Matlab algorithmic trading

  • Status: Closed
  • Prize: $110
  • Entries Received: 3

Contest Brief

Hi,

I need someone able to code a trading backtest code which includes the Balance curve and the Drawdown/Equity curve which are corresponding to each other, notably when positions are closed.

I attached an example where I tried but the Equity and Balance curves are not matching when positions are closed so I will need someone able to fix this ..

I attach too all the files necessary to run the prevailing code.

The strategy is based here on the AC technical indicator and more precisely, be long when AC>0 and short when AC<0. We use here the S&P 500 index as data.

Regards

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Public Clarification Board

  • suraj12291
    suraj12291
    • 4 years ago

    When can we discuss with your project?

    • 4 years ago
    1. Leroooyyy
      Contest Holder
      • 4 years ago

      You need financial understanding in order to fix it :S

      • 4 years ago
  • suraj12291
    suraj12291
    • 4 years ago

    I got results without errors. But I could not understand your project. Please chat with me.

    • 4 years ago
    1. Leroooyyy
      Contest Holder
      • 4 years ago

      I you don't understand it does not start well AHah

      • 4 years ago
    2. Leroooyyy
      Contest Holder
      • 4 years ago

      I'm kidding, I'm pm ing you

      • 4 years ago
  • AzizBrag
    AzizBrag
    • 4 years ago

    Hi ,what version of matlab are you using and does your code run without errors ?

    • 4 years ago
    1. Leroooyyy
      Contest Holder
      • 4 years ago

      2019b with almost all financial toolbox so yes it will run with errors without toolboxes

      • 4 years ago
  • dmella2
    dmella2
    • 4 years ago

    It is Daniel, hope I can help you in your proyect

    • 4 years ago
    1. Leroooyyy
      Contest Holder
      • 4 years ago

      Hi can't apply ???

      • 4 years ago
  • dmella2
    dmella2
    • 4 years ago

    hi

    • 4 years ago
  • Leroooyyy
    Contest Holder
    • 4 years ago

    Hi

    • 4 years ago
  • enghamza12
    enghamza12
    • 4 years ago

    Hi ,chat with me

    • 4 years ago

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