Suggestions for speeding this formula up

[chud]

This is the first formula I've done and I'm sure there's a lot of room for improvement. As it is now, it's unusably slow. I go through my watchlist pulling up the charts, and am waiting several seconds for each to load with this formula loaded. I'm hoping someone can offer some suggestions for speeding it up.

thanks alot.

bCurrentDay = false;

function preMain() {

    setPriceStudy(true);
    setStudyTitle("rwe_traderxfib2");
    setCursorLabelName("yest", 0);
    setCursorLabelName("today", 1);
    setCursorLabelName("fib", 2);
    setCursorLabelName("fib", 3);
    setCursorLabelName("fib", 4);
    setCursorLabelName("fib", 5);
    setCursorLabelName("fib", 6);
    setPlotType(PLOTTYPE_FLATLINES,0);
    setPlotType(PLOTTYPE_FLATLINES,1);
    setPlotType(PLOTTYPE_FLATLINES,2);
    setPlotType(PLOTTYPE_FLATLINES,3);
    setPlotType(PLOTTYPE_FLATLINES,4);
    setPlotType(PLOTTYPE_FLATLINES,5);
    setPlotType(PLOTTYPE_FLATLINES,6);
    setDefaultBarFgColor(Color.blue,0);
    setDefaultBarFgColor(Color.red,1);
    setDefaultBarFgColor(Color.black,2);
    setDefaultBarFgColor(Color.black,3);
    setDefaultBarFgColor(Color.black,4);
    setDefaultBarFgColor(Color.black,5);
    setDefaultBarFgColor(Color.black,6);
    
}


var bInit = false;
var xRange = null;

function main(){

if (bCurrentDay == false && getDay(0) != getDay(-1)){ 
    var vTime = getValue("time"); 
    var vDate = new Date(); 
    var sTime = (vTime.getMonth()+1+"/"+vTime.getDate()+"/"+vTime.getFullYear()); 
    var sToday = (vDate.getMonth()+1+"/"+vDate.getDate()+"/"+vDate.getFullYear()); 
    if ( sTime == sToday ) { 
        bCurrentDay = true; 
    } 
} 

if(bInit==false){
    xRange = efsInternal("calcOR","630","645","Show",inv(15));
    bInit=true;
 }

orHigh = getSeries(xRange, 0);
orLow = getSeries(xRange, 1);

yestH= efsExternal("/OHLC/getPrevOHLC.efs", "High");
yestL= efsExternal("/OHLC/getPrevOHLC.efs", "Low");
yestC= efsExternal("/OHLC/getPrevOHLC.efs", "Close");
todayO= efsExternal("/OHLC/getTodayOHLC.efs", "Open");

gap = ((todayO - yestC) / yestC) * 100;

if(gap <= -1){ // gap down
    yestLine = yestH;
    orLine = orLow;
    hiloDiff = yestLine - orLine;
    fib1 = hiloDiff*0.382;
    fib2 = hiloDiff*0.5;
    fib3 = hiloDiff*0.618;
    fib1Line = orLine + fib1;
    fib2Line = orLine + fib2;
    fib3Line = orLine + fib3;
    fib4Line = orLine - fib1;
    fib5Line = yestLine + fib1;
}else if(gap >= 1){ // gap up
    yestLine = yestL;
    orLine = orHigh;
    hiloDiff = orLine - yestLine;
    fib1 = hiloDiff*0.382;
    fib2 = hiloDiff*0.5;
    fib3 = hiloDiff*0.618;
    fib1Line = yestLine + fib1;
    fib2Line = yestLine + fib2;
    fib3Line = yestLine + fib3;
    fib4Line = yestLine - fib1;
    fib5Line = orLine + fib1;
}else{
    return;
}
   
if (bCurrentDay==false){
    return;
}

return new Array(yestLine, orLine, fib1Line, fib2Line, fib3Line, fib4Line, fib5Line);

