EFS formula for multi-symbol spreads

[rojakian]

Interested in EFS formula/script for combining multiple symbols
in a chart including - (minus) sign for short and numeric factors
for scaling for charting and running studies on the combined multi-symbol spread. Need to be able to specify Bid or Ask for different symbols, not last price. Can someone provide me working code for doing this?

Thanks

RO

[ACM]

RO
With regards to doing this with a script you need to consider that there is a 5 symbol limit in efs.
Also, I don't believe an efs can retrieve the Bid/Ask for a symbol other than the one that is loaded in the chart in which the efs is running.
Alex

[rojakian]

multiple symbol spread

adding (subtracting) symbol / 100 doesn't give a quote

5 symbol limit is good enough - don't need anymore

just want to be able to multiple or divide price by 100
don't seem to be able to in Advanced Chart

can also get by without Bid/Ask for an approximation

do I need to use EFS to multiple/divide by 100 for adding
and subtracting symbol prices ?

[ACM]

RO
While Advanced Charts do not allow at this time to use straight numbers in spreads such as (symA -symB) /100 they do include a weight so the same equation can be written as 0.10symA -0.10symB.
Another example could be symA /(symB *100) which you would write as symA /100symB
Hope this helps
Alex

[rojakian]

3+ symbol spread

using numeric weights works for 2 FX symbols:

100'EURCHF A0-FX' - 'EURJPY A0-FX'

gives correct spread value

but not 3+ symbols:

100'EURCHF A0-FX' - 'EURJPY A0-FX' + 'CHFJPY A0-FX'
gives erroneous numbers

3+ one-word symbols work

100MSFT - 50DELL + 30GE

how can this be corrected?

Thanks

[ACM]

RO
While waiting for a comment from someone at eSignal as to why the 3 symbol currency spread is not working here is a temporary workaround that seems to give the correct result (albeit displaced by 2 decimals)
Alex

[eSignal_JasonK]

Hello RO and Alex,

I see the problem with this 3-symbol spread and I've forwarded some info about this to our development team.

[rojakian]

3, 4, 5 symbol spreads

3 symbol spreads have errors:


.01JPY A0-FX + GBP A0-FX - .01GBPJPY A0-FX

give chart but all vertical axis coordinates are

'1'

with no decimal point fractions
have .bmp image - can't attach using instructions under help
all images under forum.esignalcentral.com/novimages are .gif


.01JPY A0-FX - CHF A0-FX + .01CHFJPY A0-FX

gives the current value 1.8688 when actually it is 0.5902

4 symbol spread

EUR A0-FX + .01JPY A0-FX - .01CHFJPY A0-FX - EURCHF A0-FX

gives a line graph with vertical axis coordinates and price all "-0" with no numbers


EUR A0-FX + CHF A0-FX + .01CHFJPY A0-FX - .01EURJPY A0-FX

gives a line graph with vertical axis coordinates and price all "2"

EURCHF A0-FX - CHF A0-FX + .01JPY A0-FX -.01EURJPY A0-FX

gives a line graph with correct value of around .0488 but with
vertical axis coordinates flashing 00 extension to .03 .04 .05 .06 on and off. other 5 symbol spreads have this flashing effect also.