With historical 1min tick data of AAPL in CSV.
I want to test to see how high AAPL share price moved up or down from 9:45 am each day using a certain percentage.
Variable input - stock code = AAPL
time to start test from = 9:45am
percentage up(profit taker) = 2%
percentage down(stop loss) = 1%
Result - AAPL hit 2% profit 30 days out of 45 trading days
AAPL hit stoploss of 1% 15 days of the 45 trading days
I currently use ezIBPY to paper trade a very basic system and i have a little experience in python but are finding the learning curve of various modules a little daunting at times. If anybody has suggestions on how to approach the above challenge, i would love to hear it. I believe pandas data frames is probably the way to go but there is also zipline, numpy, backtester plus many more. I know python uses the philosophy that tasks can be accomplished various ways, for noobs.....that's pretty overwhelming. Would love to know if anybody cares to give the above a go and maybe explain why they used a particular module/s. Thanks in advance.