Seconds per bar

[larssa]

Hi,

I'm trying to to have the elapsed time (seconds) per bar shown in real time.
(On range bars)

I have used this thread as base:

http://forum.esignal.com/showthread.php?s=&threadid=31310&highlight=rawtime

The code I use:

--------------------------------------------------
function preMain(){


setStudyTitle("Time3");

setCursorLabelName("Time3", 0);

setPlotType(PLOTTYPE_HISTOGRAM, 0);

setDefaultBarFgColor(Color.white, 0);

}



function main(){

var myDate = new Date();

var myElapsedTimeInSecs = Math.round(myDate.getTime()/1000) - rawtime(0);

var myElapsedTimeInSecsPrevBar = Math.round(myDate.getTime()/1000) - rawtime(-1);

var myDifferenceInSecs = (myElapsedTimeInSecsPrevBar - myElapsedTimeInSecs);


if(myDifferenceInSecs == 0) myDifferenceInSecs = 1;


//setBar(Bar.Value, -1, 0,myDifferenceInSecs);


return(myDifferenceInSecs);

------------------------------------------------------------------------------------------------------

This works fine to show the time in the history bars but the current bar does not update in real time.

I want to be able to see the time "ticking" since the open of the current bar, preferably updated every tick.

If I use "return" instead of "setbar" it still doesn't update in real time.

But if I plot only the "Math.round(myDate.getTime()/1000) - rawtime(0);" the time is updated in real time.

I've been struggling with this for a couple of days now. Please help...

Regards, Lars

[shortandlong]

larssa,

For the LAST bar, if T is the current time, B0 is the time of the current bar, and B1 is the previous bar, then your calculation is:

X = (T - B1) - (T - B0)

which is:

X = T - B1 - T + B0

The Ts cancel out leaving:

X = -B1 + B0

which will pretty much always be the same value, like you're seeing.

Since rawtime is the START of each bar, all you need is:

X = T - B0

or,

function main(){

    var myDate = new Date();

    var myElapsedTimeInSecs = (myDate.getTime()/1000) - rawtime(0);

    return myElapsedTimeInSecs;
} 

During market hours this gives the correct value for the last bar.

However, for past historical bars, you simply want the difference between the bars, which is:

X = B0 - B1

What's missing is how to distiguish realtime and historical bars:

function main(){
    var myElapsedTimeInSecs;

    if (getBarState() == BARSTATE_CURRENTBAR) {
        var myDate = new Date();
        myElapsedTimeInSecs = (myDate.getTime()/1000) - rawtime(0);
    } else {
        myElapsedTimeInSecs = rawtime(0) - rawtime(-1);
    }

    return myElapsedTimeInSecs;
} 

Note Date() is the time of your computer's clock and rawtime, I believe, is the time either on eSignal's computer or the exchange's computer where the trade occurred. So, the difference may be negative sometimes if the clocks are not synched up.

[larssa]

Thanks for the help.

However, I still have the same problem.

The time bars are plotted 1 bar wrong to the right.
So the current bar is actually showing the time it took for the previous bar to form.

But using:
myElapsedTimeInSecs = rawtime(0) - rawtime(-1);

with

setBar(Bar.Value, -1, 0,myElapsedTimeInSecs);
will show the historical bars correctly.

But if I do, the current bar value is "NONE"
Remark: As the markets are closed now I really can't be sure how it will be shown in realtime.

Regards, Lars

[larssa]

I tried this code now:

function main(){

var myElapsedTimeInSecs;



if (getBarState() == BARSTATE_CURRENTBAR) {

var myDate = new Date();

myElapsedTimeInSecs = (myDate.getTime()/1000) - rawtime(0);


} else {

myElapsedTimeInSecs = rawtime(0) - rawtime(-1);
setBar(Bar.Value, -1, 0,myElapsedTimeInSecs);
}



return myElapsedTimeInSecs;



This will show the historical bars correctly but the current bar will show the same value as the -1 bar.


