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merge, modify quantopian algos

$30-250 USD

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已发布将近 6 年前

$30-250 USD

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Hello, I have n algo, I like the way it controls leverage and the universe, I want to use it as the base for the future. I have a couple other algos that trade the gap, can you put this code into the first one? It would be for swing trading. Stop (first 15 mins) and trailing stop at 8%.I would like to add a bunch of filters and optimize them in zipline (if that is how you do optimization). The filters would include (plus toggles to turn them on or off): 1-moving average cross-over (go long on upgaps if the trend is flat or going up, go short on downgaps if the trend is flat or going down) 2-correlate trading with the vix as in the base algo 3-correlate trading with the RSI of the vix (say 30 and higher for shorts, 70 and higher for the longs) window to be optimized 4-Assess first 15 minutes of stock performance: RSI (or something else for price direction?) and relative volume, compared to the last 6 months say. Optimize cutoffs for trading. Optimization strategy to avoid overfitting (tell me if this makes any sense): -Optimize one filter at a time -Optimize for one year, then test for the next year. I dont know the cost for this work, give me the right price. Contact me and I will send you the algos. Thanks for your help. Paul
项目 ID: 17048216

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Hi I actually got a capital allocation from Quantopian, i would be happy to do this task for you. I am free to chat any time. Best regards Richard
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