NexusFi: Find Your Edge


Home Menu

 





Unfilled Gaps


Discussion in Traders Hideout

Updated
    1. trending_up 1,154 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
umk395
Chicago IL
 
Posts: 1 since May 2012
Thanks Given: 0
Thanks Received: 0

I’d like to create a simple scan to look at the 60-minute bars on the E-mini S&P to see if there are any open gaps (unfilled). Here's the basic idea...

An unfilled gap up is defined as follows: The next bar (Bar 2) opens above the previous bar’s (Bar 1) close and then no low on Bar 2 or any subsequent bar (i.e, Bar 3 low, Bar 4 low, Bar 5 low, etc) goes below the close of Bar 1.

An unfilled gap down is defined as follows: The next bar (Bar 2) opens below the previous bar’s (Bar 1) close and then no high on Bar 2 or any subsequent bar (i.e, Bar 3 high, Bar 4 high, Bar 5 high, etc) goes above the close of Bar 1.

I checked the "Unfilled Gap" script in TOS and it doesn't test what I'm looking for based on the above. Does anyone have a TOS script that would show the open (unfilled) gaps based on the above criteria? Any help would be appreciated.


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Warsh Opens Today, Hormuz June 19 -- WTI Below $80, Fran …
Prediction Markets & Event Contracts
Rubios Good News Within Hours and the 30-Day Math: Why H …
Prediction Markets & Event Contracts
Khamenei Vetoes Uranium Transfer as Peace Odds Surge to …
Prediction Markets & Event Contracts
CFTC Rewrites the Rulebook -- Kalshi Cracks $1B Non-Spor …
Prediction Markets & Event Contracts
The 50/50 Paradox: Peace and Invasion Each at 20% -- Ira …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
NexusFi site changelog and issues/problem reporting
8 thanks
Darmok and Jalad at Tanagra
1 thanks




Last Updated on July 4, 2018


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts