09
Dec

Python Script Required to Process a Backtest of Stock OHLC Data

Posted By admin

Project Title: Python Script Required to Process a Backtest of Stock OHLC Data

Project Description:
There are around 50 stock files and each candles data ( OHLC) at minute level.

I need a python script which will do backtest by assuming entry at breakout of 1 min, 5 min, 3 mins from begin of the day.

Upwards breakout of say 3 mins, means BUY, lower breakout of 3 mins means SELL.

Configurable params with example.

Entry start time : 9.20
Exit time : 15:00
Target_per_stock in percent: 1
SL_per_stock in percent: 1
Max_total_day_profit : 1000
Max_total_day_loss : 700

The data of each stock will be of a year ( as attached). Daily trades will be entered and exited. Report would be of daily basis. of each stock date, Profit/loss.

Example if entry taken in all 50 scripts as per breakout occured for 50 total stocks… whichever candle breakout occurs, entry price would bre recorded & further price would be monitored after entry based on candle data every min… based on ohlc data…. and evaluated either target reached/ sl reached per stock….

Most important, the total_profit and total_loss per day would be based on running PNL of all stocks and not just 1 stock…. so every minute, PNL of all active positions would need to be considered in running profit and loss.

Need output excel / csv file and let us know your charges.

For similar work requirements feel free to email us on info@webscrapingexpert.com.

Comments
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    Hello, I need your assistance in scraping ico listings from icowatchlist.com. Can you help?

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    We need someone who can extract upcoming ICOs from topicolist.com. Can you do this? Please advise.

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  • 7 months ago Hillary Mesa

    You’ll have to scrape prices of stocks for our company’s competitors from otcmarkets.com. We will provide you the time-frame and you’ll have to get the data during that time only.

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  • 7 months ago Odell Jeffrey

    Need someone who can scrape historical stock data from Yahoo Finance from multiple stocks on multiple dates. What would you charge?

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  • 7 months ago Courtenay S

    I am looking for a programmer with excellent web scraping skills who can help me to create an Excel sheet where I input the link of the company from Investing.com and I get all the historical data in different sheets in the Excel workbook.

    Reply

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