How do I write a condition on today's bars without extended hours?

[Zac]

Trying to write a simple condition (for alerts, orders, etc) on 5 minutes bars:

hl2 > 10 within 3 bars
and # more stuff

I want this condition to only use today's data without premarket. The problem is that the first bar or two of the day can match yesterday's closing bars because of the "within" statement.

Example: Yesterday's close is 11, todays open is 9, still a match at todays open because of the "within". Yesterday's last bar is within 3 bars from open, and 11>10.

In other words, the first bar of the day should not match anything before it, even though it has a "within" statement. The second bar of the day should only evaluate the first and second, etc.

Right now I believe the first bar evaluates the last 3 bars, which includes yesterday's closing bars. If I set the condition to include extended hours, I don't match yesterday's bars, but I do match premarket bars instead, which I also do not want.

 

[Svanoy]

@Zac add a condition that the time 3 bars ago has to be greater than or equal to the start of RTH.

 

[Zac]

@Zac add a condition that the time 3 bars ago has to be greater than or equal to the start of RTH.

Wouldn't this condition prevent a match in the first 3 bars? I want the first/second bars to match if they satisfy the condition that hl2 > 10. This condition can match on any bar.

 

[Svanoy]

@Zac Have the 'within' condition change dependant upon how many of the last 3 bars are have a time greater than or equal to RTH.