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EFS Alert triggering in Bar Replay

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  • EFS Alert triggering in Bar Replay

    I have two identical charts open for the same instrument and the same timeframe. One is running the current EFS study which includes alerts for criteria met.

    I have noticed that when I am testing an EFS on the second chart (my testing chart) in Bar Reply mode, the Alert for the first chart keeps firing when I move backwards in time, as if the charting engine is re-loading both charts data simultaneously.

    Is this a bug or a problem with my EFS script?

  • #2
    Hello Kardinal,

    Please post your formula or an example formula that consistently reproduces the problem and I will investigate.
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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    • #3
      A little more testing has revealed more insight into the behaviour.

      I've attached a very simplified script (Pattern 1) which highlights a particular bar formation. The second chart (identical symbol & timeframe) does not require any studies to be applied to trigger the behaviour.

      When I tested this morning, I initially could not repeat the behaviour, then I noticed that it had been while since an alert had triggered, so I entered Bar Reply mode, and moved back in time to the point where the Alert is triggered for Pattern 1. I then cleared the Alert list so that it was blank. Then I moved the second chart back in time (randomly selected), and the Alert triggered again. I cleared the list once again, moved forward in time on the second chart and no alerts. As soon as I moved back in time, the Alert fired. The summary of the observation is that moving back causes the Alert to fire on a different chart. When I originally spotted this problem, the primary chart had just fired the alert for the pattern in real-time, so I know that putting the primary chart with EFS study in Bar Reply mode is not a contributing factor.
      Attached Files

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      • #4
        Kardinal
        From what I can see once you reach a certain point back in time during Bar Replay the chart requests more historical data. When this happens all the charts with an identical symbol and interval also get refreshed which causes the efs(s) running in those charts to reload.
        I don't know if this is the intended behavior of a chart in Bar Replay mode regardless you should be able to avoid it by setting the Time Template to load more historical data than you require when using Bar Replay.
        Hope this helps
        Alex

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        • #5
          I understand what you are saying, but I get this behaviour even if I try to go back just a few bars only so no historical data needs to be requested. My interpretation of what is happening is that the EFS engine is reloading the data for that time-frame when you move back in time (even if it is only by a bar or two). When this data is reloaded, it impacts any chart that is open to the same symbol & time-frame. Therefore the Time Template is not related to the issue. For example, there are several of these bars highlighted in this mornings ES #f 15m session. When I was testing a different pattern EFS on another 15m chart, and moved backwards in Bar Replay, the live chart would fire the alert signal again. I'm thinking it could be a bug in the Bar Replay engine.

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          • #6
            Kardinal
            That can happen if the Time Template for that interval is set to Dynamic (ie when the # Days/Bars is set to 0).
            Try setting the the Time Template to load a specific number of bars (considerably more than you intend to go back using Bar Replay) which should avoid the chart refresh and consequent efs reload
            Alex

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            • #7
              I have created a time template per your suggestion, requesting only 200 bars of data to be loaded. With the template applied to both charts, I am seeing exactly the same behaviour...

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              • #8
                Kardinal
                Please post a screenshot of the chart that you are using (in which the description containing the symbol, interval and Time Template are clearly visible) and a screenshot of the settings of the Time Template you are applying to that chart
                Alex

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                • #9
                  Sorry for delay... I took some screen shots before the FOMC announcement yesterday, and then forgot to post them last night. Have just got back to my PC today.

                  I've attached the two charts involved, and the time template I'm currently using.
                  Attached Files

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                  • #10
                    Live Chart
                    Attached Files

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                    • #11
                      Test Chart
                      Attached Files

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                      • #12
                        Kardinal
                        Try setting the #Bars to 1000 (or more) instead of 200
                        Alex

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                        • #13
                          I tried that with the same consequence. What I did notice however was that as long as the time templates differ between the two charts, then the problem does not exist. Though it is not a solution to the problem, it is a work-around that I can live with. I will leave my Live charts in Dynamic mode and my test chart in a 1000-bar Time Template.
                          Have you not been able to replicate this issue?

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