Time Template For SGX SiMSCI

[tttay]

Hi,

I refer to the contract specifications for SGX MSCI Singapore Index (SGX SiMSCI) Futures as stipulated on http://www.sgx.com/wps/portal/market...dex/sgx_simsci . The eSignal symbol for this product is “SG 0Q-SGX” (August 2010).

May I know how do I set up the time template for this product so as to accurately capture the opening, closing, high and low prices for the day? I need the prices to compute my pivot points.

[eSignal_AveryH]

tttay,

Before the time template could be created you would need to consider the following;

What session(s) do you want to see data for? Day/Night or both

Do you want pre and post market data?


Once you know this you can then create the time template that fits you needs.

[tttay]

Sorry, I guess I have stated my question too simply. I don't really have a problem setting up the time template per se, but more in trying to determine the high, low and closing prices for a particular trading day.

Take the SGX SiMSCI as an example. I may set up a time template for my chart for 0830 to 1715 hours (local time), and ignore prices for the T+1 session from 1815 to 0100 hours local time. When I use EFS functions to determine the high, low and closing prices, would the price actions during the T+1 session affect the values?

[eSignal_AveryH]

tttay,

Yes the OHLC indicators would include the T+1 session. And this is because the T+1 session is apart of the Day's trading.

If you look in the EFS code it uses the Daily OHLC and displays it on the Intraday charts.

[tttay]

Thanks.

But I'm pretty confused now. I posted the same question to someone else from eSignal, and the following is his response:

"The High/Low reading used by your custom EFS will only take into account the prices during Open/Close set in the Time Template. If your Template opens at 8:30 and closes at 17:15 it will only use the High/Low range during this period. Any data outside these times will not be read by the EFS or loaded into the chart as long as the template is in use. "

Are we talking about the same thing?

[tttay]

I'm rather new to eSignal, and not yet familiar with EFS scripting. I'm trying to write a simple script to test this out, but without success.

Would anybody either confirm this, or advise how I could test it?

[eSignal_AveryH]

tttay,

I have posted a reply to your previous post if you could provide the link to the other answer you received we would look into the issue.

Also I had said that a good way to see what data is being used for your OHLC is to pull up to charts, 1 daily the other an intraday and check were the High of the day is plotted on the intraday in comparison to the Daily Charts.

If this is a custom EFS the same would apply, you'd need to know what interval being used to plot the line. And the best way would be as mentioned above. You'd need to compare charts and find out at what times do the highs and low happen.

Hopefully this helps.








AveryH
eSignal Support

[tttay]

I'm finally able to write a simple script to determine the high, low and close prices. Following is my script.

/*************************
Debug
**************************/

var DebugDone = false;

function preMain() {
setPriceStudy (true);
}

function main() {

var sHigh = null;
var sLow = null;
var sClose = null;
var sDay = null;
var i = 0;

if (DebugDone == false) {
debugClear();
sHigh = high (inv("D"));
sLow = low (inv("D"));
sClose = close (inv("D"));
sDay = day (inv("D"));

debugPrintln ("i ", "Day ", "High ", "Low ", "Close ");
for (i = 0; i >= -2; i--) {
debugPrintln (i+" ", sDay.getValue(i)+" ", sHigh.getValue(i)+" ", sLow.getValue(i)+" ", sClose.getValue(i)+" ");
}

DebugDone = true;
}
return;
}


Using a 24 hour chart, I loaded the formula and determine the high, low and closing prices for the last 3 days. Then I changed the time template for the chart, and visually confirmed that the T+1 session prices were not shown. I reloaded the script again, and the high, low and closing prices for the last 3 days remained the same as for the 24 hour chart.

Is this test correctly carried out? If yes, then as what you said is correct.

[tttay]

Any advice from anyone , please? Still pretty new to eSignal, and desperately trying to get this right.