Synchronizing symbols

[hmmerritt]

I am running an efs script using AB #F with 10 min bars. I reference a variable based on the close of the 10 min $VOLD. There are some days when the futures trade, but the NYSE is not open. On these days, the value for $VOLD is reported as the last actual value, not zero. This throws off historical values such as backtesting.

Is there a formal way to synchronize these symbols, or should I write these dates out of the program?

[ACM]

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hmmerritt
I believe you will need to account for those situations. A simple way of doing this is to use the day() function to compare the bar dates of the main symbol to those of the external symbol and stop the execution of the script if they don't match eg

if(day(0)!=day(0,sym("$VOLD"))){
    return;
} 

Another way is to filter out those dates as shown for example in this thread
Alex

[hmmerritt]

Thank you Alexis for your reply. I tried both of your suggestions, and they work, but do not resolve my specific problem. The crux of the problem seems that when using a chart of AB #F, 120 days data, and referencing the values of $VOLD, when a holiday is encountered the timing or synchronization of AB #F and $VOLD bars gets out of kilter. The bars between the AB #F and $VOLD become offset by the number of bars that one exchange is open and the other is not. Each time a holiday is encountered, the offset increases by that number of bars.

When I use AB #F=2, the problem is cured, but I cannot receive 120 days of data.

Any further ideas would be appreciated.

[ACM]

hmmerit
Without seeing the specific script I don't have other suggestions.
As to not being able to load 120 days of intraday data for AB #F=2 I think this is because eSignal started storing data for the =2 symbol of AB (and I believe also YM) only since April of this year.
Alex