Ninjatrader Script Development

I need someone to help me setup the ninjascript to back-test, and possibly trade a relative strength ranking model that also includes other indicators as well i.e. SMA, EMA, RSI etc.


I will add a list of symbols that I want to ranked by relative strength the parameters of which (back-test time frames, trailing performance periods, volatility, and input 'weight' etc) I can adjust/optimize as I run the back-test. Initially this will be an end of day strategy although it may become more frequent depending on the backtesting.


1. every X weeks/days/months the system will rank a basket of securities based on 3 parameters which are weighted


1) trailing X day/mo returns (X% weight) 2) Trailing Y daymo returns (X%) weight and 3) Z day/mo trailing volatility.


Every X days/weeks/mo, the system purchases the top X # of securities and holds until the next period ranking. at the next period ranking, the system purchases X# of new positions if different from the existing.

Additional Action variable - I want the system to be able to allow me to set a parameter for the actions above that allows the position to remain in the portfolio until it drops to a rank of 4 or 5 or lower before it is sold.

If you have any questions let me know.

**If Ninjatrader is not your preferred method we're open to other systems that you feel will better meet our needs

Kemahiran: Pengaturcaraan C#, Kejuruteraan Perisian

Lihat lebih lanjut: ninjatrader indicators, variable programming, top rank list, test script development, strength programming, software development needs, programming variable, programming test questions, programming symbols, programming portfolio, sharp test, action script list, software development test, sharp development, securities, ninjatrader, ninjascript, ema, period rsi, model architecture, want someone trade, portfolio architecture, script action, someone trade, script development

Tentang Majikan:
( 0 ulasan ) United States

ID Projek: #1546273

1 pekerja bebas membida secara purata $250 untuk pekerjaan ini


Good day. Check you PM, please.

$250 USD dalam 3 hari
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