Trading Inside Gap - 15 min chart — Strategy by achalmeena
By achalmeena
Performance Metrics
- Author: achalmeena
- Symbol: NSE:SBIN
- Timeframe: 15 minutes
- Net P&L: +6.05 NONE (+0.01%)
- Win Rate: 40.0%
- Profit Factor: 1.323
- Max Drawdown: 13.45 NONE (0.01%)
- Total Trades: 20
- Sharpe Ratio: −33.491
Description
This code is for educational purposes.Following are the major takeaways from this code 1. Identify the first bar of the series.2. Using security function to obtain data from a higher Time frame3. Use of function strategy.risk.max_intraday_filled_orders4. closing trade at the end of the sessionThe code is in raw form and can be refined/modified to improve results