Sanity check on multiple symbols

[tinker70]

I'm new to EFS but have been using eSignal for several years. I'm also very comfortable with JavaScript. That said, I'd like to have somebody give me a simple sanity check on what I'm trying to do before I expend hours going down the wrong path.

I want to implement a trading strategy for symbol x1, say, that depends on various series values of symbols x1 and x2. I've already coded the strategy in php (so that I could do offline backtesting outside of eSignal), and now I want to get this running in EFS.

The sanity check I'm looking for is my overall design (and understanding of how EFS works), which follows:

1. I'll 'attach' my EFS code to an advanced chart of symbol x1, using the interval I need. (It turns out I'll look at minute OHLC values for awhile, then later want to see tick data. I'll want minute data for both x1 and x2, then tick data for x1 only.)

2. In my code (following preMain() and main() conventions), I'll make calls to various functions that will give me data for symbol x1.

3. When I need to look at data for symbol x2, I'll make the appropriate series call (for example, one of the stochastic series), passing in the symbol 'x2' as argument 3 (or is it 4? I'll have to look at the documentation). I think I use the sym() function to help with that.

Q1: Does this make sense, or am I totally missing the point of how to use EFS?

Q2: Is there an easier way to get this done?

Thanks much.

[Guest]

Re: Sanity check on multiple symbols

Hi tinker70,

Yes, you should be able to accomplish what you described. The chart will update according to your chart interval / symbol and frequency of trades, which may be different than the external symbol / interval. There are techniques to deal with these differences that have been discussed before in numerous threads.


I've noticed you've had several responses to similar posts. I suggest you start coding a framework and searching forum posts and the efs Knowledgebase.

One search term to get you started is 60s* AND min* AND tic*.

You are not the first to pose questions like this. IMO, knowing how to navigate through the EFS KnowledgeBase and EFS glossary are indispensable. Further, learning how to properly search the forum is very important.

Historical forum threads provide answers to an extensive number of questions, and are helpful when you need clarification or guidance on efs2 functionality, and how things work in the charting environment.

The EFS tutorials are also really important to establish a basic understanding of advanced charting and when and how the preMain, main and other efs functions are called (and how the chart is updated). Finally, the links in my signature should be helpful along with numerous instructional efs's in the forum, and the open FileShares.

Hope this helps,

Steve

Originally posted by tinker70
I'm new to EFS but have been using eSignal for several years. I'm also very comfortable with JavaScript. That said, I'd like to have somebody give me a simple sanity check on what I'm trying to do before I expend hours going down the wrong path.

I want to implement a trading strategy for symbol x1, say, that depends on various series values of symbols x1 and x2. I've already coded the strategy in php (so that I could do offline backtesting outside of eSignal), and now I want to get this running in EFS.

The sanity check I'm looking for is my overall design (and understanding of how EFS works), which follows:

1. I'll 'attach' my EFS code to an advanced chart of symbol x1, using the interval I need. (It turns out I'll look at minute OHLC values for awhile, then later want to see tick data. I'll want minute data for both x1 and x2, then tick data for x1 only.)

2. In my code (following preMain() and main() conventions), I'll make calls to various functions that will give me data for symbol x1.

3. When I need to look at data for symbol x2, I'll make the appropriate series call (for example, one of the stochastic series), passing in the symbol 'x2' as argument 3 (or is it 4? I'll have to look at the documentation). I think I use the sym() function to help with that.

Q1: Does this make sense, or am I totally missing the point of how to use EFS?

Q2: Is there an easier way to get this done?

Thanks much.

[tinker70]

Re: Re: Sanity check on multiple symbols

Steve,

Thanks much; this is great info. I've started down the path already, and I wanted some confirmation that I was at least in the right ballpark; thanks for that. I agree that the kb and forums have a wealth of info, and it's the searching that lets us mine that.

In your links I see you're a devotee of Crockford (jslint, Good Parts, etc.); I try to abide by his style of using JavaScript in my non-trading life.

Thanks again.

tinker70

Originally posted by stevehare2003
Hi tinker70,
...I've noticed you've had several responses to similar posts. I suggest you start coding a framework and searching forum posts and the efs Knowledgebase.

One search term to get you started is 60s* AND min* AND tic*.

You are not the first to pose questions like this. IMO, knowing how to navigate through the EFS KnowledgeBase and EFS glossary are indispensable. Further, learning how to properly search the forum is very important.

The EFS tutorials are also really important to establish a basic understanding of advanced charting and when and how the preMain, main and other efs functions are called (and how the chart is updated). Finally, the links in my signature should be helpful along with numerous instructional efs's in the forum, and the open FileShares.