Excel VBA stock market strategy backtesting

₹750-1250 INR / hour

Completed

Posted

about 10 years ago

₹750-1250 INR / hour

Hi, in order to emprically verify technical chart analysis in stock markets I would like to backtest one harmonic pattern in Excel with VBA; the Gartley as described here: [login to view URL] Knowledge of technical chart analysis would be useful to understand the concept. An example of how the stock data (or in this case currencies) is given is attached. These are the exact criteria, I don´t know how to implement them: Peak definition: a peak is defined as the highest point within 10 days, so the highs of the 5 days before and after must be below this peak. Contrawise, a low is defined as the lowest point within 10 days, so the lows of the previous 5 days and the following 5 days must be higher. Conditions: 1. there must be a low (called point X), followed by a high (point A), followed by a low that ends in between 60%-62% of the distance X-A. There may be other highs and lows in between, as long as A is never violated. 2. Following B, there must be a retracement of 61%-78% of the distance AB ending with a peak C. Again, during the rise from B to C there may be more peaks and lows, but the level of B may not be crossed. 3. Following C, the course needs to drop 127% of the distance C-B to point D. If these criteria are met, than check if the course first touches the level of X or the level of C by comparing the following daily highs and lows. If it decreasing, measure D-X, if it increases measure D-C, depending on where the market moves first.

Excel

Financial Markets

Visual Basic

Project ID: 5705137

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6 proposals

Remote project

Active 10 yrs ago

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Awarded to:

@devba

Hi Alex I've worked in many projects similar to this one (involving Excel VBA coding over financial data) Your algorithms would be easy to be implemented in a couple of VBA functions I think it could be done in around 6 working hours Would it be ok for you? Sincerely Jose

₹1,333 INR in 7 days

0.0

(0 reviews)

0.0

6 freelancers are bidding on average ₹1,232 INR/hour for this job

@Teloquence

Consider it done. Check my past reviews for your reference. Eagerly waiting for your reply so that i can start with the implementation.

₹1,052 INR in 20 days

4.9

(206 reviews)

6.8

@Tablassus

Dear Mr. Alex This project seems interesting and doable based on my past experience with this type of problem. THE SOLUTION: ============ I already started to build a VBA function to detect the pattern on the values. The VBA algorithm picks av values and tries to match the requirements of the pattern and for each time period reports a value. The greater the value the more likely the values fit the pattern. The routine does this for ALL points. Then the master routine increases the time period end redos the whole routine once again until the timeset is null. Output is then displayed. User can filter by relevance. I can provide you a FREE SAMPLE ABOUT TABLASSUS SOFTWARE: ========================== I've been working on this kind of work on the past 8 years (handling complex data in excel files). In my actual work I deal with complex data structures (using excel) so achieving your goal shouldn't be a problem. I have +20 years of programming experience being highly skilled in Visual Basic (VB or VBA for applications). I also teach Physics, Math and chemistry. I also excel at Math, Statistics and genetic algorithms applied to computation. I have Skype / MSN in case you need to schedule up a meeting. I have excellent communications skills / english language background. Looking forward to hear from you and start this interesting project. Best regards Filipe Francisco , VB Expert ============================== Tablassus Software "Simple solutions for complex problems"

₹1,111 INR in 50 days

5.0

(16 reviews)

4.8

@Sudris

Hello Alex, greetings from India. I provide backtesting and trading strategy coding services used in stock markets. I've good experience in this field and can do this project with confidence. However I would like you to know that excel is usually not used for backtesting purposes. Software like Amibroker serves as a great platform when it comes to backtesting any trading strategy. If you want I can program a amibroker script that will do the backtesting. But, as I'm good at vba as well, we can try with excel vba if you are not comfortable outside excel. kindly define the entry and exit rules so that we can take the discussion forward. I would like to hear any of your queries, thanks sudris.

₹1,500 INR in 5 days

4.8

(1 review)

2.2

@Kanagawa

Hallo, Ich habe bisher größere Datenmengen für Sportwetten analysiert (Korrelationen, Regressionen, Backtesting von Wettsystemen z.B. im Tennis). Ich denke das ich in der Lage bin das System zu backtesten. Ich habe einige Fragen bevor ich zusage: 1) Es geht nur um den Forex Datensatz von EUR/USD? 2) Der Output würde so aussehen: A)Wie oft Gartley getriggert wurde B)Wie viele von den Gartley Triggern zu erst X erreichen C)Wie viele Gartley Trigger zuerst C erreichen D1) Eine Liste von den Differenzen D-X nach Trigger B) D2) Eine Liste von den Differenzen D-C nach Trigger C) Es gibt noch weitere Details, bevor ich anfange würden wir uns am Besten über skype unterhalten. Stundenlohn ist keine gute Idee, ich betrete zu einem gewissen Teil Neuland hier, ich würde eher eine fixe Summe vorschlagen, so haben wir auch, sollte ich ich nicht in der Lage zusein das Projekt umzusetzen, klare Verhältnisse. Viel Grüße Daniel Kasper

₹1,398 INR in 5 days