I’m ready to turn a proprietary, price-action and volatility-driven system into hard numbers. After we sign a brief NDA, I’ll share the exact long/short rules built around 200-day positioning and an ATR-based trailing stop. The instruments are NIFTY, BANKNIFTY, GOLD and SILVER, traded on both the Daily and 3-minute bars. Your assignment is to implement these rules inside QuantConnect (C# or Python—your choice), run a clean historical test over the period I specify, and hand back a thorough performance review. I want equity curves, drawdown tables, trade logs, instrument-level breakdowns and any robustness checks you feel add value. Please keep the code well-commented so I can rerun everything locally without surprises. When you apply, highlight past work that proves you’ve handled multi-asset strategies or ATR-style risk management on QuantConnect. I’m not chasing a deadline, so take the time you need to produce quality, reproducible results. Deliverables • Fully functional QuantConnect project folder • Exported backtest results plus raw data as needed • Concise PDF or markdown report summarising methodology, metrics and findings I’ll shortlist candidates as soon as I see a strong track record and will then provide the full rule set under NDA.