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24hr time template causing missed EFS signals?

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  • 24hr time template causing missed EFS signals?

    I"m currently having a little trouble understanding something.

    My EFS uses moving averages from the $VIX symbol while running in an ES #F chart.

    I've noticed that whenever I switch the time template from 24hr to 9:30-4:15pm that the signals that are to be generated change, when the conditions in the underlying code are not changed.

    For example, when the time template on the chart of the ES #F is on 9:30-4:15pm, the script generates the proper signals based on the $VIX moving avg crosses the way it should.

    But when I switch to the 24hr time template, the signals which were generated properly on the 9:30-4:15pm time template from $VIX ma cross overs disappear and it seems like my entire script gets messed up, some signals show up, other do not.

    What am I overlooking here?

    I understand that when using the 24hr time template the signals for the $VIX ma crosses will not show up since the $VIX is not a 24hr instrument, but shouldn't it pick up right where it left off once the $VIX opens for the day and begins the day session? Shouldn't the conditions that are evaluating the $VIX ma crosses continue to work as expected once the $VIX is actually charting during the day?

    Does it have anything to do with the way I'm writing the conditions? waynecd, mentioned it may be the way I'm using the interval as a string in this thread.
    this thread

    Frankly, I still don't get what and how the bInit works, I'm more focused on getting the correct logic out of my head first and then getting the syntax and proper programming done. I'm not a programmer, but I'm following the syntax from what Alexis C. Montenegro said in this thread and yet I'm still getting screwy things happening.

    Here is an example of how I'm defining ma cross overs:

    PHP Code:
    (ema(5close(sym("ES #F,1")), -1) > vwma(60close(sym("ES #F,1")), -1)  &&  ema(5close(sym("ES #F,1")), 0) < vwma(60close(sym("ES #F,1")), 0)) 

  • #2
    Hi DBBLI,

    I hope someone with more expertise than I chimes in and helps but my suggestion is to limit the code related to the $VIX to market open hours. In other words, create a BOOLEAN variable that is true from 9:30-4:15 and false at any other time, then encapsulate the code specific to the $VIX with an
    "if(BOOLEAN variable== true){
    $VIX code goes here
    }

    see:


    and



    for ideas.

    Wayne
    Last edited by waynecd; 03-25-2010, 06:47 PM.

    Comment


    • #3
      Thanks waynecd,

      I was thinking of actually separating the logic into 2 time segments 1) the normal market hours and 2) the overnight session, and based on which session we are in then the EFS would evaluate the different conditionals written per each session. I just assumed I could use the same logic for both sessions but with just the $VIX logic taken out of the overnight session conditions, but all in all it would be alot easier to just turn on/off the $VIX conditionals with a true/false evaluating for what time session we are in.


      Thanks!

      Originally posted by waynecd
      Hi DBBLI,

      I hope someone with more expertise than I chimes in and helps but my suggestion is to limit the code related to the $VIX to market open hours. In other words, create a BOOLEAN variable that is true from 9:30-4:15 and false at any other time, then encapsulate the code specific to the $VIX with an
      "if(BOOLEAN variable== true){
      $VIX code goes here
      }

      see:


      and



      for ideas.

      Wayne

      Comment

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