
Trading Strategy Backtesting - Pinescript, VectorBT, Python
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£363(approx. $483)
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Description
Experience Level: Expert
Strategy PPH
I have a trading strategy that is written in Pinescript 6. I want to convert that pine script strategy in to Python with all the settings and have VectorBT backtest the strategy for the last 365 days across the 15 minute candlestick data for gold / XAUUSD.
I will provide the candlestick data in the form of OHCLV.csv
The strategy has a number of parameters that can be changed that alter when the strategy would take a trade.
Currently there are 15 parameters that give a combined total parameter combinations of nearly 1 trillion different combinations.
I want VectorBT to backtest for the last 365 days every possible parameters combination and output a .CSV file that lists each of the setting combinations as well as the profitability, profit factor, win rate and profit total percentage.
I need VectorBT to complete this backtesting within a specific timeframe and run in the cloud.
I need this to be completed in 1 week to backtest 365 days.
I also need to be able to change the backtesting timeframe to 1 week so that once the 365 days has been complete I can simple run the backtesting once a week and update the master record.
I need the settings that VectorBT outputs and the profit/loss, profit factor, win rate to match with when the settings VectorBT gives and are inputting in to TradingView.
I have a trading strategy that is written in Pinescript 6. I want to convert that pine script strategy in to Python with all the settings and have VectorBT backtest the strategy for the last 365 days across the 15 minute candlestick data for gold / XAUUSD.
I will provide the candlestick data in the form of OHCLV.csv
The strategy has a number of parameters that can be changed that alter when the strategy would take a trade.
Currently there are 15 parameters that give a combined total parameter combinations of nearly 1 trillion different combinations.
I want VectorBT to backtest for the last 365 days every possible parameters combination and output a .CSV file that lists each of the setting combinations as well as the profitability, profit factor, win rate and profit total percentage.
I need VectorBT to complete this backtesting within a specific timeframe and run in the cloud.
I need this to be completed in 1 week to backtest 365 days.
I also need to be able to change the backtesting timeframe to 1 week so that once the 365 days has been complete I can simple run the backtesting once a week and update the master record.
I need the settings that VectorBT outputs and the profit/loss, profit factor, win rate to match with when the settings VectorBT gives and are inputting in to TradingView.
Matt L.
100% (17)Projects Completed
7
Freelancers worked with
7
Projects awarded
48%
Last project
17 Apr 2020
United Kingdom
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