
Trading Strategy Backtesting - Pinescript, VectorBT, Python
- or -
Post a project like this22
£363(approx. $494)
- Posted:
- Proposals: 19
- Remote
- #4481716
- OPPORTUNITY
- Awarded
Software Engineer | IT Professional | AI developer | Mobile App Developer and more !
+10 years of experience in Graphic Design & Web Development | Corporate Identity Design | UI/UX | Logo Design| Technical Writing | Presentations Design | Wordpress

906278911818456227480411532217791102711948083710214687996250796154543145543442278095
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
50%
Last project
17 Apr 2020
United Kingdom
New Proposal
Login to your account and send a proposal now to get this project.
Log inClarification Board Ask a Question
-

Hi Matt, you’ve outlined a very technical project, and before we can scope it properly against the current budget, we just need to clarify a couple of points.
Are you looking for a full brute-force backtest across every parameter combination, or would you be open to a more bounded approach that fits the price and one-week timeline? Also, when you say the Python/VectorBT results should match TradingView, do you need exact trade-for-trade parity, or would an agreed tolerance be acceptable?
1151154
We collect cookies to enable the proper functioning and security of our website, and to enhance your experience. By clicking on 'Accept All Cookies', you consent to the use of these cookies. You can change your 'Cookies Settings' at any time. For more information, please read ourCookie Policy
Cookie Settings
Accept All Cookies
