E-Signal EFS is frustrating.

F

fatrat

Am I wasting my time with this thing, or what? I've been implementating a trading system based on statistical arbitrage, and I've been porting elements from books with EL code.

I look on their online help to see if, for example, they've already coded a basic standard deviation of a set of data function. So now, I'm writing my own. This seems really tedious.

What are you other guys doing? Invoking external DLLs with better math packages linked in?
 
Quote from fatrat:

Am I wasting my time with this thing, or what? I've been implementating a trading system based on statistical arbitrage, and I've been porting elements from books with EL code.

I look on their online help to see if, for example, they've already coded a basic standard deviation of a set of data function. So now, I'm writing my own. This seems really tedious.

What are you other guys doing? Invoking external DLLs with better math packages linked in?
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Forget it. I've had it with working inside EFS natively. I'm just going to invoke DLLs externally and do all the computation inside efficient C++ packages.
 
EFS takes a long time to get up to speed on. I am a programmer, so I already knew Javascript. What takes a while is learning the intricacies of practical efs. One thing I do when I am searching for something is looking at the archives of their forums (esignalcentral), talking to one of their developers there, or searching Google, e.g. 'standard deviation esignal efs'.
 
Quote from cmaxb:

EFS takes a long time to get up to speed on. I am a programmer, so I already knew Javascript. What takes a while is learning the intricacies of practical efs. One thing I do when I am searching for something is looking at the archives of their forums (esignalcentral), talking to one of their developers there, or searching Google, e.g. 'standard deviation esignal efs'.
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Do you actually get good performance out of EFS? If I do anything remotely complex, ... when I flip around between charts during the day, the system takes full seconds just to display anything. I'm not even talking about complex stuff, ... try their OHLC functions for example.

I'm worried about the speed and efficiency also.
 
Quote from fatrat:

Do you actually get good performance out of EFS?
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No. To be fair though, scripting technology is fairly difficult to implement. Tick-by-tick processing is demanding. I think you can also set it to execute at the close of each bar (e.g. getBarState() == BARSTATE_NEWBAR)
 
Quote from cmaxb:

No. To be fair though, scripting technology is fairly difficult to implement. Tick-by-tick processing is demanding. I think you can also set it to execute at the close of each bar (e.g. getBarState() == BARSTATE_NEWBAR)
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I've offloaded a lot of the computation into DLLs written in C++, but the painting of data is still slow. Is there any way to "cull" data efficiently before it gets sent off to E-Signal's rendering system? The delay when loading a new chart is unbearable. I can leave it running I suppose, ... at the cost of screen real-estate.
 
You mean run efs without a chart? I don't think that's possible. Again, though, you don't have to calculate on every tick. It's hard to know exactly what you are doing. If you are in DLL land, you might as well go with just a datafeed, eg. IQFeed or IB.
 
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