Python Script Required to Process a Backtest of Stock OHLC Data
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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.
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