I discovered this problem working with one minute bars. I cannot find a work around.
If a security has no trades during a one minute period, eSignal does not draw a bar or leave an empty space. So, if I want to plot an indicator, such as $VIX using close([Symbol]) in a study below the chart, the first time either the security or VIX skips a bar due to no activity, the study is not aligned with security.
As a hard example, open an advanced chart of $VIX. Create an EFS formula which is simply one line in main ():
return (close (0,"MMM"));
$VIX misses bar 09/19/2003 14:57, so below the previous 14:56 bar of the vix, the study plots the 14:57 bar of MMM. This problem is cumulative as you progress backwards.
I am somewhat new to efs, so maybe I am missing an obvious solution. But, it seems I need one of two things to fix this:
1. Allow a chart option for eSignal to maintain alignment by plotting an empty space when a security does not trade in a one minute period - there would then be a fixed 390 bars during any day.
2. Allow a method to get a value specified by an exact date/time. I could get the date and time of the current bar (of $VIX in the example above) and call up the matching value (of MMM in the example above) by that date/time - maintaining alignment.
Any solutions to this problem?
If a security has no trades during a one minute period, eSignal does not draw a bar or leave an empty space. So, if I want to plot an indicator, such as $VIX using close([Symbol]) in a study below the chart, the first time either the security or VIX skips a bar due to no activity, the study is not aligned with security.
As a hard example, open an advanced chart of $VIX. Create an EFS formula which is simply one line in main ():
return (close (0,"MMM"));
$VIX misses bar 09/19/2003 14:57, so below the previous 14:56 bar of the vix, the study plots the 14:57 bar of MMM. This problem is cumulative as you progress backwards.
I am somewhat new to efs, so maybe I am missing an obvious solution. But, it seems I need one of two things to fix this:
1. Allow a chart option for eSignal to maintain alignment by plotting an empty space when a security does not trade in a one minute period - there would then be a fixed 390 bars during any day.
2. Allow a method to get a value specified by an exact date/time. I could get the date and time of the current bar (of $VIX in the example above) and call up the matching value (of MMM in the example above) by that date/time - maintaining alignment.
Any solutions to this problem?
Comment