want to back-test the investment strategy below. Will want max drawdown, standard deviation, compound annual growth rate, etc… for the time period that is specified. Should be able to choose a start and end date.
The securities to be utilized are as follows:
SPY, QQQ, DIA, IWM, SSO, QLD, DDM, UWM, TMF, VGLT, JNK.
Investment strategy is as follows:
ITEMS TO DEFINE:
– Is the TSI(40) indicator above zero for all four stock indexes (DOW, S&P 500, IWM, QQQ) (Yes or No)
– Which indexes (DOW, S&P 500, IWM, QQQ) have a TSI(40) above zero.
– What is the 3-month percentage performance of each of the indexes (DOW, S&P 500, IWM, QQQ)
– Is the TSI(40) indicator above zero for VGLT? (Yes or N)
– Is the TSI(40) Indicator above zero for JNK? (yes or No)
– What is the 3-month percentage performance of VGLT and JNK?
– Of the indexes with TSI(40) above zero, which two have outperformed in the past 3 months, percentage-wise? (Note, there may only be one index with a TSI(40) above zero.)
ENTRIES:
On the first trading day of each month, do this:
– If the TSI indicator is above zero for all four indexes, then invest 20% of the portfolio in the 2x ETF version of the two best performing stock indexes (over the past 3 months, percentage-wise) that have a TSI(40) above zero, and invest 20% in the 1x ETF version of the two best performing indexes with a TSI(40) above zero. (For a total of 80% of the portfolio.)
– If the TSI(40) indicator is above zero for some, but not all of the indexes, then invest 40% into the 1x version of the two top performing indexes (over the past 3 months, percentage-wise) with a TSI(40) above zero. (For a total of 80%)
– If there is only one index with a TSI(40) above zero, then invest 40% in the 1x version of that index. (For a total of 40% of the portfolio.)
– If the TSI(40) indicator is below zero for all of the indexes, then stay in cash.
For bonds:
If the TSI(40) indicator is positive for VGLT, then invest 20% in TMF.
If the TSI(40) indicator is not positive for VGLT, and the TSI(40) indicator is positive for JNK, then invest 20% in JNK.
If the TSI indicator is not positive for VGLT and TSI, stay in cash.
Exits:
During the month, if the TSI(40) indicator for the securities invested drops below zero, sell half the position. However, if the TSI indicator for all four major stock indexes drop below zero, then cash completely out of any stock index positions and JNK (if invested).
At the first trading day of the next month, re-evaluate per the instructions above.
Deliverables
Coder would deliver a script that produces the information requested above via HTML. Can use Pine script on [login to view URL] to generate the output, or other code, as long as a paid subscription is not required. This is for personal use.
Hi, How are you?
Upon reading brief details I believe its a doable job I have great experience doing projects with C# Programming, Pine Script, Trading and Python. I am confident about getting this done. While I believe we need to have detailed discussion about it. I work as per Eastern time daily so that would be good for us to catch up on this job, Lets discuss this further and get started for you as soon as possible. Thanks! Awais
Work can be done
Anything in the ***PineScript*** or ***Python*** can be coded just need a good description of the concept
Bid Price and Duration to Complete the Project Will be Revised after getting Full Description of the Project
Rest we can discuss in chat
Hello,
Warm Greetings!
Upon checking your project, I am pretty sure I can produce high-quality and perfect results for your project. By using Python, I used to make AI engines, BOT, Web Scraping Tools, and so on. PHP, Python is my major, so you will be satisfied.
I am a very highly skilled web developer with more than 5 years of rich experience in such as Laravel, CodeIgniter, Python, Django, etc So more specifically my skills are ...
Web Development
+ Backend: Python Django, Node.js, Laravel, MySQL, MongoDB
+ FrontEnd: React, Angular, Vue.
I hope you share with me more details about your project. Waiting for your reply.
Thank you and Good day.
I have more then 15 year’ experienced in full stack .NET developer in ASP.NET Core / MVC / WinForm, C#, Razor, Jquery, HTML5, Telerik, DevExpress, SQL Server, MySQL, PostgreSQL.
As i am expert, I can build it according to your requirements.
Because I have a lot of the experiences about these fields, I can build your project as soon as possible perfectly.
I offer excellent software quality work and provide the best support on your project.
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Ready to discuss with you about the task now.
Thank you for the reading.
Hi there,
I am Rashid, Hope you are doing great. Firstly about the Investment Portfolio Backtest Script that I have a great experience in it. I am very confident to pull it off once awarded. I am a Full stack developer with a team of experienced developers and designers on my side, together we have 5+ years of experience in Pine Script, Python, Trading and C# Programming I aim to establish a long term working relationship with my clients. It would be my honor to have you on board with us.
Please let me know what is needed to secure the bid!
Thanks for your consideration.
Rashid Amjad.
Hi,
Please have a look at my Freelancer Portfolio for previous Backtesting Projects: https://www.freelancer.com/u/abhishek2chikun
I'm a Python Developer, a Stock and Crypto enthusiast who have worked on and have strong knowledge on finance market from different Charts, Indicators, Trading strategies, F&O, to Building High-Frequency Automated Algorithmic strategies, Backtesting Strategies with Dashboards and Terminals.
I understood the requirement of the project and I'm highly experienced working in similar project and looking to work with you as well.
We can schedule a meet where I can show you my similar previous work on Backtesting Strategies and can discuss in more details about the project.
Thanks and Regards,
Abhishek Panigrahi
Hi there,
I have read the brief details of the project u posted.
I believe i can help u as I have great experience doing projects with Python, Pine Script, C# Programming and Trading. Please send msg to initiate the chat and discuss in detail.
Regards,
Ayesha
Hello
I read about your project Investment Portfolio Backtest Script and I am aware with this so I can easily make for you.
Lets connect and discuss more on it.
Thanks