Python Backtest – XAUUSD 5min VWAP Breakout strategy
Бюджет: $20.0
FIXED /
⭐ 0.00 (0)
Germany
python, data-science, data-analysis, statistics
Need a Python script to backtest a simple intraday strategy on XAUUSD (Vantage) Tradingview.
Strategy:
- Time windows (CEST): 09:00-14:30
- Trigger: The 5-min candle closes bellow or above VWAP (no body should be completely above VWAP)
- Entry: Immediately after close
- SL: Candle High or Low
- TP: configurable RR (1:1 to 1:4)
Need:
- Script pulling historical data (TradingView via tvDatafeed or similar — open to your suggestion)
- Backtest output: trades, wins, losses, winrate, total R, exportable as Sheet or CSV
- RR ratio easily adjustable as a parameter
- At least 3-4 Years of data
Not needed: live trading, broker integration, UI/dashboard.
Fixed price
Please only APPLY IF you can finish it within 1 day.
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