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Back testing script for stock trading strategy

$100-250 USD

Imekamilika
Imechapishwa over 6 years ago

$100-250 USD

Kulipwa wakati wa kufikishwa
Please include a brief description with your bid explaining strategy, experience etc. A few sentences will do. Such as, if you'd choose R or Python, and if you have any relevant experience in this area such as statistics work. Thank you, and looking forward to working together. Introduction: I need a script to back test stock data so that I can refine a trading strategy. The script can be made in either Python, R, or Matlab. Python would be my first choice, but I recognize that R or Matlab may be better suited for this project. The strategy is based on 4 variables which are each calculated using standard OHLC data (Open, High, Low, Close and Volume). The script will need to back test and calculate the results of the trading strategy using all combinations of the variables in the trading strategy. And, output the results. I will need to be able to reuse the script on other CSV data files in the future to be able to test the overall strategy with historical data from multiple different stocks. Primary Challenge: Each of the 4 variables can be calculated using different “thresholds”. For example, 20-day moving average, versus a 15-day moving average, versus a 10-day moving average. Consequently, the main purpose of the script is to test the trading strategy in each possible scenario and output the results of each (profit vs loss, maximum drawdown, etc). This way, I can deduce what the best possible combination of variables, and their respective calculations, to use in the actual trading strategy that I will eventually implement. There’s a bit more to the calculation of each of these variables then just what type of moving average to use, but I use this as a simple example to explain that each variable has ways that each can be slightly “adjusted” and therefore the purpose of the script is to enable me to refine the final trading strategy. As an FYI - the first two variables have 10 possible ways of being calculated, and the third and fourth each having 6 possible ways of being calculated. Consequently, there’s 3600 possible scenarios (10 x 10 x 6 x 6) to back test and the script will need to undertake each so its possible to see the profitably under each scenario. Output: The script will need to be able to output the following variables for the 10 most profitable scenarios: 1) Win probability - The probability that any given trade will return a positive amount (a number between 0 and 1) 2) Win / Loss Ratio - dividing the average gain of the positive trades by the average loss of the negative trades. 3) Average gain for winning trades 4) Average loss for losing trades 5) Average outcome for all trades 6) Maximum Drawdown 7) Biggest win 8) Calmar Ratio – calculated by taking CAGR divided by the absolute value of the Maximum Drawdown Thank you and looking forward to working together.
Kitambulisho cha mradi: 15783743

Kuhusu mradi

7 mapendekezo
Mradi wa mbali
Inatumika 6 yrs ago

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Imetolewa kwa:
Picha ya Mtumiaji
I have a strong background of theoretical statistics and probability theory.I graduated from Indian Institute of Technology, Kharagpur in 2016. I am enrolled in integrated PhD in mathematics. Relevant Skills and Experience I code on R and I have coded momentum based strategies while I was interning at Nomura, an investment back. Proposed Milestones $300 USD - completion
$300 USD ndani ya siku 10
4.9 (109 hakiki)
5.9
5.9
7 wafanyakazi huru wana zabuni kwa wastani $284 USD kwa kazi hii
Picha ya Mtumiaji
Greeting, I have understood your Back testing script for stock trading strategy task and can do it with your 100% satisfaction. Please ping me for more discussion. Relevant Skills and Experience I have more than 5 years of experience in Financial Research, Matlab and Mathematica, Python, R Programming Language, Statistics Proposed Milestones $250 USD - Back testing script for stock trading strategy
$250 USD ndani ya siku 7
4.9 (53 hakiki)
6.2
6.2
Picha ya Mtumiaji
Hello, Greetings! With a proven track record of successful achievements, I am pleased to present my application for your consideration as a Freelancer. Relevant Skills and Experience Please have a look at my profile and portfolio to get an idea about our capabilities and some previous work on freelancer. Proposed Milestones $194 USD - This bid is approx. I’ll give you exact budget and price once discussing in details with you. Many Thanks & Regards, Rishi A.
$194 USD ndani ya siku 10
5.0 (51 hakiki)
5.4
5.4
Picha ya Mtumiaji
I had been a trader for 6 mnth. I will prefer python though I can use R. Built a stock app already. There is little space to explain here, please message to open chat. Relevant Skills and Experience 18 Years Proposed Milestones $500 USD - 1
$500 USD ndani ya siku 10
5.0 (1 hakiki)
4.7
4.7
Picha ya Mtumiaji
Hello! I have good experience both in python and trading. For the last few months I've been working here at freelancer.com developing code for the Metatrader platform. Relevant Skills and Experience More than 10 years working with scientific development in python. Experience developing Expert Advisors (trade robots) and Indicators for Metatrader. Experience trading in the Brazilian Stock Market. Proposed Milestones $50 USD - Preliminary Version $100 USD - Trial Version $50 USD - Final Version We could talk in the freelancer chat, if you want more informations about my experience. Thank you!
$200 USD ndani ya siku 30
5.0 (6 hakiki)
4.2
4.2
Picha ya Mtumiaji
I have briefly read the description on matlab project , and I can deliver as per the requirements however I need us to discuss for more clarity on the details, deadline and budget as well. Relevant Skills and Experience python Proposed Milestones $100 USD - 1
$100 USD ndani ya siku 10
4.6 (8 hakiki)
4.0
4.0

Kuhusu mteja

Bedera ya UNITED STATES
Fort Worth, United States
5.0
92
Njia ya malipo imethibitishwa
Mwanachama tangu Jul 14, 2011

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