filtering abbreviated trading sessions

[michaelm]

i thought i referenced this somewhere, but can not locate, or i'm mistaken...is there a way to filter a day of intraday data, like 2/17/03? I would like to monitor only open outcry sessions on my emini charts.

[ACM]

Re: Reply to post 'filtering abbreviated trading sessions'

Michael
In the case of the eminis you could use the =2 symbol extension (for example
ES H3=2).
Globex only trading will not show up on that symbol
Alex

[michaelm]

would be nice to filter bad days from my life, too...Chris, can you tackle that one?

[ACM]

Michael
FWIW I just did a search asking for "exclude days" and came up with the following thread

http://forum.esignalcentral.com/showthread.php?s=&threadid=487&highlight=exclude+days

Alex

[michaelm]

duh...thanks alex.

[michaelm]

however, there is a discrepancy with my indicator signals between using es h3=2 and es #f (which time template is set to 6:30-13:00pst). perhaps i'll try brad's time filtering code.

[michaelm]

for example, signal discrepancy on 2/12.

[ACM]

Michael
The inline images in your last message are not showing because the links in the IMG tags are pointing to your hard drive.
To post inline images you need to first store them in a group of your choice at FileShare (or any web site you have access to) then paste the links in the IMG tags of your message.

That aside it is interesting that you have discrepancies between ES H3=2 and ES #F=2 if using the same Time Templates (ie 9:30-16:15 EST).
I regularly monitor them with a spread efs that compares the High, Low and Close values of the two symbols and can find no difference on the time frames I normally use.
The attached image, based on a 15 min chart, shows that the HLC of the two contracts have been identical (spread is =0 for each value) since 12/12/02 which was the rollover day for ES H3.
Alex

[juano]

Try this

CurCalndar = ( vMonth * 100 + vDay );

var tag1 = ( 60 * vHour + vMin );
if( (CurCalndar == 1106) || (CurCalndar == 1128) ||

and go on with the days you want to filter

juano