Build a trading strategy backtester

ปิด โพสต์แล้ว 5 ปีที่ผ่านมา ชำระเงินเมื่อจัดส่ง
ปิด ชำระเงินเมื่อจัดส่ง

This is an opportunity to work on a relatively easy project for a person with the right skill set.

We are looking at building a back tester (ideally using python) which will pull stocks, securities & forex historical financial data and test out approx 4 - 5 trading strategies. This will need to be an event-driven backtest system.

These 4 - 5 trading strategies will need to be coded as each strategy relies on multiple technical indicators.

The goal is to be able to back test each of the strategies in the following method.

1. Identify when a stock has met all the conditional requirements shown by the technical indicators for each strategy.

In this step, we will need to filter through a large number of ticker symbols as well as time frames to identify when the specific technical indicator conditions are being met with the highest probability.

2. Based on the above, place buy and sell orders respective to the strategy as well as assign stop losses and exit orders when the price has reached a specific point.

3. Generate a report on the number of occurrences of conditions being met for each strategy per month, the profit/loss of each simulated trade as well as a monthly net profit/loss based on the various trades for each strategy.

This is a very basic summary and details of each strategy as well as how to best approach this will be provided along with answers to any questions raised during the duration of the project.

Based on the completion timeline and performance on this project, for the right person, we would want to extend an offer for another bigger project to use the findings to assist in building a trading system (details of which will be disclosed upon completion).

อัลกอริทึม ตลาดการเงิน Python วิเคราะห์สถิติ สถิติ

หมายเลขโปรเจค: #18154599

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freelancer 21 คน กำลังเสนอราคาในงานนี้ โดยมีราคาเฉลี่ยอยู่ที่ $2306

peng72083

Hello, how are you? I have read your description and I'm very confident of this job. I'm a senior software engineer and I have rich experience in trading algorithm development. I'm proficient in Quantopian, Interact เพิ่มเติม

$2500 NZD ใน 30 วัน
(34 รีวิว)
7.3
AwaisChaudhry

Hi there, I have checked the details I have rich experienced with Algorithm, Financial Markets, Python, Statistical Analysis, Statistics. Please initiate chat so we can discuss this job.

$2500 NZD ใน 30 วัน
(7 รีวิว)
6.0
SMurcielago

Hi there, I'm a programmer living in Auckland working in this area for a long time. I'm familiar with coding in Metatrader, Python, PRC and Pine. I would be able to work on this project right away. Regards,

$1666 NZD ใน 30 วัน
(10 รีวิว)
5.8
goalscoreplayer

Hello, nice to meet you. I read your project description carefully. I have full experience for trading platform using several strategy such as MACD, RSI, stochRSI, EMA etc. Also I have enough experience in IB, TWS. เพิ่มเติม

$1500 NZD ใน 30 วัน
(19 รีวิว)
5.5
ymograi

Sir/Madam, I am an experienced Python Developer with 2 years of experience. I have worked in a fintech startup for 6 months on Python libraries like Numpy, Pandas, Scikit learn. I can do the project for you. Looking f เพิ่มเติม

$2500 NZD ใน 30 วัน
(43 รีวิว)
5.3
DarkKnight2206

Hello! I am a python developer. I looked at your project and it seems interesting. I have all necessary skills required for this project. Ping me to discuss in detail.

$2250 NZD ใน 2 วัน
(34 รีวิว)
5.6
freelancerpr0

Hello, I am an experienced quantitative analyst with extensive experience in modeling strategies. As you might see from my past projects, my last project itself was exactly the same kind of project you have. I had t เพิ่มเติม

$1500 NZD ใน 30 วัน
(10 รีวิว)
6.1
raaxus

Hello Sir/Madam, Please Message me for more details. Just recently developed a fully custom back tester for NSE (Indian Stock Market) in .Net. I can show you results using desktop sharing. I am a .Net developer เพิ่มเติม

$2500 NZD ใน 30 วัน
(5 รีวิว)
3.9
vladislavagapov

Got hands-on experience with backtesting engines such as the one provided with MT4/MT5 and eSignal. Can show the major underwater stones there. Can quickly and efficiently design the IS-OOS backtesting engine powered เพิ่มเติม

$3000 NZD ใน 15 วัน
(5 รีวิว)
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seemasit

Hi, I have done work on trading indicators and I possess proven track record in similar work. I also build portfolio work and I can develop indicator script for your use. Please check my work here: https://ww เพิ่มเติม

$2500 NZD ใน 30 วัน
(2 รีวิว)
2.0
poetatom

Hello, I have 25+ years of experience in software engineering. I have been working on trading strategy for the last three years. I hope to discuss your project further with you. Best, Poet Relevant Skills and Exper เพิ่มเติม

$2500 NZD ใน 30 วัน
(0 รีวิว)
0.0
ariaghasemian

I have a few years of industry experience in quantitative research and systematic trading (hedge funds and banks) and have a PhD in engineering/applied math and masters in financial engineering. I'm confident I have th เพิ่มเติม

$2500 NZD ใน 30 วัน
(0 รีวิว)
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SkyPavel

Hi. I'm a Python 3 and Excel VBA developer. I have been developing and supporting projects for analyzing and processing data. I am working with several resources for freelancing. UpWork Top Rated freelancer. For mo เพิ่มเติม

$2500 NZD ใน 30 วัน
(0 รีวิว)
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QuantAlpha

Proper backtesting of trading strategies is exactly what I specialize in. I can go much beyond simple backtesting and put the strategies under computationally intensive tests which will help define: - how likely it is เพิ่มเติม

$1500 NZD ใน 14 วัน
(0 รีวิว)
0.0