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Matlab Trade Backtesting 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: Finans, Matlab ve Mathematica , Yazılım Mimarisi

Daha fazlasını gör: matlab backtesting, matlab backtesting framework, backtesting matlab, matlab backtest, backtesting framework, matlab backtesting trading, backtest matlab, matlab backtest framework, matlab backtest trading, matlab trading framework, matlab cumulative maximum, using matlab backtesting, calculate backtesting matlab, matlab trading backtest, matlab trade, matlab trading project ideas, backtesting framework matlab, time trade, need someone to write a contract, matlab architecture

İşveren Hakkında:
( 1 değerlendirme ) London, United Kingdom

Proje NO: #1219531

Bu iş için 12 freelancer ortalamada $1725 teklif veriyor

WebDesignall

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

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(16 Değerlendirme)
5.2
ETNASoftware

Hi, ETNA software can help you with this project. Check your inbox for details. Regards, Paul

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(1 Yorum)
5.0
bchandra1955

I have experience of stock and currency trading using moving averaging and GA, can take care of your project.

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(23 Değerlendirme)
4.7
zoltannagy

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

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(4 Değerlendirme)
4.5
djSoft

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

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(1 Yorum)
4.0
jadinv

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

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3.6
rgullay

I can do this job

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0.0
kianaboutorabi

i work as a matlab teacher.i think i can do this job for you in the way you want.

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0.0
CSivaRam

Hi, We will be able to provide the solution. Thanks SR

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0.0
labmat

Hello i'm able to do this a job!

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0.0
ala2500

I can do it.

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0.0
yadav8888

i am experienced with matlab and trading software architecture, so i can develop it .

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(0 Değerlendirme)
0.0