Programming Basic Strategy for Backtesting in Jforex/Java/Dukascopy/Forex/Trading. BONUS Available.

I have a basic strategy that I will outline in detail on award of the project. There are 3 entry conditions (basic calculations of OHLC). Basic order parameters (0.75% of equity). An initial stop loss set as a predefined pip amount above/below the last 7 days high/low, then trailing at R1, R2, R3 etc. Entry is valid for 24 hours after the 3 entry conditions are met. Simple stuff. I will provided full, precise details fo the strategy in more algebraic notation so its very clear upon award. Above is just the outline to give a flavour. I will use the completed strategy for backtesting only in the Jforex platform (Dukascopy). I will run it on individual currency pairs one at a time. Bonus : Ideally it would run in parallel across all currency pairs with a limit of 6 orders open at any onetime (max 5% equity exposure @ 0.75% per trade), but to do this, you would need to check a 6 day rolling correlation matrix to ensure a basket of non-correlating pairs (correlation coefficient <0.4). This is very difficult to do in Java/Jforex (I think) and therefore does not form part of the project. I mention it only in case there is someone out there able to do this - it would be a bonus for which I would pay double the price of the project. If you have questions, just ask. I will not disclose the detailed notation of the strategy however until the project has been awarded and an NDA signed :) N