I have a simple trading strategy built in excel that needs to be converted to Python 2.7, that will run on OANDA's REST v20 API.
- the strategy uses very simple excel logic - IF statements, vlookup's, etc. There is no VBA.
- the workbook uses 3 spreadsheets and is designed for one product. In the converted code, I need this changed to work on a basket of securities, rather than just one.
- the workbook is written as a backtest. In the converted code, I need to be able to perform backtests and run it live within the OANDA practice and live trading environments.
- As a reference, the entire workbook is only 15MB when containing 5 years of historical intraday data.
- I have a strong understanding of excel and can explain in detail all logic to assist in the conversion process.