Dear friends,
I need backtesting code to test my following strategy,
1. Testing to be done on 5 min time frame. 2. Finding High and low of 4 bars between the time frame 10.15 am to 10.30 am. 3. Buy order at 1 point above High or sell order at 1 point below low whichever comes
first. 4. Stoploss is low of 4 bars in case of buy and sl is high of 4 bars in case of short
sell. 5. Target is fixed at 18 points from entry. 6. If one order executed and if target achieves, then no more trade for that day.. 7. If one order executed and if it fails, then opposite side entry should be made for the same day. So maximum 2 entries a day.
Any help will be greatly appreciated.
Regards S.. Sethuraman
|
Own a website.Get an unlimited package.Pay next to nothing.*
Click here!.