Specifiche

We have a working price prediction engine for (BTC, ETH, SOL) at fixed 5-minute intervals and want to build a robust backtesting system that evaluates these predictions against MECX futures prices. The goal is to measure baseline directional accuracy and then explore conditional strategies that improve accuracy beyond a 60% milestone.

Data Overview
Predictions Table (public.price_predictions_5m)
One row per asset (BTC/ETH/SOL) and 5-minute interval.

Fields:
asset (text, constrained to BTC/ETH/SOL)
sample_time (when prediction is made)
target_time (the 5-minute future point it predicts)
predicted_price (numeric)
created_at (ingest timestamp, ~1s after sample_time)
id (bigint PK).
No ground truth is stored here. 

Ground Truth (to be ingested):
 - MECX futures prices for BTC/ETH/SOL at 5-minute resolution (OHLCV).
- For evaluation, target_time in the predictions table must align with the close price of the corresponding futures bar.

Requirements:

Baseline Evaluation
Match each prediction to the MECX futures close at target_time.
Classify up/down relative to the open price at sample_time.
Report unconditional directional accuracy for each asset (5m horizon).

Conditional Backtesting:

Build a framework to test filters that conditionally accept/reject predictions, such as:
Magnitude filters: relative predicted change vs. open price.
Volatility-adjusted filters: predicted move scaled by realized volatility.
Trend confirmation: prediction direction agrees with EMA/ADX indicators.
Consistency: agreement with prior predictions or cross-asset signals.

Time-of-day filters.
Produce accuracy vs coverage curves to show how accuracy improves when fewer, stronger predictions are selected.



Validation & Reporting:

Use rolling walk-forward validation to avoid look-ahead bias.
Provide outputs per asset and horizon: baseline accuracy, conditional accuracy, coverage %, confusion metrics, and significance intervals.
Deliver accuracy-versus-coverage charts to visualize trade-offs.

Con risposta

1
Sviluppatore 1
Valutazioni
Progetti
0
0%
Arbitraggio
0
In ritardo
0
In elaborazione
Ordini simili
HELLO GREAT DEVELOPER I've been playing with a strategy using an already coded Pinescript V5 Indicator, and wanted to turn it in to a strategy with a few additions. (I have incuded the code for the original Indicator) Trading the 1 minute chart I'd like the strategy to go long if the prices passes the higher ORB 50% line while the 3min 20 WMA is above the 3min 200 SMA and the 3 min RSI is below 50. With a Stop loss
PLEASE READ: IF YOU ARE NOT GOING TO ACCEPT THE BELOW THEN PLEASE MOVE ON TO THE NEXT CLIENT. I NEED SOMEONE WHO WILL DO THE WORK FIRST AND THEN CREATE A BUILT-IN DEMO INDI AS PER SPECIFICATIONS BELOW WHICH HAS AN EXPIRY (A DAY OR 2) SO THAT I TEST THE INDI BEFORE WE CREATE THE ORDER. I HAVE HAD PEOPLE WHO PRESSURE ME TO CREATE THE ORDER AND THEN THEY END UP DEVELOPING A FAULTY INDICATOR. AND I HAVE GIVEN THEM THE
Project Overview: We are seeking a highly skilled and experienced developer to build a next-generation Forex Expert Advisor (EA) for MetaTrader 5. The core innovation of this project is an EA that relies 100% on a custom deep learning AI model (e.g., LSTM, Transformer) for generating all trading signals. The EA will trade the XAU/USD (Gold) instrument. The developer must be proficient not only in advanced MQL5
Looking for a reliable, low-lag reversal indicator for Forex that does not repaint and does not place signals with an offset. Key features: Signals only after confirmation (uses closed bar logic), so alerts are final and do not repaint. No offset placement — arrows/markers appear on the same candle/bar that triggered (or on the close of that bar) to avoid confusion. Tunable sensitivity: adjustable lookback and
Here's a detailed description of an Expert Advisor (EA) based on Heikin Ashi candlesticks: EA Overview The EA will implement a trading strategy based on Heikin Ashi candlesticks, identifying trends and generating trading signals accordingly. Indicator Requirements 1. *Heikin Ashi Indicator*: The EA will use a Heikin Ashi indicator to calculate Heikin Ashi candlesticks. 2. *Customizable Parameters*: The Heikin Ashi
I need an experienced MT5 (MQL5) developer to build/upgrade my Forex robot with the following features: Features Required: • Hybrid Strategy Engine per pair: Trend-following, Breakout/Momentum, Pullback, Mean Reversion • Pair-Specific Strategy Allocation (EUR/USD, USD/JPY, GBP/USD, AUD/USD, USD/CAD, all USD pairs in Tier 4) • Dynamic Decision-Making using volatility, historical data, and multi-timeframe confirmation
HELLO EVERYONE I NEED AN INDICATOTRE ON STOCH WHICH CAN GIVE ME ALERT WHEN DIVERGENCE AND CONVERGENCE HAPPNING.AND MAKE SURE I CAN CHANGE THE STOCH PERAMETERS IN SETTINGS. PLEASE CONTACT WHO KNOWS ABOUT DIVERGENCE AND CONVERGENCE. THANKS
I have two custom indicators in MT4 compiled format (.ex4). Unfortunately, I don’t have the original source code (.mq4). I need a developer to recreate equivalent editable .mq4 files based only on the provided .ex4 files. Requirements: Replicate the same functionality, signals, and visual appearance as in the .ex4. No additional features are required, just faithful reproduction. I will provide the .ex4 files only (no
Requirements for SMC Trading EA Platform : MetaTrader 5 (MT5) Strategy : Smart Money Concepts (SMC) Analysis Timeframe : H1 (higher timeframe analysis) Execution Timeframe : M1 (entry and execution) Core Features : Detect Order Blocks Identify Liquidity Zones Detect Fair Value Gaps (FVGs) Break of Structure (BOS) & Change of Character (CHoCH) detection Mark Equal Highs and Lows Trading Functions : Dynamic lot sizing
Ethereum Trading EA 30 - 35 USD
I am looking for an Expert Advisor (EA) that performs well on Ethereum. Ideally, it should be an HFT-style EA; a swing trading EA is also acceptable. I require the full MQL5 source code — the EA must be written entirely in MQL5 (no external languages such as Python). Performance target: Minimum 70% win rate with a 1:1 risk:reward. Input variables required: Stop Levels: Stop Loss (SL) and Take Profit (TP) Trailing

Informazioni sul progetto

Budget
30+ USD
Scadenze
a 3 giorno(i)

Cliente

Ordini effettuati3
Numero di arbitraggi0