Find Jobs
Hire Freelancers

Code my stock trading strategy into an existing backtesting platform(repost)

$30-5000 USD

Cancelado
Publicado hace más de 12 años

$30-5000 USD

Pagado a la entrega
I have a rather sample stock trading strategy that I would like to backtest on 10+ years of daily US stock data. It's detailed below. Historical data can be downloaded from Yahoo or wherever else. I would like someone to code this strategy into an existing backtesting platform for me so I can see the results. I've downloaded [login to view URL], which seems like it would work, but if you have a better platform, I'm open to that too. So to recap, this job is to: 1) Recommend a backtesting platform 2) Code my strategy into that backtesting platform 3) Show me how to setup the platform and run the results myself 4) Make sure the strategy is tested at the portfolio level, assuming I invest 10% of my capital into each trade, tell me what the overall result will be. To bid: 1) Please tell me which backesting platform you'd like to use 2) How long it will take you to complete the job ## Deliverables Here's the strategy: When I say SPY, I'm referring to this stock: [login to view URL] This should be tested on all stocks with average volume of at least 200k shares/day. Enter long when... EMA 20 > EMA 50 AND Close >= EMA 50 AND Stochastic 14,3,4 D < 30 AND SPY's EMA 9 > SPY's EMA 16 Exit long when... Stochastic 14,3,4 D crosses above 70 OR Stop loss of 5% is hit OR Close < EMA 50 OR SPY's EMA 9 crosses below SPY's EMA 16 Enter short when... EMA 20 < EMA 50 AND Close <= EMA 50 AND Stochastic 14,3,4 D > 70 AND SPY's EMA 9 < SPY's EMA 16 Exit short when... Stochastic 14,3,4 D crosses below 30 OR Stop loss of 5% is hit OR Close > EMA 50 OR SPY's EMA 9 crosses above SPY's EMA 16 Money management Use 10% of capital on every trade, reinvesting profits. E.g., you start with 10,000, so you invest 1,000 into each trade. If as a result of taking profits, you wind up with 20,000 in capital, then you invest 2,000 in each trade. Because you can only invest 10% of your capital into any one stock, with zero leverage, that means you can only hold a max of 10 positions at once. If more enter signals are generated than you have the free capital to buy, then prioritize which stocks to enter long by those with the lowest stochastic, and those to enter short by those with the highest stochastic. Commission Assume $.005/share commission, with a minimum $1/order.
ID del proyecto: 3666568

Información sobre el proyecto

4 propuestas
Proyecto remoto
Activo hace 12 años

¿Buscas ganar dinero?

Beneficios de presentar ofertas en Freelancer

Fija tu plazo y presupuesto
Cobra por tu trabajo
Describe tu propuesta
Es gratis registrarse y presentar ofertas en los trabajos
4 freelancers están ofertando un promedio de $1.113 USD por este trabajo
Avatar del usuario
See private message.
$1.000 USD en 14 días
4,8 (121 comentarios)
7,6
7,6
Avatar del usuario
See private message.
$300,05 USD en 14 días
4,9 (54 comentarios)
5,8
5,8
Avatar del usuario
See private message.
$150 USD en 14 días
4,9 (75 comentarios)
5,4
5,4
Avatar del usuario
See private message.
$3.000,50 USD en 14 días
0,0 (0 comentarios)
0,0
0,0

Sobre este cliente

Bandera de UNITED STATES
Seattle, United States
5,0
235
Forma de pago verificada
Miembro desde mar 2, 2007

Verificación del cliente

¡Gracias! Te hemos enviado un enlace para reclamar tu crédito gratuito.
Algo salió mal al enviar tu correo electrónico. Por favor, intenta de nuevo.
Usuarios registrados Total de empleos publicados
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Cargando visualización previa
Permiso concedido para Geolocalización.
Tu sesión de acceso ha expirado y has sido desconectado. Por favor, inica sesión nuevamente.