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
Bu iş için 12 freelancer ortalamada $1725 teklif veriyor
I'm a math graduated with the best calification, I start to study MATLAB from the very beginning of my career and i work like a teacher in MATLAB for almost 5 years, i work with a partern who is computer science gradua Daha Fazla
Hi, ETNA software can help you with this project. Check your inbox for details. Regards, Paul
I have experience of stock and currency trading using moving averaging and GA, can take care of your project.
I hold a phd in engineering and was working extensively with matlab. I can send you papers as work examples. I have a few questions on the details regarding your project. Please see recent reviews and let me know h Daha Fazla
Hi, I had have big experience in creating matlab backtesting tool with full reporting (Sharpe, Kelly, P/L, max drawdown etc) calculations. It uses 'event driven' testing model for avoiding look aheads in historica Daha Fazla
Hi mndcpl, Can this be done in C++? If so, I have extensive experience programming backtesting programs as follows: - VC++ GUI that grabs data from Excel and then processes, pastes results to Excel - Excel XLL Daha Fazla
i work as a matlab teacher.i think i can do this job for you in the way you want.
Hi, We will be able to provide the solution. Thanks SR
i am experienced with matlab and trading software architecture, so i can develop it .