Department of Computer Science & Software Engineering
The University of Western Australia
Last modified: 17 July 2023
Modified By: Michael Wise
Requirements:
1- Strategy Development: Implement an interface where users/traders can define and customize trading strategies using indicators, signals, and predefined rules. Allow users/traders to adjust parameters and fine-tune their strategies.
2- Historical Market Data Integration: Integrate with external APIs or data providers to retrieve accurate and reliable historical market data for various assets and time frames.
3- Backtesting Engine: Develop a robust backtesting engine that accurately simulates trades based on historical market data and defined strategies. Track trades, calculate profits/losses, and consider factors like slippage and transaction costs.
4- Performance Evaluation: Provide comprehensive performance evaluation metrics, including profitability measures, risk-adjusted returns, and drawdown analysis. Visualize performance results and generate reports for strategy comparison and analysis.
5- Interactive Visualization: Incorporate interactive charts and graphs to visualize historical market data, strategy performance, and key indicators. Enable users/traders to analyze and interpret the data effectively.
6- User-Friendly Interface: Design an intuitive and responsive user interface that enables students to easily define, test, and evaluate their strategies. Ensure smooth navigation and a seamless user experience throughout the backtesting process.
7- GitLab Development and Documentation: Develop the project using GitLab for version control and collaboration. Ensure well-documented code, including detailed comments and instructions for running and deploying the platform.
| Department of Computer Science & Software Engineering The University of Western Australia Last modified: 17 July 2023 Modified By: Michael Wise |
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