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    6 quantstrat jobs found, pricing in NZD

    I am interested in updating a monthly portfolio rebalancing algorithm with signals in R, which has been developed using quantstrat. In a nutshell, I would like to use quantstrat to set trailing stops on each buy/sell positions, which are being set on the portfolio. Additionally, I would like to rebalance the portfolio every week or month outside of quantstrat. A knowledge of quantstrat or an equivalent backtesting framework is required.

    $82 / hr (Avg Bid)
    $82 / hr Avg Bid
    3 bids

    I'm looking to create advanced backtests combining a few momentum and mean-reversion signals using the quantstrat library on R. I understand the basics, but need someone who has more experience to assist with coding the ideas I have.

    $136 (Avg Bid)
    $136 Avg Bid
    8 bids

    I would like to backtest 3 strategies using R quantstrat package on a list of assets (2010-2020). The script should generate backtest report for each asset and be reproducible.

    $41 (Avg Bid)
    $41 Avg Bid
    4 bids

    Hi Serhii O., I noticed your profile and would like to offer you my project. I need to implement a set of rather simple strategies on R quantstrat on a list of 117 assets. The script should be reproducible> Would you be available for this job and

    $98 (Avg Bid)
    $98 Avg Bid
    1 bids

    I am using Quantstrat package for R programming. I have an strategy and need to debug the following: - applyRules before executing the strategy - add a rule for stop loss (sell when stock is less than X percent from buy price) - add a rule for trailing stop (sell when stock is X percentage high from buy price) The strategy is already working with indicators and signals, only adding the rules are needed. Detailed instructions will be sent upon request.

    $44 (Avg Bid)
    $44 Avg Bid
    4 bids

    in R, I need to find this pattern so I can do some backtesting in quantstrat. 3 bars. The pattern is composed of three bars, a gap followed by two higher highs and two higher lows. Price gap = Look for price to gap higher. Yesterday's low price is above the prior days high, forming a gap. Higher high = The third bar in the pattern makes a higher high. Higher low = The third bar in the pattern makes a higher low, but it remains below the 2nd bar's high. Attached two examples. So I will need a function to find the gap2H, the function will be used as add.indicator. Ideally, the function will return the start_date and end_date of the pattern. I only need the function. UPDATE The patter must meet the following 4 conditions. -Yesterday's low is higher than the high of...

    $108 (Avg Bid)
    $108 Avg Bid
    4 bids