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Trading System Amibroker (AFL)

$30-250 USD

Completed
Posted about 10 years ago

$30-250 USD

Paid on delivery
Amibroker trading system. Dear programmers, I am looking for Amibroker (AFL) programmer who can do the following job: 1) To create a trading system on the indicator that I will provide. 2) To give a detailed instruction of how I can backtest this trading system myself. The indicator on what this system should be based upon. The indicator that I will provide calculates the spread between two correlated stocks. For example, if stock A goes up with 5% and stock B goes up with 10%, then my Delta will be 5%. But well, this all exists already and I will send it as soon I found the right programmer for this job. What I am looking for: Depending on the pairs I am working with, the Delta will move between a certain levels. Let's say (as an example) that in my opinion there a range of 1 to 10 ... and that is where I want to set up my trading strategy. As in the previous example the Delta is 5. Now when the Delta is 5 I think there is a probability that it will go back to let's say...4,5 So when the Delta hits the 5 level, I want to buy stock A and I want to sell stock B simultaniously. Important to know... The amount of shares A and the amount of shares B should be set as a parameter. So I want to buy 100 shares of stock A and sell 93 shares of stock B. When the delta indeed drops to 4,5, I want to close this Layer. Once this layer is closed, when can set it up again when the difference goes back up to 5%. SO I want to be able to set as a parameter the amount of layers. If I think the maximum delta between stock A and B is 10, then I want to set 10 as the maximum amount of lyers for this Pair. The second parameter is the difference between the Layers. If I want to have 10 layers as my maximum amount of layers and I think that the maximum spread is 10, I can have 10 layers of 1%. So that means that for every 1% delta / spread I want to set up a position. So when the delta is at 10... i will have 10 positions. The third parameter is to set the profit on the layer. If the ProfitTarget is set at 0,5 then the position will be closed when the delta descreases with 0,5%. The position will be closed and new positions can be taken once the delta widens again. So if we sell at 4% we will take profit when the delta decreases to 3,5%... and if we took the profit... we can get a new position when the delta goes up till 4%. The final parameter should be the setting of the the starting level. For some pairs I would like to start already from 1... which means we start already trading when the delta is 1. But for some pairs I only would like to start trading when the delta is bigger than 3 for example. So when the delta hits 3 it will only then start with trading. Well I guess this is all...I tried to explain in detail what the system should look like..but If you have further question please feel free to ask! Gr Gerard
Project ID: 5468837

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5 proposals
Remote project
Active 10 yrs ago

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Hello, I've clearly understood your requirement. Can deliver the solution to you. Besides can help you on the backtesting front as well. you will be able to set the number or layers through a variable/parameter. for ex 10 layers. you will be able to set the max delta through a variable/parameter. for ex 5. each layer range (difference between two adjacent layers) will be = (max delta)/(number of layers). as per above example, each layer range will be 5/10 = 0.5 . layer1 will be 0.0 to 0.5 . layer2 will be 0.5 to 1.0 ...and so on. layer10 will be 4.5 to 5.0 . you will be able to set the number of shares A to buy and number of shares B to sell through parameter. you will be able to set the profit target. (should not exceed layer range value). you will be able to set the starting level. say 3. for example, if you set start level = 3 and max delta = 5 and number of layers = 10 then layer range (difference) will be = (5-3)/10 = 0.2 . in this case, layer1 will be 3.2 to 3.4 layer2 will be 3.4 to 3.6 ...and so on. in this case profit target should not exceed 0.2 ie the layer range what about stoploss? can I see your existing indicator file to get more clarity? hope this is what you are looking for. do correct me wherever applicable. looking forward to work with you thanks
$250 USD in 10 days
5.0 (1 review)
2.5
2.5
5 freelancers are bidding on average $545 USD for this job
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Dear kaldex, I'm experienced amibroker programmer and have been coding afls since over 3 years. I can surely deliver this project and can help you on the backtesting part as well. if you are interested to hire me I would like to take the discussion to the next level. looking forward to work with you. thanks. sudris.
$300 USD in 7 days
5.0 (1 review)
2.3
2.3
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Hello, I have expertise in Amibroker and completed many projects here on freelancer. To back test pair trading, portfolio back test in Amibroker is used. Place the two symbols in a watch list and generate buy and short signals on the 2 symbols simultaneously based on symbol and position sizing of each symbol. Looking forward to work with you on this project Thanking you, Joy Sebastian
$333 USD in 5 days
0.0 (0 reviews)
0.0
0.0
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Hello I have five plus years of experience of coding trading systems for Amibroker. I have coded interface from Amibroker to trading platforms like ODIN and NEST. I have also created applications for streaming data to Amibroker via MS Excel. Prior to that I have extensively worked on Microsoft platform mainly Visual Basic and then VB.net I am a software engineer, with multiple Microsoft certifications MCD & MCSD. I can also provide the required training for back testing and implementation. Thanks & Regards Sanjay Mehta
$400 USD in 5 days
0.0 (0 reviews)
0.0
0.0

About the client

Flag of NETHERLANDS
Breukelen, Netherlands
5.0
14
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Member since May 25, 2008

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