I need you to develop some software for me. I would like this software to be developed for Mac . I would like a developer who knows Matlab or C# very well, and also the OANDA API.
I wish them to be able to stream FX data into Matlab and allow execution of my trading script
I would like them to review my script and make it more efficient
I would like them to build a sql database to store data and append new data to it with all appropriate checks
I would like them to develop a UI and also help me explore a cloud hosted solution so as to free up my MacBook from doing then computation
Divergence Capital model specification
This project forms part of a PhD research project. I am seeking to development an Algorithmic asset manager tool leveraging evolutionary learning and mean reversion.
The solution trades currency pairs by initially picking the best trading opportunities using a daily time frequency.
The model also optimises for the best trading frequency.
The model will also computes the optimal parameters for technical indicators such as MACD, RSI, and Profit and Loss. These are used to pick the optimal currencies to trade.
There are two strategies. Divergence Convergence strategy and a Range trading strategy.
List charitable courses or social impact initiatives to donate to, as well as percentage of Profit to donate
Develop data ETL functionality for open, high, low, close prices and volume from OANDA to capture user defined period of historical data.
Update database with most recent prices based on an optimal frequency or user defined frequency.
Store historical data and append most recent prices to appropriate database
Refresh database periodically
Develop/ Modify evolutionary learning code in Matlab to identify optimal technical indicator parameters. RSI, MACD, Moving averages. Matlab Code supplied.
Create MACD function that can accept parameters.
Create Coppock function that can accept parameters
Create ADX function that can accept parameters
Divergence Convergence Strategy:
Modify existing divergence/convergence code in Matlab, to make more efficient and comment intelligently. User can Incorporate optimal parameters identified in evolutionary learning or chose use user defined parameters for RSI, MACD or moving averages. Matlab Code supplied
Store calculated daily (or user defined) average divergence and momentum percentile rank for each currency pair
Range trading Strategy;
Modify optimal range code in Matlab and implement. This calculates ranging period for price or RSI. Matlab Code supplied
Trading rule implementation;
(1) Trading Rule Range trading strategy
BUY If divergence criteria all > 0.001 or current absolute divergence > highest stored divergence over prior 20 periods and RSI is in the bottom 2% or less of trading range and Coppock < 0.01 ......and current price > MA
SELL If divergence criteria all < 0.001 or current absolute divergence > highest absolute stored divergence over prior 20 periods and RSI is in the 98th percentile or more of trading range or and Coppock > 0.01 and ......and current price < MA
(2) Trading Rule Divergence Convergence strategy
BUY If divergence criteria all > 0.001 or current absolute divergence > highest stored absolute divergence over prior 20 periods and RSI < 29, or and Coppock ......
and If percentile rank of Divergence / convergence for currency pair > 95%
SELL If divergence criteria all < 0.001 or or current absolute divergence > highest stored absolute divergence over prior 20 periods and RSI > 71, and Coppock ......and If percentile rank of Divergence / convergence for currency pair > 95%
Develop and modify back test for above strategies and show graphical and numerical display of profit and loss, and buy and sells.
Define period for back test
Develop code to execute buy and sell orders with limits manually based on chosen strategy and thus trading rule.
Develop code to automate execution of buy and sell orders using Oanda
Cloud Hosting to support web app;
Consider cloud hosting calculations and data storage
Create Workflow/Create GUI so that user can;
User can set up own profile and save it (saving is optional)
phone number is optional,
home address is optional
Email address must be confirmed via Divergence capital website to activate trading account
Receipt of news from Divergence Capital Y/N
Option to donate to a social course from list and receive updates.
User must enter
User can select currency pairs (asset list) for API call for analysis from list on page
For each pair in Asset list calculate best parameters for technical indicators, such as RSI, MACD, and trading frequency using evolutionary learning and genetic algorithm script. Display best parameters and trading frequency on screen for each pair.
User should have option to override best parameters with user defined technical indicator parameters, and trading frequency on screen
User can run Matlab divergence convergence code to show best tradable currency pairs to trade based on optimal or user defined trading parameters.
User can show peaks, troughs and trends in divergence and convergence criteria (percentile rank and absolute values) both graphically and numerically for selected currency pairs.
Email optimal trades to user.
User can choose strategy based on whether currency pair is ranging or trending.
If ADX lower than 10 or user defined criteria then currency pair ranging
If ADX higher than 25 or user defined criteria then currency pair
User can show how long currency pair has been ranging or trending based on optimal trading frequency or user defined trading frequency.
User can chose Divergence/Convergence strategy or Range Trading strategy based on whether currency pair is ranging or trending.
User can back test strategy/ trading rule and show best trading parameters and associated Profit and loss graphically.
If portfolio chosen user can optimise currency pairs selected for highest return, and for lowest risk and create efficient portfolio using Markowitz theory.
User can select to trade a portfolio or a single currency pair.
User can execute buy or sell orders.
User can set limit orders, take profit thresholds.
ETL open, high, low, close, volume data from Oanda on user defined frequency.
Calculate and store optimal trading parameters for each currency pair.
Run Divergence Convergence and Range Trading Matlab codes to identify best pairs to trade
Back test strategies with optimal trading parameter.
Back test strategies with user defined trading parameter.
Execute trades based on chosen strategy
Store trade history and profit and loss
2 week sprint review and deployment
9 freelancers are bidding on average £1143 for this job
Hi, I am professional in Trading, Evolutionary Learning, Divergence Convergence Strategy. I can help you with high quality. I wish to discuss about the project more. Thanks.