daily data problem

[futurenets]

the following code accesses daily data from a 60min chart.

[CODE]
function preMain() {
setPriceStudy(true);
setShowTitleParameters(true);
setShowCursorLabel(true);
}

var bInitialized = false;
var xS1;

function main() {

if (!bInitialized) {
bInitialized = true;
xS1 = sma(3, ohlc4(inv("D")));
}

return xS1.getValue(0);
}
[\CODE]

when I compare this to a daily chart with a basic study (sma length 3, source ohlc/4) this is the same value until 4:30pm EST when the actual daily chart updates and the 60min chart doesn't until several hours later.

any ideas?

[waynecd]

Possibly different time templates between the 60 minute and the daily charts are the cause??

Wayne

[futurenets]

ok thanks Wayne, will test tomorrow but that's a good point. can I ask ...

if I use a daily moving average on a say a 60min chart

xS1 = sma(3, ohlc4(inv("D")));

and the 60min chart has a 24 hour time template starting at 00:30 and ending at 00:30 (I need bars to start 30min past the hour), then it won't be the same as an actual daily chart moving average until 00:30 ?

[waynecd]

Check out the issues with external intervals and granularity explained in the following two posts:

http://forum.esignalcentral.com/showthread.php?s=&threadid=14890&highlight=ma+study+syntax

http://forum.esignal.com/showthread.php?s=&threadid=32095&highlight=granularity

Wayne

[futurenets]

ok thanks, will take a look.

myself and a US colleage have just identified a period on Sunday when 60min intraday chart retrieving weekly ma is different for a period of time from actual weekly chart ma. also identified a period after 4:30pm est when 60min intraday chart retrieving daily ma is different for a period of time from actual daily ma.

this eventually resolves itself but will try and be more exact.

just wondered where our 60min chart is getting its daily data from and can it (for a period of time) be out-of-sync with actual daily data?

[waynecd]

Great question but I don't know.

Ref:

just wondered where our 60min chart is getting its daily data from and can it (for a period of time) be out-of-sync with actual daily data?

[futurenets]

all was ok here until the session closed today and then I saw a difference between the 60min chart generated daily value and the actual daily chart value.

function preMain() {
    setPriceStudy(true);
    setCursorLabelName("Daily", 0);
    setCursorLabelName("Weekly", 1);
    setShowTitleParameters(true);
    setShowCursorLabel(true);
}

var bInitialized = false;
var xS1;
var xS2;

function main() {

	if (!bInitialized) {
		bInitialized = true;		
		xS1 = sma(3, ohlc4(inv("D")));
		xS2 = sma(3, ohlc4(inv("W")));
	}

	return new Array(xS1.getValue(0),xS2.getValue(0));
}

[futurenets]

this problem will rectify itself after several hours (probably early tomorrow morning) and then repeat again tomorrow when the session closes.

is present in both delayed and non-delayed charts.

[ACM]

futurenets
There are two [related] reasons for what you are seeing.
One is that you are returning a value hence the behavior that I have explained in this thread
The other is that in eSignal 10.6 [and earlier] the efs2 functions maintain the synchronization between intervals by date and time and the daily [and higher] intervals are time stamped 00:00 which means that the alignement with those intervals will occur on that time.
If you want a different alignement with those intervals you will need to create your own multiple time frame routines that do not make use of eSignal's efs2 functions
Alex

[futurenets]

ok Alex thanks. don't fully understand yet but want to try ...

if at 15:30 est the 60min is accurately plotting the daily ma

but at 16:30 est it isn't, does your rationale still cover this.

just want to make sure before I go figure.

[futurenets]

sorry to persist but ...

if at 15:30 est the 60min is accurately plotting the daily ma

but at 16:30 est it isn't, does your rationale still cover this.

just want to make sure before I go figure.

[ACM]

futurenets
As I explained in my previous reply the alignment with daily [and higher] intervals occurs at 00:00 ie at the time stamp of those intervals
FWIW this is not "my rationale" but the nature of synchronization of the efs2 functions in eSignal 10.6 [and earlier]
Alex

Originally posted by futurenets
sorry to persist but ...

if at 15:30 est the 60min is accurately plotting the daily ma

but at 16:30 est it isn't, does your rationale still cover this.

just want to make sure before I go figure.

[futurenets]

ok Alexis and sorry if I'm a bit slow here but

if alignment takes place at 00:00

wouldn't that mean it would be out-of-alignment at both 15:30 and 16:30 ?

but

at 15:30 est the 60min is accurately plotting the daily ma

at 16:30 est it isn't

I can't appear to relate 00:00 to 15:30 or 16:30

[futurenets]

I think what's happening is ...

accessing daily data from an intraday chart works fine until the close of the session 4pm EST. then it stops updating until 00:00 EST.

I've only tested this using ES.

[eSignal_AshishM]

Alexis has provided the correct diagnosis of the issue.

You can work around the EFS2 functions if you do not wish to see this behaviour by calculating your own Mov Avg functions.

We will treat this thread as a request for providing more customisation on EFS2 built in functions.