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  • Playback feature - wild!

    Heh, the new Tick PLAYBACK feature seems to be really useful. I have been struggling to implement - and test - strategies in multiple timeframes, and with this feature you can basically reproduce that real-time environment, off-hours. So I can have charts of different bar intervals open at the same time, each executing a (different) EFS that is appropriate for it.
    Of course, this an exotic use of the feature, but anyone who needs to simulate real-time environment EFS testing off-line should find this feature very useful. 10 days data download is the limit at this time, but as they say, you can concatenate files together, over time. Perhaps the entire download and concat process could even be automated? Perhaps the data from such an automated process for selected symbols of interest could be maintained by IDC and made available for user download? i.e. for major stock Index Futures symbols, etc...My 10 day tickfile of trades in ticker ES #F is about 13MB.
    George
    (Not a paid commercial)

  • #2
    I bet there are people out there who have large playback files because they have been downloading tick data since it was introduced.

    Anyone who has a lot of ES playback data and wants to post it to this thread (as an attachment) or put it up in the fileshare (and put a pointer to it here) would be doing me (and I would guess many others) a big favor.

    Garth
    Garth

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    • #3
      Function for Tick Playback?

      Garth,

      Do you know of a function to determine if you are in the tick playback mode? The function for replay (isReplayMode() ) does not seem to apply for tick playback.

      Steve

      Comment


      • #4
        Steve,

        Sorry, I am not aware of any, and a brief search through EFSHelp didn't show any. Perhaps an eSignal rep. will know of something that isn't documented yet?

        Garth
        Garth

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        • #5
          Steve
          I am not Garth but I will attempt an answer.
          The function is isPlayBackMode($PLAYBACK symbol)
          example isPlayBackMode($PLAYBACK "ibm") returns true or false
          Alex

          Comment


          • #6
            Alex / Garth,

            Thank you both for spending the time to research this. Alex, the function you referenced works very well, returns true while in playback, false in real time.

            For future reference, what is the best way (other than asking) to find new functions such as this?

            Thanks again,

            Steve

            Comment


            • #7
              Steve
              Actually I think there is a lot of merit in asking on the Bulletin Board as it creates an opportunity for all to learn from both the questions asked and the answers given (I know I certainly have).
              As to your question I tend to rely on Chris Kryza's Help file which can be found here.
              Although it is essentially the same as what is available at the EFS Help Center and Library it tends to be slightly ahead in terms of being up to date.
              Alex
              Last edited by ACM; 09-14-2003, 03:19 PM.

              Comment


              • #8
                Tick playback and nLastRawTime

                Just a note to those of you that are using getValue("rawtime",0) to determine when a new bar comes in. It does not work well when in tick playback. I found that when using the method below (barstate check commented out), that when each bar came in, the debugPrintln step below cycled through all the bars on the chart.

                var BarState = getBarState();
                var nIndex = getCurrentBarIndex();
                if (getValue("rawtime",0) != nLastRawTime /*|| BarState == BARSTATE_NEWBAR*/) {
                nLastRawTime = getValue("rawtime",0);
                debugPrintln("nIndex =" +nIndex+"nLastraw = "+nLastRawTime);
                barcount +=1;

                ... rest of code

                If went ahead and commented out the check for a change of rawtime and used the barstate check exclusively for tick playback.

                If anyone has any insight, send a post

                Comment


                • #9
                  Question on determining bar time while in Tick Playback

                  While in Tick Playback, I am trying to get the bar time, but it is not working for me. Can anyone help me?

                  here is how I get time values in my efs

                  PHP Code:
                  //---------------------------------------------------------------------------------------
                  function nTime() { // various time functions

                      
                  var    vTime = new Date();

                      var    
                  vHour vTime.getHours();

                      var    
                  vMin vTime.getMinutes();

                      var    
                  vSec vTime.getSeconds();

                      var    
                  vHMS vHour+":"+vMin+":"+vSec;

                      var    
                  vMillisecond vTime.getTime();

                      var    
                  vDay vTime.getDate();

                      var    
                  vMonth vTime.getMonth()+1;

                      var    
                  vYear vTime.getFullYear();

                      var   
                  vMDY vMonth+"-"+vDay+"-"+vYear

                      
                  return new Array(vMillisecond,vHMS,vMDY,vHour,vMin,vSec);

                  // to call time:

                  //var tTime = new Array();

                  //tTime = nTime();        where tTime [0] = milliseconds, [1] = h:m:s, [2] = MM-DD-YYYY, [3] = h, [4] = m, [5] = s.

                  }// End function nTime() 


                  Using this method in Tick Playback only returns the current time, and I am after the actual bar time.

                  Comment


                  • #10
                    Hello Steve,

                    You are using a date object, which will always give you the local date and time. To get the date and time of each bar, use the EFS functions below.

                    var vHour = getHour();
                    var vMin = getMinute();
                    var vSec = getSecond();
                    var vDay = getDay();
                    var vMonth = getMonth();
                    var vYear = getYear();
                    var vMillisecond = getValue("rawtime");
                    Jason K.
                    Project Manager
                    eSignal - an Interactive Data company

                    EFS KnowledgeBase
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                    New User Orientation

                    Comment


                    • #11
                      Jason,

                      Thanks for the info, in RT I had always observed (since the majority of the time I took time at the bar) that the numbers were identical, thus, I had used the date object. Thank you very much for the rapid response


                      Steve

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