}

var vFlag = true;
var vFlag2 = true
var vHigh = null;
var vLow = null;
var vClose = null;
var vDay1 = null;
var vDay2 = null;

function calcOR(start,end,display,source){

    if (getBarState() == BARSTATE_NEWBAR) {
        if (vDay1 == null) {
            vDay2 = getDay(0);
        } else {
            vDay2 = vDay1;
        }
        vDay1 = getDay(0);
        if (vDay1 != vDay2) {
            vHigh = null;
            vLow = null;
            vFlag = true;
            vFlag2 = false;
        }
        var vHour1 = (getHour()*100)+getMinute();
        if(vHour1 >= start){
            vFlag2=true;
        }
        var vHour = (getHour()*100)+getMinute();
        if (vHour >= end) {
            vFlag = false;
            vFlag2=false;
        }
    }

    if (vFlag == true&&vFlag2==true) {
        if (vHigh == null) {
            vHigh = high(0);
        }
        if (vLow == null) {
            vLow = low(0);
        }
        vHigh = Math.max(high(0), vHigh);
        vLow = Math.min(low(0), vLow);
    }
    
    if(display=="Hide"){
        if(vFlag==false&&vHigh!=null&&vLow!=null){
            var vHigh2 = vHigh;
            var vLow2 = vLow;
        }
    }else if(display=="Show"){
        var vHigh2 = vHigh;
        var vLow2 = vLow;
    }

    return new Array(vHigh2,vLow2);
} 

[DavidZ]

I think this link will greatly help with coding( the IE/2 PHP): http://forum.esignalcentral.com/show...threadid=12924

Haven't ran your code, but 2 areas in your code to look at:
The efsExternal declarations are being called on every tick.
There is no checking for null value of your returned values.

I hope this is enough info to help you

[chud]

Thanks for the reply.

I've been messing with the formula and have another question now. Why is bInit "false" 2 different times? I put a debugPrintln in that If statement and it's executing twice. I don't understand that. I thought the global variables were just set when the script was first loaded.

Thanks for any help.

[DavidZ]

I fought that battle too. I believe I solved it by doing testing for getBarState() in main() AND having the bulk of my code/subroutine calls INSIDE these test conditions.
ex. your " if(gap <= -1){ ..} " do you really want this being computed on every incoming tick? [ it is now ]
probably want newbar OR only once.

3 ideas here: ( homework for you )

http://forum.esignalcentral.com/showthread.php?s=&threadid=2277

go to the one at 11-01-2004 03:18 PM
Very similar to your code, lots of other good stuff here too.

in http://kb.esignalcentral.com search for
AlertOncePerBar.efs (small code sample)
Basic idea here is the test getBarState() in main()

Checkout
isLastBarOnChart() -- Returns true if the bar currently being processed is the last bar on the chart.

P.S. keep growing, you are off to a great start

[chud]

Thanks for the help David. I'll go study those links.

As for bInit executing twice, is that a bug in EFS? Or am I doing something else wrong. I see that used in other scripts, and it looked like it was for only running blocks of code once.

Am I misunderstanding how the scripts are executed?

Thanks again.

[eSignal_JasonK]

Hello chud and David,

A global bInit routine shouldn't be executing twice. As a test I used the following code and I'm only seeing one execution.

var bInit = false;
var nCount = 0;

function main() {
    if (bInit == false) {
        nCount++;
        debugPrintln(nCount);
        bInit = true;
    }
    
    return;
} 

Please post any code examples you have that are executing a global bInit routine more than once, I'd like to investigate this further.

[chud]

Jason,

It looks like the efsInternal call within the if(bInit==false) block is causing the routine to execute twice. I took that statement out, and got the expected one execution. But with it in, I keep getting 2 executions. Try this code:

var bInit = false;
var xRange = null;
var nCount = 0;


function main(){

    if(bInit==false){
        nCount++;
        debugPrintln(nCount);
        xRange = efsInternal("calcOR","630","645","Show",inv(15));
        bInit=true;
    }

