set PROCESSING_TYPE to the PROCTYPE_... you want:
const PROCESSING_TYPE = PROCTYPE_ONCE_ONLY;

var allBarsInProgress = false;

// Note max # symbols is 7 with eSignal
const SYM_ARRAY = new Array ("MSFT", "INTC", "ABT", "KO", "JPM", "RHT", "GENZ");
const TOT_SYMS = SYM_ARRAY.length;
var altSeriesArray = new Array();
var bGotAlternateSeries = false;


function main() {
    var barState = getBarState();
    var currentBarIndex = getCurrentBarIndex();

    printStates();  // debugging - print state info on every call to m-a-i-n()

    if (! bGotAlternateSeries) {
        debugPrintln ("...using processing type " + processingTypeAsString());

        getAlternateSeries();   // Force other symbols to be requested.
                                // This will cause another BARSTATE_ALLBARS.

        debugPrintln ("Prices just requested - may be null (expected behavior)...");
        printSymbolPrices();    // Prices are likely "null" at this point, 
                                // unless symbols were previously requested.

        bGotAlternateSeries = true;
        return;     // since prices likely "null" return
    }

    // see if start of chart bars display or "refresh"
    if (barState == BARSTATE_ALLBARS) allBarsInProgress = true;

    switch (PROCESSING_TYPE) {
        case PROCTYPE_ONCE_ONLY:
            // ignore unless chart is being loaded/reloaded
            // and latest price bar
            if ((! allBarsInProgress) || (currentBarIndex != 0)) return;
            break;
        case PROCTYPE_ONCE_PER_REALTIME_NEWBAR :
            if ((barState != BARSTATE_NEWBAR) || (currentBarIndex != 0)) return;
            break;
        case PROCTYPE_ONCE_PER_REALTIME_TRADE :
            if (currentBarIndex != 0) return;
            break;
        default :
            // process everything (all bars)...
            break;
    }

    if (currentBarIndex == 0) allBarsInProgress = false;


    // process price bar...
    printSymbolPrices();

    // add real processing here...

}


function getAlternateSeries() {
    for (var n = 0; n < TOT_SYMS; n++) {
        var symbol = SYM_ARRAY[n];
        altSeriesArray[n] = close (sym (symbol + ",D"));
    }
}


function printSymbolPrices() {
    for (var n = 0; n < TOT_SYMS; n++) {
        var symbol = SYM_ARRAY[n];
        var symClose = altSeriesArray[n].getValue (0);
        debugPrintln( "Symbol: [" + symbol + "], price: " + symClose);
    }
}


function printStates() {
    var barState = getBarState();
    var numBars = getNumBars();
    var currentBarCount = getCurrentBarCount();
    var currentBarIndex = getCurrentBarIndex();
//    var newestBarIndex = getNewestBarIndex();
//    var oldestBarIndex = getOldestBarIndex();

//    debugPrint (", getNewestBarIndex() = " + newestBarIndex);
//    debugPrint (", getOldestBarIndex() = " + oldestBarIndex);
    debugPrint (", getNumBars() = " + numBars);
    debugPrint (", getCurrentBarCount() = " + currentBarCount);
    debugPrint (", close: " + close(0));
    debugPrint (", getCurrentBarIndex() = " + currentBarIndex);
    debugPrintln ("getBarState(): " + barStateAsString (barState));
}


function barStateAsString (barStateNum) {
    if (barStateNum == BARSTATE_CURRENTBAR) {
        return "BARSTATE_CURRENTBAR";
    }
    else if (barStateNum == BARSTATE_NEWBAR) {
        return "BARSTATE_NEWBAR";
    }
    else if (barStateNum == BARSTATE_ALLBARS) {
        return "BARSTATE_ALLBARS";
    }
    else {
        return barStateNum;     // unknown, return number
    }
}


function processingTypeAsString() {
    if (PROCESSING_TYPE == PROCTYPE_ONCE_ONLY) {
        return "PROCTYPE_ONCE_ONLY";
    }
    else if (PROCESSING_TYPE == PROCTYPE_ONCE_PER_REALTIME_NEWBAR) {
        return "PROCTYPE_ONCE_PER_REALTIME_NEWBAR";
    }
    else if (PROCESSING_TYPE == PROCTYPE_ONCE_PER_REALTIME_TRADE) {
        return "PROCTYPE_ONCE_PER_REALTIME_TRADE";
    }
    else {
        return "PROCTYPE_ALL_BARS";
    }
} 

[shortandlong]

Re: multi-timeframe question

Originally posted by mike_scott

1. These statements work when the chart is a daily interval.
aSR[2][3] = sma(50, sym(aSym, "D"),0); //50DMA
aSR[2][6] = sma(200, sym(aSym, "D"), 0); //200DMA
But I get 50 and 200-period averages when the chart is in different intervals. Have I written these incorrectly to always give me daily averages independent of chart interval?

Mike Scott

Instead of:

sym(aSym, "D")

I think you want:

sym(aSym + ",D")

So, the lines above would be:

aSR[2][3] = sma(50, sym(aSym + ",D"),0); //50DMA
aSR[2][6] = sma(200, sym(aSym + ",D"), 0); //200DMA

[mike_scott]

Re: Re: multi-timeframe question

shortandlong,
Thank you for the obvious mistake I made. Of course it works now. Happy New Year!

Mike Scott
Tarzana, CA

Originally posted by shortandlong
Instead of:

sym(aSym, "D")

I think you want:

sym(aSym + ",D")

So, the lines above would be:

aSR[2][3] = sma(50, sym(aSym + ",D"),0); //50DMA
aSR[2][6] = sma(200, sym(aSym + ",D"), 0); //200DMA