Fermé

Backtest of Banknifty and Nifty historical data

Hello,

Looking for python code to backtest banknifty and nifty short straddle and strangle combination strategy, with following variable:

1) any number of combination of banknifty and nifty ATM and ATM +/- CE and PE strike price

2) Date for which back test to be done

2) Entry time

3) %Stop loss (1-min time frame) (per strike)

4) % target (1-min time frame)

5) Exit time

Result for the same should be saved in CSV file.

Format of CSV

1)Include Date

2)Bank Nifty spot price (Entry time and Exit time only)

3) Nifty Spot price (Entry time and Exit time only)

4) BN Sell 1 Lot ATM PE

5) BN Sell 1 Lot ATM CE

will continue as per opted option of strike price...

Compétences : Python, Traitement de Données, Excel, Statistiques

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Concernant l'employeur :
( 0 commentaires ) Bengaluru, India

Nº du projet : #32245478

3 freelances font une offre moyenne de 1233 ₹ pour ce travail

Ganeshmuruganr

Hi i have 10+ years in data warehousing with vast knowledge on data analytics. Having great experience in python & bi tools.I understood your requirement, please message me to proceed further

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danishatlead

I am the exact one who can fulfill your task without fail. I have 10 years of experience in developing We are team of 40+ Professionals who can help you for any software ,website , mobile apps and SEO/Google Ads/Facebo Plus

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mohitshukla2001

I love to do this work, I'm hardworking and dedicated towards the work and As I'm a passed out student so I will be available for the work any time. I like to do smart work and complete the work within given time frame Plus

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