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

Strategy - Exclude First Bars Intraday
Updated: Views / Replies:1,255 / 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 100,000 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

Strategy - Exclude First Bars Intraday

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.


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.

The Netherlands
Futures Experience: None
Platform: MultiCharts, TradingView
Favorite Futures: ...
Jura's Avatar
Posts: 774 since Apr 2010
Thanks: 2,347 given, 665 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.

The following user says Thank You to Jura for this post:
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.



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

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

September Journal Challenge (sponsored by TopstepTrader)


Battlestations! Win $947 in prizes for showing us your trading desk!


Similar Threads
Thread Thread Starter Forum Replies Last Post
Rich's ES intraday strategy RichJamo Trading Journals 48 December 14th, 2016 03:15 PM
Exclude empty values for calculations tonycashflow NinjaTrader Programming 7 June 23rd, 2014 11:15 AM
Optimize strategy - N bars up or down tdrogers Elite Automated Trading 2 May 19th, 2014 03:11 PM
New strategy for trading CL intraday Ecko Commodities Futures Trading 12 October 9th, 2013 11:10 AM
Accessing Daily Data for Intraday Strategy matthaius EasyLanguage Programming 4 August 1st, 2013 02:16 AM

All times are GMT -4. The time now is 03:09 AM. (this page content is cached, log in for real-time version)

Copyright © 2018 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 2018-10-20 in 0.10 seconds with 14 queries on phoenix