Data outside of high/low study range

[karst]

Hello,

how can a Low of the previous day be larger than the Close?
The Script is from eSignal.

Karsten

[gspiker]

Hi,

Are you sure that's what the code is trying to do? Post the source or a link to it if you can, and I will take a look.

G

[fabrizio]

Karst

Can you enclose the efs you are using ?

Can You tell to @lpha the time templates you have on , as the @lpha message?

Thos will help to replicate the problem and find the possible answer. I will forward your message to Alexis or Some other suoer EFS expert.

Cordially

[fabrizio]

Garth
Thank you, you just beat me of a swosh.....but only you can take a look at the script....

[karst]

Hello g,

You have the code.

Karsten

/************************************************** **************************************************
Copyright © eSignal, a division of Interactive Data Corporation. 2002. All rights reserved.
This sample eSignal Formula Script (EFS) may be modified and saved under a new
filename; however, eSignal is no longer responsible for the functionality once modified.
eSignal reserves the right to modify and overwrite this EFS file with each new release.
************************************************** ************************************************** */
function preMain() {
}


/*
* This is a neat formula because it is working on multiple intervals
* sBarItem will be "Open", "High", "Close", or "Low"
*
*/

var vLastRawTime = null;
var vLastValue = null;
var vSymbol;
var vInterval;

function main(sBarItem) {
if(sBarItem == null) {
return;
}

var vBar;
var vRawTime;
var vBarTime;
var vAbsTime;
var vIndex;


var nState = getBarState();
if(nState == BARSTATE_ALLBARS) {
vLastRawTime = null;
vLastValue = null;
vSymbol = getSymbol();
vInterval = getInterval();
vSymbol += ",D";
}

/*
* What is the current symbol and interval
*/
if(vInterval == null)
return;

/*
* No need to show the OHL or C on a daily chart.
* only interested in seeing OHLorC on intraday.
*/
if(vInterval == "D" || vInterval == "W" || vInterval == "M")
return;

vRawTime = getValue("rawtime");
if(vRawTime == null)
return;

vRawTime = Math.floor(vRawTime / RawTime.DAY);

// Start of Performance addition
if(vLastRawTime != null) {
if(vRawTime == vLastRawTime) {
return vLastValue;
}
}


/*
* What time is the current bar?
*/
vBarTime = getValue("time");

if(vBarTime != null) {
/*
* vTime is currently the time for the current intraday bar.
* Ask for the time of the previous trading day for "Symbol,D"
* Note: See that we are asking for a different time frame
* than the default by passing a symbol,interval
*/
vAbsTime = getPreviousTradingDay(vBarTime, vSymbol);
//#####################getPreviousTradingDay -> I think this is the problem.########################################## ########################

if(vAbsTime == null)
return;

/*
* Get index to first bar of day. In this case the daily bar.
*/
vIndex = getFirstBarIndexOfDay(vAbsTime, vSymbol);
if(vIndex != null) {
vBar = getValueAbsolute(sBarItem, vIndex, vSymbol);
vLastRawTime = vRawTime;
vLastValue = vBar;
return vBar;
}
}
return;

}

[karst]

I use 0:00 - 24:00 Time Templates.

*/
vAbsTime = getPreviousTradingDay(vBarTime, vSymbol);

//#####################
getPreviousTradingDay -> I think this is the problem. ##########################################

if(vAbsTime == null)
return;

[gspiker]

So I assume what you are doing is running PrevLow.efs and PrevClose.efs and that is what you took a snap shot of?

I see you use a 0:00-24:00 TT - when I set up a 15 min chart using a 0-24 TT and have the PrevLow and PrevClose scripts loaded I don't see the same problem on any of the sharts I looked at.

What symbol/interval are you using?

G

[karst]

Hello G,

So I assume what you are doing is running PrevLow.efs and PrevClose.efs and that is what you took a snap shot of?

Yes.

I see you use a 0:00-24:00 TT - when I set up a 15 min chart using a 0-24 TT and have the PrevLow and PrevClose scripts loaded I don't see the same problem on any of the sharts I looked at.

What symbol/interval are you using?

G

Please look at the picture.

1min and 15min.
The same problem.

Karsten

[karst]

1min

[gspiker]

15 min ES on 0:00 to 24:00.

Red is the prev close
Blue is the prev low

Looks correct. I can't reproduce.

Garth

[gspiker]

1 min looks good also.

G

[karst]

I don't understand. I newer changed the scripts.
I tested with other time intervals and the same problems.

Please can you send me a private message with this scripts.

thank you for support
Karsten

[gspiker]

Hi,

I doubt it is the scripts, not sure what it is. However, here are the two scripts off the computer where I did the tests.