My Buy rules and indicators are based on Daily bars, hence i'm using Daily bars
1) While backtesting/optimization, is there an easy way to specify Buy-at-Same-Day-Close?
2) If not and i have to run Intra-day, how do i develop rules using Daily Close prices for the last N days and use daily indicators (e.g. ATR, Stochastic etc)? Some e.g. rules -
- 3 concurrent days of lower Close
- N-day High (on daily bars)
- Daily Close drops by 1*ATR(25 days)
thanks
Kiran
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