Create a custom Bloomberg Study SDK for CS.NET & advanced backtester in Bloomberg Terminal
$500-1250 USD
Closed
Posted about 9 years ago
$500-1250 USD
Paid on delivery
I require a custom Backtester in Bloomberg Terminal - you will most likely require a Bloomberg Terminal subscription to complete this project.
I wish to be able to back test on any instrument (Futures or FX) the following strategies - changeable by me to different time frames:
Strategy:
A threshold price is derived as a 'line in the sand'. This would typically be previous Days Close price or Weekly Close or Monthly Close. We then use either Monthly Threshold & Daily Candle, Weekly Threshold and 4HR candle or Daily Threshold & 60m Candle.
I enter LONG when previous candle closes above threshold price and current price has broken out above previous candle high. Stop loss set at current Day/Week or Month low depending on which timeframe we are using.
I enter SHORT when previous candle closes below threshold price and current price has broken out below from previous candle low. Stop loss set at current Day/Week or Month high depending on which timeframe we are using.
Take Profit in both instances will be at the close of a candle in profit - and the position is re-entered on one of the following candles if that price is broken in that directional bias again.
Further information on this strategy is available in this forum thread: [login to view URL]
Specifics around similar Entry here: [login to view URL]
Also see attached a backtester file that someone has developed for Metatrader for this strategy.
Hello, I am a student at a U.S. university studying quantitative finance while taking many computer science classes. I have access to a Bloomberg terminal and can prove it by messaging if you would like. I think I am the perfect choice for this project because I have already developed complicated backtesting systems in C++ using the Bloomberg API for both my classes and for my personal use. I would like to discuss the project further because based on your initial description it is difficult to determine what is required. Is it just a backtester or do you want something running in real time? How do you want the interface. I would adjust my bid after better understanding what you want. Thanks.
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