Build Technical Trading Rule using VBA

Job ID: 35521430

Budget: £20 – £250 GBP

The 5 trading rules include the following:
a. 1 Moving Average rule: If the daily closing price of the stock moves up
above the moving average over the past q days, MA(q), go long the
stock until its daily closing price moves down below MA(q), at which
time go short the stock. If the stock's daily closing price moves down
below MA(q), go short until the daily closing price moves up above
MA(q), at which time go long the stock.
b. 2 Oscillator rules: If the relative strength indicator (RSI) over the past h
days, RSI(h), is above 50 + v for at least 2 days and then moves below
50 + v, go short the stock and hold the position until the next signal. If
RSI(h) is below 50-v for at least 2 days and then moves above 50-v, go
long the stock and hold the position until the next signal. No signals are
generated in other scenarios.
c. 2 Filter rules: If the stock's daily closing price moves up at least x
percent above its most recent low, go long the stock and hold the
position until the next signal. If the daily closing price drops below its
most recent high by at least x percent, go short the stock and hold the
position until the next signal. In this context, we define the most recent
high (low) as the highest (lowest) daily closing price over the past k
trading days.

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