Backtest of Banknifty and Nifty historical data


Looking for python code to backtest banknifty and nifty short straddle and strangle combination strategy, with following variable:

1) any number of combination of banknifty and nifty ATM and ATM +/- CE and PE strike price

2) Date for which back test to be done

2) Entry time

3) %Stop loss (1-min time frame) (per strike)

4) % target (1-min time frame)

5) Exit time

Result for the same should be saved in CSV file.

Format of CSV

1)Include Date

2)Bank Nifty spot price (Entry time and Exit time only)

3) Nifty Spot price (Entry time and Exit time only)

4) BN Sell 1 Lot ATM PE

5) BN Sell 1 Lot ATM CE

will continue as per opted option of strike price...

Evner: Python, Databehandling, Excel, Statistikker

Se mere: macro download historical data yahoo finance, python google finance historical data, python script download historical data yahoo, convert mysql data result csv file format asp, historical data nifty excel, nse historical data nifty excel, interactive brokers historical data python, ib python historical data, coinmarketcap historical data python, nse historical data python, nifty 1 minute historical data, data preprocessing in python code, scrape yahoo finance historical data python, betfair historical data python, nifty 5 minute historical data, data visualization in python code, python-binance historical data, how to get historical data from nse using python

Om arbejdsgiveren:
( 0 bedømmelser ) Bengaluru, India

Projekt ID: #32245478

3 freelancere byder i gennemsnit ₹1233 timen for dette job


Hi i have 10+ years in data warehousing with vast knowledge on data analytics. Having great experience in python & bi tools.I understood your requirement, please message me to proceed further

₹1300 INR in 7 dage
(0 bedømmelser)

I am the exact one who can fulfill your task without fail. I have 10 years of experience in developing We are team of 40+ Professionals who can help you for any software ,website , mobile apps and SEO/Google Ads/Facebo Flere

₹1300 INR in 7 dage
(0 bedømmelser)

I love to do this work, I'm hardworking and dedicated towards the work and As I'm a passed out student so I will be available for the work any time. I like to do smart work and complete the work within given time frame Flere

₹1100 INR in 7 dage
(0 bedømmelser)