Accessing data from 1 Tick chart

[josh571]

I want to access 2 to 3 days' data like price, volume, hour, minute from a 1 tick chart of the sp500 emini, es #f=2.

My efs caused eSignal to hang up. I have attached an stripped donw efs which calculate a simple moving average with my embedded code. If I commented my code, the efs calculates and draw the moving average without any significant delay.

but with my code embedded in the efs, eSignal would hang up and I had to use the Windows Task Manage to end the task.

I tried running the efs from a 100 tick chart without any problem. But as I reduced the chart interval from 100 ticks to 10 ticks, it took longer and longer to run, until at 1 tick, eSignal would hang up.

Can someone tell me what's the problem here. Why did the basic moving average efs run smoothly, whereas with my embedded code, it would slow down until it freezes eSignal with a 1 tick chart?

Cliff

[ACM]

Cliff
Each day of ES #F=2 contains on average 100,000 ticks which means that you are loading approximately 300,000 bars in a 3 day chart of a 1 tick interval (this is assuming you are using 1T as the interval and not T in which case the bar count could be 5 times that or more)
What is causing the slow down is that as the efs is loading in the chart it is executing on each historical bar and printing the two debugPrintln(...) statements for each bar.
If you comment out just the two debug statetments you will likely see that the script runs fine even with the rest of your code in it. At that point to further improve (albeit slightly) the efficiency of the code you added I would suggest that you use the var keyword when declaring your variables
Alex

[mikejhelms]

tick chart versus 1T chart

In the previous post Alexis wrote:

"Each day of ES #F=2 contains on average 100,000 ticks which means that you are loading approximately 300,000 bars in a 3 day chart of a 1 tick interval (this is assuming you are using 1T as the interval and not T in which case the bar count could be 5 times that or more)"

I didn't realize there was a distinction between a tick chart and a 1T chart. Can someone explain the difference? Thanks.

Mike

[ACM]

Re: tick chart versus 1T chart

Mike
On a chart for interval T you also get the Bid and Ask plots whereas on a 1T chart you get only the trades plotted
Alex

Originally posted by mikejhelms
In the previous post Alexis wrote:

"Each day of ES #F=2 contains on average 100,000 ticks which means that you are loading approximately 300,000 bars in a 3 day chart of a 1 tick interval (this is assuming you are using 1T as the interval and not T in which case the bar count could be 5 times that or more)"

I didn't realize there was a distinction between a tick chart and a 1T chart. Can someone explain the difference? Thanks.

Mike

[mikejhelms]

Damn, Alexis. A reply in less than four minutes. You must have had some pretty strong coffee this morning. Thanks.

Mike

[ACM]

Mike
You are most welcome
I would hope to be well awake by this time (even without coffee). It is past 9:00am my time after all.
Alex

Originally posted by mikejhelms
Damn, Alexis. A reply in less than four minutes. You must have had some pretty strong coffee this morning. Thanks.

Mike