A very simple request for backtesting trading signals in MT5 Strategy Tester from a csv file

Trabajo finalizado

Plazo de ejecución 23 días
Comentario del Ejecutor
Great Client. Thank you for the Job

Tarea técnica

Dear Developers, 


I would have a very simple request.

I have a ML model developed in Python for EURUSD daily trading. I would like to backtest it in Meta Trader 5 using the Strategy Tester tool. For that I would need an Expert Advisor program. 


The input would be a csv file that contains two columns:

-dates (going back for a few years on a daily basis)

-trading signal (it can have only 2 values, either 1: Buy, or -1: Sell).


The idea for the EA program to do would be the following:

1) import/read the series of trading signals from the csv file. 

2) initiate trade

a) based on the trading signal for the given day (historically). In case the value of the trading signal is

1: close existing short position AND open a new long position

-1: close existing long position AND open a new short position

c) Once in a position, nothing changes until the trading signal (for a subsequent day) changes sign.

b) There should be a settable parameter for the % of the available balance (on a given day) in the account to be used in the trades. This can be a single parameter applicable to all trades in a given backtest run (i.e. will be multiplied by the prevailing, available balance on a given day throughout the whole time window; a value of '100%' would mean that it uses all the prevailing, available balance for the trades). 

d) A settable cost parameter in pips should be implemented as well, also as a flat number. It can also be set at the beginning of the backtest run and the value(expressed by the single number in pips) should be subtracted from the balance approximating the average cost elements associated with the trade (like commission, funding cost). It should be applied to each and every trade (both closing existing and opening new positions).   


I would like to run it in the Strategy Tester selecting the backtesting time window (same as in the csv file), therefore it must be compatible with that, i.e. initiate the trades in Strategy Tester on the given day based on the trading signal from the csv file. 

I'm attaching a sample of the csv file I would use. 


I would appreciate your help. 

Thank you!

Best regards, 

Balazs

Archivos adjuntos:

CSV
signals.csv
5.5 Kb

Han respondido

1
Desarrollador 1
Evaluación
(1)
Proyectos
1
100%
Arbitraje
0
Caducado
0
Libre
2
Desarrollador 2
Evaluación
(9)
Proyectos
19
16%
Arbitraje
3
67% / 0%
Caducado
0
Libre
3
Desarrollador 3
Evaluación
(2)
Proyectos
2
0%
Arbitraje
1
0% / 100%
Caducado
0
Libre
4
Desarrollador 4
Evaluación
(2)
Proyectos
2
50%
Arbitraje
0
Caducado
1
50%
Libre
5
Desarrollador 5
Evaluación
(28)
Proyectos
39
23%
Arbitraje
14
0% / 93%
Caducado
4
10%
Libre
6
Desarrollador 6
Evaluación
(11)
Proyectos
15
20%
Arbitraje
6
0% / 100%
Caducado
3
20%
Libre
7
Desarrollador 7
Evaluación
(64)
Proyectos
144
46%
Arbitraje
21
38% / 24%
Caducado
32
22%
Libre
Solicitudes similares
1. Contexte Gomez Stratégie développe une stratégie de trading propriétaire nommée ABCD Fibonacci, basée sur des retracements de Fibonacci et des moyennes mobiles. Cette stratégie est déjà documentée dans un livre de stratégie professionnel et une première version de l'EA existe. Le projet consiste à développer (ou faire évoluer) un Expert Advisor MQL5 robuste, fidèle à 100 % à la logique décrite ci-dessous, pour un
Should be as it but no alarms, also we need to add a deep search so he can see all the preves candles and a memory function so its not slowing down the indicator. for higher time frames daily 4h 1h around 365 days and for lower time frames we do up to 20k bars but both flexible so i can change it later. the memory is important so the indicator is not always recalculating everything when a new candle shows especially
Creating a bot using the Parabolic indicator with a simple interface.. I want a bot that uses the Parabolic SAR indicator only, with these orders attached to it. Boot name : HEMIN .FX Magic number : 000000 …………………………………………………. Trade behavior : regular OR inverse OR only long "buy" OR only short "sell" Timeframe : ………… Period: ……… ………………………………………………….. Lot size : ……………… Break even in points : …
Hi, I need an experienced NinjaTrader 8/NinjaScript developer to finish or rebuild an automated futures strategy, ideally by the end of this week. I already have the complete TradingView Pine Script reference strategy, an existing ~2,000-line NinjaScript implementation, Playback logs, and known historical benchmark trades. MOST IMPORTANT REQUIREMENT: TRADINGVIEW ↔ NINJATRADER PARITY. The Pine Script is the reference
I am looking for a developer experienced in EAs, MT5 and trade management optimization to help me add an intelligent early-exit system to my existing XAUUSD trading robot. The EA is already fully functional and performs best on the M15 timeframe. The entry strategy, BUY/SELL logic, sessions and core structure are already implemented. The work should focus exclusively on adding early exits for trades that are
I need a custom MQL5 indicator for MetaTrader 5. The indicator must automatically print entry, stop loss, and take profit zones on the chart using dots. A critical requirement is that these dots must be non-lagging and absolutely non-repainting. Additionally, the indicator needs to identify and display current supply and demand zones. Please provide the mq5 source code and the ex5 file upon completion
PHANTOM PROTOCOL V1 35 - 150 USD
PHANTOM PROTOCOL V1 – MT5 EXPERT ADVISOR SPECIFICATION Develop a professional MetaTrader 5 (MT5) Expert Advisor named “PHANTOM PROTOCOL V1”. PRIMARY MARKET: - XAUUSD (Gold) - Designed primarily for M15 and H1 timeframes. - The EA must work with both 3-digit and 2-digit gold pricing where applicable. TRADING LOGIC: Use pure price-action and market-structure analysis rather than relying on a single indicator. The EA
Wanna Create A Trading Robot That Uses Liquidity Sweep And Smart Money Concept EA That Works On PC. I want A Developer Who Can Program Exactly My Strategy That Will Be Shared on A Video Upon The Selection. it Should Follow My Rules .It has To be able To Read Price Action, followed By Liquidity Sweep Areas And Combine with Smart Money Concept Knowledge. We Will Talk about Parameters later on . The robot should be able
1. Overview: I need an Expert Advisor (EA) for MT5 called "Gold Sniper" specifically optimized for XAUUSD (Gold). The EA should be a sniper scalper that takes high-probability trades on M5 and M15. It must work on any broker with low spread. 2. Strategy Logic: The EA should combine 3 confirmations: a) Trend Filter: EMA 50 & EMA 200. Only Buy if EMA 50 > EMA 200, only Sell if EMA 50 < EMA 200. Sniper Entry: Use RSI
I need an experienced trading-data specialist who can help me obtain 3–4 years of historical market data compatible with NinjaTrader 8 . The data will be used for trading strategy development, backtesting, and analysis

Información sobre el proyecto

Presupuesto
30+ USD
Plazo límite de ejecución
de 2 a 10 día(s)