Senior Python Developer Needed – Build Stand-Alone Futures Backtesting Research Application

Overview I am looking for an experienced Python developer to build a stand-alone desktop research application for futures trading strategy analysis. This is not an automated trading bot and does not require live trading execution. The purpose of this software is to replace manual backtesting and allow systematic research of Opening Range Breakout (ORB) strategies. The application will allow a trader to quickly test strategy variations, compare results, and identify robust parameters without manually running hundreds of backtests. Accuracy of results is the highest priority. Project Goal Build a desktop application where the user can: Select a futures market Load historical data Configure ORB strategy parameters Run single tests or multiple parameter combinations Analyze results Compare experiments side-by-side Save research results The software should be simple and user-friendly. Platform Stand-alone desktop application. Primary requirement: Windows Desired: macOS compatibility The user should not need: TradingView Excel FX Replay Coding knowledge The software should open like a normal desktop application. Supported Markets (Version 1) The architecture should support: Nasdaq Futures NQ MNQ S&P 500 Futures ES MES The system should properly handle: Tick size Tick value Contract specifications The design should allow additional futures markets to be added later. Data Requirements Historical Data Integration with: Databento API Requirements: 1-minute historical data User-selectable date ranges Ability to build higher timeframe candles from 1-minute data Supported research candles: 1 minute 3 minute 5 minute 10 minute 15 minute ORB Strategy Engine Standard ORB User can select: 1 minute 3 minute 5 minute 10 minute 15 minute opening range Dynamic ORB (Anchor ORB) User can select: 1 minute 3 minute 5 minute 10 minute 15 minute Logic: The first candle that closes outside the opening range becomes the new ORB anchor. The closing price of that candle becomes the reference level for entries. Entry Types Version 1 supports: Breakout entry Dynamic ORB anchor entry Stop Loss Testing User can test: 25% 33% 50% 66% 75% 100% Stop size is based on ORB size. Profit Target Testing The software must support testing multiple R targets: From: 0.5R to 10R In: 0.5R increments Example: 0.5R 1R 1.5R 2R etc. Risk Management Support: Fixed Dollar Risk Example: $100 $250 $500 Percentage Account Risk Example: 0.5% 1% 2% Filters ORB Size Filter User selectable: Minimum: 0.10% Maximum: 2.00% Day of Week Filter Allow testing: Monday Tuesday Wednesday Thursday Friday News Filters Option to exclude: High-impact economic news days FOMC days Federal Reserve Chair speech days Research Engine The software must support: Single Backtest Run one specific strategy configuration. Multi-Variable Testing Allow combinations of: Market ORB duration ORB size Entry type Stop size Profit target Day filters News filters Example: Test: 10 ORB sizes 6 stop sizes 20 profit targets Multiple markets Automatically generate and run experiments. Parameter Locking Important feature: The user must be able to lock certain parameters while testing others. Example: Lock: Entry type Risk model Optimize: ORB size Stop Target This prevents unnecessary over-optimization. Results Dashboard Display: Performance Metrics Net Profit Profit Factor Expectancy Win Rate Total Trades Average Winner Average Loser Maximum Drawdown Largest Winning Streak Largest Losing Streak Charts Required: Equity Curve Drawdown Curve Experiment Comparison Allow side-by-side comparison. Example: Strategy A vs Strategy B Compare: Parameters Profit Factor Expectancy Drawdown Trade count Win rate Saving Research Users should be able to: Save experiments Reopen experiments Save notes Technical Preferences Preferred: Python backend Open to developer recommendations for: Desktop framework Database Architecture Experience preferred with: Financial applications Backtesting systems Time-series data Quantitative research tools Important Developer Qualifications Please have experience with: Event-driven backtesting Historical market data Avoiding look-ahead bias Accurate trade simulation Parameter optimization This project is research-focused. A simple candle backtester is not sufficient. Application Requirements Please provide: Examples of similar work GitHub or portfolio links if available Recommended technology stack Estimated timeline Fixed-price estimate Budget Expected MVP range: $4,000–$7,000 (depending on experience and recommended architecture) This project may expand into future versions after successful completion. Final Note The goal is to build a reliable research tool that allows systematic testing of futures strategies. The first version should prioritize: Accuracy Simplicity Ease of use Clean architecture for future expansion