Trailing Stop p15, with inv()

[elmi]

Hi I try to make the following .efs, Trailing Stop p15, with inv(1).
I made some changes but still not working what do I do wrong? Any Ideas
Elias
............
/************************************************** ***************
Provided By : eSignal (c) Copyright 2004
Description: Volatility Trailing Stop P15 - by Jim Berg

Version 1.0

Notes:
February 2005 Issue - "The Truth About Volatility"

Formula Parameters: Defaults:
ATR Periods 10
Thickness 2
************************************************** ***************/

function preMain() {
setPriceStudy(true);
setStudyTitle("AAA_Volatility Trailing Stop P15 ");
setCursorLabelName("VStop", 0);
setDefaultBarThickness(2, 0);
setDefaultBarFgColor(Color.red, 0);

setShowTitleParameters(false);

// Formula Parameters
var fp1 = new FunctionParameter("nATRlen", FunctionParameter.NUMBER);
fp1.setName("ATR Periods");
fp1.setLowerLimit(1);
fp1.setDefault(10);

// Study Parameters
var sp1 = new FunctionParameter("nThick", FunctionParameter.NUMBER);
sp1.setName("Thickness");
sp1.setDefault(2);
}

var bEdit = true;
var vATR = null;
var aStop = new Array(15,inv(1));


function main(nATRlen, nThick) {
if (bEdit == true) {
vATR = new ATRStudy(nATRlen);
setDefaultBarThickness(nThick, 0);
bEdit = false;
}

var nState = getBarState();
if (nState == BARSTATE_NEWBAR) {
aStop.pop();
aStop.unshift(0);
}

var ATR = vATR.getValue(0);
if (ATR == null) return;

var c = close();
var vStop = (c - (2*ATR));
aStop[0] = vStop;

var vStop15 = vStop;
for (var i = 0; i < 15; i++) {
vStop15 = Math.max(aStop[i], vStop15);
}

return vStop15;
}

[ACM]

Elias
Simply adding an inv() series to any function does not automatically make a study usable with multiple time frames. You need to first ensure that the function actually accepts the inv() series and the way to do this is to check the EFS2 Function Reference in the EFS KnowledgeBase
In the case of your script you used inv() inside an array which does not accept that series as an input.
The easiest way to convert your study to use multiple intervals is to actually call it from a new efs using the efsExternal() function and passing the inv() series as the last parameter.
For explanations on the efsExternal() function and examples on how to use it see this thread.
If you instead prefer to mantain the efs as a single script you will need to modify it in the same way I showed you in this thread.
In this case remove all instances of inv() and rename the current function main(nATRlen,nThick) to (for example) function calcATR(nATRlen,interval).
Once you have done that create a new function main in which you will use the efsInternal() function to call the calcATR function ie.
function main(nATRlen,nThick){
var Stop = efsInternal("calcATR",nATRlen, inv(1));
return Stop;
}
As you can see the logic and the process are virtually identical to the one used in the other thread
Alex

[elmi]

Ok Alex I wrote a new efs to call an external file and is the following
......

function preMain() {
    setPriceStudy(true);
    setStudyTitle("AAA_Volatility Trailing Stop P15_ext2 ");
    setCursorLabelName("VStop", 0);
    setDefaultBarThickness(2, 0);
    setDefaultBarFgColor(Color.red, 0);
    
    setShowTitleParameters(false);
    





function main(nATRlen,nThick) {
   
    
  
var Stop = efsExternal("AAA_VolatilityTrailingStopP15_ext.efs",nATRlen, inv(1));
return Stop;
}
}
.............
what thios above efs calls is the following in the same folder

..........
/*****************************************************************
Provided By : eSignal (c) Copyright 2004
Description:  Volatility Trailing Stop P15 - by Jim Berg

Version 1.0

Notes:
February 2005 Issue - "The Truth About Volatility"

Formula Parameters:                 Defaults:
ATR Periods                         10
Thickness                           2
*****************************************************************/

function preMain() {
    setPriceStudy(true);
    setStudyTitle("AAA_Volatility Trailing Stop P15 ");
    setCursorLabelName("VStop", 0);
    setDefaultBarThickness(2, 0);
    setDefaultBarFgColor(Color.red, 0);
    
    setShowTitleParameters(false);
    
    // Formula Parameters
    var fp1 = new FunctionParameter("nATRlen", FunctionParameter.NUMBER);
        fp1.setName("ATR Periods");
        fp1.setLowerLimit(1);
        fp1.setDefault(10);

    // Study Parameters
    var sp1 = new FunctionParameter("nThick", FunctionParameter.NUMBER);
        sp1.setName("Thickness");
        sp1.setDefault(2);
}

var bEdit = true;
var vATR = null;
var aStop = new Array(15);
function calcATR(nATRlen, interval){

function main(nATRlen, nThick) {
    if (bEdit == true) {
        vATR = new ATRStudy(nATRlen);
        setDefaultBarThickness(nThick, 0);
        bEdit = false;
    }
    
    var nState = getBarState();
    if (nState == BARSTATE_NEWBAR) {
        aStop.pop();
        aStop.unshift(0);
    }
    
    var ATR = vATR.getValue(ATRStudy.ATR);
    if (ATR == null) return;
    
    var c = close();
    var vStop = (c - (2*ATR));
    aStop[0] = vStop;
    
    var vStop15 = vStop;
    for (var i = 0; i < 15; i++) {
        vStop15 = Math.max(aStop[i], vStop15);
    }
    
    return vStop15;
}
} 

.............
but is not working. What do I do wrong?
Elias

[ACM]

Elias
There are several errors in both scripts.
In the calling efs when using efsExternal() you are passing the nATRlen parameter but the value for that parameter is not defined anywhere. You need to either add a Function Parameter in preMain or initialize the parameter in main (I would suggest the former since you already have an example of that in the called efs).
In the calling efs you are also missing a closing bracket for function preMain and you have a redundant closing bracket after the one that ends function main.
As to the called efs the function calcATR(nATRlen, interval){ should not have been added (that change was applicable only if you were going to use the script you posted originally as a single efs).
Also in the called efs you have a redundant closing bracket after the one that ends function main.
Once you have fixed these errors you will also need to remove or comment out setDefaultBarThickness(nThick, 0); from the called efs else you will get an error. Lastly even though this will not generate an error I would suggest replacing nThick in function main(nATRlen, nThick) { of the called efs with Interval so that you can identify what that parameter is actually for.
Alex

[elmi]

I made some modif but still error at 43: ATRStudy parameter 1 invalid, on calledefs.



calledefs
.......

/*****************************************************************
Provided By : eSignal (c) Copyright 2004
Description:  Volatility Trailing Stop P15 - by Jim Berg

Version 1.0

Notes:
February 2005 Issue - "The Truth About Volatility"

Formula Parameters:                 Defaults:
ATR Periods                         10
Thickness                           2
*****************************************************************/

function preMain() {
    setPriceStudy(true);
    setStudyTitle("AAA_Volatility Trailing Stop P15 ");
    setCursorLabelName("VStop", 0);
    setDefaultBarThickness(2, 0);
    setDefaultBarFgColor(Color.red, 0);
    
    setShowTitleParameters(false);
    
    // Formula Parameters
    var fp1 = new FunctionParameter("nATRlen", FunctionParameter.NUMBER);
        fp1.setName("ATR Periods");
        fp1.setLowerLimit(1);
        fp1.setDefault(10);

    // Study Parameters
    var sp1 = new FunctionParameter("nThick", FunctionParameter.NUMBER);
        sp1.setName("Thickness");
        sp1.setDefault(2);
}

var bEdit = true;
var vATR = null;
var aStop = new Array(15);


function main(nATRlen, Interval) {
    if (bEdit == true) {
     vATR = new ATRStudy(nATRlen);

    bEdit = false;
    }
    
    var nState = getBarState();
    if (nState == BARSTATE_NEWBAR) {
        aStop.pop();
        aStop.unshift(0);
    }
    
    var ATR = vATR.getValue(ATRStudy.ATR);
    if (ATR == null) return;
    
    var c = close();
    var vStop = (c - (2*ATR));
    aStop[0] = vStop;
    
    var vStop15 = vStop;
    for (var i = 0; i < 15; i++) {
        vStop15 = Math.max(aStop[i], vStop15);
    }
    
    return vStop15;
} 

CallerEfs

function preMain() {
    setPriceStudy(true);
    setStudyTitle("AAA_Volatility Trailing Stop P15_ext2 ");
    setCursorLabelName("VStop", 0);
    setDefaultBarThickness(2, 0);
    setDefaultBarFgColor(Color.red, 0);
    
    setShowTitleParameters(false);
    
