Help With Highest High

[cpatte7372]

It was then

In which case why was I not alerted when "it was then"?

Thx.

Carlton

I thought bar replay simulated real-time.

[ACM]

Carlton
"It was then" means when that happened on that day in real time.
Although Bar Replay can simulate in some ways a real time condition the efs at this time "knows" that the high is 93.00 because it takes that value from the Daily Snapshot. Going back in Bar Replay does not change the daily values. In fact if you look at the Snapshot window you will see that as you go back in time using Bar Replay those values will remain unchanged. Those are the same values callFunction() is using in the efs.
Alex

[fabrizio]

Carlton

An humble not requested advice: wait till tomorrow ( or the night session today) and see what happens.

Alex Is right, though I understood your logical path at the very beginning of the exchange.

[cpatte7372]

Alex,

You're totally correct when efs points out the highest high of the day. I guess I would like it to alert me at the highest high of the last 5mins. Is that possible?

Cheers

Carlton

P.S.
As a side issue, how does the efs know, while running bar replay, that 93.00 was the high of the day before its completely running until the end of day? Unmmm.

[cpatte7372]

Alex,

I read your post after sending my. I think I understand now. Correct me if the following statement is wrong"

If I were running your efs in real-time it would have alerted at point 2 taken from the image, but because bar replay is replaying a chart where it knows where the highest high of the day is it will only alert me at that time.

Is the above correct?


Thx.

Carlton

[fabrizio]

RE: Reply to post 'Help With Highest High'

right

Cordialmente

FJF





-----Original Message-----
From: [email protected] [mailto:[email protected]]
Sent: Sunday, December 28, 2003 1:04 PM
To: [email protected]
Subject: Reply to post 'Help With Highest High'


Hello fabrizio,

~~~~~~~~~~~~~~~~~~~~~~~~~~~~

[ACM]

Carlton

how does the efs know, while running bar replay, that 93.00 was the high of the day before its completely running until the end of day?

Because although getTodayOHLC1.efs retrieves the values for the day as the day progresses that day is now over and those values are retained. They will be zeroed out on a new day and at that point as new daily highs are set the efs will alert you when the current high will equal or breach them on every first instance.
Alex

[ACM]

Carlton
That is correct. Actually to be precise it would have alerted you also at some points in between unless you had set the efs to "compute on close".
Alex

[cpatte7372]

I see.

What if I downloaded a playback and replayed the chart with the efs would it then simulate as if it were a real day?

You see, I don't get a chance to play with realtime data during the day as I'm at work and they wouldn't allow it. So I come home and practice with bar replay.

Thx.

Carlton

[ACM]

Carlton
Some efs (such as for example getTodayOHLC) will not work in Playback mode so that is not a viable solution.
Perhaps the way to achieve this may be to create an efs that calculates the high as time progresses rather than using callFunction() to retrieve those values.
Alex

[cpatte7372]

Alex,

Thats a shame. I really won't be able to test this efs until realtime. Do you know of any markets running now that I test this efs on? I think the only 24 hour market is Forex, correct?

Carlton

[ACM]

Carlton
If the object is to test if the efs works then I can assure you it does.
Irrespective you can also use the eminis (ES and NQ) which trade almost on a 24 hour cycle as do the currency futures on CME
Alex

[cpatte7372]

Alex,

I would just like to draw your attention to the attached image. Notice where I have circled and where your horizontal red line is. Shouldn't the highest high of the day be at the circle?

Just an observation.

Cheers

Carlton

[cpatte7372]

Alex,

I just had a thought, may be your efs is just for business hours, between 9:30 and 4pm. The highest high in the image is after 4pm. If you agree I will take your word that the efs works in realtime.

While I await your response, I would like to say you have been such a great help.

Thank you for your time and patience.

Cheers

Carlton

[cpatte7372]

Alex,

I think its gonna work fine in realtime. Wow, we got there in the end.

That why I think this group is the best group in the world.

Cheers mate.

P.S.

Thanks fabrizio for your input.

Carlton