Coming back to 'Staying long in Future above 5200 and short below 5200'. One way could be to use Amibroker & Live Data Feed, and connecting it to trading plugin like Zerodha terminal. Whenever a BUY or SELL signal is generated by Amibroker, the same will be sent for execution, after taking confirmation. ( Read http://zerodha.com/z-connect/charti...-amibroker-plugin/amibroker-zt-trading-plugin ) What I don't know however is, can Amibroker or any Signal Generating s/w generate a Buy/Sell signal simply on price? (of course they do generate on other triggers like MA crossovers..) If someone can try/explain, the strategy will become very much workable !