EFS & EFS2, E-Signal question

Discussion in 'Automated Trading' started by fatrat, Nov 13, 2005.

  1. fatrat

    fatrat

    I'm trying to constrict my EFS formula tests to a specific range of time. I can't figure out how to do that exactly. It seems like if I scroll back then the formula just gets applied on the historical bars of data that e-Signal pulls.

    Is there any way to constrict these EFS formulas to be applied to a specific range without having to write code to filter based on dates? Take for example the example script given for backtesting called btEMA.

    Also, do the current EFS2 APIs for getting the present ask/bid information actually work during tick/bar replay mode? I want to test performance during the off-hours and assume I do actually get the fills on ISLD/ARCA for 100 shares.

    Pardon my ignorance, I'm not quite sure what to search terms to use on the E-Signal web page.
     
  2. fatrat,

    You are well ahead of me. Where do you find API, and examples? A tutorial will be great to help me to get started. What is the API to get the present ask/bid?

    I like to have an alert to have a signal when the bid with large size (say for example 5000 shares) is hit.

    I just start using esignal this week.