Modification of EA to show Dynamic Value at Risk & Portfolio Standard Deviation

MQL5 Indicadores Asesores Expertos

Trabajo finalizado

Plazo de ejecución 1 día
Comentario del Cliente
Great communicator and very skilled developer. I will definitely use his services again :)
Comentario del Ejecutor
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.

Tarea técnica

I've converted some of the code provided in this video: Coding Incremental VaR in MQL4 and MQL5 for Better Trading Risk Management | Free Code Download

The purpose of this code is to display the Value at Risk (in dollars of the entire portfolio) and Standard Deviation of Returns.

 he code was provided through the following GitHub Source: https://github.com/darwinex/advanced-mql-programming/tree/master/risk-man/incremental-var

 

Changes I have made to the code:

  1. Converted it from a Script to an Expert Advisor
  2. Replaced some of the code so that it dynamically measures the VAR for Current Open Positions Positions as Opposed to FIXED Positions.

 

Next Steps:

  1. Watch the video (or from 8:30 onwards), after watching this you will have some context. The issue that I am having is for the current live open positions the VaR is increasing irrespective on whether it is a Buy or Opposing Sell (note as you will notice in the demonstration of the video, these positions will cancel each other out).

Outcome 1):

I need the live trades on the account to equal the exact same VAR value as the predetermined code.

For example:

If the FIXED code specifies:

{"AUDCAD","EURGBP","USDCAD"}

{   0.1, - 0.1,  0.1}

Then if the VAR is $98 in the FIXED code then it should be the exact same value if I opened those positions and compared it to the Dynamic EA.

Outcome 2):

I need to be able to fetch the Standard Deviation of the Portfolio in the Expert Advisor code and display this in the EA (note this code is available in the mph file).

If more context is needed on Portfolio Standard Deviation then watch this video: MQL5 Coding Tutorial for Portfolio Std Deviation and VaR for MT5

Note: Load the MPH file in your Includes Folder, Value at Risk - FIXED is a Script & Value at Risk - Dynamic is an EA.

What I need is  Value at Risk - Dynamic edited, the other code provide is just for assistance.


Han respondido

1
Desarrollador 1
Evaluación
(16)
Proyectos
35
23%
Arbitraje
4
0% / 50%
Caducado
2
6%
Trabaja
2
Desarrollador 2
Evaluación
(7)
Proyectos
7
29%
Arbitraje
3
0% / 100%
Caducado
1
14%
Libre
Solicitudes similares
Here is the clean final summary of your Confluence Alignment Indicator: 📊 Confluence Alignment Indicator – Final Logic 🔒 Mandatory Filters (Must Be True) These do NOT count toward score. They only allow scoring to activate. 1️⃣ Bid Ratio – Must confirm direction. 2️⃣ CSI – Must NOT be strongly against the trade. Does not need to support. Only blocks if strongly opposite. If either fails → No signal, score ignored
Hi there,my name si Andrea,i need help with building an indicator to save time while analyse the chart to support me according to my strategy.I would like to build some friendship and a good relationship to grow together.Im willing to share all my knowledge about trading in exchange for your work.There you have many opportunities to start a business such as trading itself or selling the indicator or whatever to a
Ai robot 30 - 50 USD
1️⃣ System Architecture An AI robot typically consists of the following subsystems: 🔹 1. Perception Layer Collects environmental data using: RGB / Depth cameras LiDAR Ultrasonic sensors IMUs (Inertial Measurement Units) Microphones Data is processed using: Computer Vision (e.g., object detection, SLAM) Signal processing Sensor fusion algorithms 🔹 2. Cognition / Intelligence Layer Implements AI models such as
Looking for a programmer that can code for sierra chart. I just need a simple indicator that draws a rectangle box as key levels for me. This will involve volume profile and delta profile. You must have knowledge of sierra chart and have coded for sierra chart before. Thanks
What informtion would you need for Ninjatrader futures automated trading and how long would it take ? if anyone can give me answer i will be happy to discuss more about the project thanks fill free to bid to the project thanks
iwant to get indicator for both trades including forex gold algo and other . all FOREX MT 5 TRADING MARKETING must be analyses by and give me indicator or signal on how or where market go next at a specific time
MT5 DEV NEEDED 60+ USD
Hello I'm looking to develop an Expert Advisor (EA) based on my existing indicator EA that uses TrendX600 on the 1-minute timeframe. My objective is to create a scalping bot that can successfully capture one box (60-second candle movement) at a time. If the EA can consistently capture one clean 60-second box without spikes, and repeat this process 4 to 5 times within 24 hours, that would meet my trading goal. To work
Requirements: - Convert my written trading rules into TradingView Pine strategy - Then convert into MT5 EA - Entry must be next candle open after signal candle close - Stop loss on signal candle high/low - Position sizing: fixed % risk per trade - Portfolio risk cap across symbols - One trade per symbol at a time - Must understand backtesting differences (spread, slippage, fill logic) Important: I want to be able to
I have One Indicator Mq4 File , i need someome To handle and Fix some Changes in it Here are the Changes Required 1- Add Indicator Licnence in it , It will contain Mt4 Id check and Expiery of Indicator , i need these to be added in it 2 I am Using 2 External Intdicator in It which is ex4 , But i am not Getting Proper Notification for Buy and Sell Signal , it coming very Late which i want to Fix 3 there is Basic
Hello, I have a strategy written in Pine Script (TradingView) that used to send signals to MetaTrader 5 via PineConnector. Now I want a native MT5 Expert Advisor (EA) written in MQL5, so I can do full backtesting and trading inside MetaTrader without any external bridge. I will provide: - Full Pine Script code - Entry and exit rules (based on BOS and OB logic) - SL/TP and dynamic risk management (R:R) - Breakeven

Información sobre el proyecto

Presupuesto
85+ USD
Plazo límite de ejecución
a 2 día(s)