Programming a script for backtesting an ETF-Strategy for three ETFs, with three momentum components that invests in one of two Assets by the highest Momentum. If both have negative Momentum then it is invested in the third.

Job ID: 36749146

Budget: €8 – €30 EUR

I am looking for an experienced programmer to develop a script that will backtest an ETF-Strategy for three ETFs, with three momentum components (21,63,127 days) that get compared to each other and then is invested in one of two Assets with the highest absolute Momenum. If both have negative Momentum then it is invested in the third. This script is intended to examine the performance, drawdown and total Return of the Strategy. The programming language for this script should be Python, or another scripting language with exportable data for visualization. The source of trading data should be from MSCI, Yahoo Finance, or else if you have good experience. This script will not require live market data. This project should have high attention to detail as accuracy is paramount. If you believe you have the skills necessary and think you are up to the challenge, please feel free to submit a bid and ask questions
Related categories: PHP Python Software Architecture Pine Script