Hi,
I want to backtest a method where I buy stocks that open gapped down >= 1% from the previous day's close. I have feeling that I cannot do this with blocks. Can someone please tell me if I an do something along these lines or whether I need to do it in C#?
Thanks!
I want to backtest a method where I buy stocks that open gapped down >= 1% from the previous day's close. I have feeling that I cannot do this with blocks. Can someone please tell me if I an do something along these lines or whether I need to do it in C#?
Thanks!
Rename
You can backtest AND trade it with blocks.
Use the NextSessionOpen indicator instead of Open.
To trade it, you need a Historical Provider (any Broker Data Provider will do) that can return a partial Daily bar.
Schedule the run 1 second after the session open using the S. Monitor.
Use the NextSessionOpen indicator instead of Open.
To trade it, you need a Historical Provider (any Broker Data Provider will do) that can return a partial Daily bar.
Schedule the run 1 second after the session open using the S. Monitor.
It works now.
As always, thanks for your help!
As always, thanks for your help!
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