In Progress

Stock Screening and Back testing on technical indicators

I have a universe of stocks, I want to be able to download the historical closing prices up to the time specified. I want to be able compute Moving Averages, Bollinger Bands, RSI, and PSARS historically. I want to know if these parameters were hit historically and if so what the performance was. I want to be able to compute the performance at the ticker level as well as universe level.

There should be a page where can I specify:

- Moving Average days – E.g. 5,20,50,100,200

- Moving Average Crossover Calculator in the program - eg. 50 over 200 from below or 5 over 100 from above, etc.

- RSI Cross From Above/Below – I should be able to enter the number e.g. 20,30,40,50,60,70,80

- RSI Specification – 12,14,16

- Bollinger bands width – eg. 20,2 or 30,3 or 40,4 etc.

- I want to be able to see what the return was historically, including the dates the criteria was met up until 15 days after.

Requirements

• Should take less than an hour to simulate (Gather new data, provide Buy/Sell List, give historical data on stocks on that list)

• Should take no more than 4 days to make

Platform: Excel, Programming – For fetching data I am fine with the program using VB scripting for multi-threading purposes.

Detailed Requirements:

1) All deliverables will be considered "work made for hire" under U.S. Copyright law. Employer will receive exclusive and complete copyrights to all work purchased. (No 3rd party components unless all copyright ramifications are explained AND AGREED TO by the employer on the site per the worker's Worker Legal Agreement).

2) List of Stocks will be provided on an excel sheet, you will have to find historical prices over past 3 years

3) Find out formulae for Simple Moving Averages, PSARS, Bollinger Bands, RSI and incorporate it into each stock.

4) The simulation should be able to buy at buy signal and sell at sell signals, these sell signals will be provided.

5) I want to be able to have 2 sets of criteria’s, one for buy and one for sell.

a. Buy (All should be customizable)

i. 50 Day Moving Ave. cross 200 Day MA from below

ii. After Cross 3 days stock is positive

iii. PSARS is from below

iv. RSI 14 between 30 and 60

v. Stock Within Bollinger Bands for first 4 days of crossover

b. Sell (All should be customizable)

i. Stock goes down by 5%

ii. 50 MA crosses 200 MA from above

iii. PSARS changes

iv. RSI above 80

6. I should be able to re run the system so it should be able to fetch new data and I should be able to change the tickers

7. Please check excel file attached.

Skills: Excel, Financial Markets, Financial Research

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About the Employer:
( 1 review ) Toronto, Canada

Project ID: #4870123

Awarded to:

Mat66

Hi, I have a quantitative financial analyst and programming background and am developing stock screeners for 3 years now. I can implement this quickly. Your requirements leave some degrees of freedom for implementing w More

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7 freelancers are bidding on average $805 for this job

maverick44000

Hi there I can start working on your project. Regards.

$944 CAD in 15 days
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SteveP495

I'm the creator of Freelance Sniper and my Excel VBA pedigree is in your PMB. I have traded and coded Insto FX, Options and Futures. Unless you find someone with exactly what you want already, you need to pay way mo More

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tamrakar81

Hi, I have gone through your requirement and I am glad that We can accomplish this task, Please give us opportunity to work with you. Please check PM . Thanks, TTS Team

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ThomDall

Hi, I am currently working in the public sector in economic modelling and analysis. I have a background in economics, statistics, and computer science, and I think I can definitely meet your requirements. I have to More

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TL15

I am an Excel programming expert and have designed a number of user friendly tools to analyze large data sets. I currently have a tool that pulls options data from google finance and uses parameters to determine if ca More

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saikrishna70

Will provide excellent results

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