Bar Replay automation

[techlord]

I papertrade with bar replay and am often needing to setup seperate time frames for whatever issue im training on.. I have noticed a couple issues:

1. If i were to (for example) in bar replay mode, open a 1 minute, 5 minute and 30 minute chart for , Gbp a0-fx (cable) I was initially unable to set each time frame to a different replay bar interval as by changing the interval in one chart, it changed on the others. This looks like a bug, but someone correct me if otherwise..

2. I (quite by accident) noticed that I could do the following:
set 30 min chart to 125 second interval, start 30 min replay session
set 5 min chart to 25 second interval, start 5 min replay session
set 1 min chart to 5 second interval, start 1 min replay session

and even though each time, the bar replay dropdown would change across all three charts (while im only making modifications to one of them), the intervals seemed to be in place as I let the sessions run. and no there was no symbol or interval linking configured on any of the charts.

My question is, is there a way to automate setting up bar replay sessions? Having C++ coding experience, I have written a few dll's for paper trading while in bar replay mode so im wondering if there is also a way to Enable, Configure and initiate a bar replay session(s) using some kind of external api call? or Is there a more efficient method for bar replay training across multiple time frames than how I have outlined?

NOTE: This may be a side note but, I only trade forex.. i noticed the knowledge base mentioned tick replay is broken for forex for some reason but there was a workaround available that involved some config file mods.. (the message was quite old though.. perhaps this has been fixed and if so, is it possible to tick replay on forex for more than 10 days?)

Thank you in advance

-=tc

[eSignal_JasonK]

Hello techlord,

1. I see the same behavior in 7.9.1 build 732. However, I'm not certain this is a bug. What are you trying to accomplish that would require you to have three charts running in bar replay mode with each chart replaying at a different rate? Irrespective, if this is important to you to have changed you may send a suggestion to our development team at [email protected].

2. I'm not sure I understand what you are doing here. When I change the chart interval from 30 to 125S and start the bar replay. The bar replay is replaying the 125S bars at X seconds per bar, not the 30 min bar data. Please expand your details on this one.

3. [automating bar replay sessions] There isn't a method that would allow this currently. At this time, initializing Bar Replay requires user interaction with the Advanced Chart.

4. [tick replay and forex] This has not changed and the message in the KB article still applies. To make a tick replay file on forex data work, you just need to do a search and replace in a text editor to change all the "Q" to "T" as detailed in this post by Alex and Jay.

[techlord]

Thanks for the reply jason.. Allow me to clarify:

Im simply scaling the times used in real time when im working in bar replay mode. In real time i would have 3 charts open on different time frames for the same security:

1 min, 5 min and 30 min

When im in bar replay mode, I would have the same 3 charts open. However for the bar replay interval, i have them set for

5 secs (for 1 min chart)
25 secs (5 x 5) (for 5 min chart)
125 secs (25 x 5) (for 30 min chart)


To SIMULATE market movement as it would be in real time during bar replay mode.... ie for every 1 bar on the 30 min chart, i would have 5 bars (yes i know im off a bit on the above calc) on the 5 min chart. For every 1 bar on the 5 min chart, I would have 5 bars on the 1 minute chart etc...

The problem (if it is that) that im seeing with bar replay mode when you're trying to do this is that the replay drop down doesnt show my intervals as ive outlined them above.. As you saw, the dropdown changes across all 3 charts. My "workaround" is to set the interval in one chart.. start bar replay for that chart, then do the same for the others.. Starting them each consecutively. This is partly what lead to my trying to find out if there is some exported esignal functions or api calls i can do to automate all this from EFS somehow...


I will send in the feature request as you suggested.. Is there any kind of formal process to having features added (are they just added on customer request for the next production build or is there any type of review process in place?) and is there any sort of schedule to the frequency of production build deployments? (do you plan so many per year.. or are they pushed depending on however many new features/improvements need to be implemented?)


Alternately.. (as i noticed there were quite a few posts about trading on multiple time frames using some of the EFS2 functions that allow you to explicitly specify a security and time frame).. A suggestion i intend to forward would be to have a kind of "inset" or picture-in-picture type window on the price or study panes that would allow you to basically show candle formations or oscillator fluctuations in relation to a different time frame. That would be way more convenient than having multiple charts running..


Thanks
-=tc

Originally posted by JasonK
Hello techlord,

1. I see the same behavior in 7.9.1 build 732. However, I'm not certain this is a bug. What are you trying to accomplish that would require you to have three charts running in bar replay mode with each chart replaying at a different rate? Irrespective, if this is important to you to have changed you may send a suggestion to our development team at [email protected].

2. I'm not sure I understand what you are doing here. When I change the chart interval from 30 to 125S and start the bar replay. The bar replay is replaying the 125S bars at X seconds per bar, not the 30 min bar data. Please expand your details on this one.

3. [automating bar replay sessions] There isn't a method that would allow this currently. At this time, initializing Bar Replay requires user interaction with the Advanced Chart.

4. [tick replay and forex] This has not changed and the message in the KB article still applies. To make a tick replay file on forex data work, you just need to do a search and replace in a text editor to change all the "Q" to "T" as detailed in this post by Alex and Jay.

[eSignal_JasonK]

Hello techlord,

Thank you for the expanded details. What you're trying to do makes sense, but will require a software change to allow for each chart to play at their own rate.

An internal group of programmers and product managers review these requests. I'm not aware of the specifics of the review process, but I'm sure that multiple requests from different users will receive more consideration.

Using EFS2, you could display higher time frame data on the lower time frame charts. It also doesn't have to be displayed on the chart. You could just have conditions in your code that are based on the external symbol/interval data. To access this data, pass the sym("Symbol, Interval") or inv("Interval") parameter to the data access functions or built-ins.

close(0, inv(30))
ema(10, sym("gbp a0-fx, 5"));

[techlord]

That brings up another question.. In your below use of the close() function, are you able to return a value in candle/bar/line form to plot in the price pane? or can the returned value only be used to generate a price action study? (sma, ema, rsi)..


Thanks
-=Tc

Originally posted by JasonK
Hello techlord,

Thank you for the expanded details. What you're trying to do makes sense, but will require a software change to allow for each chart to play at their own rate.

An internal group of programmers and product managers review these requests. I'm not aware of the specifics of the review process, but I'm sure that multiple requests from different users will receive more consideration.

Using EFS2, you could display higher time frame data on the lower time frame charts. It also doesn't have to be displayed on the chart. You could just have conditions in your code that are based on the external symbol/interval data. To access this data, pass the sym("Symbol, Interval") or inv("Interval") parameter to the data access functions or built-ins.

close(0, inv(30))
ema(10, sym("gbp a0-fx, 5"));

[eSignal_JasonK]

Hello techlord,

You can use any of the existing plot types when returning this series to the chart. We do not currently have a plot type that will mimic a candlestick or bar chart. However, you can use some of the Drawing Functions to recreate them. For a code example, please see SymbolCompareAsNPS2.efs from our EFS Library.