no ticks?

[dloomis]

Can any one see if this efs file writes the word TICK on the debug screen for every tick on the T&S window?

function main()
{
debugPrintln("tick");

return;
}

[ACM]

David
As far as I can see the word tick gets printed only on a tick that changes price. In the attached image that was when ESH3 went from 929.75 to 929.50 and then when it went back to 929.75. All trades at the same price before, in between and after did not print the word tick
Alex

[dloomis]

Alex

So this means that my efs files only run when the price changes, not on every trade.

Sounds to me like I need to watch this if I am waiting for a fill before I enter stop loss orders. If a lot of trades at the same price go thru, the efs will not detect the trade completion until the "tick' happens.

[ACM]

I just realized that I have all formulae set to Compute on Close.
Need to rerun the test except that Globex is now closed. Will try on a/c/e or Nymex
Alex

[ACM]

David
Here is the result using the 10yr on a/c/e.
This time without the Compute on Close checked every trade produced a tick print.
Alex

[mattgundersen]

If the OHLC or Volume changes, EFS executes. Since Volume changes on every trade, EFS executes on every trade.

m.

[ACM]

Further test using Crude. Six trades corresponding to 6 ticks.
Alex

[dloomis]

Matt and Alex:

function main()
{
//get current time in minutes, 0-59
today= new Date;
CurHours=today.getHours();
CurMinutes=today.getMinutes();
CurSeconds=today.getSeconds();

debugPrintln("tick@ "+CurHours+":"+CurMinutes+":"+CurSeconds+" Close "+close());

return;
}

doesnt seem to be catching the unchanged trades on NQ H3

also the time prints in FO window seems to be off by a few seconds from the T&S print, not sure if there is something I can do about that either.

[ACM]

David
Confirming that this efs does not print on every tick. The Output window was cleared at the first change in price at 928.00 (the lowest green one in T&S window).
This was not the behavior I verified last night on both 10yr and Crude.
Forgive me my ignorance, but does the reference to "close" in the formula have anything to do with it? If the close does not change and that is all you are referencing then I would expect it not to print.
Alex

[dloomis]

Alex

I thought the efs would run on every change in OHLC OR Volume, but this does not seem to be happening. At least not every time.

[mattgundersen]

David/Alexis,

First, I made a small mod to your code. The Date object is a bit tough on the cpu.

function main()
{
//get current time in minutes, 0-59
var CurHours=getHour();
var CurMinutes=getMinute();
var CurSeconds=getSecond();

debugPrintln("tick@ "+CurHours+":"+CurMinutes+":"+CurSeconds+" Close "+close());

return;
} 

Also, here's a picture of T&S. I expect to see the EFS run when there is a red/green line (trade). But not on a white line (bid/ask).

[dloomis]

Matt

var CurHours=getHour();
var CurMinutes=getMinute();
var CurSeconds=getSecond();

gives the time of the current bar, not cpu time

For me, I use two different time frames, so I need to know clock time to figure out which time frame just ended (started).

[dloomis]

also, note how volume is increasing - and gets reset at the end of a bar - and the efs is not outputting the unchanged ticks.