Strategy - Exclude First Bars Intraday - EasyLanguage Programming | futures io social day trading
futures io futures trading

Strategy - Exclude First Bars Intraday
Updated: Views / Replies:579 / 3
Created: by Stevedee 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

Thread Tools Search this Thread

Strategy - Exclude First Bars Intraday

  #1 (permalink)
Elite Member
San Diego, CA
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: ES
Posts: 12 since Jul 2015
Thanks: 61 given, 18 received

Strategy - Exclude First Bars Intraday

I'm working on a TS EL Strategy the uses, say, 5-, 10-, or 15-minute bars, or any intra-day length for that matter, but I don't want to allow any trades to take place until at least x number of bars after the Open have completed. I would like to backtest and have each day exclude those first x bars.

For example:

if "current_intra_day_bar" > x then begin;

Thanks for any help you can provide.


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)
The Netherlands
Futures Experience: None
Platform: MultiCharts, TradingView
Favorite Futures: ...
Jura's Avatar
Posts: 774 since Apr 2010
Thanks: 2,347 given, 661 received

Would something like this work for you?

if (current_intra_day_bar > 3) then begin

	// Submit the trades here


// Reset the variable on the first bar of the day
if (Date <> Date[1]) then
	current_intra_day_bar = 0;

// Increment our counter variable on the close
// of each bar to count the bars
if (BarStatus(1) = 2) then 
	current_intra_day_bar = current_intra_day_bar + 1;
Here we add 1 to the variable on the close of each bar (to count the bars) and reset it at the start of trading every day.

Reply With Quote
The following user says Thank You to Jura for this post:
  #4 (permalink)
Elite Member
San Diego, CA
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: ES
Posts: 12 since Jul 2015
Thanks: 61 given, 18 received

Thanks, that's a really good idea! I appreciate your help. I'll try to find time over the weekend to write your ideas in.


Reply With Quote


futures io > > > > > Strategy - Exclude First Bars Intraday

Thread Tools Search this Thread
Search this Thread:

Advanced Search

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

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only

Similar Threads
Thread Thread Starter Forum Replies Last Post
Rich's ES intraday strategy RichJamo Trading Journals 48 December 14th, 2016 04:15 PM
Exclude empty values for calculations tonycashflow NinjaTrader Programming 7 June 23rd, 2014 12:15 PM
Optimize strategy - N bars up or down tdrogers Elite Automated Trading 2 May 19th, 2014 04:11 PM
New strategy for trading CL intraday Ecko Commodities Futures Trading 12 October 9th, 2013 12:10 PM
Accessing Daily Data for Intraday Strategy matthaius EasyLanguage Programming 4 August 1st, 2013 03:16 AM

All times are GMT -4. The time now is 07:42 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432,
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 2017-12-17 in 0.08 seconds with 19 queries on phoenix via your IP