Daily Strat Implementation

Hey Super Richman,

take a look at scheduled events and rollling windows.

To close all the positions before market close you could do something like this:

Schedule.On(DateRules.WeekEnd("SPY"),
            TimeRules.BeforeMarketClose("SPY", 1),
            Rebalance); 

For the ohlc you can either use rolling windows or just simply save the last closing value as a variable and call it the next morning.

Hope it helps ;)

Hi Nico Xenox thanks for the reply!

I couldn't find a way to get the current price of the asset from within the Rebalance function :[ you have any ideas?

Hey Super Richman,

please attach your backtest for further assistance.

Best,

Nico

😊

Hey Super Richman,

Tbh I don't know a lot of c# but here should be a working version. For testing and learning you could take a look at the numerous algos written by QC on GitHub:

If you're satisfied with my answer please dont forget to like and close this thread 😊

Hope it helps ;)