I want a sample AFL code which models an intraday trading system that I can use to backtest. It should have time information ( for example trade only after 9:45am and close all positions after 3:20pm). Also, buy and sell signals should incorporate order management.
For example, buy signal occurs at 10am, so I issue a buy order of 1000 shares at such price with target and trailing stop loss.
Thanks!
For example, buy signal occurs at 10am, so I issue a buy order of 1000 shares at such price with target and trailing stop loss.
Thanks!
Sample intraday AFL for backtesting with timing and order management information.
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