I'm a CFA and independent stock market trader. I want to develop my own automated trading system but I don't know how to write my own code. I'm learning python so I would like to have all the codes in python so I can adjust and modify the scripts as necessary.
This would be the first of several projects that would be part of an automated trading system. I want to setup a custom back testing module specifically written in python. The backtesting will produce results of technical indicator signals that generated buy/close, short/close trades using historical data from Yahoo, Alpha Vantage or Quandl. The technical indicators will be an RSI with a Bollinger Band overlay and a PMO (Price Momentum Oscillator) also with a Bollinger Band overlay and I want to be able to specify the timeframe and the ticker that will generate the signal. Once the trade signal is generated, I want the trading module to select from a portfolio of tickers that I specify.
For the results, I would like to have a tearsheet that calculates and chart cumulative returns against a benchmark of my choosing, calc/chart the drawdown, produce a heatmap of monthly returns, produce a bar chart of annual returns, produce statistics measured against benchmark (Total Return, CAGR, Sortino and Sharpe ratios, etc), and trade statistics including % of win, duration of trades, etc. (See Attached)
17 фрилансеров(-а) в среднем готовы выполнить эту работу за $915
I have experience in python development and machine learning using tensor flow numpy matplotlib keras I have train CNN YOLO ResNet mask rcnn I can provide you best results