Need to create and backtest time based execution strategy. for example after opening of market say at 9:15 AM, want to enter in ATM/ITM/OTM options (CE/PE) off index at 9:30. The stop loss might be respective index upper/lower level. Or should get exit/closed before 15-20 min of market closing time.
Is it possible to implement it in backtrace?
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Can we create a time based execution strategy with stop loss on intraday basis?