EFS Performace Monitor with getGlobalValue(0

[waynecd]

Hi,

I've run several tick replay tests using the EFS Performance Monitor to compare plotting several 3 min interval moving averages on a 55T chart.

The comparisons are:

creating series of the MAs using sym("ES #F, 3") in a 55T chart
vs using getGlobalValue(...) to retrieve values and plot them on a 55T chart from a 3 min chart.

Question:

1- Since getGlobal() can only retrieve real time values (so the values retrived are constant throughout the tick playback): Are the results of the EFS Performance tests reliable?

2- Is it possible to only plot the real time data without the horizontal lines plotted through historical bars (shown in the following image). Using the following has no effect.

if(getBarState()== BARSTATE_ALLBARS) return; 

Thanks,
Wayne

[waynecd]

In case it is helpful here are some efs' I used in the tests:

//SETGLOBALVALUE
debugClear();

function preMain() {
    setPriceStudy(true);
    setStudyTitle("MA Set Globals");
    setShowTitleParameters(false);
}
var bInit = false; 
var myStudy0 = null; 
var myStudy1 = null; 
var myStudy2 = null; 
var myStudy3 = null; 
var myStudy4 = null; 
var myStudy5 = null; 

function main(){
    if ( bInit == false ) { 
        if(myStudy1 == null) myStudy1 = sma(10);
        if(myStudy2 == null) myStudy2 = sma(15);
        if(myStudy3 == null) myStudy3 = sma(20);
        if(myStudy4 == null) myStudy4 = sma(25);
        if(myStudy5 == null) myStudy5 = sma(30);
      bInit = true; 
    }
    setGlobalValue("vMA1",myStudy1.getValue(0));
    setGlobalValue("vMA2",myStudy2.getValue(0));
    setGlobalValue("vMA3",myStudy3.getValue(0));
    setGlobalValue("vMA4",myStudy4.getValue(0));
    setGlobalValue("vMA5",myStudy5.getValue(0));
} 

//GETGLOBALVALUE TEST1
function preMain(){
setPriceStudy(true);
}
var bInit = false;

function main(){
//    if(getBarState() == BARSTATE_ALLBARS) return; //doesn't stop lines from plotting in historical bars   

    if(bInit==false){
        setDefaultBarFgColor(Color.RGB(128,0,0),0);
        setDefaultBarFgColor(Color.blue,1);
        setDefaultBarFgColor(Color.RGB(127, 0, 221),2);
        setDefaultBarFgColor(Color.green,3);
        setDefaultBarFgColor(Color.RGB(0, 128, 0),4);
        setDefaultBarFgColor(Color.RGB(255, 192, 0),5);
        setDefaultBarThickness(2,0);
        setDefaultBarThickness(3,1);
        setDefaultBarThickness(4,2);
        setDefaultBarThickness(4,3);
        setDefaultBarThickness(3,4);
        setDefaultBarThickness(2,5);
        setDefaultBarStyle(PS_SOLID,0);
        setDefaultBarStyle(PS_SOLID,1);
        setDefaultBarStyle(PS_SOLID,2);
        setDefaultBarStyle(PS_SOLID,3);
        setDefaultBarStyle(PS_SOLID,4);
        setDefaultBarStyle(PS_DOT,5);
        bInit = true;
    }
    xMA1 = getGlobalValue( "vMA5" );
    xMA2 = getGlobalValue( "vMA4" );
    xMA3 = getGlobalValue( "vMA3" );
    xMA4 = getGlobalValue( "vMA2" );
    xMA5 = getGlobalValue( "vMA1" );

    return new Array(xMA1,xMA2,xMA3,xMA4,xMA5,xMA5);
} 

//GETGLOBALVALUE TEST2
function preMain(){
setPriceStudy(true);
}
var bInit = false;
var MAs,xMA1,xMA2,xMA3,xMA4,xMA5;
function main(){
//    if(getBarState() == BARSTATE_ALLBARS) return; //doesn't stop lines from plotting in historical bars   

    if(bInit==false){
        setDefaultBarFgColor(Color.RGB(128,0,0),0);
        setDefaultBarFgColor(Color.blue,1);
        setDefaultBarFgColor(Color.RGB(127, 0, 221),2);
        setDefaultBarFgColor(Color.green,3);
        setDefaultBarFgColor(Color.RGB(0, 128, 0),4);
        setDefaultBarFgColor(Color.RGB(255, 192, 0),5);
        setDefaultBarThickness(2,0);
        setDefaultBarThickness(3,1);
        setDefaultBarThickness(4,2);
        setDefaultBarThickness(4,3);
        setDefaultBarThickness(3,4);
        setDefaultBarThickness(2,5);
        setDefaultBarStyle(PS_SOLID,0);
        setDefaultBarStyle(PS_SOLID,1);
        setDefaultBarStyle(PS_SOLID,2);
        setDefaultBarStyle(PS_SOLID,3);
        setDefaultBarStyle(PS_SOLID,4);
        setDefaultBarStyle(PS_DOT,5);
        MAs=efsInternal("getvalues");
        xMA1=getSeries(MAs,0);
        xMA2=getSeries(MAs,1);
        xMA3=getSeries(MAs,2);
        xMA4=getSeries(MAs,3);
        xMA5=getSeries(MAs,4);
        bInit = true;
    }

    return new Array(xMA1,xMA2,xMA3,xMA4,xMA5,xMA5);
}
function getvalues(){
    x1 = getGlobalValue( "vMA1" );
    x2 = getGlobalValue( "vMA2" );
    x3 = getGlobalValue( "vMA3" );
    x4 = getGlobalValue( "vMA4" );
    x5 = getGlobalValue( "vMA5" );
    return new Array(x1,x2,x3,x4,x5,x5);
    