/Lars

[shortandlong]

Lars,

Sorry about my earlier post, I didn't get a chance to test it - it was from memory.

Try this:

// clip times larger than:
var peakAllowedSeconds = 60 * 60;


function main(){
    if (getBarState() == BARSTATE_CURRENTBAR) {
        // market open and trade occured during already existing bar
        return elapsedSecondsOnLastBar();
    } else {    // BARSTATE_NEWBAR or BARSTATE_ALLBARS (first bar on chart)
        var myElapsedTimeInSecs = rawtime(0) - rawtime(-1);

        // reduce huge spikes showing time market was closed in seconds.
        myElapsedTimeInSecs = clipTimeSpikes (myElapsedTimeInSecs);

        // set previous bar
        setBar(Bar.Value, -1, 0, myElapsedTimeInSecs);

        // if new bar is the last one on chart, get elapsed time since time on bar
        if (getCurrentBarIndex() == 0) {    
            return elapsedSecondsOnLastBar();
        }

        // no return, since no value for current bar as it is "historical"
    }
}


function elapsedSecondsOnLastBar() {
    var myDate = new Date();
    var myElapsedTimeInSecs = (myDate.getTime()/1000) - rawtime(0);

    // reduce huge spikes showing time market was closed in seconds.
    myElapsedTimeInSecs = clipTimeSpikes (myElapsedTimeInSecs);

    return myElapsedTimeInSecs;
}


function clipTimeSpikes (t) {
    if (t > peakAllowedSeconds) t = peakAllowedSeconds;
    return t;
} 

I put some simple code to clip the large number of seconds shown when the markets are closed. Change/set the variable peakAllowedSeconds as needed.

Can't fully test it since the markets are closed...

[larssa]

Thanks a lot.
Tried it and it works perfect.

Last question, if you got the time...

Would it be possible to divide a bars volume with the time in seconds that your code provides?

I was able to do it with the first simpler code but not with this one.

Before I just put in the code below:
var VolTime = (volume() / myElapsedTimeInSecs);
return VolTime;

However, with this new code I'm not able to get it to work correctly.

Thanks!

[shortandlong]

Try this:

// clip times larger than:
var peakAllowedSeconds = 60 * 60;


function main(){
    if (getBarState() == BARSTATE_NEWBAR) {
        // set previous "historical" bar
        setBar(Bar.Value, -1, 0, myTimeFuncForBar (-1));
    }

    if (getCurrentBarIndex() == 0) {    
        // bar is the last one on chart - get elapsed time since time on bar
        return myTimeFuncForBar (0);
    }
    // else ... no return, since no elapsed time value for bar as it is "historical"
}


function myTimeFuncForBar (nBar) {
    // uncomment line to just display # of seconds per bar
//    return barTimeInSeconds (nBar);

    var t = barTimeInSeconds (nBar);
    if (t == 0) return 0;
    return (volume(nBar) / t);
}


function barTimeInSeconds (nBar) {
    if (nBar == 0) {
        return elapsedSecondsOnLastBar();
    } else {
        var myElapsedTimeInSecs = rawtime(nBar + 1) - rawtime(nBar);

        // reduce huge spikes showing time market was closed in seconds.
        myElapsedTimeInSecs = clipTimeSpikes (myElapsedTimeInSecs);
        
        return myElapsedTimeInSecs;
    }
}


function elapsedSecondsOnLastBar() {
    var myDate = new Date();
    var myElapsedTimeInSecs = (myDate.getTime()/1000) - rawtime(0);

    // reduce huge spikes showing time market was closed in seconds.
    myElapsedTimeInSecs = clipTimeSpikes (myElapsedTimeInSecs);

    return myElapsedTimeInSecs;
}


function clipTimeSpikes (t) {
    if (t > peakAllowedSeconds) t = peakAllowedSeconds;
    return t;
} 

[larssa]

Thank you very much.

Worked like a charm...

Larssa