Anothe EFS Time Template question

[gspiker]

I am loading an EFS into a .50 Range chart. This EFS calls an external EFS with a 5 minute nterval (same symbol). The time template for the chart is set up to load 30 days of data.

The range chart, of course, only loads a few days of data since it is building the bars from tick data (and therefore has the historical limitation of tick data). However it surprised me that the external EFS (with a 5 minute interval) also seems to only be working with a few days of data...and not the full 30 specified in the time template.

Is this the expected behavior, or is this a bug? It isn't intuitive that the called EFS would ignore the time template.

Garth

[ACM]

Re: Anothe EFS Time Template question

Garth
As far as I know the external function or script to which you are passing an interval will use the settings defined in the Time Template for that interval.
In the following image you can see the result of a test I set up to verify this. The main chart is a 5T interval of $INDU set to load only 1 day of data. In it I am running an efs that calls a separate function to which it passes a 30 min interval and then retrieves the value of 398 bars back (based on the 30 minute interval). In the inset you can see the 30 minute chart (set to load 30 days) showing in the Cursor Window the BI (BarIndex) of -398 and the Close at that bar which corresponds to that returned by the script in the Formula Output Window
Alex

Originally posted by gspiker
I am loading an EFS into a .50 Range chart. This EFS calls an external EFS with a 5 minute nterval (same symbol). The time template for the chart is set up to load 30 days of data.

The range chart, of course, only loads a few days of data since it is building the bars from tick data (and therefore has the historical limitation of tick data). However it surprised me that the external EFS (with a 5 minute interval) also seems to only be working with a few days of data...and not the full 30 specified in the time template.

Is this the expected behavior, or is this a bug? It isn't intuitive that the called EFS would ignore the time template.

Garth

[demarcog]

Hi Garth,

Although this may not be applicable strictly speaking to this problem I've had strange things happen with multiple time intervals until I started routinely adding setIntervalsBackfill() to all my EFS's.

Glen

[gspiker]

Alex,

I'm just iterating through bars, from oldest to newest and only get a limited data set. I wonder if the request of Bar Index from further back forced more data to load.

This could be a reasonable work around...I'll have to play with it.

Thanks!

Garth

[gspiker]

Glen,

Thanks for the suggestion. I didn't even know that call existed. In looking it over, it sounds like it would actually cause the problem I'm seeing and not solve it, but it is worth looking at. If nothing else, I learned something I may have to use later.

Thanks!

Garth

[ACM]

Garth
You should be able to verify how many bars are loaded in the external interval [without requesting a specific bar index] by using either getNumBars() or getOldestBarIndex() in the called function or efs (see enclosed screenshot).
The returned value should match the number of bars that you would get if you opened a chart for that symbol and interval and you defined a specific number of bars or days to be loaded.
Alex

Originally posted by gspiker
Alex,

I'm just iterating through bars, from oldest to newest and only get a limited data set. I wonder if the request of Bar Index from further back forced more data to load.

This could be a reasonable work around...I'll have to play with it.

Thanks!

Garth

[gspiker]

Thanks Alex. I actually used getOldestBarIndex() to verify that only a limited number of bars were loading (and not the ful 30 days specified on the time template) prior to posting my original question.

It's interesting that your set up seems to work differently from mine. I'm running 10.0 build 859. What version / build are you running?

Thanks,

Garth

[ACM]

Garth
I ran the test [using the same Time Template] on both version 8.0 build 782 and 10.0 build 859 with the same results. Enclosed below is a screenshot using 10.0
Alex

Originally posted by gspiker
Thanks Alex. I actually used getOldestBarIndex() to verify that only a limited number of bars were loading (and not the ful 30 days specified on the time template) prior to posting my original question.

It's interesting that your set up seems to work differently from mine. I'm running 10.0 build 859. What version / build are you running?

Thanks,

Garth