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Every backtest is built from bars — fixed-length slices of price history. The timeframe is how long each bar lasts (a minute, an hour, a day). The strategy type decides whether you trade inside the day or hold across the close, and the session is the symbol’s real trading window that everything anchors to. This page covers all four, and how they work together.

Bars and timeframes

A bar summarizes everything that happened during one time slice. You pick the timeframe in plain English — “on 5-minute bars”, “daily chart” — and AskFutures uses it. If you don’t say, it defaults to 1-minute bars.
TimeframeSay it asTypical use
1m”1-minute bars”Fine-grained intraday entries (the default)
5m”5-minute chart”Smoother intraday signals, fewer bars
1h”1-hour bars”Intraday trend / regime filter
1d”daily”Swing trades, multi-day breakouts
1w”weekly”Long-horizon bias, Commitment-of-Traders data
Intraday timeframes (1m, 5m, 1h) build their bars from the symbol’s real trading session. Daily and weekly bars roll up the whole session into one bar each. Across all of them, prices come from back-adjusted continuous contracts — see where the data comes from.

What’s in a bar

Each bar carries five core fields, plus a few values AskFutures derives for you. You refer to them in plain English — “when the close is above…”, “when the bar’s range is wide…” — and the engine reads the right field.
FieldMeaning
openFirst trade price of the bar
highHighest price during the bar
lowLowest price during the bar
closeLast trade price of the bar
volumeContracts traded during the bar
range (derived)high − low — how wide the bar is
days-to-roll (derived)Bars left before the contract rolls
days-to-expiration (derived)Bars left until the contract expires
You can build rules straight from bar fields — no indicator required. “Buy when the close is above the open for two bars in a row” or “only enter when the bar’s range is more than 1.5× the average range of the last 10 bars” both work. See signals, indicators and series.

The three strategy types

The strategy type decides how a position relates to the trading day. It’s separate from the timeframe — you can run a Day Trading strategy on 1-minute or 5-minute bars, for example.

Day Trading

Intraday. Any position still open at the end of the session is closed automatically (flat overnight). The default for intraday ideas.

24h

Intraday signals, but no forced close — a position can be held across the session boundary until an exit rule fires.

Trade at close

Daily or weekly. Decisions are made on the close of each day or week — for swing and positioning strategies.
If you don’t specify, AskFutures defaults to Day Trading on 1-minute bars, flat at the end of the day. Tell it otherwise and it switches:
  • “hold positions overnight”24h
  • “trade the daily chart” / “on the weekly close”Trade at close
Built for intraday ideas. Entries and exits run on intraday bars, and an end-of-day close is applied for you so you never carry risk overnight. You can still add your own stops, targets, and trailing stops on top — whichever triggers first wins, and the session close is the final backstop. Example: “Trade MES on a VWAP cross and always close any open position at the end of the day.”
Same intraday bars, but positions are not force-closed at the session end. Use it when the idea genuinely spans the boundary — a breakout you want to hold overnight, or a market you think of as round-the-clock. Exits happen only when one of your exit rules fires.
Decisions are made on the close of each daily or weekly bar — the natural fit for swing trades, multi-day breakouts, and Commitment-of-Traders overlays. Example: “Go long GC on the daily chart only while the weekly close is above its 10-week average.”
“Day” means three different things. Watch the context:
  • DAY data — the daily timeframe (1d): one bar per session.
  • Day Trading — the strategy type that closes positions at the session end.
  • Day session — the symbol’s real trading window that bars and session tools anchor to.
A Day Trading strategy usually runs on intraday bars (not DAY data) and flattens at the end of the day session. We spell out which one we mean wherever it could be ambiguous.

Sessions and anchoring

A session is the symbol’s real trading window — and it’s not the same for every contract. Equity-index futures, energy, grains, and metals each open and close at different times. AskFutures knows each symbol’s actual hours, so anything that’s “session-aware” anchors to the real open and close, not to midnight or a generic clock. That matters because several common tools reset or measure relative to the session:
ToolAnchors toExample
Opening rangeThe session open”the high of the first 15 minutes after the open”
VWAPResets each session open”buy when price crosses above the session VWAP”
End-of-day exitThe session closeDay Trading strategies flatten here
Time windowsThe session clock”only enter between 09:30 and 11:00”
Running high / lowThe current session”reclaim the session’s running high after a pullback”
Prior-session levelsThe last completed session”push above the prior session’s high”
Session-anchored tools reset at each new session. The opening range is measured fresh every day; VWAP starts over at the open; a “first trade of the day” filter re-arms each session. That’s what makes a rule like “each day, buy the first time price makes two higher highs after the open” behave the same way every session.

Multi-timeframe strategies

You can read a higher timeframe to set the bias and trade on a lower one — the classic “trend filter gates the entry” pattern. AskFutures lines the two up for you: the higher-timeframe condition has to be true for the lower-timeframe entry to fire. A few ways to phrase it:
  • “Only go long ES on the 5-minute chart when the daily 20-period EMA is rising; enter on a 5-minute close above the opening-range high.”
  • “Buy NQ on a 1-minute VWAP reclaim only when the 1-hour RSI is above 50.”
  • “Take long GC trades on the daily chart only while the weekly close is above its 10-week average.”
The higher timeframe is usually a filter (“only when…”) and the lower one is the trigger (“enter on…”). You can stack more than two — weekly bias + daily confirmation + hourly trigger all in one strategy.

Hypothetical results

Backtest results are hypothetical and simulated — net of modeled slippage (default 1 tick) and commission. No bar-level model captures every real-world fill. Past performance, actual or simulated, does not guarantee future results. Always test before you trade.

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