}



function main(nATRlen,interval) {
    vATR = (nATRlen);
    var Stop = efsExternal("AAA_VolatilityTrailingStopP15_ext.efs",nATRlen, inv(1));
    return Stop;
} 

Any Ideas I did not understand well the modifications about nATRlen I sould of done on calledefs sorry

Elias

[elmi]

I DID IT
CallerEfs
..................

function preMain() {
setPriceStudy(true);
setStudyTitle("AAA_Volatility Trailing Stop P15_ext2 ");
setCursorLabelName("VStop", 0);
setDefaultBarThickness(2, 0);
setDefaultBarFgColor(Color.red, 0);

setShowTitleParameters(false);
// Formula Parameters
var fp1 = new FunctionParameter("nATRlen", FunctionParameter.NUMBER);
fp1.setName("ATR Periods");
fp1.setLowerLimit(1);
fp1.setDefault(10);

// Study Parameters
var sp1 = new FunctionParameter("nThick", FunctionParameter.NUMBER);
sp1.setName("Thickness");
sp1.setDefault(2);

}
var bEdit = true;
var vATR = null;
var aStop = new Array(15);


function main(nATRlen,interval) {
if (bEdit == true) {
vATR = new ATRStudy(nATRlen);
bEdit = false;
}
var Stop = efsExternal("AAA_VolatilityTrailingStopP15_ext.efs ",nATRlen, inv(1));
return Stop;
}



CallingEfs
........
/************************************************** ***************
Provided By : eSignal (c) Copyright 2004
Description: Volatility Trailing Stop P15 - by Jim Berg

Version 1.0

Notes:
February 2005 Issue - "The Truth About Volatility"

Formula Parameters: Defaults:
ATR Periods 10
Thickness 2
************************************************** ***************/

function preMain() {
setPriceStudy(true);
setStudyTitle("AAA_Volatility Trailing Stop P15 ");
setCursorLabelName("VStop", 0);
setDefaultBarThickness(2, 0);
setDefaultBarFgColor(Color.red, 0);

setShowTitleParameters(false);

// Formula Parameters
var fp1 = new FunctionParameter("nATRlen", FunctionParameter.NUMBER);
fp1.setName("ATR Periods");
fp1.setLowerLimit(1);
fp1.setDefault(10);

// Study Parameters
var sp1 = new FunctionParameter("nThick", FunctionParameter.NUMBER);
sp1.setName("Thickness");
sp1.setDefault(2);
}

var bEdit = true;
var vATR = null;
var aStop = new Array(15);


function main(nATRlen, Interval) {
if (bEdit == true) {
vATR = new ATRStudy(nATRlen);
bEdit = false;
}

var nState = getBarState();
if (nState == BARSTATE_NEWBAR) {
aStop.pop();
aStop.unshift(0);
}

var ATR = vATR.getValue(ATRStudy.ATR);
if (ATR == null) return;

var c = close();
var vStop = (c - (2*ATR));
aStop[0] = vStop;

var vStop15 = vStop;
for (var i = 0; i < 15; i++) {
vStop15 = Math.max(aStop[i], vStop15);
}

return vStop15;
}

...........
I am sure that I can erase few not nessaisary things but I think I will let as it is due that is working.

Thanks
Elias

[ACM]

Elias
That is correct. To clean the script remove the following two groups of lines from the caller efs as they are not required (or used)
Alex

var bEdit = true;
var vATR = null;
var aStop = new Array(15); 

if (bEdit == true) {
vATR = new ATRStudy(nATRlen);
bEdit = false;
} 

[elmi]

Everything fine this is my 3rd modifiv=cation. I start understanding some more now.
Thanks again Alex and congratulation for your knowlege and profesinalism
Elias

[ACM]

Elias
My pleasure and thank you for the compliments
Alex