Spécifications
I am looking for someone with strong experience using QuantAnalyzer, StrategyQuant Portfolio Master, or a similar portfolio-analysis tool to create an accurate backtest of several existing MT5 EAs running together as one portfolio.
The individual EAs can be backtested separately in MT5. My main requirement is to combine those results into a portfolio backtest using different risk allocations for each EA.
For example, I may want:
- EA 1 at 40% of its normal risk
- EA 2 at 30%
- EA 3 at 10%
- EA 4 at 10%
- EA 5 at 10%
I want the combined analysis to show:
- Overall return
- Maximum drawdown
- Combined equity curve
- Overlapping trades
- Correlation between strategies
- Shared account equity
- Margin/risk exposure
- Monthly performance
- Overall portfolio risk
I can provide the EA files, SET files, MT5 Strategy Tester results and published live performance for comparison.
Experience with QuantAnalyzer or a similar professional portfolio backtesting tool is essential.
Please explain briefly:
1. Which software you would use.
2. Whether you have previously combined multiple MT4/MT5 EA backtests into one portfolio.
3. How you would handle different risk weightings and overlapping trades.
4. Any limitations of the method you propose.
The main objective is an accurate portfolio-level backtest, not development of a new EA.
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Informations sur le projet
Budget
200 - 400 USD
TVA (23%):
46
-
92
USD
Total:
246
-
492
USD
Pour le développeur
180
- 360
USD
Client
Commandes passées2
Nombre d'arbitrages0