Modification of EA to show Dynamic Value at Risk & Portfolio Standard Deviation

仕事が完了した

実行時間1 日
依頼者からのフィードバック
Great communicator and very skilled developer. I will definitely use his services again :)
開発者からのフィードバック
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.

指定

I've converted some of the code provided in this video: Coding Incremental VaR in MQL4 and MQL5 for Better Trading Risk Management | Free Code Download

The purpose of this code is to display the Value at Risk (in dollars of the entire portfolio) and Standard Deviation of Returns.

 he code was provided through the following GitHub Source: https://github.com/darwinex/advanced-mql-programming/tree/master/risk-man/incremental-var

 

Changes I have made to the code:

  1. Converted it from a Script to an Expert Advisor
  2. Replaced some of the code so that it dynamically measures the VAR for Current Open Positions Positions as Opposed to FIXED Positions.

 

Next Steps:

  1. Watch the video (or from 8:30 onwards), after watching this you will have some context. The issue that I am having is for the current live open positions the VaR is increasing irrespective on whether it is a Buy or Opposing Sell (note as you will notice in the demonstration of the video, these positions will cancel each other out).

Outcome 1):

I need the live trades on the account to equal the exact same VAR value as the predetermined code.

For example:

If the FIXED code specifies:

{"AUDCAD","EURGBP","USDCAD"}

{   0.1, - 0.1,  0.1}

Then if the VAR is $98 in the FIXED code then it should be the exact same value if I opened those positions and compared it to the Dynamic EA.

Outcome 2):

I need to be able to fetch the Standard Deviation of the Portfolio in the Expert Advisor code and display this in the EA (note this code is available in the mph file).

If more context is needed on Portfolio Standard Deviation then watch this video: MQL5 Coding Tutorial for Portfolio Std Deviation and VaR for MT5

Note: Load the MPH file in your Includes Folder, Value at Risk - FIXED is a Script & Value at Risk - Dynamic is an EA.

What I need is  Value at Risk - Dynamic edited, the other code provide is just for assistance.


応答済み

1
開発者 1
評価
(16)
プロジェクト
35
23%
仲裁
4
0% / 50%
期限切れ
2
6%
仕事中
2
開発者 2
評価
(7)
プロジェクト
7
29%
仲裁
3
0% / 100%
期限切れ
1
14%
類似した注文
Hi all, I am looking for a top-rated, experienced MQL5 developer to code Phase 1 (Retail Version) of an advanced Expert Advisor for MetaTrader 5. Key Requirements: 1. Pure Price Action Strategy: Uses H4 Trend Filter (Swing High/Low) and H1 Execution (Wick Scanning >= 66% & Engulfing Candlesticks). Places orders via Buy/Sell Limit at Fibonacci 50% level of the candle body (with Giant Candle threshold rules). 2
Bonjour, Je souhaite créer un robot de trading automatique MT5 spécialisé sur le Gold (XAUUSD), avec une stratégie agressive et réactive. Je recherche un développeur capable de créer un robot : agressif sur les entrées performant sur les fortes impulsions du Gold scalping haute fréquence possible gestion du risque intégrée stop loss / take profit automatique optimisation pour petit et moyen capital compatible
I want a mobile bot to trade automatically on my behalf must have experience and be willing to verify your work. It must be profitable and user friendly be easy to use and connect. You'll be given a share of profits
Hi, I am looking to purchase an existing MT5 EA for Forex currency pairs . I am not looking to develop a new strategy from scratch , so please read carefully before applying. Requirements: Existing and working MT5 Forex EA Must trade on currency pairs Source code (.mq5) must be included Must have proven results I need to run my own backtest and demo testing before purchase Demo trial or testing access is required
Labouchere System has many series and can transfer the Units to any other Series when needed (this function is very important). The coders who really knows this cancellation sytem can apply. Also the coder should have practical usage of phyton language to translate this strategy into phyton to use it in crypto markets. No indicator or chart issues , but it has many mathematical functions and calculations . the code
I want to find a Developer to perform this work and settle payments in this Application. I undertake not to communicate with Applicants anywhere else except this Application, including third-party messengers, personal correspondence or emails. I understand that violators will be banned from publishing Orders in the Freelance service. I have read the Rules of using the Freelance service and accept them. I agree with
Overview: I would like to create a robot in MT5 (what I use) that when the price or candle touches a moving average it auto- matically gets me into a trade. Details or features I need: 1 a way to tell it how much to trade 0.10 or ten cents per pip or more or do I set this in MT5? 2 a way to limit the number of trades per candle or set it to two or three trades (if the price crosses over the moving average ten times I
Candle bot 30+ USD
A dual-direction breakout stacking EA using previous candle highs/lows as triggers with rolling pending orders and fixed micro take profits. It is suitable for: automation EA development trend capture with repeated entries recovery-style trade management
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
I am looking to buy a ready-made automated trading robot / EA that works on the Tradovate platform and is proven to pass prop firm challenges for Apex Trader Funding, Tradeify, and Lucid Trading.Key Requirements (must be ready-made or very close to plug-and-play):Fully functional on Tradovate (native or via stable bridge/copier/webhook/API integration – MT5 EA + Tradovate bridge is acceptable if it works reliably)

プロジェクト情報

予算
85+ USD
締め切り
最高 2 日