MA [in base interval] of an external time interval indicator

[mbuta]

Hi,
This question is [somewhat] related to my previous post.

Is it possible to calculate, in base interval, a moving average of a data series declared in in an external time interval?

Thank you.

[eSignal_JasonK]

Hello Mihai,

I'm assuming you mean the main chart interval by base interval. If I'm wrong, please clarify.

This can be done, but not with the EFS2 functions. For example, when you pass an external time frame moving average as a source to the sma() function, the sma will be calculated on the base interval of the source. To do what you're asking, you would need to manually code a moving average into your EFS using a pop/unshift routine on a global array. This array would be updated with the .getValue(0) value from the external time frame moving average.

[mbuta]

Hi Jason,

Yes, your assumption was correct.
I, again, hopped that there is a way to address those data series in base interval, because all decisions are made in base interval.

For example, what hapens if we do NOT pass the time interval info as LAST parameter, as required???

I wonder why I don't see this issue raised more often.

regards,
Mihai

[eSignal_JasonK]

Hello Mihai,

For example, what hapens if we do NOT pass the time interval info as LAST parameter, as required???

Then the series will be based on your chart's interval.

var myMA = sma(20, inv(10)) // Series is based on the 10 min chart
var myMA = sma(20) // Series is based on your current chart's interval

[mbuta]

Hi Jason.

I was referring to more complex series, eventually declared with efsInternal, but I can't seem to find the right sintax for them.

For example, to calculate the sma3 of CCIM2/100, where CCIM2 is in an external interval, but I would like sma3 to be in base interval.

Is this possible?
Thank you.
Mihai

[eSignal_JasonK]

Hello Mihai,

Yes this is possible. You would still use the same method I described previously in this thread using the global array and the pop/unshift routine. It's the same scenario because efsInternal()/efsExternal() both create a Series just as the sma() function creates a series.

The only difference is that with efsInternal()/efsExternal() you can add a sym()/inv() as the last parameter that tells the EFS2 engine to create the series on the basis of that symbol or interval passed. However, if one of the parameters before the sym()/inv() parameter happens to be an external time frame series, then efsInternal()/efsExternal() will be based on the sym/inv of that series and the last sym()/inv() parameter will be ignored.

[mbuta]

Hi Jason,

Yes, I understand what you are saying and, probably, the array solution is less time consuming than efsInternal [which executes every tick].

As to passing data series and what happens, it is not very clear to me, maybe some clarification in documentaion of this subject would be useful.

I will play around with them and see what happens.

Thanks a lot.
Mihai