Capturing Cursor Window Data

[jross]

Hello,

We are looking to capture data from the Cursor Window and use that data for some custom programming.

Does anyone know if that data is available? i.e. The basic data like Date, Time and Price as well as data like RSI, Directional Movement and Preferred Stochastic.

Your guidance and assistance would be greatly appreciated.

[eSignal_AveryH]

jross,

This would depend on what type of custom programming you're trying to do.

Capturing the OHLC might be easier done with the eSignal Active X API and added it to your custom program. This data type is limited and would not include any indicator data such as the Directional Movement or Stochastic.

Before we go further we would need to better understand how the data is going to be used.

AveryH
eSignal Support

[jross]

AveryH,

Thank you so much for the reply.

Basically, at the end of each minute, we would like to be able to have the following data so we could export it to a spreadsheet OR, write a simple decision formula in EFS that would return a buy, hold or sell result.
Symbol
Date
Time
Close Price
Vol
DM
RSI
Pref Stoch
Donchian Spread

Because those values are displayed in the Cursor Window, we thought that there would be a way to tap that data and use it in our trading.

We have a formula that works when the data is entered into a spreadsheet but, processing the data each minute is too complex for a human to calculate every 60 seconds.

With the data flowing each minute into a spreadsheet OR, custom EFS formula, we could make decisions every 60 seconds as to Buy, Sell or Hold.

As you can see from my terminology, I am not a programmer but, we do have EFS programmers if the basic data is obtainable.

Thank you

[eSignal_AveryH]

jross,

I apologize for the delay in responding. EFS has a DDE functiion that would allow you to export all the information you'll need straight into an Excel Spreadsheet for you to do your calculation on.

Here is KB Article 2228 that explains what you'd need to code in both EFS and Excel to export the data. Please read it over and let me know if you have any questions.

I also found some samples of DDE code by searching the forum with the keyword DDE.

AveryH
eSignal Support

[jross]

AveryH,

Thank you for the excellent info.

Looks like the DDE approach is what we need.

A few general questions:

1) Using AdvancedGet, could we write a EFS formula for each of the pieces of data we need and have all six EFS formulas running in our Mini-Nasdaq window? Would the EFS formula see the data in GET, i.e Price, Volume, Time, DM value,RSI etc?

2) With the EFS formulas running and the related DDE Output being connected in Excel, can we control a data exchange each minute or does it have to be streaming? Could a manual or automatic trigger be programmed to dump data at the top of each minute?

Thank you very much, we are impressed with the quality of the forum and the support.

J. Ross (first name)

[eSignal_AveryH]

jross,

1) Using AdvancedGet, could we write a EFS formula for each of the pieces of data we need and have all six EFS formulas running in our Mini-Nasdaq window? Would the EFS formula see the data in GET, i.e Price, Volume, Time, DM value,RSI etc?

I not sure if that was what you mean by mini nasdaq window. But just to clarify the EFS Scripts would have to be added to a charts.

2) With the EFS formulas running and the related DDE Output being connected in Excel, can we con'rol a data exchange each minute or does it have to be streaming? Could a manual or automatic trigger be programmed to dump data at the top of each minute?

I'll need to test this, I've only watched it during market houirs with a real time feed. Once I've had a chance to test with different setting I'll post back.

AveryH
eSignal Support

[jross]

AveryH,

Yes, I meant the chart - i.e. the main window with the Nasdaq Mini running showing the price bars.

We would be using the process during market hours and would prefer a snapshot every minute rather than streaming.

I assume that our question re: "Would the EFS formula see the data in GET, i.e Price, Volume, Time, DM value,RSI etc?" is a Yes?

As to a test, quite frankly, all of us at Trade Associates are amazed with the level of support on these questions.

Regards, J. Ross

[jross]

Downloading Recommended Sample Files

AndrewH,

You have recommended we download some sample EFS and DDE spreadsheets.

We find them and see them but when we try to copy or D/L, there does not seem to be a file available.

I am sure we are in error on the process - help?

Thank you,
J. Ross

[eSignal_AveryH]

When we left off I needed to test the data into excel. I created a little script to check the test pulling the data out of the chart and into excel. All of the indicators such as Directional
Moving Average, Stochastic all seem to match up. When we tested the price data like close and the volume we found that the data did not match. I’ve escalated the code and the results to the EFS product manager to review.

Until I get the answers back from him I would recommend that for price data that you consider using our SigTools with the Data Manager or QLINK. The data would be real time as if you were looking at the data a quote window. Once we gotten information from the EFS product Manger we’ll retest the close so that everything is coming from on source.

Thank you

AveryH
eSignal Support

[jross]

Avery,

Could you send me the links for Articles 1421 and Article 2228.

Also, the sample script you created?

Thank you
J. Ross

[eSignal_AveryH]

Here is the link to for KB Article 1421 and Article 2228.

And the code sample I've already sent. I'll check for bounce back and email again.

AveryH
eSignal Support

[jross]

DDE Output - NQU1 - DM You Wrote

Avery,

We appreciate your help - once we have one running, we can figure it out.

I am attaching the efs we wrote using your example. There seems to be a line error in our changes.

Also, we are using the following in Excel.

=eSignal|EFS!TARDM

Thank you for all your help.

J. Ross

[eSignal_AveryH]

J.Ross,

Reviewing the code for the error you mentioned and it looks like on Line 5 it's missing a parenthese and a semicolon. Also each of your sItems ("retadx") need to have quotation marks around them. Lastly you can remove te 'NQU1' as a parameter being passed.
You can also name each of the lines coming back in preMain so that you can better identify them in your code.

So the each of the DDEOuputs should look lsomething ike this;

var dde = new DDEOuput ("retadx");

The formula in excel should be =eSignal|EFS!retadx.
The result should be like the image below.
Hope this helps.




AveryH
eSignal Support

[jross]

DDE - DM and Excel - Futures Market

Avery,

BINGO!

IT'S RUNNING !!!!!!!!!!!!

I am sure we will have a few tweaks and questions BUT, you you have been a GREAT help!

J. Ross