Backtesting -- 2
Budget: $30 – $250 CAD
Hello!
My name is Blake. I have been a trader for a little over 3 years. I have been wanting to backtest certain criteria in the market for a while now, but I lack the technical experience to do this in a timely way. Any back testing I do is manual because I cannot program and I'm not the best with spreadsheets.
The first project I would like to complete is gaining information about how the market trades around Volume Profile. The basics of this chart indicator is that there are certain prices on the chart that shares are exchanged at. There are some prices where more shares are exchanged than others. Volume Profile shows this clearly. There is a standard deviation where 70% of the days trading volume falls. The top of this is called “Value Area High” or (VAH), the bottom is called “Value Area Low” or (VAL),. The point in the middle, or the fattest part of the bell curve where the most shares of the day have been traded is called “Point of Control” or (POC). I would like to use the regular trading hours time frame of the New York session from 9:30am-4:00pm. Excluding pre/post market or overnight trading hours.
I would like to get some statistics regarding the relationship of the prior day's trading session in relation to the current days trading session. I would like to know historically how often price from current session revists previous session's:
Value Area High?
Value Area Low?
Point of Control?
How often does price from current session open inside previous session value area?
When current price opens inside previous session value does it revist previous session's:
Value Area High?
Value Area Low?
Point of Control?
How often does price from current session open outside previous session value area?
When current price opens outside previous session value does it revist previous session's:
Value Area High?
Value Area Low?
Point of Control?
I hope this makes sense. If not I would be happy to clarify! Please let me know if this would be something that you could help me with and approximately the time you would need and the cost.
Thank you! :)
Blake
My name is Blake. I have been a trader for a little over 3 years. I have been wanting to backtest certain criteria in the market for a while now, but I lack the technical experience to do this in a timely way. Any back testing I do is manual because I cannot program and I'm not the best with spreadsheets.
The first project I would like to complete is gaining information about how the market trades around Volume Profile. The basics of this chart indicator is that there are certain prices on the chart that shares are exchanged at. There are some prices where more shares are exchanged than others. Volume Profile shows this clearly. There is a standard deviation where 70% of the days trading volume falls. The top of this is called “Value Area High” or (VAH), the bottom is called “Value Area Low” or (VAL),. The point in the middle, or the fattest part of the bell curve where the most shares of the day have been traded is called “Point of Control” or (POC). I would like to use the regular trading hours time frame of the New York session from 9:30am-4:00pm. Excluding pre/post market or overnight trading hours.
I would like to get some statistics regarding the relationship of the prior day's trading session in relation to the current days trading session. I would like to know historically how often price from current session revists previous session's:
Value Area High?
Value Area Low?
Point of Control?
How often does price from current session open inside previous session value area?
When current price opens inside previous session value does it revist previous session's:
Value Area High?
Value Area Low?
Point of Control?
How often does price from current session open outside previous session value area?
When current price opens outside previous session value does it revist previous session's:
Value Area High?
Value Area Low?
Point of Control?
I hope this makes sense. If not I would be happy to clarify! Please let me know if this would be something that you could help me with and approximately the time you would need and the cost.
Thank you! :)
Blake