eSignal EFS code

Discussion in 'Trading Software' started by Magna, Feb 13, 2004.

  1. mmillar


    If you put two symbols on one charts you cannot (unless they are from the same exchange) 'scroll back and forth in perfect unison'. There is a problem in eSignal called the 'zero volume bar' problem that means instruments from different exchanges placed on the same chart will lose sync as you go further back in time. So, when you look at 11am on 21 Jan it will return the data from 11am on 21 Jan for Symbol 1 but for Symbol 2 it will return data from, for example (but it is almost random), 8pm on 20th Jan.
    #11     Feb 13, 2004
  2. adonos


    This is a 1 period moving average? Why not just use the close? If thats all you are doing, I dont see how its any different from just overlaying YM on top of INDU.

    #12     Feb 13, 2004
  3. Dion Loy

    Dion Loy eSignal

    MMillar: I believe that problem has been fixed if you load the charts using the 'Multiple Symbols' dialog (regular symbol dialog, click on the 'Multiple Symbols' button). These are plotted properly, and take into consideration any zero volume bars.

    Plotting in EFS uses a slightly different technique and will go out of sync if there are zero volume bars. A major update to EFS is being tested right now which will allow much more flexibility and ease of use, including proper handling of the zero volume bars as in the 'Multiple Symbols' dialog.

    #13     Feb 13, 2004
  4. Thanks for alerting me to the multiple symbol feature. I didnt even know it was there. Overlaying a line chart of ym 04 over an $indu candle chart seems to duplicate what I was looking for.

    #14     Feb 14, 2004
  5. Magna

    Magna Administrator

    Thanks adonos, something along these lines is what I am looking for. I created a TickStudy.efs by simply copy/pasting your code but it doesn't seem to do the trick. I placed the study that it creates as an adjunct to an ES chart, that is just below it like normal studies of CCI, MACD, etc. (time template of the main chart 9:30-16:15). Then I created a "normal" clean singular TICK chart and moved it just below the above, same 5min timeframe, same 9:30-16:15 time template, same horizontal scaling so that the hours match up exactly, same line-chart display to match the study. Problem is the two lines (the one from your formula, the one from a normal TICK chart) display nothing in common so I have to assume the formula is the culprit. Your code looks good but did you actually try it like I described? Any ideas to correct this?

    P.S. A simple way to see that the code is faulty is to use the new overlay features of v7.5, overlay TICK onto an ES chart, and you'll see that the display of the overlay TICK matches an individual TICK chart but not the formula.
    #15     Feb 16, 2004
  6. Bsulli


    Here are several tick efs studies I downloaded some time ago off of the esignal boards. They work well for me. I use the one called tickextremes.efs on my charts. The nice thing about it is if you change the time on the chart itself from say a 5 minute chart to a 15 min chart the tick will also update to 15 tick bars. You may not find it helpful in this manner but it allows me to pick up the trends.

    I had to zip them to be able to attach.

    #16     Feb 16, 2004
  7. Bsulli

    That is very cool. Thanks a lot.
    #17     Feb 16, 2004
  8. Oops. I loaded tickextreme.efs on a 5 min chart of ESfor 2/13 and compared it to a separate 5min $Tick chart for 2/13and there is little resemblence. What is this study supposed to mark?
    #18     Feb 16, 2004
  9. Bsulli


    Hmmm..... Don't know where the problem lays. I only use RTH data and my 5 min chart of the $Tick and the Tick study are exactly the same. I did compare a separate charts.(One note I filter the first 2 minutes of data at the start of each day because of the way nyse opens stocks for trading.

    All the study does is take the tick data and plots it as a study.

    If I missing something please post a picture so I can see what problems it causing you, Easy.

    Thanks and good trading.
    #19     Feb 16, 2004
  10. Magna

    Magna Administrator

    I'm having the same problem. If you look at my attachment the tickextreme.efs is a study at the bottom of a 5min chart (yellow background), a separate 5m TICK chart is just below that (white background). Both are bars, both are the same timeframe, both have the same horizontal scaling (see how the hours of the day line up with each other, all EST). There's certainly some similarities in some portions of the day, but mostly they don't line up the same, spike the same, nor give the same TICK values for the same bar.
    #20     Feb 16, 2004