Historic Interval Data not Displayed

[richthomas]

I have a simple study that I run for QLD,30 that displays the ema(5,high), ema(5,low), ema(50,hlc3) of the 30 minute, day and week intervals.

My problem is that there is limited historical data displayed for the weekly and daily intervals. There is 30 min data available from 6/22/06.

The daily ema50 only displays to 3/2/12
The daily ema5 High and Low only display to 12/27/11
The weekly ema5 High and Low only display to 7/9/07

It is odd that there is more than 4 years worth of the weekly data compared to the daily data.

Also when I compare the daily values on the 30 chart with those on the daily chart they are not the same. ie ema(5,high(inv(D))) on the 30 chart is not the same as ema(5,high) on the daily chart. However the ema(5,high(inv(W))) on the 30 chart IS the same as ema(5,high) on the weekly chart.

My timescale on all the charts is dynamic, but I have scrolled to the end of the available data on all the charts.

I cannot see what I am doing wrong.

[waynecd]

Try:

//http://forum.esignal.com/showthread.php?38456-Historic-Interval-Data-not-Displayed
/*********************************************************
Alexis C. Montenegro © July 2003                          
Use and/or modify this code freely. If you redistribute it
please include this and/or any other comment blocks and a 
description of any changes you make.                      
**********************************************************/


function preMain() {
    setPriceStudy(true);
    setStudyTitle("MA Intervals");
    setCursorLabelName("HMA", 0);
    setDefaultBarFgColor(Color.blue, 0);    // High MA color
    setDefaultBarThickness(2, 0);           // High MA Thickness
    setPlotType(PLOTTYPE_LINE, 0);          // High MA plot type
    setCursorLabelName("LMA", 1);
    setDefaultBarFgColor(Color.red, 1);     // Low MA color
    setDefaultBarThickness(2, 1);           // Low MA Thickness
    setPlotType(PLOTTYPE_LINE, 1);          // Low MA plot type
    setCursorLabelName("MA50", 2);
    setDefaultBarFgColor(Color.black, 2);   // MA50 color
    setDefaultBarThickness(2, 2);           // MA50 Thickness
    setPlotType(PLOTTYPE_CIRCLE, 2);        // MA50 plot type
    setCursorLabelName("MAIH5", 3);
    setDefaultBarFgColor(Color.blue, 3);    // Next Interval High MA5 color
    setDefaultBarThickness(2, 3);           // Next Interval High MA5 Thickness
    setPlotType(PLOTTYPE_LINE, 3);          // Next Interval High MA5 plot type
    setCursorLabelName("MAIL5", 4);
    setDefaultBarFgColor(Color.red, 4);     // Next Interval Low MA5 color
    setDefaultBarThickness(2, 4);           // Next Interval Low MA5 Thickness
    setPlotType(PLOTTYPE_LINE, 4);          // Next Interval Low MA5 plot type
    setCursorLabelName("MAI50", 5);
    setDefaultBarFgColor(Color.grey, 5);    // Next Interval MA50 color
    setDefaultBarThickness(3, 5);           // Next Interval MA50 Thickness
    setPlotType(PLOTTYPE_LINE, 5);          // Next Interval MA50 plot type
    setCursorLabelName("MAIH5+", 6);
    setDefaultBarFgColor(Color.RGB(100,100,255), 6);   // Next Interval MA5 color
    setDefaultBarThickness(2, 6);           // Next Interval MA5 Thickness
    setPlotType(PLOTTYPE_LINE, 6);          // Next Interval MA5 plot type
    setCursorLabelName("MAIL5+", 7);
    setDefaultBarFgColor(Color.RGB(255,100,100), 7);   // Next Interval MA5 color
    setDefaultBarThickness(2, 7);           // Next Interval MA5 Thickness
    setPlotType(PLOTTYPE_LINE, 7);          // Next Interval MA5 plot type

    var fp25 = new FunctionParameter("fstartD", FunctionParameter.NUMBER);
    fp25.setName("Start Day");
    for (var i = 1; i <=31; ++i) {
        fp25.addOption(i);
    }
    fp25.setDefault(1);
    
    var fp26 = new FunctionParameter("fstartM", FunctionParameter.NUMBER);
    fp26.setName("Start Month");
    for (var i = 1; i <=12; ++i) {
        fp26.addOption(i);
    }
    fp26.setDefault(1);
    
    var fp27 = new FunctionParameter("fstartY", FunctionParameter.NUMBER);
    fp27.setName("Start Year");
    for (var i = 0; i < 10; ++i) {
        fp27.addOption(2015-i);
    }
    fp27.setDefault(2009);

    var fp28 = new FunctionParameter("fendD", FunctionParameter.NUMBER);
    fp28.setName("End Day");
    for (var i = 1; i <=31; ++i) {
        fp28.addOption(i);
    }
    fp28.setDefault(31);
    
    var fp29 = new FunctionParameter("fendM", FunctionParameter.NUMBER);
    fp29.setName("End Month");
    for (var i = 1; i <=12; ++i) {
        fp29.addOption(i);
    }
    fp29.setDefault(12);
    
    var fp30 = new FunctionParameter("fendY", FunctionParameter.NUMBER);
    fp30.setName("End Year");
    for (var i = 0; i <=10; ++i) {
        fp30.addOption(2015-i);
    }
    fp30.setDefault(2013);
    