}

var vFlag = true;
var vFlag2 = true
var vHigh = null;
var vLow = null;
var vClose = null;
var vDay1 = null;
var vDay2 = null;

function calcOR(start,end,display,source){

    if (getBarState() == BARSTATE_NEWBAR) {
        if (vDay1 == null) {
            vDay2 = getDay(0);
        } else {
            vDay2 = vDay1;
        }
        vDay1 = getDay(0);
        if (vDay1 != vDay2) {
            vHigh = null;
            vLow = null;
            vFlag = true;
            vFlag2 = false;
        }
        var vHour1 = (getHour()*100)+getMinute();
        if(vHour1 >= start){
            vFlag2=true;
        }
        var vHour = (getHour()*100)+getMinute();
        if (vHour >= end) {
            vFlag = false;
            vFlag2=false;
        }
    }

    if (vFlag == true&&vFlag2==true) {
        if (vHigh == null) {
            vHigh = high(0);
        }
        if (vLow == null) {
            vLow = low(0);
        }
        vHigh = Math.max(high(0), vHigh);
        vLow = Math.min(low(0), vLow);
    }
    
    if(display=="Hide"){
        if(vFlag==false&&vHigh!=null&&vLow!=null){
            var vHigh2 = vHigh;
            var vLow2 = vLow;
        }
    }else if(display=="Show"){
        var vHigh2 = vHigh;
        var vLow2 = vLow;
    }

    return new Array(vHigh2,vLow2);
} 

[eSignal_JasonK]

Hello Chud,

Thanks for posting your code. You're right, it is executing twice. However, it is not a bug. efsInternal() is forcing a reload of the formula. The values of a custom series have to be initialized for each bar on the chart in order for them to become available for the initialization of the formula as it processes the historical bars. The custom series values are not maintained at the formula level, which is the reason for the reload. This process occurs for each custom series created by efsInternal() as well. You can see this with the modification of your script below. If you enable the xRange2 series, you will see the bInit routine in main() executes a 3rd time. There's a debugPrintln() statement inside the clacOR function so you may want to limit the number of days of data in your chart before running this.

var bInit = false;
var xRange = null;
var xRange2 = null;
var nCount = 0;


function main(){

    if(bInit==false){
        nCount++;
        debugPrintln(nCount);
        xRange = efsInternal("calcOR","630","645","Show", inv(15));
        //xRange2 = efsInternal("calcOR","630","645","Show", inv(30));
        bInit=true;
    }

}

var vFlag = true;
var vFlag2 = true
var vHigh = null;
var vLow = null;
var vClose = null;
var vDay1 = null;
var vDay2 = null;

function calcOR(start,end,display,source){
    if(bInit==false){
        nCount++;
        //debugPrintln(nCount);
        bInit=true;
    }
    
    var nIndex = getCurrentBarIndex();
    if (nIndex != 0) debugPrintln(nCount + "  " + nIndex);

    if (getBarState() == BARSTATE_NEWBAR) {
        if (vDay1 == null) {
            vDay2 = getDay(0);
        } else {
            vDay2 = vDay1;
        }
        vDay1 = getDay(0);
        if (vDay1 != vDay2) {
            vHigh = null;
            vLow = null;
            vFlag = true;
            vFlag2 = false;
        }
        var vHour1 = (getHour()*100)+getMinute();
        if(vHour1 >= start){
            vFlag2=true;
        }
        var vHour = (getHour()*100)+getMinute();
        if (vHour >= end) {
            vFlag = false;
            vFlag2=false;
        }
    }

    if (vFlag == true&&vFlag2==true) {
        if (vHigh == null) {
            vHigh = high(0);
        }
        if (vLow == null) {
            vLow = low(0);
        }
        vHigh = Math.max(high(0), vHigh);
        vLow = Math.min(low(0), vLow);
    }
    
    if(display=="Hide"){
        if(vFlag==false&&vHigh!=null&&vLow!=null){
            var vHigh2 = vHigh;
            var vLow2 = vLow;
        }
    }else if(display=="Show"){
        var vHigh2 = vHigh;
        var vLow2 = vLow;
    }

    return new Array(vHigh2,vLow2);
}