Need Intraday trading example

[vigneshgig]

Hi,

I need to backtest 5minute dataset for intraday strategy, but library holding the trade, till exit order signal, but i need to exit within a day if any order is there.

And also unable to backtest minute or hour based dataset, because index contain date and time. backtest throwing error if i use minute based dataset.

Any suggestion

@kernc

[kernc]

backtest throwing error if i use minute based dataset.

This is really not the least helpful. Minute based data works for me ...

Please see contributing guidelines for instructions for reporting issues! Thanks.

[sanjurajin]

Hi, You can create a time_signal boolian column, where if time is less than 9:30 AM, it wont take any entry, and if time is greater than 14:45 PM, exit signal can be defined.

And for minute based dataset, I dont see any error. check with indexing and signal logic condition. Sanju