How to Simulate Intraday Limit Order with Only OHLC Data?
I only have OHLC data for a stock. Is it possible to backtest the following intraday strategy in Backtrader?
Every morning it places a limit buy order at 80% of Open price. If the order is executed during the day (i.e. Low price < the limit price for that day), then sell the stock at Close.
If possible, can anyone show me a brief example code on the Strategy part?