Expert Needed to Code Complex Multi-Timeframe Trading Strategies & Handle End-to-End Backtesting, Optimization, MBO Simulation ,Demo and Live Trading

Expert Needed: Best Platform & Developer for CME Futures Strategy Backtesting, Optimization and Market Simulation

Project Overview

I am looking for an experienced Quant Developer, Algorithmic Trading Developer, or Trading Systems Specialist to recommend and implement the best solution for my custom trading strategies.

I am open to using a ready-to-use third-party platform, customizing an existing platform, or building a custom solution if necessary.

I am not looking for a Python-only solution or a basic indicator developer. I want an expert who can evaluate the available platforms, explain their capabilities and limitations, and recommend the most suitable approach for my requirements.

1. Markets

My primary focus is CME futures, including:

- Gold (GC)
- Silver (SI)
- E-mini Nasdaq-100 (NQ)
- E-mini S&P 500 (ES)

2. Custom Pattern and Strategy Coding

I have developed my own trading patterns and strategy logic through extensive market research. I need a developer who can convert my rules into accurate, testable code.

Examples include:

- Flag and pole patterns
- Triangles, wedges, rectangles and ranges
- Double tops, double bottoms, W patterns and other custom formations
- Breakouts, retests and trend continuation
- Complex sequential candle-by-candle conditions
- Custom entries, stop-losses, trailing stop-losses and targets

A strategy may involve approximately 30–40 variables and multiple configurable parameters.

For example, a Flag Pattern may include pole height and length, candle count, flag range and duration, pullback depth, breakout conditions, entry rules, stop-loss placement, targets and other custom conditions.

I need the flexibility to modify, combine, test and optimize parameters without rewriting the code every time.

The solution should support complex custom logic with minimal unnecessary restrictions. Please identify any unavoidable technical limitations clearly.

3. Multi-Timeframe and Custom Intervals

The system must support multi-timeframe analysis, such as higher-timeframe trend or pattern confirmation combined with lower-timeframe entry conditions.

I also need custom candle intervals, including 1-minute to 7-minute candles, where supported by the platform or custom implementation.

Please explain how timeframe synchronization, candle formation and real-time updates would be handled.

4. Backtesting and Optimization

I need a reliable system for:

- Historical OHLC-based backtesting.
- Detailed trade logs and performance reports.
- Testing multiple parameter combinations.
- Parameter optimization and repeated trials.
- Debugging, strategy revisions and result comparisons.
- Commission, spread and slippage modelling.
- Stop-loss and target execution rules, including cases where both are touched within one candle.
- Out-of-sample and robustness testing.

I want to change parameters and rerun tests efficiently without rebuilding the strategy each time.

5. Tick Data, Market Depth and MBO

A major requirement is to move beyond basic candle-based backtesting and evaluate strategies under realistic market conditions.

I want to investigate testing with:

- Historical tick-by-tick data.
- Historical bid/ask prices and spreads.
- Level 2 order-book and market-depth data.
- CME Market by Order (MBO) data, where available.
- Slippage, execution delays, partial fills and stop-loss/target behaviour.
- Liquidity and order-book changes.
- Queue-position modelling, where the data and simulation engine support it.

I want to compare OHLC backtest results against tick-level and, where feasible, order-book-based simulations.

Please distinguish between actual historical exchange data, simulated execution, assumptions and estimated results. Confirm exactly which data is available and which features can realistically be tested.

6. Ready-Made Platform vs Custom Solution

Please evaluate the most suitable approach:

Option A: Use a ready-to-use third-party platform with custom strategy coding.

Option B: Use an existing platform and develop custom modules for complex logic, optimization or advanced testing.

Option C: Build a custom backtesting and simulation engine if existing platforms cannot meet the requirements.

You may evaluate platforms such as Sierra Chart, NinjaTrader, MultiCharts, TradeStation, AmiBroker, or other suitable solutions. This is not a mandatory shortlist.

Please recommend the best option based on the complete requirements, not simply your preferred programming language or platform.

For each recommended option, explain:

- What can be done natively.
- What requires custom development or external tools.
- Historical data and subscription requirements.
- Important limitations, especially for tick data, Level 2 and MBO testing.
- Whether it can support future real-time testing, paper trading and automated execution.

7. Cost and Timeline: Please Provide Specific Estimates

I want to begin with one strategy, for example, a Flag Pattern.

Please estimate the cost and time required for:

1. Reviewing the strategy rules and finalizing the technical specification.
2. Coding one Flag Pattern with its configurable parameters.
3. Debugging and initial OHLC backtesting.
4. Parameter optimization and multiple testing iterations.
5. Refinements, retesting and validation.
6. Tick-data testing and realistic execution simulation.
7. MBO-based testing, if technically feasible.
8. Additional patterns after the first strategy.

For the first Flag Pattern, please provide an estimated total cost and delivery timeline, including a clearly defined number of revisions and testing iterations.

Also provide estimated costs for platform licences, historical market data, data feeds and any other required tools separately.

If the cost depends on complexity, provide a realistic range and explain the assumptions. Please distinguish one-time development costs from recurring costs.

8. Your Experience and Recommendation

Please answer these questions in your proposal:

1. Which platform or architecture do you recommend for my requirements, and why?
2. Can you implement complex multi-timeframe patterns with 30–40 variables and configurable parameters?
3. Can the solution support both conventional OHLC backtesting and tick-level testing?
4. What is required for historical bid/ask, Level 2 and MBO-based simulation?
5. Which requirements cannot be supported reliably, and what alternatives exist?
6. Have you completed similar projects involving CME futures, complex strategy coding, optimization or realistic execution simulation?
7. What would be the estimated cost and timeline for the initial Flag Pattern project?

Please provide relevant examples of your work or explain your practical experience with comparable systems.

9. Initial Deliverables

The first phase should include:

- A documented platform comparison and recommendation.
- A feature-by-feature feasibility and limitations assessment.
- A proposed architecture, development plan, cost and timeline.
- One working Flag Pattern strategy based on agreed rules.
- Reproducible backtesting and optimization results.
- Source code, project files and documentation, subject to agreed ownership terms.

Please also clarify intellectual property ownership, source-code access and any third-party licensing restrictions.

Budget and Engagement

My budget is not finalized. I first want an expert assessment of the best platform, realistic capabilities, development approach, costs and timelines.

I prefer to start with one strategy, validate the workflow, and expand to additional patterns in later phases.

I am looking for someone who can recommend the right technology, implement my custom logic, and take responsibility for development, backtesting, optimization and realistic market testing—not just provide general advice or sell a particular platform.