B3 Stock HiLo Activator Backtest Analysis
Budget: $10 – $30 USD
Custom HiLo Activator Backtest for B3 Stocks with Options Liquidity
Hello!
I am looking for a professional with experience in quantitative backtesting to develop a custom study using the HiLo Activator indicator.
Objective
The goal is to identify, for each Brazilian stock (B3) with options liquidity, which HiLo period provides the best performance in both bullish and bearish trends.
Each stock may have its own optimal period. For example, some stocks may perform best with a 10-period HiLo, while others may achieve better results with 15, 20, 32 periods, and so on.
Study Period
* Approximately the last 5 years.
What Needs to Be Tested
Test multiple HiLo Activator periods for each stock, evaluating both upward and downward trends.
I am open to suggestions regarding the methodology, provided that the results allow an objective comparison of each period’s performance and help identify those with the highest expected value and the best risk-reward profile.
Desired Deliverables
An Excel spreadsheet containing one worksheet for each stock.
For each HiLo period analyzed, I would like the following information:
* HiLo period;
* Total number of trades;
* Winning trades;
* Losing trades;
* Win rate (%);
* Average gain (%);
* Average loss (%);
* Payoff ratio;
* Final capital assuming an initial capital of R$100,000;
* Average trend duration.
If possible, I would also like the following metrics:
* Kelly Criterion;
* Expected return per trade;
* Maximum drawdown.
Final Objective
To identify, for each stock, the HiLo periods with the highest statistical efficiency for subsequent use in derivatives/options trading strategies.
If necessary, I can provide an image showing an example of the spreadsheet structure I have in mind.
The final Excel spreadsheet must be entirely in Portuguese, including column names and all labels. I am Brazilian and joined this platform specifically to look for this service, which is why I am writing this request in English.
I would also appreciate it if the methodology used and any assumptions made during the study were clearly explained.
Please let me know whether you provide this type of service, as well as the estimated delivery time and the cost.
Thank you!
Hello!
I am looking for a professional with experience in quantitative backtesting to develop a custom study using the HiLo Activator indicator.
Objective
The goal is to identify, for each Brazilian stock (B3) with options liquidity, which HiLo period provides the best performance in both bullish and bearish trends.
Each stock may have its own optimal period. For example, some stocks may perform best with a 10-period HiLo, while others may achieve better results with 15, 20, 32 periods, and so on.
Study Period
* Approximately the last 5 years.
What Needs to Be Tested
Test multiple HiLo Activator periods for each stock, evaluating both upward and downward trends.
I am open to suggestions regarding the methodology, provided that the results allow an objective comparison of each period’s performance and help identify those with the highest expected value and the best risk-reward profile.
Desired Deliverables
An Excel spreadsheet containing one worksheet for each stock.
For each HiLo period analyzed, I would like the following information:
* HiLo period;
* Total number of trades;
* Winning trades;
* Losing trades;
* Win rate (%);
* Average gain (%);
* Average loss (%);
* Payoff ratio;
* Final capital assuming an initial capital of R$100,000;
* Average trend duration.
If possible, I would also like the following metrics:
* Kelly Criterion;
* Expected return per trade;
* Maximum drawdown.
Final Objective
To identify, for each stock, the HiLo periods with the highest statistical efficiency for subsequent use in derivatives/options trading strategies.
If necessary, I can provide an image showing an example of the spreadsheet structure I have in mind.
The final Excel spreadsheet must be entirely in Portuguese, including column names and all labels. I am Brazilian and joined this platform specifically to look for this service, which is why I am writing this request in English.
I would also appreciate it if the methodology used and any assumptions made during the study were clearly explained.
Please let me know whether you provide this type of service, as well as the estimated delivery time and the cost.
Thank you!