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Required Data Science & Analytics,Data Mining & Management freelancer for Excel expert to help with formula job

Posted at - Aug 1, 2021

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I have a set of data which includes the following:

1) Price
2) TImestamp

I will like to create a backtesting model for predicting future price movement. The formula will work based on this signal:

1) simulate entry every 1 second
2) when the price goes up by 0.1%, take profit
3) When the price goes down by 1%, take loss
4) able to count on an average moving 15 minutes: how many take profit vs take loss vs pending
5) simulate a buy or sell decision:
If take profit> take loss in last 15 mins then buy 1
If take loss > take profit in last 15 mins then sell 1
6) If buy, attempt to sell when the price is 0.1% lower or 1% higher
7) If sell, attempt to buy when the price is 0.1% lower or 1% higher
8) Calculate the profit loss of a time period using the above steps

About the recuiterMember since Sep 16, 2017 Jenny Nieves
from Alberta, Canada

Skills & Expertise Required

Data Science & Analytics Data Mining & Management 

Candidate shortlisted and hiredHiring open till - Aug 31, 2021

Work from Anywhere
40 hrs / week
Hourly Type
Remote Job
$25.01
Cost

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