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Build a trading strategy backtester

This is an opportunity to work on a relatively easy project for a person with the right skill set.

We are looking at building a back tester (ideally using python) which will pull stocks, securities & forex historical financial data and test out approx 4 - 5 trading strategies. This will need to be an event-driven backtest system.

These 4 - 5 trading strategies will need to be coded as each strategy relies on multiple technical indicators.

The goal is to be able to back test each of the strategies in the following method.

1. Identify when a stock has met all the conditional requirements shown by the technical indicators for each strategy.

In this step, we will need to filter through a large number of ticker symbols as well as time frames to identify when the specific technical indicator conditions are being met with the highest probability.

2. Based on the above, place buy and sell orders respective to the strategy as well as assign stop losses and exit orders when the price has reached a specific point.

3. Generate a report on the number of occurrences of conditions being met for each strategy per month, the profit/loss of each simulated trade as well as a monthly net profit/loss based on the various trades for each strategy.

This is a very basic summary and details of each strategy as well as how to best approach this will be provided along with answers to any questions raised during the duration of the project.

Based on the completion timeline and performance on this project, for the right person, we would want to extend an offer for another bigger project to use the findings to assist in building a trading system (details of which will be disclosed upon completion).

Skills: Algorithm, Financial Markets, Python, Statistical Analysis, Statistics

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About the Employer:
( 0 reviews ) Auckland, New Zealand

Project ID: #18154599

24 freelancers are bidding on average $2259 for this job

DarinX

Hi! What technology do you want to be used on the back end of the project? Do you have specs available for a review? If so – please share and my team will investigate on what is the best stack for the project Please More

$2500 NZD in 30 days
(8 Reviews)
5.8
omsoftware

Hello, Greetings from OM SOFTWARE PVT LTD!! We are ready to work on your trading platform in fact we have great experience at trading development Please have a look [login to view URL] Our portfolio: [login to view URL] More

$1500 NZD in 30 days
(1 Review)
5.6
goalscoreplayer

Hello, nice to meet you. I read your project description carefully. I have full experience for trading platform using several strategy such as MACD, RSI, stochRSI, EMA etc. Also I have enough experience in IB, TWS. More

$1500 NZD in 30 days
(18 Reviews)
5.4
peng72083

Hello, how are you? I have read your description and I'm very confident of this job. I'm a senior software engineer and I have rich experience in trading algorithm development. I'm proficient in Quantopian, Interact More

$2500 NZD in 30 days
(10 Reviews)
5.1
SMurcielago

Hi there, I'm a programmer living in Auckland working in this area for a long time. I'm familiar with coding in Metatrader, Python, PRC and Pine. I would be able to work on this project right away. Regards,

$1666 NZD in 30 days
(10 Reviews)
4.8
ymograi

Sir/Madam, I am an experienced Python Developer with 2 years of experience. I have worked in a fintech startup for 6 months on Python libraries like Numpy, Pandas, Scikit learn. I can do the project for you. Looking f More

$2500 NZD in 30 days
(39 Reviews)
5.0
DevStar925

Hi, I ready your full description and I am interested in your project. As you can see my profile, I have top skills of automated trading software for cryptocurrency, forex as well as stock. I have experiences of Meta More

$2500 NZD in 30 days
(6 Reviews)
4.6
DarkKnight2206

Hello! I am a python developer. I looked at your project and it seems interesting. I have all necessary skills required for this project. Ping me to discuss in detail.

$2250 NZD in 2 days
(23 Reviews)
5.1
maysamk19

Hello there! I have extensive experience in python, machine learning, financial markets, hedge funds, and would love to help you out on this project. I also obtain a Masters in financial mathematics. Credentials More

$3000 NZD in 30 days
(8 Reviews)
4.1
titaoufikikkou

Data analyst/data scientist/R programming I am a mathematician. I am well versed with Algebra and analysis. I work on: - Linear algebra - Statistics - Statistical modelling using R - Models for classification and More

$2500 NZD in 10 days
(15 Reviews)
3.5
freelancerpr0

Hello, I am an experienced quantitative analyst with extensive experience in modeling strategies. As you might see from my past projects, my last project itself was exactly the same kind of project you have. I had t More

$1500 NZD in 30 days
(2 Reviews)
3.5
quangdan304

Hi, sir. I have studied your proposal in detail. I am capable of making the great result what you need. I can revise free until you are happy. Thanks, sir.

$1500 NZD in 30 days
(1 Review)
0.2
Craveo

Hi... How are you?. I saw your description carefully and i 'm very interesting your project. I have rich experience in your proejct types, so i can do your project perfectly. If u would like to give me your pro More

$1800 NZD in 3 days
(0 Reviews)
0.0
ariaghasemian

I have a few years of industry experience in quantitative research and systematic trading (hedge funds and banks) and have a PhD in engineering/applied math and masters in financial engineering. I'm confident I have th More

$2500 NZD in 30 days
(0 Reviews)
0.0
SkyPavel

Hi. I'm a Python 3 and Excel VBA developer. I have been developing and supporting projects for analyzing and processing data. I am working with several resources for freelancing. UpWork Top Rated freelancer. For mo More

$2500 NZD in 30 days
(0 Reviews)
0.0
shivagtm

Hi, We are well versed for financial domain and having technical expertise on Python, .Net. Please visit our portfolio at [login to view URL] Lets connect to discuss further. More

$2500 NZD in 30 days
(0 Reviews)
0.0
poetatom

Hello, I have 25+ years of experience in software engineering. I have been working on trading strategy for the last three years. I hope to discuss your project further with you. Best, Poet Relevant Skills and Exper More

$2500 NZD in 30 days
(0 Reviews)
0.0
vladislavagapov

Got hands-on experience with backtesting engines such as the one provided with MT4/MT5 and eSignal. Can show the major underwater stones there. Can quickly and efficiently design the IS-OOS backtesting engine powered More

$3000 NZD in 15 days
(0 Reviews)
0.0
lokawiz

Hi, We will develop your back testing system for technical indicator combination strategies using Python. We have built such systems in past and also developed gui for the same. We have implemented the technical indic More

$2500 NZD in 30 days
(0 Reviews)
0.0
seemasit

Hi, I have done work on trading indicators and I possess proven track record in similar work. I also build portfolio work and I can develop indicator script for your use. Please check my work here: https://ww More

$2500 NZD in 30 days
(0 Reviews)
0.0