Any symbol table lookup/storing variables in external file. coding example request

[demarcog]

One issue I'm facing when moving forward with a generalized automated strategy is that the specific Function Parameters Option selected prior to running a backtest (or realtime execution ) is based on the specific symbol and I now do manually via the Edit Chart Options.

For example:

SymPre.......Size

ES..................1
GBP................25000


Function parameters are an great feature but unless separate symbol specific strategy EFS's are maintained require manual selection of the parameter option via Chart option Edit Studies each time the study unloaded/reloaded.

Right now I'm doing some rudimentary "hardcoding":

 if (getSymbol() === GBP@FXCM A0-FX) vSize = 25000;
 if (getSymbol() === GBP A0-FX) vSize = 25000;
 if (getSumbol() === EF #F) vSize = 1; 

I'd like to be able to do a string compare for the first 3 characters and extract values based on that prefix.

There are several methods and functions available, I was just wondering what others might recommend considering the possible performance implications tick by tick processing.

If anyone also has an example of storing variables, ie., Position flags, size etc. to an external file for the purpose of being able to synchronize a realtime efs strategy study with the last known position...in the event of a computer failure or running the strategy on another PC that would also be appreciated,,

Thanks,

Glen

[Doji3333]

read from CSV files.

Here ya go.. It's pretty simple.

Pick a name, create the file in excel (saved as "CSV" type files) and load this type of code in your efs. I normally call this function at the end of preMain().

Remember, you have to setup the global variables that are read from the file OUTSIDE of MAIN so they are available in global scope.

function ReadCSVData() {
     SymbolFound = false;
     var f = new File("yourCSV.CSV");     
       f.open("rt");           
       
     var line;            
     var Pos = 0;
     var LastPos;
     var PosCount;
     while((!f.eof()) && (!SymbolFound)) {                  
        line = f.readln();  
    //    debugPrintln(line);
       if (line) {
        PosCount = line.split(",");
//         debugPrintln(PosCount[0]+" : "+PosCount[1]+" : "+PosCount[2]);
       
         // if the symbol matches our current chart symbol && valid line.

        if ((PosCount[3] == tsymbol) && (line.length > 3)) {
         var tmp = new Object;
         tmp.HA_TrdActive = PosCount[0];
         tmp.HA_TrdShares = PosCount[1];
         DefEntryContracts = Math.floor(tmp.HA_TrdShares.toFixed(0));
         tmp.HA_TrdDate = PosCount[2];
// item #3 is the SYMBOL
         tmp.HA_Direction = PosCount[4];
         tmp.HA_Price = parseFloat(PosCount[5]);
         tmp.HA_Disction = parseFloat(PosCount[6]);
         tmp.HA_TStopP = parseFloat(PosCount[7]);
         tmp.HA_ValidUntil = parseFloat(PosCount[8]);
         tmp.HA_YClose = parseFloat(PosCount[9]);
         tmp.HA_StartTime = parseFloat(PosCount[10]);
         tmp.HA_EndTime = parseFloat(PosCount[11]);
         tmp.HA_EODClose = parseFloat(PosCount[12]);
         tmp.HA_StopP = parseFloat(PosCount[13]);
         tmp.HA_SellEOD = parseFloat(PosCount[14]);
            HA_Array.push(tmp);
            
            debugPrintln("Symbol Found! @"+tmp.HA_Price);
            SymbolFound = true;
        }
       }
     }
} 

this is how I generate the "tsymbol" variable (which is nothing more than the root symbol.

            var tsymbol = null;
  tsymbol = getSymbol();
   PosCount = tsymbol.split(" ");
    if (PosCount[0]) { tsymbol = PosCount[0]; } 

[demarcog]

Brad,

Thanks very much for posting the example it's greatly appreciated and was just what I needed.

I'm already running the root extract portion and working on storing variables to an external file.

Here is the code I based on your example, which I'm sure is not the best, but got the job done and feel free to let me know how bad! I wasn't sure of the sequence of altering the contents of the string within the .replace and .split methods, whether it could be done "in-place" using the same variable name for source and target string.

            var sSymbol = getSymbol().toUpperCase;
            var sSymbolroot;
            temproot = getSymbol();
            temproot = temproot.replace("@"," ");
            temproot = temproot.split(" ");
            
            nDollarPoint = 100;        // default $100 per full point 
            if (temproot[0]) {sSymbolroot = temproot[0]; }
            
            if (sSymbolroot === "EUR" || sSymbolroot === "GBP"|| sSymbolroot === "AUD" || sSymbolroot === "CHF" ||
                sSymbolroot === "CAD" || sSymbolroot === "NZD" ||  sSymbolroot === "EURGBP" ||  sSymbolroot === "EURCHF" ||
                sSymbolroot === "GBPCHF") {
                nDollarPoint = 100000;
                
            }        
            if (sSymbolroot === "JPY" || sSymbolroot === "EURJPY"|| sSymbolroot === "GBPJPY")  {
                nDollarPoint = 1000;
                
            }    
            if (sSymbolroot === "AB" )  {
                nDollarPoint = 100;
                
            }                
            if (sSymbolroot === "ES" )  {
                nDollarPoint = 50;
                
            } 
             if (sSymbolroot === "NQ" )  {
                nDollarPoint = 20;
                
            }  
            if (sSymbolroot === "YM" )  {
                nDollarPoint = 5;
                
            } 

I'm in the process of creating a large table of all the non-equity symbol roots: symbol, decimal places, point value, ticksize, trading hours, etc. It would be great to have a function for example: getSymbolSpecs() that returned an array of the data.
But not being a "programmer" it would take me a week to do it.

Thanks again Brad.

Glen

[Doji3333]

Glen,

That is what my code did. Notice the "object" declaration? that creates an array object that could easily be returned to MAIN.

Hope you enjoy.