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Add orders Strat with time depency
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Hello
I would like to create a simple strategy that put stop limit order at a certain timestamp / level.
The input looks like this :
Timestamp - Quantity - Asked Price
09:00:01 - 10 - 130
09:00:03 - 15 - 140
ect. -
@Azizi-Yassine, I’m not sure what answer you expect here. You could either check the timestamp in the next() method and then issue your orders when your timestamp is reached.
Or, in some brokers you could even pass timing conditions to the broker, e.g. the Interactive Broker interface simply passes through any arguments you throw at it. However the backtest broker as implemented today does not take a timing condition.