EFS Questions from z11

[eSignal_JasonK]

Hello z11,

No, getValueAbsolute will not help. Coding multiple time frame studies in EFS is a complicated matter currently. The simplest solution is what I gave you in my previous post.

With getValueAbsolute, the index you pass will be the absolute index for the associated symbol passed to the function. So when your study is processing bar -100 and you ask for getValueAbsolute("Close", 0, "Symbol,15") you will get the close from the 0 bar from the 15 minute chart instead of the -100 bar, which getValue() returns. Neither return is a synchronized result.

[gspiker]

Z11,

Re: the built-in stoc study. I used it all the time and have never seen it "go flat" on low volume...unless the low volume was accompanied by many bars worth of the C, H, L info being the same (or close to the same). This would be the expected behavior of stoc for this condition.

Garth

[z11]

Garth,

if you look at 6E #F for example, any day between 6pm -12 am e.s.t. or after 2pm on some days with a stoch setting of 8,5,11 say, you'd see these flat lines in 5 -3 and certainly 1 minute time frames....or evan ZB or ZN some times, certainly ES, NQ during "slow times" even when there 3 point ranges in ES .....

[gspiker]

Z11,

Other than ES I don't ever bring up or trade the symbols you list. However, using the parmamters you state for your stoch settings I can't find a "flat line" periond on a 3 minute ES #F chart ...granted I only looked back a few weeks.

The stoch setting you use has a huge (from my point of view) smoothing factor...so I wouldn't be at all suprised if it does flatline on some symbols using lower intervals, during slow periods. Again, I would consider this normal and correct behavior for stoch.

Maybe if you post up some example of what you would consider an odd flatline.

G

[z11]

Controlling Backtesting Period in terms of Bars

Hi Jason/Alex,

I loaded a 5 min Adv Chart with time template of 10 days for 6E #F and the chart loaded 2867 bars. I then exited DataManager to make sure I will be working that static 2867 bars. But when I load EFS to backtest, it somehow starts at bar index -1586; sometimes it starts at bar index -2011...

Gentleman, how should I in my EFS to make sure that it utilizes maximum bar of bars loaded in a chart?

Regards and TIA!

[eSignal_JasonK]

Hello z11,

You shouldn't have to close your DM to do this. Are you using a custom time template to load 10 days worth of data? That should do the trick. I tested this using the btMovingAverage.efs example formula in \Formulas\BackTesting\ on 6E #F and the test started at the same bar every time. I currently have 2600 bars and my test starts at 2/3/05 on the 00:45 bar each time.

Is your formula loaded in the chart before you do the back test?
Double check the parameters for the back test and make sure the symbol, time template and formula are the same as your chart.

[z11]

Hi Jason -
I am using a custom time template of 10 days with Auto Start and End Time settings in the time template and I am continuing to observe the problem I described in my first post regarding this problem. I did close DM as I don't want to have updated info if a market is still trading.

On another note, in an EFS, as it appled to a Daily Chart (i.e., getInterval="D")

I do:
pK0 = s1.getValue(StochStudy.FAST,0);
pK2 = s1.getValue(StochStudy.FAST,-2);

pD0 = s1.getValue(StochStudy.SLOW,0);
pD2 = s1.getValue(StochStudy.SLOW,-2);

...and later I write pK0, pK2, pD0, pD2 to a file...I'd get an error message saying pK2, pD2 have no properties.

But I do not have this error if I am applying the same EFS to an intraday chart of any time frame....any ideas?

By the way, in the write statement, I use, for example, pK2.toFixed(2)....

TIA and regards

[ACM]

z11
Try inserting a null check for those variables before using toFixed() ie if(pK0 == null || pK2 == null || etc) return;
Alex

[z11]

Alex,
I did try to put null checks but my concern is:
why shold getValue return null values for these variables in the first place? would that be a sign of something more series happening in the code? or in the EFS itself?

I would greatly appreciate it if you'd enlighten me on that as a more general question, i.e., any time EFS functions return null in its basic functions/studies, what might that indicate? and how to handle that properly besides just "return"?

[ACM]

z11
Run a search using null check as the keyword and jasonk as the User Name and you should find several explanations on this topic
Alex

[z11]

Hi Jason/Alex,

I have been trying to play with tick-replay and have not had much luck...am wondering if you would kindly explain it to me (a search in Help did not yield anything I am looking for...)

My understanding is given a Adv Chart, say 5 min time frame, I would first down load ticks to a file and replay ticks from that file in the Adv Chart with my EFS loaded and I can control the scrolling both forward and backward? and signals from my EFS would behave as if it is run in real time? Please advise. Thank you.

[ACM]

z11
For information and instructions on the Tick Replay (and Bar Replay) tool see this article in the eSignal KnolwedgeBase. FYI I found the article by searching for "tick replay"
Alex

[z11]

Thanks so much Alex, as always...