} 

//SYM()
debugClear();

function preMain() {
    setPriceStudy(true);
    setStudyTitle("Test MA sym()");
    setShowTitleParameters(false);
}
var bInit = false; 
var myStudy0 = null; 
var myStudy1 = null; 
var myStudy2 = null; 
var myStudy3 = null; 
var myStudy4 = null; 
var myStudy5 = null; 
var Symbol = null;
var Interval = 3;
function main(){
    if ( bInit == false ) { 
        setDefaultBarFgColor(Color.RGB(128,0,0),0);
        setDefaultBarFgColor(Color.blue,1);
        setDefaultBarFgColor(Color.RGB(127, 0, 221),2);
        setDefaultBarFgColor(Color.green,3);
        setDefaultBarFgColor(Color.RGB(0, 128, 0),4);
        setDefaultBarFgColor(Color.RGB(255, 192, 0),5);
        setDefaultBarThickness(2,0);
        setDefaultBarThickness(3,1);
        setDefaultBarThickness(4,2);
        setDefaultBarThickness(4,3);
        setDefaultBarThickness(3,4);
        setDefaultBarThickness(2,5);
        setDefaultBarStyle(PS_SOLID,0);
        setDefaultBarStyle(PS_SOLID,1);
        setDefaultBarStyle(PS_SOLID,2);
        setDefaultBarStyle(PS_SOLID,3);
        setDefaultBarStyle(PS_SOLID,4);
        setDefaultBarStyle(PS_DOT,5);
        if(Symbol == null) Symbol = getSymbol();
        if(Interval == "Default" || Interval == null) Interval = getInterval();
        var vSymbol = Symbol+","+Interval;
        if(myStudy1 == null){
        myStudy1 = sma(10,sym(vSymbol));
        myStudy1 = getSeries(myStudy1);
        }
        if(myStudy2 == null){
        myStudy2 = sma(15,sym(vSymbol));
        myStudy2 = getSeries(myStudy2);
        }
        if(myStudy3 == null){
        myStudy3 = sma(20,sym(vSymbol));
        myStudy3 = getSeries(myStudy3);
        }
        if(myStudy4 == null){
        myStudy4 = sma(25,sym(vSymbol));
        myStudy4 = getSeries(myStudy4);
        }
        if(myStudy5 == null){
        myStudy5 = sma(30,sym(vSymbol));
        myStudy5 = getSeries(myStudy5);
        }
      bInit = true; 
    }
    return new Array(myStudy1,myStudy2,myStudy3,myStudy4,myStudy5,myStudy5);
} 

[waynecd]

Hi,

To clarify.

When I ask: if the EFS Performance are tests reliable I mean in the context of getGlobal returning a constant value over all historical values.

1- Since getGlobal() can only retrieve real time values (so the values retrived are constant throughout the tick playback): Are the results of the EFS Performance tests reliable?

wayne

[shortandlong]

wayne,

I did a lot of experimenting with set/getGlobalValue() awhile back.

At first, I called setGlobalValue() and getGlobalValue() everytime main() was called. Then I realized objects passed to setGlobalValue() and returned by getGlobalValue() are by reference.

If you call setGlobalValue(..., object), retrieve it from another EFS script via getGlobalValue(), and then modify the object in the first EFS script, the second EFS script will see the modified object!

So now I think of set/getGlobalValue() as shared memory.

For example:

// Script 1

var bInited = false;

var myArray = [0, 1, 2];

main () {
    if (! bInited) {
        setGlobalValue ("myArray", myArray);
        myArray[1] = 9;
        bInited = true;
    }
} 

// Script 2

var bInited = false;

var myArray = null;

main () {
    if (! bInited) {
        myArray = getGlobalValue ("myArray");
        debugPrintln ("myArray = " + myArray);
        myArray[2] = 11;
        bInited = true;
    }
} 

If you run Script 1 and then Script 2, even though myArray was modified after setGlobalValue, Script 2 will print out:

myArray = 0,9,2

If you run Script 2 a second time it will print out:

myArray = 0,9,11

Yep, even the EFS script that calls getGlobalValue can change the Global object without calling setGlobalValue! ...shared memory.

Given the above, you might want to reconsider how you're using set/getGlobalValue(). You really only need to call set/getGlobalValue() once in your EFS.

Caveats:

1) Although everything in JavaScript is an object, I don't think numbers can be modified, only replaced. So, for all practical purposes numbers are passed by value and set/getGlobalValue must be called everytime. However, a 1-element Array can be used to get around this.

2) I haven't tested set/getGlobalValue with Series Objects, custom objects, objects modified using prototype, etc.

[waynecd]

Hi shortandlong,

Great info, finally got it to work.

Thanks,

Wayne