Backtesting Engine for Windows Desktop
Budget
968$
per month
Posted: 5 years ago
Opened
- Description
- We are small Fintech company which provides charting software primarily for Indian stock market.
We require your services in finalization of suitable source, customization and incorporation of the back testing engine. We have chosen 3 open source library:
1. S# API from Stock Sharp
https://stocksharp.com/
2. Lean from Quant Connect
https://www.quantconnect.com/lean/
3. Turing Trader
https://www.turingtrader.org/
The above engines supports back-testing but I want you to write code to use its functions etc to performs back testing tasks as mentioned below. You can choose any one of the above.
Features required :
- Ability to buy/sell at market, close, open, next bar / same bar, stop or limit order
- Get a list of pending orders along with details such as order name, date, price etc
- Get a list of trades (closed) along with entry price, date, order name etc.
- Get details of current open position such as price, date, order name and position (long/short)
- Support for pyramiding i.e. buying or selling several quantity and exiting partially
- While strategy is running get status such as current position details, profit/loss so far, trade count etc.
- After back testing is complete get comprehensive report such as Net P/L, Trades, Average winning trade, drawdown, profit factor , equity curve etc.
- Portfolio back testing
- Optimization
- Settings such as commission/cost, tick size, tell strategy to exit in current bar itself if a SL or Target is hit.
I would prefer VB.NET but if you have no option and want to code in C# then that's okay.
Please feel free to message if you have any questions.
Skills:
application programming interface (API),C# programming language,customization,desktop,microsoft windows,open source,software development,Visual Basic .NET programming language
- Category
Source: peopleperhour.com
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