TICK/VIX data alignment

[gkelly]

I have an issue/question concerning TICK/VIX data in a study not lining up properly. The time template I'm using is 25 days (for backtesting) 9:30-16:00. So I think the timeframe for the symbols is ok.

What I'm seeing is this:

- Load a 2m chart w/ES #F as your symbol

- Run a study returning close("$TICK")

Look at first day you get your ES symbol bars -- the TICK data is about a half a day off.

Any thoughts??

Thanks!

>>>Gregg

[eSignal_JasonK]

Hello Gregg,

You might want to review this thread. Or is the issue you're describing here a different problem?

[ACM]

Gregg
In addition to Jason's suggestion see also this thread for a possible solution
Alex

[gkelly]

Thanks Alex -- that took care of the tick data perfectly (labor day ...)

However, I still have an issue I'd like to understand better. What is the recommended (and most efficient) way to insure requested symbol data is in sync with the main chart timeframe/bar??

For example, lets say I open a 2m ES #F=2 Chart. If I attach a study that returns close("$VIX), as you know, this deceptively will not work. Can you provide a study/example that addresses this specific problem??

Thanks!!

>>>G

[gkelly]

As an exersice left to the student, I decided to provide an example... Tested TICK/VIX/TRIN on a 2m ES #F chart.

>>>G

function preMain() {
setDefaultBarFgColor(Color.blue, 0);
setDefaultBarThickness(1, 0);
}

var BarRawTime, SymRawTime;
var Symbol = "$TRIN";
var SymVal = 0;

function main() {
BarRawTime = getValue("rawtime");
SymRawTime = getValue("rawtime",0,Symbol);

if (SymRawTime < BarRawTime)
SymVal = getDataRec(BarRawTime, SymRawTime, Symbol, SymVal);
else
SymVal = close(Symbol);

return SymVal;
}

function getDataRec(nBarRawTime, nSymRawTime, sSymbol, nSymVal) {
var RecRawTime = nSymRawTime;
var BarOffset = 0;

while (RecRawTime < nBarRawTime)
RecRawTime = getValue("rawtime",++BarOffset,sSymbol);

if (RecRawTime == nBarRawTime)
return close(BarOffset, sSymbol);
else
return nSymVal;
}

[ACM]

Gregg
FWIW I am unable to run the efs that you posted.
Irrespective you may want to see this thread in which JasonK posted an efs that aligns the data of two symbols and use that as a blueprint for what you are trying to accomplish
Alex