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Intraday strategy - 15 minutes holding period

Trying something. Ideally would like to run it on second bars but minutes bars seem to work just fine.

5 responses

2014 results after some modifications. Need a better volume signal. Also a better exit strategy instead of just 15 minutes.

You test it with only $1000 capital but you trade 21 instruments and take up to $1000 dollar position in each with order_target_value(stock, +/-1000). Is it the leverage you meant to use?

Does this algorithm only trade in 21 stocks? what companies are they?

I tried to pick some random stocks but as Stas Busygin pointed out it is buggy.

Yeah, you may have also selected some stocks that performed well over the time period just by chance.