is there a higest high or lowest low function in e-sig

[gspiker]

You are using getValueAbsolute() rather than just getValue(). This means that you will always get the return for bar -1.

Of course in replay mode -1 will change for each new bar drawn, but for historical data -1 will always be the bar before bar 0, and hence the same value.

G

[underdog430]

at least with getValueAbsolute i understand the result. when i switched to getValue i got a bizarre result (values over 100 for SPY). using a clip from the PreviousDayDailyBars efs seems to work but it seems to load and backtest much slower.

    vSymbol = getSymbol() + ",D";

    vBarTime = getValue("time");

    if(vBarTime != null) {
        vAbsTime = getPreviousTradingDay(vBarTime, vSymbol);
        if(vAbsTime == null)
            return;
        vIndex = getFirstBarIndexOfDay(vAbsTime, vSymbol);
        if(vIndex != null) {
            vPDHi = getValueAbsolute("High", vIndex, vSymbol);
            vPDLo = getValueAbsolute("Low", vIndex, vSymbol);
        }
    } 

[gspiker]

Yes, date objects are very heavy weight in EFS. There are things eSignal is working on to make things like this easier and faster, but for now this is what we have.