Selling at Yesterday’s close price

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  • #198023 quote
    assafn
    Participant
    Average

    Hello everybody,

    I’m trying to write a backtest code in which a sell order will be given when rsi crosses over 70.

    The limit sell price should be set to the close price of the day prior to the rsi crossed over 70.

    Any ideas?

    #198052 quote
    JS
    Participant
    Senior
    TimeFrame (1 day, UpdateOnClose)
    MyLimit = Close[1]
    
    TimeFrame (10 minutes, UpdateOnClose)
    If RSI crosses Over 70 then
    SellShort 1 contract at MyLimit Limit
    EndIf
    

    Hi @assafn

    Maybe this is a start…

    assafn thanked this post
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Selling at Yesterday’s close price


ProOrder: Automated Strategies & Backtesting

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assafn @assafn Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by JS
3 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/28/2022
Status: Active
Attachments: No files
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