Devam Ediyor

525069 Matlab trading strategies back -testing framework

We need someone to write functions/ scripts in Matlab to backtest trading ideas. This will form a general backtesting framework with ability to handle many different way of managing the position etc..

The project should include among others:

1) Build the position in a flexible way

- the positions stays in play until cancelled or is only cancelled after a certain period etc..

- implement stops and profit taking by value and %

- Optimal exit using trailing stop

- MAs crossover for entry and exit

- Optimization of entry and exit based on time (optimal time of entry/exit, e.g. 4 days to contract expiry)

2) Calculate the Pnl and performance

- Maximum drawdown, average drawdown

- sharp ratios

- PnL, Cumulative Pnl

- % Wins (losses)

- Average gain in $ terms given the preset size of 1R in $

- Standard deviation of returns

Beceriler: Her şey Kabul

Daha fazlasını görün: need someone write contract, form framework, matlab backtesting, write trading, write matlab, trading c, testing framework, strategies, play framework, performance testing, matlab, matlab for, mas, backtest, calculate standard deviation matlab, need performance testing, standard deviation matlab, drawdown, trading profit, matlab trading project ideas, stop profit, backtesting framework matlab, testing based project, project based matlab, trading stop

İşveren Hakkında:
( 1 değerlendirme ) London, United Kingdom

Proje NO: #2271008