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Hello,
I've been writing an EFS script and I've noticed that whenever I call a moving avg cross over on an external symbol that is not currently the symbol in the chart where the script is running, that I only get the previous 5 days' worth of signals that they did indeed cross.
For example, here's a 10period SMA crossing over a 50period SMA on the VIX 1 min time frame. I'd be running this condition on an ES #F chart as one condition to add to a position.
When this scenario occurs during the past 5 days I get valid signals, but if the above condition is met prior to the past 5 days it will NOT signal that they did indeed cross. Kinda strange.
Is there some limitation in terms of back data that an external symbol can check? In this case it seems like 5 days prior is the limit.
This all seems tied together because when I run my script it doesn't go back past 3/9/2010 as of today 3/24/2010 to check for the above condition when back loading in the chart. It's like my entire program stops loading at a certain amount of days back when using an external symbol in a condition like:
When the condition is removed and/or I use say:
The EFS back loads in the chart fine and I get signals going back as long as the chart goes back and it doesn't stop. It's just very strange that only when using the external symbol, in this case $VIX, does the EFS not load past a certain amount of time back, it is usually in the 3-5 day range on a 1 min chart but if I use a 15 min or more chart the EFS stops loading around the 2 weeks back mark.
Also, for some reason whenever, I switch time templates from a 24hr to a 9:30-4:15pm time template the amount of time the EFS will go back changes. If it is on a 24hr time template it pretty much only goes back about 3 days, but when switching to a 9:30-4:15pm time template the EFS will go back until it hits 3/9/2010 which is just over 2 weeks ago, and then it stops back loading.
I've been writing an EFS script and I've noticed that whenever I call a moving avg cross over on an external symbol that is not currently the symbol in the chart where the script is running, that I only get the previous 5 days' worth of signals that they did indeed cross.
For example, here's a 10period SMA crossing over a 50period SMA on the VIX 1 min time frame. I'd be running this condition on an ES #F chart as one condition to add to a position.
PHP Code:
sma(10, sym("$VIX,1"), -1) > sma(50, sym("$VIX,1"), -1) && sma(10, sym("$VIX,1"), 0) < sma(50, sym("$VIX,1"), 0)
Is there some limitation in terms of back data that an external symbol can check? In this case it seems like 5 days prior is the limit.
This all seems tied together because when I run my script it doesn't go back past 3/9/2010 as of today 3/24/2010 to check for the above condition when back loading in the chart. It's like my entire program stops loading at a certain amount of days back when using an external symbol in a condition like:
PHP Code:
sma(50, sym("$VIX,1"), 0)
PHP Code:
sma(50, sym("ES #F,1"), 0)
Also, for some reason whenever, I switch time templates from a 24hr to a 9:30-4:15pm time template the amount of time the EFS will go back changes. If it is on a 24hr time template it pretty much only goes back about 3 days, but when switching to a 9:30-4:15pm time template the EFS will go back until it hits 3/9/2010 which is just over 2 weeks ago, and then it stops back loading.
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