I wish to create and backtest the following strategy
- Enter short straddle in Nifty at 09.30
- If Nifty falls by 100 pts then close the existing straddle at market price & enter a new short straddle at -100 of original straddle
- If Nifty falls again by 100pts then close all positions and exit.
On what platform can this condition be tested our automated?