Can Somebody please provide me with back testing strategy for following:
Case A:
Buy: 6 period VWAP crossed up 18 Period VWAP & Aroon Oscillator <80 & >20
Buy Exit: Aroon Oscillator > 80 OR < 20
Sell: 6 period VWAP crossed down 18 Period VWAP
Sell Exit : Aroon Oscillator > 80 OR < 20
Case B:
Buy: 6 period VWAP crossed up 18 Period VWAP
Buy Exit: Close Price > 5% OR < 1% buy price
Sell: 6 period VWAP crossed down 18 Period VWAP
Sell Exit : Close Price < 5% OR > 1% sold (Shorted) price
(I Don’t think its possible to code it in Pi…
Please Correct these strategies if required, to make it possible to code. Thanks…
Please @NithinKamath @AlgoGeek