Hello Jamie!
Thanks for creating this example. I was thinking about triggering the system on daily data. For instance say AAPL last close crossed above one standard deviation above its 50 day SMA. I would like to short on the open. Also, say I have a generic profit rule of 2%, and stop loss of 5% based off the fill. After the fill, I would like to trade on 15 min bars, to see if I reach the profit or stop loss targets.
So basically triggered on daily data, but traded on 15min bars.
Does that make sense? Let me know if not, I'll try and clarify.
Thanks again!