Intraday Trading System with Daily Ranking

This trading system is an example of an intraday trading system that selectively trades different stocks/securities every day.

Here is how the strategy works:

- Stocks are ranked based on their daily return
- The two stocks that have the highest daily return are chosen then traded intraday based on the strategy intraday rule which is "Enter long if a stock has 4 consecutive green bars (increase)"


Implementation:

- Daily return is calculated with EOD data by switching from the default intraday time frame to the EOD time frame using the "TimeframeSet" function.

TimeframeSet(-1) => 1 means 1-day time frame, the minus sign instructs QuantShare to use the other database (which is the EOD database)

So what "TimeframeSet(1)" means? It means use a one-second time frame.

- Daily ranking is calculated using the "comp" function

- Buy rule: Enter long if both the intraday and end-of-day rules are true.
- Sell rule: Exit at the end of the day


Note: This is a trading system example and every aspect of the strategy can be modified.

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