FreelanceSezioni

Convert a mean reverting ea from python to MQL5

MQL5 Esperti Statistics and mathematics Python

Specifiche

Hi,

I am looking for someone to convert this strategy in Python to MQL5: QuantConnect.com - Embedded Backtest Results

The idea behind it is that, if you get two pairs of instruments that move in a similar direction (such as Gold and Silver), they will tend to revert to a mean that can be estimated using the Ornstein-Uhlenbeck Process. It is then used to maximize a log function.


There is a tutorial for it here:  Tutorials - Strategy Library - Optimal Pairs Trading - QuantConnect.com

And the paper for the strategy is here: 1411.5062.pdf (arxiv.org)

A video with an explanation is here: ATC Workshop 7: Optimal Pairs Trading with Ornstein-Uhlenbeck modeling (1.5x speed rec.) - YouTube


"STEPS FOR TRADING:

  1. Estimate Ornstein-Uhlenbeck (OU) Coefficients (theta, mu, sigma)

    1. Note for paper: Theta- long-term mean, mu is the force pulling our values back to theta, sigma is noise 

  2. Solve the Optimal Stopping problem, which gives us the best prices to buy and sell. This way we can buy low sell high

    1. b = optimal value at which we sell, d = optimal value at which we buy

    2. b > d, so we can buy low sell high

  3. Buy at the optimal entry, and sell at the optimal exit"


Con risposta

1
Sviluppatore 1
Valutazioni
(258)
Progetti
265
29%
Arbitraggio
0
In ritardo
3
1%
Gratuito
Pubblicati: 2 codici
2
Sviluppatore 2
Valutazioni
(174)
Progetti
199
12%
Arbitraggio
38
37% / 34%
In ritardo
5
3%
In elaborazione
Pubblicati: 2 codici
3
Sviluppatore 3
Valutazioni
(3)
Progetti
4
0%
Arbitraggio
2
0% / 100%
In ritardo
1
25%
Gratuito
4
Sviluppatore 4
Valutazioni
(51)
Progetti
66
30%
Arbitraggio
2
0% / 0%
In ritardo
0
Gratuito
5
Sviluppatore 5
Valutazioni
(1)
Progetti
1
0%
Arbitraggio
2
0% / 50%
In ritardo
0
Gratuito
Ordini simili
MANAGERS FOR MT4 AND MT5 TRADES 49+ USD
ART 1: NUMBER OF TRADES ALLOWED IN ONE DIRECTION: Maximum number of trades in one direction = ------------------------------ ------------------------------ ------------------------------ -------------- par PART 2 PARTIAL CLOSURE OF STOPLOSS: Total STOPLOSS =------ Pips 1a: Percentage of Stoploss =--% 1b Percentage of Lot size =--% 2a: Percentage oe of Lot size =--% f Stoploss =--% 2b
Custom 3x1 XAUUSD Professional Indicator for MT5 500 - 700 USD
“} Final Trading Logic Requirements 1. Confirmation Timeframe The main confirmation timeframe must be M15. The indicator may show a Pending Setup during the active 15-minute candle, but the setup is not valid for entry yet. A valid trading signal must be confirmed only after the M15 candle closes. If the setup appears during the candle but disappears in the final seconds before candle close, no confirmed signal
MT5 Expert Advisor (EA) Acquisition Request – Proven XAUUSD Martingale / Grid EA 100 - 1000 USD
MT5 Expert Advisor (EA) Acquisition Request – Proven XAUUSD Martingale / Grid EA I am looking to purchase a fully developed, actively traded, and proven MT5 Expert Advisor for XAUUSD (Gold) that uses Martingale, Grid, Averaging, Recovery, or Hybrid Recovery techniques. Mandatory Verification Requirement To be considered, please provide: - MT5 Investor Password (Read-Only Access) for verification - Account Number /
Developers needed for mt4, mt5 EAs 45 - 50 USD
Looking to buy profitable MT4/MT5 Expert Advisors (EAs). Requirements: • Fully automated • 6+ months backtest • 100+ trades • No martingale or grid systems Send: • Backtest report • Max drawdown • Markets traded • Brief strategy summary Only original EAs developed by you. Long-term collaboration available
MT4/MT5 TRADES MANAGERS 100+ USD
MT4/MT5 TRADES MANAGERS s PART 1: NUMBER OF TRADES ALLOWED IN ONE DIRECTION: Maximum number of trades in one direction = ------------------------------ ------------------------------ ------------------------------ -------------- par PART 2 PARTIAL CLOSURE OF STOPLOSS: Total STOPLOSS =------ Pips 1a: Percentage of Stoploss =--% 1b Percentage of Lot size =--% 2a: Percentage of Lot size =--% f
Senior MQL5 Developer Needed — Multi‑Engine Portfolio Trend System (MT5) 500 - 900 USD
DESCRIPTION: I require an experienced MQL5 developer to build a fully automated, multi‑engine, multi‑asset trend‑following trading system for MetaTrader 5. The system includes: Multiple TrendEngine instances (one per symbol) A PortfolioController that manages all engines Volatility‑regime detection Dual‑timeframe confirmation ATR‑based breakout logic ATR‑based stop management Micropyramiding Risk‑weighted satellites
Need Execution Adjustment with my Expert , A 30+ USD
Live chart [ expert is not executing trades on xauusd ] , Deleting Existing Parameter not in use , Live Chart Adjustments Only , No Need to Change anything else , expert will be live testing Throughout
Minor adjustment needs to be implemented to my expert . 30+ USD
Prepare expert for xauusd live chart [ expert is not executing trades on xauusd ] . Deletion and cleaning code . Trailing Stop Rule to follow the given method . Live Chart Only
Institutional MT5 EA with ICT/SMC Market Structure and Liquidity Logic 150 - 400 USD
MT5 EA Developer for Structured ICT/SMC Market Logic Requirements Specification: I need an MT5 Expert Advisor only in MQL5. No indicator, no script, no DLL, and no external API. The EA must be built on a rule-based ICT/SMC-style framework with objective, backtestable logic. I am not looking for social-media-style ICT/SMC interpretation. I need a developer who can convert trading concepts into clear coding rules. The
Expert advisor (EA) for trading Szukamy eksperta ds. programowania EA dla platformy MT5 30 - 55 USD
Szukam doświadczonego programisty do stworzenia dedykowanego doradcy eksperckiego (EA) do tradingu. Programista powinien posiadać solidną wiedzę z zakresu MT5, logiki strategii, wskaźników, zarządzania ryzykiem i backtestingu. Doświadczenie w tworzeniu niezawodnych i profesjonalnych robotów handlowych będzie dodatkowym atutem. Proszę o kontakt, jeśli zrealizowałeś już podobne projekty. wszystkie szczeguły podam w

Informazioni sul progetto

Budget
200 - 500 USD