I am looking for an expert in signal analysis.
I want to create a reliable indicator that can detect and classify three signal states with high probabilities of success.
The indicator is to analysis the SP500 futures (ES) in real time and define its state either as trending, consolidating or ranging. It should be time frame independent and work on as wide a range of chart types (tick, range, bar) as possible.
How you achieve this is up to you, however I assume that your solution will be based around signal to noise analysis, possibly detecting the dominant cycles, using wavelets, particle oscillators or other forms of DSP.
The deliverable for this project will be a C# executable (and full source code) that will chart its output onto a stock chart in a common trading product. If the output is in the form of a line signifying the dominant cycle, for example, then you should provide instructions about how to interpret the signal and correlate it with the current trend state of the ES time series.
Once you have delivered your software, you must allow five trading sessions for me to test the effectiveness and reliability of your indicator before I declare the project as finished.
The solution must be free from all copyright and patent restrictions and all rights are to be transferred to me at the end of the project.
If you have the skills and experience to undertake this project, then please PM me with your experience, qualifications and a brief summary about your intended solution.
I look forward to hearing from you.