I require someone experienced with programming in Amibroker Formula Language (AFL) to code a backtest and optimization script of a trading system (trading Stocks and Futures) for use within the Amibroker software platform.

In Progress Posted Jan 27, 2014 Paid on delivery
In Progress Paid on delivery

- The rules of the system will be expressed in plain English

- Backtest and Optimization will be at a portfolio level using historical data

- The programmer should be able to code using AMIBROKER AFL language

The system itself is really simple in sense of indicators. All that I intend to use is MACD, HiLo and EMA (9).

The main point is that I need to use a higher timeframe which must have its MACD parameters optimized to be, then, used together with a lower timeframe script, to go under optimization as well. And entry signals must happen at the lower timeframe accordingly to the higher one.

The original sytem is already written, but there are some changes that need to be performed.

I will show you an example according to the original script.

HTF ( higher timeframe )

LTF ( lower timeframe )

HTF already set as MONTHLY / LTF already set as WEEKLY

MACD parameters optimized according to the formula # 1

then, using the optimized parameters from HTF, into the new script to be used on LTF ( formula # 2 ) and then, starting the optimization for MACD and HILO indicator.

The original formula was designed only for long entries ( the coder did not consider the commands SHORT AND COVER ).

So the conditions to BUY are: ( SYSTEM MUST BE ON THE LOWER TIMEFRAME )

HTF

( MACD - SIGNAL ) > 0

AND

LTF

( MACD - SIGNAL ) > 0

AND

HILO > 0

AND

EMA (9) VALUE - PREVIOUS BAR EMA (9) VALUE > 0,001

ORIGINAL SELL IS ( JUST ) HILO < 0

What I need ?

to be able to set a target price (%), $, and pips . and a stop loss (%), $, and pips ( I mean, to use either %, $ or pips )

To be able to optimize it on any timeframes. For example:

HTF = WEEKLY

LTF = DAILY

OR

HTF = DAILY

LTF = HOURLY

OR

HTF = HOURLY

LTF = 15 min

OR

HTF = 15 min

LTF = 5 min

OR

HTF = 5 min

LTF = 1 min

So, I really need to be able to change the timeframes easily, on both timeframes the HTF and the LTF ones.

And the other point is that I want to have to different Trading Systems... I mean: I need to get the values defined on the HTF ( trend ) and use on the first system ( formula # 2 ) and have it optimized only for long entries AND to have another script

ONLY to short entries.

I do not want to optimize it to get an average result ( I believe that if I optimize a System which was set to go long and to go short it would not be as good as two ones set separately, one to only go long and another one only to go short )

So, formula # 3, should do the following:

SHORT signals

HTF

( MACD - SIGNAL ) < 0

AND

LTF

( MACD - SIGNAL ) < 0

AND

HILO < 0

AND

EMA (9) VALUE - PREVIOUS BAR EMA (9) VALUE < 0,001

COVER / set a target price (%), $, and pips . and a stop loss (%), $, and pips ( I mean, to use either %, $ or pips )

I will be waiting for your contact to discuss further details if you need any more information.

And about the Budget, if you find that it wuold cost your more than 150 USD, please let me know.

Yours sincerelly,

Arllan Alencar

I tried to make it HTF WEEKLY and LTF DAILY, see Picture attached, but I really should optimize it to go short...

After deciding on getting the job and fixing the price, I will send a pre payment deposit on my freelancer account.

C++ Programming

Project ID: #5365312

About the project

3 proposals Remote project Active Jan 28, 2014