Not really. I am assuming that you would have placed a limit order to buy if the price dropped below these levels at some point during the day, and then sell at the open on the following day?
The challenge here is that this would have been an intraday move and SF would have to guess at your entry - what if the stock gaps way below S1 based on bad news, but recovers by the end of the day? SF backtesting would have you in at the S1 value, but in reality you would have been filled at a much lower price.
If you were looking at BUY if the price closed below S1 at the closing price, this would be possible.
And you probably would need to use "S1 1 day ago" as the entry trigger, based on how SF calculates things (which is end-of day).
Yes Kevin, regarding the gaps you're completely right of course. Thanks for that hint! But isnt possible to code a string that checks if there's a gap between the last day close and the open and if that open is below R1, or R2? Unfortunately SF is a bit limited here as much as I'm when it comes to serious coding ;-)
You should consider stockfinder. Its a little more expensive than fetcher. I use both. Fetcher is easy to quickly code and backtest end of day data, but finders realtime is the scanner you want to trade with. Finder gives you realtime scanning of any condition and timeframe you run code for and has a very good backtest.
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