Need code to backtest the following strategy in MCX-Crude and Gold
Sell at 12 points above the 10:30 closing Price (i.e. closing price of 1st half-hour candle)
Buy at 12 points below the 10:30 closing Price (i.e. closing price of 1st half-hour candle)
SL = 2% of 10:30 closing Price (i.e. closing price of 1st half-hour candle)