Playback and Time Quandry

[Chris747]

Howdy folks,

I've got a tricky problem, at least as far as my abilities and experience with "time" allows.

I use the following code on a 5 second chart to get time to my ten minute trading charts and it works fine in both real time and while doing playbacks of tic files.

function preMain(){
setPriceStudy(true);
setShowTitleParameters(false);
setComputeOnClose();
setStudyTitle("1 second data feed");
setShowCursorLabel(false);
}
function main(){
setGlobalValue ("mydata", new int_data(0));
} 

function int_data(n){
this.year = getYear(n);
this.month = getMonth(n)-1;
this.day = getDay(n);
this.hour = getHour(n);
this.minute = getMinute(n);
this.second = getSecond(n);
} 

I use the following code in my 10 minute charts to get the time from the 5 second charts. I do this as i need minutes and seconds which of course the 10 minute charts won't provide. I know that i can use "getMinute(inv("5s"))" and i do for real time but it slows playbacks down and doesn't solve my problem anyhow.

var THT;
var TLT;
var TH = null;
var TL = null;
var TSTH;
var TSTL;
var txtFlags = Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM;

function preMain(){
    setPriceStudy(true);
    setShowTitleParameters(false);
    setShowCursorLabel(false);
    setColorPriceBars(true);
    setDefaultPriceBarColor(Color.black);
}

function main()
{
    if(getSymbol() == "$PLAYBACK"){
        pData = getGlobalValue("mydata");
        vBarYear = pData.year;
        vBarMonth = pData.month;
        vBarDay = pData.day;
        vBarHour = pData.hour;
        vBarMinutes = pData.minute;
        vBarSeconds = pData.second;
        myDate = new Date(pData.year,pData.month-1,pData.day,pData.hour,pData.minute,pData.second);
    }
    if(TH == null || high() > TH){
        TH = high();
        THT = myDate;
    }
    if(TL == null || low() < TL){
        TL = low();
        TLT = myDate;
    }
    TSTH = (myDate.getTime() - THT.getTime())/60000;
    TSTL = (myDate.getTime() - TLT.getTime())/60000;
    drawTextAbsolute(500, 50, "High is " + TH + ", High Date = " + THT + ", since high is " + TSTH + 
                    " minutes, Low is " + TL + ", Low Date = " + TLT + ", since low is " + TSTL + 
                    " minutes", Color.blue, null, Text.BOLD | txtFlags, "Verdanna", 22, ("timer"));
    drawTextAbsolute(500, 20, "Currently it is " + myDate, Color.blue, null, Text.BOLD | txtFlags, "Verdanna", 22, ("timernow"));
} 

This works fine in both real time and playback .... my problem is when I fast forward or "jump" through the tic file. When i do this, i do get the correct highs and lows but the time that they occured at is always the last tic of the playback tic file. Does anyone have any ideas on how I can track the high and low and the time at which they occured while doing a "jump through" of a tic file ?

Much appreciated ...
Chris

[eSignal_JasonK]

Re: Playback and Time Quandry

Hello Chris,

Originally posted by Chris747
...

This works fine in both real time and playback .... my problem is when I fast forward or "jump" through the tic file. When i do this, i do get the correct highs and lows but the time that they occured at is always the last tic of the playback tic file. Does anyone have any ideas on how I can track the high and low and the time at which they occured while doing a "jump through" of a tic file ?

Much appreciated ...
Chris

The reason this happens is because the "jump" action initiates a reload of both studies. They reinitialize one study at a time. They do not reload in synchronization with each other based on time stamps as they execute while in play mode. When the reload of the formula running on the 5S chart occurs first, the last value assigned to your mydata global object via setGlobalValue() contains the last bar's time from the 5S chart. Historical values are not maintained with a setGlobalValue()/getGlobalValue() routine. When your study on the 10 minute chart reloads the getGlobalValue() method is retrieving the same value on each bar execution during the reload. When the historical high and low are found the value of mydata does not correspond to the historical values that were overwritten by the setGlobalValue() method in the other study.

What you need to do, is look at the 5S interval within your study that is running on the 10 minute chart with the use of inv("5S"). The benefit of using this function when creating multiple time frame series is that the data between the intervals is synchronized for you by EFS. You do not need the formula running on the 5S chart or the setGlobal.. / getGlobal... routine, which only works in real time or in play mode with tick replay. When your conditions on the 10 minute chart find a new high or low, drill down to the 5S bars within the 10 minute bar using a high and low series of the 5S interval. Create a loop that compares the time stamps of the 5S bars to the current 10 minute bar's time stamp to find the 5S bar with the same high or low value of the 10 minute bar. You can find a code example of this type of routine in this thread.

[Chris747]

Hi Jason,
I can't thank you enough .... worked perfectly ...not sure how i couldn't get it to work when i first tried to use inv(). Thanks !!!

Chris

[eSignal_JasonK]

You're most welcome Chris.