In Progress

Simple Statistical Analysis Script

We need a simple script written. Either PHP or Perl.

This script will have an input of a CSV file and will output a CSV file and separate report text file.

The input file will have stock market historical data for a stock. For example, it will have the low, high, and closing price of IBM shares for the past 10 years. (See Yahoo’s stock history CSV files as an example.)

This script will input each line of data, which corresponds to one day's trading data, and make simple mathematical decisions based on that data and the previous days' data.

For example, the script may have to look at a 60-day moving average, which is the average price of the stock the past 60 days, and if the closing price of the day is 110% of the 60-day moving average, then the software would calculate the profit we would make if we purchased shares the following day.

Each day after the hypothetical stock purchase happened, we would need to calculate the current profit or loss. If the stock price fell below 90% of the 60-day moving average, we would need to calculate a hypothetical stock sale and document the profit or loss.

Essentially, the output CSV file would contain the original CSV file, with additional information about when a hypothetical purchase could have been made, using certain parameters, the calculated profit at the close of each day if a trade was opened, and then the hypothetical close of a position.

The meat of the script will be the decision-making, based on the trading strategy parameters. Any errors in this part of the script are unacceptable. The script must be 100% accurate in the decision-making.

This part of the script will also need to be designed for easy changing in the future. We will want to use this script to test a variety of different training strategies.

In addition to the output CSV file, we need a separate text report file. We will need to know a handful of extreme numbers. For example, we will need to know the maximum draw-down amount. That's that amount of money we would lose at the lowest point over the historical data.

At this point, all trading decisions in this script will be based on the three pieces of data already provided each day (low price, high price, and closing price), and easy computations based on that data.

This should be a very easy script to write for someone who knows what they're doing. There will be additional work in the future if you write this script well.

Thank you for taking the time to review this project and place a bid.

Skills: Perl, PHP, Software Architecture

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About the Employer:
( 41 reviews ) Chicago, United States

Project ID: #4723566

Awarded to:

sljukic

Hi. I've got master degree in Financial Management, I am PHP expert with 10+ years of experience in software development and I am active day-trader at NYSE who has already written similar scripts for himself. I can mak More

$133 USD in 3 days
(0 Reviews)
0.0

28 freelancers are bidding on average $151 for this job

srinichal

I am an expert in perl and can deliver the project

$236 USD in 6 days
(106 Reviews)
7.2
gopalvora

Hi ready to start Thanks

$206 USD in 8 days
(183 Reviews)
6.9
hussainweb

I can help you with this script.

$168 USD in 5 days
(97 Reviews)
6.7
AndreiMk

A PHP expert familiar with stock market and Yahoo stock data, including calculation of moving averages, Bollinger, Keltner etc.

$242 USD in 7 days
(58 Reviews)
6.5
atufa

I am PHP Certified experienced with stock Market and CSV files.

$150 USD in 6 days
(69 Reviews)
6.0
lepoitr

I'm interested in that project. I'm experienced(15+) perl web developer. I can make a perl script. I've made few scripts for processing csv files as a freelancer projects on this site. I expect a lot of testing, to min More

$263 USD in 7 days
(13 Reviews)
5.4
techvolcano

We can do this.

$150 USD in 7 days
(40 Reviews)
5.0
shashanksingh198

I can do this for you. Ready to start right now. Please check PMB

$147 USD in 3 days
(27 Reviews)
4.9
Churaliya

I'm ready.....

$166 USD in 7 days
(18 Reviews)
4.7
rsen75

i'm 14+ years experienced, ready to start work

$150 USD in 8 days
(16 Reviews)
4.7
Msceliot

Hi, I exactly got what you want, I can develop this app with PHP

$247 USD in 10 days
(12 Reviews)
4.6
mz1

I am capable to finish your request.

$155 USD in 9 days
(9 Reviews)
4.3
kalpataru44

Hello Sir, We are highly interested to do your project

$144 USD in 3 days
(11 Reviews)
3.7
blueCat1301

Please see private message.

$250 USD in 3 days
(4 Reviews)
3.0
robertocasalegno

I am used to write Perl script to analyze science data: from the point of view of programming, this is the same as reading your CSV file and compute new values. My feedbacks here on freelancers are saying that I alway More

$155 USD in 5 days
(2 Reviews)
2.9
recn

i can do it with perl script.

$138 USD in 3 days
(0 Reviews)
0.0
theavanzar

We have a good team of perl and php experts, we have done lot of projects like this especially text processing,csv processing etc using perl. We can complete this project within 3 days.

$111 USD in 3 days
(0 Reviews)
0.0
dhanitech

I understand the requirement and ready to work on this project.

$100 USD in 3 days
(0 Reviews)
0.0
UAAlexander

This is my first project on this site, so my interest is to finish the task ASAP with premium quality.

$100 USD in 3 days
(0 Reviews)
0.0
Onlance

Can do this with perl. Please indicate possible ways trading strategy could change ( and require the script to change ).

$133 USD in 3 days
(0 Reviews)
0.0