Code my stock trading strategy into an existing backtesting platform(repost)
$30-5000 USD
Cancelado
Publicado há mais de 12 anos
$30-5000 USD
Pago na entrega
I have a rather sample stock trading strategy that I would like to backtest on 10+ years of daily US stock data. It's detailed below. Historical data can be downloaded from Yahoo or wherever else.
I would like someone to code this strategy into an existing backtesting platform for me so I can see the results. I've downloaded [login to view URL], which seems like it would work, but if you have a better platform, I'm open to that too.
So to recap, this job is to:
1) Recommend a backtesting platform
2) Code my strategy into that backtesting platform
3) Show me how to setup the platform and run the results myself
4) Make sure the strategy is tested at the portfolio level, assuming I invest 10% of my capital into each trade, tell me what the overall result will be.
To bid:
1) Please tell me which backesting platform you'd like to use
2) How long it will take you to complete the job
## Deliverables
Here's the strategy:
When I say SPY, I'm referring to this stock:
[login to view URL]
This should be tested on all stocks with average volume of at least 200k shares/day.
Enter long when...
EMA 20 > EMA 50
AND
Close >= EMA 50
AND
Stochastic 14,3,4 D < 30
AND
SPY's EMA 9 > SPY's EMA 16
Exit long when...
Stochastic 14,3,4 D crosses above 70
OR
Stop loss of 5% is hit
OR
Close < EMA 50
OR
SPY's EMA 9 crosses below SPY's EMA 16
Enter short when...
EMA 20 < EMA 50
AND
Close <= EMA 50
AND
Stochastic 14,3,4 D > 70
AND
SPY's EMA 9 < SPY's EMA 16
Exit short when...
Stochastic 14,3,4 D crosses below 30
OR
Stop loss of 5% is hit
OR
Close > EMA 50
OR
SPY's EMA 9 crosses above SPY's EMA 16
Money management
Use 10% of capital on every trade, reinvesting profits.
E.g., you start with 10,000, so you invest 1,000 into each trade. If as a result of taking profits, you wind up with 20,000 in capital, then you invest 2,000 in each trade.
Because you can only invest 10% of your capital into any one stock, with zero leverage, that means you can only hold a max of 10 positions at once. If more enter signals are generated than you have the free capital to buy, then prioritize which stocks to enter long by those with the lowest stochastic, and those to enter short by those with the highest stochastic.
Commission
Assume $.005/share commission, with a minimum $1/order.