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finding best combo of parameters using ML/NN

$30-250 USD

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投稿日: 約10年前

$30-250 USD

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Hello, I have a simulator for intraday trading which has few parameters. the results are my profit or lose in the simulation dependent upon the parameters used for the simulation. I need a software to predict the best parameters to use in the future based on the simulation results. In the attached sample file (a csv file. the original file could get to few millions lines) there is a sample of buy and sell orders (column C tels of this was a buy or a sell). each line gives the parameters used for the simulation (column A), a date/time (column B), the amount of contracts/equities traded (column D), and the price which the order was filled (column E). also you will find Max unrealized profit in column F and Min unrealized profit in column G). Column A is a chain of parameters separated by “_”. Each parameters combination ןד permutation. when the profit and loss per trade is aggregated, you can know how well a specific permutation was in the simulation. the goal here is to use past performance of the simulation to predict the permutation that should be used in next days/weeks/month. Please read here for more: [login to view URL] [login to view URL] [login to view URL] [login to view URL] [login to view URL] [login to view URL] [login to view URL] [login to view URL] The program should be a stand alone software (any language that works for you). 1. loading csv file 1.1. choosing the file to load 1.1.1. file can be 20 millions lines and more. I need you to consider this. 1.2. work on data 1.2.1. aggregate data 1.2.1.1. by permutation (column A) 1.2.1.2. AND by date (column H) 1.2.2. sort data by time 1.2.3. calculate profit / loss per each trade (using 2 lines of data which is entry is marked “long” or “short” and exit is marked with “CoverShort” or “ExitLong” inside column A) 1.3. 2. the parameters to use in the models 2.1. parameters used in column 1 2.1.1. each # is a parameter. some are constants. there are 14 separated by “_” (some have 13 because they are exit/close position) 2.1.2. there could be more parameters in the future. 2.2. calculated values 2.2.1. profit/loss (as mentioned above) for the time frame (day/week/month) 2.2.2. standard deviation of 1 etc. 2.2.3. drawdown of 1 (how much loses happened in a row one after the other) 2.2.4. the # of trade in the time frame 2.2.5. profit factor 2.2.6. time of the day (from column A, the 14th parameter is indicating when the position started in hough hours of the trading session) 2.2.7. short or long (from column A, the 13th parameter is indicating if the position was long direction or short direction) 2.3. more ideas will be welcome (and considered before choosing a freelancer) 3. choose which ML/NN model to apply 3.1. few models upon your knowledge and experience 3.2. a model to know how often should it reoptimize the permutations. 4. display the outputs 4.1. optimized parameters to use for live trading (the predicted values). ther should be 26 parameters (13 half hours *2 for [login to view URL] positions) 4.2. the optimized time frame to reoptimize (daily/10 days/1 week/ 2 weeks etc.) 4.3. rank of the fit between the prediction and the simulated profit/loss (how good was the prediction in terms of it’s pn/l vs. other permutations on the same time frame) 4.4. chart of the out of sample pn/l results 4.5. csv file of the out of sample trades 4.6. statistics per the out of sample trades (avg $ trade, avg $ per day, min, max etc. as many as possible) 5. full documentation in the code so dummies could understand what each part of the code is doing.
プロジェクト ID: 5323313

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11個の提案
リモートプロジェクト
アクティブ 10年前

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この仕事に11人のフリーランサーが、平均$612 USDで入札しています
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Hi, this space is limited to 1500 characters, so I write via the message system. Thanks for the invite.
$1,000 USD 21日以内
5.0 (13 レビュー)
5.6
5.6
ユーザーアバター
Hi I can help you in this project, If interested let me know. For my past project of matlab kindly check my profile thanks.
$277 USD 7日以内
4.9 (15 レビュー)
4.9
4.9
ユーザーアバター
Hi... I am MS in signal processing. I saw the details of your project. I can do it either in MATLAB or in C#. May I know which simulator you are using. I had a similar work during my MS course work where I have to predict several channel energy values based on their past energy values.
$277 USD 10日以内
4.2 (22 レビュー)
5.0
5.0
ユーザーアバター
Hi, I have good knowledge of mathematics and machine learning / AI, willing to do your project soon.
$222 USD 20日以内
4.8 (5 レビュー)
4.3
4.3
ユーザーアバター
Hi, I am Taha Alper Yogurt, electronics engineer from Middle East Technical University. My research areas are specifically focusing on pattern recognition and data analysis. I have so far implemented predictive model for few defence projects. I have also interest in stock markets, which in fact is the reason why I am so excited about this project. I really like to work with you in this project for the following two reasons: 1. The topic is awesome and the statistical methods that will be used for this project will be highly self-improving. 2. I already have experience about similar modeling issues so that the methods will be used that I am familiar with. It will be a great area of application for me, too. If it is possible, I would like to discuss with you as much as possible so that we can get the best estimators out of this project. So if you have no hurry, my suggestion for the deadline of this project is 1 month due to the facts that longer the duration better the estimation modeling and I have other projects to run in the mean time. I hope we agree on each terms and start to work with you as soon as possible. Best Regards, Taha Alper Yoğurt
$155 USD 30日以内
4.6 (1 レビュー)
1.3
1.3
ユーザーアバター
Hi, I am an expert in Matlab I will do this very fast please contact me for further discussion. Thanks
$155 USD 3日以内
5.0 (1 レビュー)
1.0
1.0
ユーザーアバター
A proposal has not yet been provided
$144 USD 3日以内
0.0 (0 レビュー)
0.0
0.0
ユーザーアバター
Hello, I have a degree in math, physics, chemistry, and a CS minor. I have been cding in Matlab and java, along with other languages for over 5 years. I would be able to cmplete your project using java cde. I could set up a GUI fr you that will load your csv file and then process it as your requirements. THe nly thing is that the program might take a while to complete based n the amount of data you are processing. I look forward t hearing from youo to discuss this project further. Thank you. Clay P
$277 USD 14日以内
0.0 (0 レビュー)
0.0
0.0
ユーザーアバター
I have a PhD entitled "Temporal Sequence processing in Neural Networks". I also have a pet interest in economics. I confess I have not analysed every detail of your project - but after a quick read through - it looks to be just the kind of thing I have done many times in the past. If you tell me I am serious contender for this project (I can't compete on price with people from India), I will go through it again in more detail and get back to you with a proper quote and/or some questions.
$2,222 USD 10日以内
0.0 (0 レビュー)
0.0
0.0
ユーザーアバター
Hi, I am interested in the project. I have some experience in stock futures and currency futures trading in Indian market. I am also zulutrade signal provider from sometime for forex market using candle charts(Manual). I suggest we can use either of neurolab or pybrain as NN library and can build the software for modeling of the market data for purpose of finding a new position (long/short). I hope we can also calculate on expected lot size using some probability number (we have to work out the details). You have not mentioned the parameters you are using like MA, RSI, MACD, ADX etc. If you are interested, I am available. Regards Sourabh
$1,000 USD 30日以内
0.0 (0 レビュー)
0.0
0.0

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ISRAELのフラグ
zufim, Israel
4.9
15
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メンバー登録日:10月 15, 2010

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