I am trying to code a short backtest strategy that I mistakenly thought would be simple. I would like to backtest shorting at pre-market high during a specified intraday timeframe.
However, I only want to test on small caps that have gapped up above a certain percentage in pre-market.
I want to run two variations: 1. Stock dips below VWAP and then reaches pre-market high. 2. Stock dips but stays above VWAP and then reaches pre-market high.
Is this feasible using C# in Wealthlab? Thanks for any assistance.
However, I only want to test on small caps that have gapped up above a certain percentage in pre-market.
I want to run two variations: 1. Stock dips below VWAP and then reaches pre-market high. 2. Stock dips but stays above VWAP and then reaches pre-market high.
Is this feasible using C# in Wealthlab? Thanks for any assistance.
Rename
Yes, it's possible in C#. You can note the premarket price if it's made available by your data feed, and the VWAP indicator is part of WL8.
Also, the PowerPack has a PremarketHL indicator that will come in handy for your Strategy.
Thank you for your responses. I will give it a try.
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