We are a forex training provider and develop trading strategies for our members. We are looking for some help setting up some backtesting on strategies we are looking at.
This project is for the backtesting and optimizing on a trading strategy which is a moving average crossover strategy.
There are two aspects to this project as follows:
1. We will supply the parameters that we are using on a Moving Average Crossover Strategy and we need to backtest those parameters across historical data going as far back as data is available and the output should be a list of the trades that would have been generated by those parameters and therefore the resulting profit and loss. We need to be able to select the currency pair and timeframe to test. There are 5 parameters that we are using in the strategy which are a, Fast Moving Average, b, Slow Moving Average, c, Entry level, d, Exit level and e, Stop level. Ideally we would want this to be a user friendly front-end that we can give our members access to so they can use this tool to test their own chosen parameters.
2. The 2nd part of the project we want to reverse the way this is calculated so that we can generate the 'optimum' 5 parameters (as in 1 above). In this case we want to be able to select the currency pair and the timeframe and we want to be able to run this against historical data going as far back as is available and identify the 5 parameters that would generate the most profitable result.
If possible we would like to use MT4 as the platform to do all this because it is what we use at the moment, but we can be flexible on this and open to using another platform if it's more suitable.