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Opening Gap ES

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    Opening Gap ES

    Does anybody know of a good opening gap indicator that could be used with the ES mini's

    I would like to backtest a gap strategy.

    I am having some difficulty catching the values of the gap because of the extended hours trading.

    I tried setting the insturment settings to RTH and today's open is > or < yesterday's close but that didn't work.


    Thanks

    Stefan

    #2
    Originally posted by delta20 View Post
    Does anybody know of a good opening gap indicator that could be used with the ES mini's

    I would like to backtest a gap strategy.

    I am having some difficulty catching the values of the gap because of the extended hours trading.

    I tried setting the insturment settings to RTH and today's open is > or < yesterday's close but that didn't work.


    Thanks

    Stefan
    Will NT's indicator help? Set NT_lance's post

    Comment


      #3
      That should work perfect

      Thanks!!

      Comment

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