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Lowest low of x days, check price at 4pm, set frequency of bars, etc...

Posted By redoc 8 Years Ago

Lowest low of x days, check price at 4pm, set frequency of bars,...

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Posted Sunday June 07 2009
Is it possible to do these with the software? Even if I have to code it in C#, it would be fine. I'm just looking for a flexible backtesting solution.

example 1
- look for lowest low of the past 5 days
- trigger a buy at a crossover that happens after this period

example 2
- trigger a buy at 4pm if the current price is greater than yesterday's low


Also, is it possible to do things like set the EMA frequency? i.e. i can set the period, but i want it to look on a 60 minute frequency.
Posted Monday June 08 2009
Yes. these are all possible. It would have to be done in C#. Specifically, BarUtils contains a LowestLow and LowestValue method.

For the second issue, you would use the DateTime functions in the .NET Framework to look at the time and place the trade. See the Developing Trading Systems in RightEdge topic which goes over referencing bar and indicator data.

redoc (6/7/2009)
Is it possible to do these with the software? Even if I have to code it in C#, it would be fine. I'm just looking for a flexible backtesting solution.

example 1
- look for lowest low of the past 5 days
- trigger a buy at a crossover that happens after this period

example 2
- trigger a buy at 4pm if the current price is greater than yesterday's low


Also, is it possible to do things like set the EMA frequency? i.e. i can set the period, but i want it to look on a 60 minute frequency.


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