}
var bInit  = false;  // initialization flag
var xMAH,xMAL,xMA50,xMAIL5,xMAIH5,xMAI50,xMAIIL5,xMAIIH5; //Note: declared as global variables since they are the indicator series variables

function main(fstartD, fstartM, fstartY, fendD, fendM, fendY) {
    var startDate,endDate;//Note: declared as local variables since they are used within & outside of bInit
    var today,nHour,nMinute,runDate,marketOpen;//Note: these need to be outside of bInit so they are calculated on every tick to track time
    today = new Date();//Note: see "var today, ..."
    nHour = today.getHours();//Note: see "var today, ..."
    nMinute = today.getMinutes();//Note: see "var today, ..."
    runDate = today.getDate()+"/"+(today.getMonth()+1)+"/"+today.getFullYear();//Note: see "var today, ..."
    marketOpen = false;//Note: see "var today, ..."
    if ((nHour == 8 && nMinute >= 30) || (nHour > 8 && nHour < 15)){//Note: see "var today, ..."
        marketOpen = true;
        debugPrintln("Market is open");setBarBgColor(Color.RGB(255,244,195));
    }
    if(bInit == false) {//Note: code within bInit only runs on first pass of main
        // This code block executes only once at the beginning of initialization.
        var MAInterval,MAInterval2;//Note: only used within bInit
        //cSymbol = getSymbol();
        var cInterval = getInterval();
        var startD = fstartD;
        var startM = fstartM;
        var startY = fstartY;
        var endD = fendD;
        var endM = fendM;
        var endY = fendY;
        
        if (cInterval == "W"){ MAInterval = "M", MAInterval2 = "M";}
        if (cInterval == "D"){ MAInterval = "W", MAInterval2 = "M";}
        if (cInterval == 60){ MAInterval = "D", MAInterval2 = "W";}
        if (cInterval == 30){ MAInterval = "D", MAInterval2 = "W";}
        if (cInterval == 10){ MAInterval = 30, MAInterval2 = "D";}
        if (cInterval == 1){ MAInterval = 10, MAInterval2 = 30;}
        debugPrintln("cInterval="+cInterval+". MAInterval="+MAInterval+". MAInterval2="+MAInterval2);
        
        xMAH = ema(5, high());
        xMAL = ema(5, low());
        xMA50 = ema(50, hlc3());
        xMAIL5 = ema(5, low(inv(MAInterval)));
        xMAIH5 = ema(5, high(inv(MAInterval)));
        xMAI50 = ema(50, hlc3(inv(MAInterval)));
        xMAIIL5 = ema(5, low(inv(MAInterval2)));
        xMAIIH5 = ema(5, high(inv(MAInterval2)));
        
        startDate = new Date(startY, startM-1, startD);
        endDate = new Date(endY, endM-1, endD);
        
        bInit = true;  // Prevents this code block from executing again.
        
    } // if(bInit == false)
    
    // debugPrintln("New bar"); 
    var prevbarDate = new Date(getYear(-1), getMonth(-1)-1, getDay(-1));
    var barDate = new Date(getYear(0), getMonth(0)-1, getDay(0));
    // debugPrintln("barDate = " + barDate);
    
    if (barDate < startDate || barDate > endDate) {
        //debugPrintln(nBarIndex+". Outside date range");
        return;
    } 
    return new Array(xMAH.getValue(0), xMAL.getValue(0),xMA50.getValue(0),
                     xMAIH5.getValue(0),xMAIL5.getValue(0),xMAI50.getValue(0), 
                     xMAIIH5.getValue(0),xMAIIL5.getValue(0));
} 

Also when I compare the daily values on the 30 chart with those on the daily chart they are not the same.

I think it has to do with when eSignal starts the day in a daily interval vs intraday intervals.
A search of the forum will yield various explanations for this. One of those can be found at:

http://forum.esignal.com/showthread.php?33180-Forex-Daily-Data-wrong-after-5pm-EST&highlight=daily

Wayne

[richthomas]

Thanks for your suggestion Wayne. Unfortunately it has not made any difference to the results. My historic interval data is being cut significantly short. Any other ideas??
Richard

[ACM]

richthomas
The issue of the limited historical data is simply due to the reason explained in this thread
If you create a daily and a weekly chart of the same symbol both set to load 300 bars and you run your script on them you will see that the plots will start on the same dates on those charts as on the 30 minute chart set to Dynamic
All you need to do to resolve this is just implement either solution provided at the linked thread
Alex

I have a simple study that I run for QLD,30 that displays the ema(5,high), ema(5,low), ema(50,hlc3) of the 30 minute, day and week intervals.

My problem is that there is limited historical data displayed for the weekly and daily intervals. There is 30 min data available from 6/22/06.

The daily ema50 only displays to 3/2/12
The daily ema5 High and Low only display to 12/27/11
The weekly ema5 High and Low only display to 7/9/07

It is odd that there is more than 4 years worth of the weekly data compared to the daily data.

Also when I compare the daily values on the 30 chart with those on the daily chart they are not the same. ie ema(5,high(inv(D))) on the 30 chart is not the same as ema(5,high) on the daily chart. However the ema(5,high(inv(W))) on the 30 chart IS the same as ema(5,high) on the weekly chart.

My timescale on all the charts is dynamic, but I have scrolled to the end of the available data on all the charts.

I cannot see what I am doing wrong.