Build a trading system - 01/05/2018 09:13 EDT

$30-250 USD

Closed

Posted

about 6 years ago

$30-250 USD

Paid on delivery

I'd like to set up and backtest (with the help of a programmer with access to good software - I have a bloomberg terminal and can download a lot of data for backtesting, but don't have trading analytics software that allows for easy backtesting - I'd like to go back about 20 years daily if possible) a couple of the methods outlined in the book 30-minute stock trader by Laurens Bensdorp, starting with "mean reversion long" which looks for stocks with large sell-offs, typically 2-3 day trades. Screening criteria: US stocks, min volume of last 50 trading days above 500K shares, min price of $1.00 per share, min dollar volume of $2.5M over same 50 day time period. Fixed fractional risk of 2% (higher volatility = smaller position), max 10 position. Entry criteria: close of stock previous trading day must be above 150 day MA. 7 day average directional index (ADX) must be above 45. Average true range (ATR) of last 10 days must be above 4% of last closing price. 3 day RSI must be below 30. Rank orders with lowest 3 day RSI. Place order pre-market with limit 4% below previous day's close. No stop loss on first day. Exit criteria: Exit on following day at open under one of these conditions: 1) the stop loss (after close on day of order, -2.5X ten day ATR), 2) profit target of 3% or more with exit, or 3) if 4 days pass with no signal, sell on market close.

Excel

Metatrader

PHP

Software Architecture

Statistics

Project ID: 16848881

About the project

12 proposals

Remote project

Active 6 yrs ago

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12 freelancers are bidding on average $159 USD for this job

@satishtl

Stocks: - Have expertise in Excel automation, VBA scripting. - Good knowledge in Stocks, Futures, Options, Moving Average, OHLC, Candle sticks. - Have done stock related projects including identifying stocks from the EOD closing prices, based on intraday prices (Freelancer projects). - Currently completed a Portfolio consolidation with RSI, Capex,14dmoving average Technical signals. - Worked with Bloomberg data, Yahoo Finance data and identified trends based on Specific critieria to look for in the Historical data - Can identified the entry criterias based on the MA 150,7 day trends identifying 3 day RSI and also the exit criteria. - Can discuss more. My Skills: - Have expertise in Excel automation, macros, formulas, calculations, summarising and Graphs. - Extensively the macros/VBA to automate: - Data camparision using formulas, lookups and summaries., - Data validation in a particular, Data consolidation into sheets, comparing, plugging in default values for few cells - Data camparision using formulas, lookups and bringing up summaries., - Mathematical functions, scientific calculations, index, array, formula arrays which are advanced concepts - Have used them. - With summary data plotting graphs, bringing pivot tables - Pl. review my portfolio on projects done - https://www.freelancer.com/u/satishtl Sample HighComplex Projects using Macros: (via Freelancer) - Stocks Portfolio - Showing client portfolio stocks with various indicators, Momentum indicators + more..

$180 USD in 4 days

5.0

(42 reviews)

5.4

@nidhalnouma

Hi, I'm an mq4 programmer and i'm very interest with your project. I have a strong experience in the forex market and i did more than 200 EAs. I'm able to creat or modify any EAs. Just give me an opportunity to do your project and make sure that you will have a good result. If you have any questions please feel free to contact me at any time. Waiting for your response. Thanks. Nidhal

$111 USD in 3 days

5.0

(42 reviews)

5.1

@HamdiGarraz

Hi There! I am a professional expert. I understand what you need and i'm able to do your project . I have a wealth of experience in this field. If you want to fast and good results, you can hire me. Thanks.

$100 USD in 3 days