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
20
40% / 20%
Caducado
32
22%
Libre
Solicitudes similares
Bonjour, je recherche un développeur MQL5 expérimenté pour créer un Expert Advisor pour MetaTrader 5 basé sur une stratégie de trading intégrant des principes de gestion des risques rigoureux et d'intelligence financière. Le robot doit être capable de gérer plusieurs paires de devises et d'optimiser automatiquement les entrées et sorties en fonction de conditions de marché prédéfinies."
MT4/MT5 HFT EA us30 30 - 3000 USD
Hello everybody, I'm looking for an experienced MQL4/MQL5 developer to optimize a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5. The EA performs consistently and profitably on demo accounts, but when it is run on Raw and Standard live accounts under what appear to be the same trading conditions, it begins generating losses. I do not have the original source code (.mq4/.mq5); I only have the
I'm looking for an experienced NinjaTrader 8 (C#) developer to build a fully automated futures trading strategy. Please apply only if you have proven experience developing and testing NinjaTrader strategies. Project Overview Develop a fully automated NinjaTrader 8 strategy. Designed for Apex funded and evaluation accounts. Primary instruments: NQ/MNQ Futures (with flexibility to support other futures later). Trading
Hello I need to purchase the source code of an already built profitable mt5 EA with proven track recordIf you have something similar and you are open to selling the source code please apply to this post Please note I am not looking for a dev to build the product from scratch , but need something that is already built and have at least one year worth of track record
I need an Expert Advisor for MT5 on XAUUSD 1min timeframe using SMC concepts. STRATEGY RULES: SELL: 1. Identify previous day High/Low as liquidity 2. Entry only during London-NY session: 15:00-19:00 GMT+3 or broker clock. 3. If price sweeps previous day High and closes back below it 4. Check for bearish 1min FVG below sweep candle 5. Wait for BOS - lower low 6. Entry: Sell/buy at 50% of the FVG 7. SL: 10 pips above
Code An Loss Rate 90-100% MT5 EA , that can blow a 100 USD account a day ,with fixed TP of 3000 points and SL of 3000 For better Rate Calculations get an strategy that can lead to so
8 cap prop firm passing 30 - 3000 USD
I am looking for an experienced MQL4/MQL5 HFT developer to build or optimize a High-Frequency Trading (HFT) Expert Advisor that can successfully pass proprietary trading firm challenges and perform consistently under live trading conditions with brokers such as 8cap or BlackBull Markets . The developer should have proven experience with HFT execution, ultra-low-latency trading, broker execution, slippage, spreads
I need a professional MT5 Expert Advisor (MQL5) for XAU/USD (Gold) only. Requirements: - Symbol: XAU/USD only - Timeframe: H1 trend, M5 entry - Smart Money Concept (SMC) - Liquidity Sweep - Break of Structure (BOS) - Order Block Retest - Confirmation Candle (Engulfing or Pin Bar) - ATR-based Stop Loss - Risk:Reward = 1:3 (adjustable) - Auto Lot (1% risk) - Break Even - Trailing Stop - Maximum 2 trades per day - One
Hello, I am looking for an existing, fully backtestable MT5 Expert Advisor or EA portfolio designed specifically for passing an FTMO-style prop-firm evaluation. I am not looking for unrealistic profit claims or a visually perfect backtest. My priority is a statistically defensible probability of passing the challenge while respecting all risk limits. Primary objective The system should be designed for the current
I have a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5 designed primarily for US30 (Dow Jones Index) . The EA performs consistently and profitably on demo accounts, but when I run it on an IC Markets Raw or Standard live account, it starts generating losses under what appear to be the same trading conditions. At this time, I cannot provide the source code (.mq4/.mq5). I can only provide the

Información sobre el proyecto

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