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Trading System Script Development

I need help setting up a trading system to backtest a series of trading methodologies (i.e. relative strength rotational ranking model, SMA, EMA etc)

Requirements:

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. similar to [url removed, login to view]

i.e.

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

Parameters:

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

Actions:

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.

Kemahiran: Algoritma, Pengaturcaraan C#, Memasang Skrip, Kejuruteraan Perisian

Lihat lebih lanjut: top rank list, test script development, test algorithm, set algorithm, list ranking algorithm, different algorithm, development of algorithm, c algorithm questions, backtest portfolio, algorithm test, algorithm set, algorithm of the day, algorithm input, algorithm help, algorithm com, action script list, trading, trading system, trading strategy, trading script, trading c, trading algorithm, system test, securities, ema

Tentang Majikan:
( 0 ulasan ) United States

ID Projek: #1554504

5 pekerja bebas membida secara purata $800 untuk pekerjaan ini

AnkSoftware

Have developed similar scripts. Please check PMB.

$1250 USD dalam 15 hari
(20 Ulasan)
5.7
ETNASoftware

I am a VP at ETNA Software, my name is Alex. We have a top-notch team available that has recently finished a large project in capital markets. Can offer highly competitive rates. Examples of work: [url removed, login to view] Lagi

$250 USD dalam sehari
(1 Ulasan)
5.1
Nuv21YF8I

Pls check PMB.

$750 USD dalam sehari
(0 Ulasan)
0.0
wasifmuneer

Asp.NET,C#,FIX Protocol,

$750 USD dalam 30 hari
(0 Ulasan)
0.0
E01011984

Hi, I am interested to work on this project. I have a great experience on asp.net 4, C#.net 4, Windows service, CSS, XHTML, XML, Java Script, Ajax, Crystal report 10, MSSQL Server 2008. So I can complete this job Lagi

$1000 USD dalam 30 hari
(0 Ulasan)
4.0