Intraday exits for daily strategy
Author: sedelstein
Creation Date: 6/24/2015 7:37 AM
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sedelstein

#1
Apologies if this has been posted/asked before. I didnt find it on a search of the forum.

Can you point me to a code example where a strategy based on end-of-day data exits and/or enters at various 15-minute bars on the following day?

Many thanks.
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Eugene

#2
No but I can point you to this FAQ which helps understand how Strategy processing works in general:

Is it necessary to have access to intra-bar tick data to daytrade with Wealth-Lab?

Then you probably can rephrase your idea. For example, Strategy based on 15-minute bars uses compressed daily scale for <something>. Looks right? Then the WealthScript Programming Guide might come in handy with its examples: Multi-Time Frame Analysis > Intraday/Daily.
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sedelstein

#3
Thanks, will check it out right away
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