Amibroker AFL generate CSV output of backtesting Profit Table
$250-750 USD
Closed
Posted over 6 years ago
$250-750 USD
Paid on delivery
I am seeking a coder to create a data export module for Amibroker. The coder must have strong knowledge and experience developing with Amibroker AFL language. As well, coder must have knowledge of Amibroker charts and trading strategy development. The requirements are as follows:
• Create a function in Amibroker AFL formula language that will write Amibroker monthly results generated by backtesting to a CSV file.
o Must be able to add this function to the backtesting of any strategy.
o Include the symbol in a column for all monthly results table
• See attached example CSV file
• No average monthly value row is necessary
o If multiple symbols are backtested in Amibroker’s Analysis function, all results should be written to a single output file
o The output file should be closed when the backtest analysis process is complete.
o See Amibroker Profit Table AFL which saves results to HTML as a similar example.
o Instead of saving backtest profit table report in HTML, save results to a CSV file.
o Monthly buy-and-hold returns should be used for testing and to demonstrate functionality (a simple example buy-and-hold trading strategy should be included as a required deliverable).
o The AFL function must include a variable to define the output filename such that:
• Filename remains constant until changed.
• Program must check to determine is filename already exists, existing files should not be overwritten.
• If file already exist, then append date & time stamp to file name in the form of "_YYYYMMDD_HHMM".
• The data & time stamp should be current system time.
o AFL must be free of syntax errors and warnings. Developer should use the "verify syntax", built-in Amibroker function.
o All variables must be clearly define with a description of how the variable is used or what its function is.
o All variables and constants created should use descriptive names.
will give you output as per your given CSV file, But Symbol name cant include in it. becoz monthly calculation base on Portfolio Equity (~~~EQUITY).
Relevant Skills and Experience
We have done lots of projects for Amibroker AFL development. We provide AFL, Amibroker Native DLL and other software services related to technical analysis software.
Proposed Milestones
$300 USD - AFL Development
will deliver you the either C# plugin for Amibroker with your custom requirement.
I had already had develop similar stuff in past and will assure you of timely delivery with regular feedback
Relevant Skills and Experience
Python,C#,Amibroker AFL
Proposed Milestones
$777 USD - Complete
Like to have chat with you before accepting the project in order set expectation on both side
I will generate a Profit table in csv format when backtesting is done. The AFL will satisfy most of your requirements
Relevant Skills and Experience
I have over 6 experience coding AFLs and have worked extensively in Amibroker. I have also worked on integrating IB api to automate the trades.
Proposed Milestones
$50 USD - On Acceptance
$250 USD - On demo of the report to clients satisfaction
$255 USD - On handing over the code.