Stock Screening and Back testing on technical indicators
This project was successfully completed by Mat66 for $550 CAD in 15 days.Get free quotes for a project like this
Project Budget$30 - $250 CAD
Completed In15 days
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.
• 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.
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.
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