Intra bar order @ pre determined time - EasyLanguage Programming | futures io social day trading
futures io futures trading


Intra bar order @ pre determined time
Updated: Views / Replies:3,499 / 9
Created: by jay j Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Intra bar order @ pre determined time

  #1 (permalink)
Trading Apprentice
connecticut
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: forex
 
Posts: 3 since Jul 2011
Thanks: 2 given, 0 received

Intra bar order @ pre determined time

could anyone help me on how to do an intra bar code for opening a breakout order a certain number of pips above/below current market price 3 seconds before a particular established time in TradeStation Easy language? I would be greatful, thank you in advance.

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Fortitudo et Honor
Austin, TX
 
Futures Experience: Advanced
Platform: TradeStation
Favorite Futures: Futures
 
Posts: 882 since Mar 2011
Thanks: 128 given, 703 received



jay j View Post
could anyone help me on how to do an intra bar code for opening a breakout order a certain number of pips above/below current market price 3 seconds before a particular established time in TradeStation Easy language? I would be greatful, thank you in advance.

I'm assuming you want a breakout bracket (with a buy and a sell order that cancels). I've included the code for minute resolution. As far as getting down to the second resolution, you'll need some help from there (I dunno). The inputs include the time at 10:00 a.m. and a number of ticks at 3.

[intrabarordergeneration = true]
inputs: timetrigger(1000), pricebreakgap(3);
variables: pricebreakup(0), pricebreakdown(0);

pricebreakup = currentask + (pricebreakgap*(minmove/pricescale));
pricebreakdown = currentbid - (pricebreakgap*(minmove/pricescale));

If marketposition=0 and time >= timetrigger then begin
Buy next bar at pricebreakup limit;
Sellshort next bar at pricebreakdown limit;
end;

"A dumb man never learns. A smart man learns from his own failure and success. But a wise man learns from the failure and success of others."
Reply With Quote
The following user says Thank You to RM99 for this post:
 
  #4 (permalink)
Trading Apprentice
connecticut
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: forex
 
Posts: 3 since Jul 2011
Thanks: 2 given, 0 received

thank you

I do need it down to the second, but nevertheless I greatly appreciate your taking the time and the effort to give me the response you did. I thank you for the privilege of your help.

Reply With Quote
 
  #5 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,214 received


jay j View Post
I do need it down to the second, but nevertheless I greatly appreciate your taking the time and the effort to give me the response you did. I thank you for the privilege of your help.

To best of my knowledge, TradeStation doesn't support resolution more granular than 1 minute. MultiCharts does, if this is a requirement you might check it out.

One possible work around is to track when a new minute bar forms, then concurrently start tracking your local computer time from tick to tick so that you could trigger something at 57 seconds (3 seconds prior to the next minute bar).

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #6 (permalink)
Trading Apprentice
connecticut
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: forex
 
Posts: 3 since Jul 2011
Thanks: 2 given, 0 received


Big Mike View Post
To best of my knowledge, TradeStation doesn't support resolution more granular than 1 minute. MultiCharts does, if this is a requirement you might check it out.

One possible work around is to track when a new minute bar forms, then concurrently start tracking your local computer time from tick to tick so that you could trigger something at 57 seconds (3 seconds prior to the next minute bar).

Mike

Mike, that is an excellent suggestion and might be the answer. I still think the process can be programeded in T.S. Easy language or in thinking out loud to myself if needed in C++ that T.S. also accepts now. That said you may have the best solution and will put that at the top of the list for now. I am very greatful for the time others offer to help.
Jay

Reply With Quote
 
  #7 (permalink)
Trading Apprentice
Hartford + CT/United States
 
Futures Experience: Advanced
Platform: TradeStation
Favorite Futures: Futures
 
Posts: 2 since Sep 2013
Thanks: 0 given, 0 received

time in seconds

In TradeStation, you can get the current time in minutes an seconds with the BarDateTime function. For example, to determine the time of the current bar, you can use
CurrentBarTime = BarDateTime[0].ELTime + ((BarDateTime[0].Second)/60);
John

Reply With Quote
 
  #8 (permalink)
Elite Member
Dallas Texas
 
Futures Experience: Advanced
Platform: Tradestation
Favorite Futures: Emini ES, Emini YM
 
Posts: 10 since Sep 2013
Thanks: 0 given, 1 received

Second Bars

Tradestation does support time intervals as low as seconds.

Reply With Quote
 
  #9 (permalink)
Elite Member
AUSTIN, TX
 
Futures Experience: Advanced
Platform: Thinkorswim
Favorite Futures: stocks
 
Posts: 4 since Nov 2012
Thanks: 0 given, 0 received

Problem

I modified the code to close it at 14:55 (CST) on 1 minute chart. I have done something wrong, can you please let me know what have I done wrong.

[intrabarordergeneration = true]
inputs: timetrigger_start(0930), timetrigger_end(1455),pricebreakgap(10);
variables: pricebreakup(0), pricebreakdown(10);

pricebreakup = currentask + (pricebreakgap*(minmove/pricescale));
pricebreakdown = currentbid - (pricebreakgap*(minmove/pricescale));

If marketposition=0 and time >= timetrigger_start then begin
Buy next bar at pricebreakup limit;
Sellshort next bar at pricebreakdown limit;
end;

If marketposition = 1 and time = timetrigger_end then begin
Sell next bar at market; end
Else if marketposition = -1 and time = timetrigger_end then begin
Buytocover next bar at market;
end;


Last edited by forward2012; September 27th, 2013 at 08:12 PM.
Reply With Quote
 
  #10 (permalink)
Elite Member
Dallas Texas
 
Futures Experience: Advanced
Platform: Tradestation
Favorite Futures: Emini ES, Emini YM
 
Posts: 10 since Sep 2013
Thanks: 0 given, 1 received

Session


It works on my system. Does your session have bars that exceed the end time?

Reply With Quote

Reply



futures io > > > > > Intra bar order @ pre determined time

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
TS inter bar order work around workyboy EasyLanguage Programming 14 January 17th, 2016 06:03 AM
Real-time intra-day data feed for TSX stocks?? Calgarybabybear Reviews of Brokers and Data Feeds 3 March 15th, 2015 11:09 AM
Day Time TJ for CL starting 2/22 with pre mkt & post-mortem analysis spartacus Trading Journals 53 April 28th, 2011 01:05 AM
Determined to do it right....this time! trader23 Beginners and Introductions 5 January 13th, 2010 08:08 PM
3 bar high/low entry maintain active order until 3 bar high/low in opposite direction mrticks NinjaTrader Programming 8 November 13th, 2009 08:44 PM


All times are GMT -4. The time now is 07:44 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.12 seconds with 19 queries on phoenix via your IP 54.226.132.197