Ditutup

Dynamic Money Management @ Portfolio, Strategy, & Symbol Levels.

Looking for add on trading development to existing trading & back testing software - currently leaning toward AmiBroker:

Can AmiBroker AFL or Low Level Back Tester, or a Custom DLL do this:

Inputs:

AcctValue-RT $ 500,000

%Leverage 150%

#Strategies 4 Equal Weight

MaxPositions 8 Per Strategy

Portfolio Max%DD 10.0% Stops Hit @ Once (All Strategies & Symbols)

Portfolio Calculations:

BuyingPower $ 750,000(AcctValue-RT*Leverage)

$PerStrategy $ 187,500(BuyPower/#Strategies)

$PerSymbol $ 23,438 ($PerStrategy/MaxPositions Per Strategy)

Strategy Max%DD 2.5% (PortfolioMax%DD/#Strategies)

Ticker Max%DD 0.3% (StrategyMax%DD/#MaxPositions)=BaseFF%Risk

Constrain Symbol Level Position Size to Lesser of:

1) $PerSymbol (Notional Value)

2) Ticker Max%DD (Symbol Fixed Fractional (FF) %Bet Size

Looking for a skilled financial programmer who can incorporate this Portfolio Level Position Sizing to existing Multi-Symbol Strategies (Equities, Futures, Forex, Options) & their associated Back Testing results (i.e. Equity Curves).

Dynamic Equity Curve Filters & Under-Overweight (Martingale & Anti-Martingale) will be optionally applied at the Symbol (i.e. AAPL, ES, GC), Strategy (ROC,MR,Pattern), & Portfolio Level

Strategy Level = (1+ret%AAPL)*(1+ret%ES)*(1+ret%GC)

Portfolio Level = (1+ret%ROC)*(1+ret%MR)*(1+ret%Pattern)

Open to AmiBroker, NinjaTrader, TradeStation, Multi-Charts, Modulus, or any existing software where the Quote DB, Back Testing Engine, Genetic Optimizer, Walk-Forward, ect. does not have to re-invented.

Project#1 is Dynamic Money Management @ the Portfolio, Strategy, & Symbol Levels (Budget Price below if only for Project#1)

AND (if successful)

Project#2 is to incorporate Project#1 with Interactive Brokers (IB) API for an Advisor (Multiple - Separate Managed Accounts) to each independently Auto Trade from one Master (Control) Account.

Thanks,

Karl

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Kemahiran: .NET, Pengaturcaraan C, Pengaturcaraan C++, Java, Kejuruteraan Perisian

Lihat lagi: trade engine, the value of project management, the levels, strategy pattern, software strategy pattern, software for dynamic programming, skilled trade, programming symbols, programming symbol, programming portfolio, programming money, programming for money, pattern strategy, ninjatrader genetic optimizer, money for programming, modulus programming, levels 2, java programming for money, java portfolio, java dynamic programming

Tentang Majikan:
( 0 ulasan ) Portland, United States

ID Projek: #4454788

28 pekerja bebas membida secara purata $2839 untuk pekerjaan ini

promactinfo

Hello, I have reviewed your project posting and believe that we will be able to assist you in your [login to view URL] check PMB for more details about us. Regards

$4120 USD dalam 45 hari
(98 Ulasan)
8.3
ask2itsolutions

Hello, We have worked on many projects on freelancer in asp.net and mvc since last 5 years with no unsatisfied customer so far, you can see all the genuine reviews and feedback in our profile, Please check message for Lagi

$3090 USD dalam 50 hari
(54 Ulasan)
7.8
qualifiedcoders

Hi We have read your [login to view URL] have completed 80+ big asp.net,c# projects in last 5 years. Please check private message board for details.

$3090 USD dalam 20 hari
(84 Ulasan)
8.1
ValueCoders

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$3038 USD dalam 32 hari
(91 Ulasan)
6.8
daffodilsoftware

I have gone through the requirement you posted and we meet all of your technical requirements. Please see PMB for more details.

$2800 USD dalam 28 hari
(5 Ulasan)
6.5
sritechnocrat

Sri Technocrat is marvelous in its quality. We have been maintaining the quality in every field whether it is services or training. We have proved our stability. We have been working with the same grace & quality. Our Lagi

$2362 USD dalam 40 hari
(19 Ulasan)
6.6
thelogicgates1

Hi,Ready to start. Check PMB please.

$2362 USD dalam 20 hari
(26 Ulasan)
6.7
aptecpymefree

We can work in your Dynamic Money Management. I am a leader of the team expert in several tecnologies like PHP, .NET, Oracle, SQL, Movil applications. I have 14 Years of experience in Software development Windows and W Lagi

$3502 USD dalam 40 hari
(22 Ulasan)
5.9
auriclesoft09

Dear Sir, Expertise in Open Source/CRM/ERP/POS/EMR/DMS/CMS/ANDROID/Custom Solutions/Web designing. We do customization as per your requirements. With a good Profile in Freelancer and experience of over seven years in Lagi

$2625 USD dalam 42 hari
(9 Ulasan)
5.1
ETNASoftware

Hi Karl, ETNA Software is a financial software development firm that has successfully completed more than 150 projects. Our team of software engineers is a perfect fit for this project, as we have significant exp Lagi

$1575 USD dalam sehari
(1 Ulasan)
4.9
murtaza1981

Hi....., I (Myself a senior ASP.NET programmer using C# and VB) have a team having experience of more than 5 years in developing web and mobile applications. I have a team of expert programmers who write robust and bu Lagi

$2750 USD dalam 40 hari
(11 Ulasan)
4.7
pureflame

Many years expirence on trading and professional automatic trading system solution on Ninjatrader/Amiborker/MT4 for you.

$4400 USD dalam 50 hari
(1 Ulasan)
3.3
expertc0ding

Expert Solution here. Check PM

$1705 USD dalam 12 hari
(5 Ulasan)
2.5
bistanil98

have more than 11 year of exp in java and web tech we can manage this work

$2317 USD dalam 30 hari
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6.3
poginato

Hi, I am Masters in Computer Science and have 07+ years experience in Object Oriented commercial Software Design and Software Development. I am results-driven, customer-focused, articulate and analytical Software En Lagi

$3150 USD dalam 45 hari
(3 Ulasan)
1.5
franceson2it

Hi, our team of professionals at on2itonline would love to work with you on this project. Please check out our great feedback on some of our other staff profiles here; Check out our crazy cool style on our previo Lagi

$3090 USD dalam 30 hari
(0 Ulasan)
0.0
techcape

It's an easy task for us. We have gone through your requirements and we are ready to start the work immediately on your project. We will send you the complete list of company's projects and portfolio once you reply us Lagi

$2750 USD dalam 35 hari
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techlotus

Techlotus is a global software developing company providing IT solutions to enterprises worldwide. Combining proven expertise in technology, and an understanding of emerging business trends, it delivers a range of dev Lagi

$2987 USD dalam 55 hari
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vinsontech

It's an easy task for us. We have gone through your requirements and we are ready to start the work immediately on your project. We will send you the complete list of company's projects and portfolio once you reply us Lagi

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krishcompusoft07

PLZ DEFINE PROJECT OBJECTIVES AND SCOPE.....WE HAVE 12+ YEAR EXPERT TEAM AND WE HAVE 150+ DEVELOPMENT TEAM AND WE DELIVER WORLD BEST QUALITY

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