Hello!
I'm pretty new with basic introductory knowledge.
Is it possible to create a strategy and test with minute data? And if yes, can you point me to documentation or example that can help me get started.
Here is what I am hoping to do -
- For US assets (say Q1500US),
- Get the minute data at a particular time (say 10 am et), previous close and day's open for each asset
- Use some logic to help sort the stocks (logic based on these prices)
- Go long and short based on the sort.
Appreciate the help.
Thanks.