Time in bar

[wildfiction]

I'm trying to perform an action in a chart based on if a time-of-day falls inside the start and end times for the creating of that bar.

In the main() function, when receiving historic bars, is there anyway of discovering when that bar ended (the time) before the BARSTATE_NEWBAR event is received?

[eSignal_JasonK]

Hello Wildfiction,

Yep, this is now possible with EFS2 and the inv() function. However, you will only be able to get the exact time stamp going back 10 days. The reason is because to get this time stamp we have to look at a 1T interval. We only have 10 days of historical tick data. What you do is build the time stamp using hour(), minute() and second() (see Series Functions) where you pass the 1T interval to the sym/inv parameter. The EFS2 engine is handling all the time synchronization routines for us so we don't need to worry about finding the relative bar index of the appropriate tick for the lower time frame interval. By default, when accessing a lower time-frame series on a higher time-frame chart, requesting the bar index of 0 for the lower time-frame series returns the last data point of that series that occurred within the bar interval of the higher time-frame chart where the formula is processing. Here's the code.

var bInit  = false;
var xClose = null;

function main() {
    if (bInit == false) {
        xClose = close(inv("1T"));
        bInit  = true;   
    }
    
    var vTickTime = tickTime("1T");
    var nClose    = xClose.getValue(0);
    if (vTickTime != null && nClose != null) {
        debugPrintln("bar " + getCurrentBarIndex() + " close: " + 
            (xClose.getValue(0)).toFixed(2) + " at " + vTickTime);
    }
    
    return;
}


function tickTime(n) {
   var nHour = hour(0, inv(n));
   var nMinute = minute(0, inv(n));
   var nSecond = second(0, inv(n));
   var temp = "" + ((nHour > 12) ? nHour - 12 : nHour);
   if (nHour == 0) temp = "12";
   temp += ((nMinute < 10) ? ":0" : ":") + nMinute;
   temp += ((nSecond < 10) ? ":0" : ":") + nSecond;
   temp += (nHour >= 12) ? " P.M." : " A.M.";
   return temp;
} 

Run this on something like a 60-min IDC chart on your end and compare to a time and sales window. You will see in the formula output window that it identifies the last trade and it's exact time stamp for each 60-minute bar. To get the full 10 days, be sure to set up your time template to load 10 days of history for a T interval.



You could use a 1-minute interval to get a time stamp going back 120 days, but the time stamp would represent the start time of the last 1-minute bar within the higher time-frame bar.

Hope this helps.

[wildfiction]

Many thanks Jason - that helped a lot.

[eSignal_JasonK]

You're most welcome.