Intraday Pullback Exits and Stop Losses in Minute-Level Backtests

Summary

This forum post asks how to implement minute-level backtesting for a stock strategy that receives signals at the daily level and refines exits using intraday prices. The proposed rules would sell a holding after it rises by a specified amount and then retreats by one percentage point from its peak, or sell if it loses three percent. The author is seeking an example that demonstrates how daily signals can be combined with minute bars during a backtest.

The document contains the request and intended thresholds, but no reply, implementation, or backtest findings. It therefore illustrates a useful design question about multi-resolution strategy logic rather than supplying a working method. A practical implementation would still need to define the reference price, when the intraday high is measured, how orders fill, and how daily signal timing aligns with minute data. The post gives no evidence that the proposed exit rules improve results and does not discuss costs, slippage, or intraday data quality.

Key ideas

• The requested strategy generates signals using daily data and manages exits with minute-level prices.
• One proposed exit triggers after a rise followed by a one-percentage-point pullback.
• A separate proposed rule exits a position after a three-percent loss.
• The post asks for implementation guidance but contains no code or completed backtest.
• Price references, fill assumptions, and trading costs remain unspecified.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.