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

MQL5 지표 전문가

작업 종료됨

실행 시간 1 일
고객의 피드백
Great communicator and very skilled developer. I will definitely use his services again :)
피고용인의 피드백
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.

명시

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.


응답함

1
개발자 1
등급
(16)
프로젝트
35
23%
중재
4
0% / 50%
기한 초과
2
6%
작업중
2
개발자 2
등급
(7)
프로젝트
7
29%
중재
3
0% / 100%
기한 초과
1
14%
무료
비슷한 주문
I need an MT5 Expert Advisor for manual trading execution with precise risk-in-money control and automatic position splitting. FUNCTIONAL REQUIREMENTS: 1. Input: Total risk per trade in money (USD). 2. Input: Stop Loss in points/pips (or read from chart SL line). 3. EA must calculate position size based on total risk and SL distance. 4. EA must detect broker maximum lot size per position. 5. If calculated lot size
Tuyển dụng chuyên gia MQL4 để tối ưu hóa và hoàn thiện hệ thống giao dịch tự động (EA) I. Tổng quan Tôi đang tìm kiếm một nhà phát triển MQL4 giàu kinh nghiệm để tinh chỉnh, tối ưu hóa và hoàn thiện một Expert Advisor (EA) được thiết kế riêng cho nền tảng MetaTrader 4 (MT4). Logic cốt lõi đã được phát triển; mục tiêu chính là nâng cao hiệu suất và đảm bảo tính ổn định sẵn sàng cho môi trường sản xuất. II. Yêu cầu kỹ
The EA should only set TP and SL( Both Optional, We can set one at the time or no one at the same time or both active at the same time) 1. We active trade ourself , But in The EA this should ask if what the the TP and SL in form of USD we need. We'll put the Exact Required profit and or loss. This EA should calculate and set the tps and Sls itself to all the trades, and when we change the USD profit from info meter
Hello, I am looking for a trading idea, Expert Advisor (EA), or signal service that can achieve around 10% monthly profit (or close to it) in a realistic and consistent manner. 🔹 Very Important : Before any discussion or explanation, you must provide solid and verifiable proof of performance. The proof must be available on one of the following platforms: SignalStart MQL5 Myfxbook ❌ Backtests are NOT accepted and are
Pro EA 30+ USD
Hi, I want to build a trading robot specifically for passing a prop firm challenge. The EA should focus on strict risk management, low drawdown, and consistency suitable for prop firm rules. My current budget for this project is $30. Please let me know what is achievable within this budget and the strategy you recommend
Indicator Simple Moving Averages and Exponential Moving Average BUY SIGNALS SMA 7 High Crosses Above 20 EMA= LIME color Buy Signal at the low of next candle. SMA 7 High Crosses above 40 EMA= BLUE color Buy Signal at low of next candle. SMA 7 High Crossed above 200 EMA= YELLOW Color buy signal at the low of next candle. SELL SIGNALS SMA 7 Low Crosses below 20 Ema= LIME color Sell Signal at the high of next candle. SMA
TRADE COPIER 80+ USD
hello great developer im looking for trade copier I want to tell me more about the features, returns, risks and scalability I think you can tell me the best platform to use for effective results. I also want to know whether it's automated, daily/weekly/monthly returns (profit) and monthly drawdown
WILL PROVIDE MORE DETAILS IN CHAT ... THE EA The EA executes (places trades)? The EA exits (closes trades)? The EA expired ? Or something else? Please provide more details: Which platform? ( MetaTrader 5 or MetaTrader 4 ) What exactly is happening? (error message, no trades, wrong trades, etc.) Broker name? Symbol (like XAUUSD, XAUUSD+, etc.) Send the exact message or screenshot text and I’ll fix it step-by-step
I'm seeking an experienced developer to improve my current, complex MQL4 Expert Advisor. The primary focus of this project is to incorporate new trading strategies and rectify issues related to inaccurate trade execution. Key Responsibilities: - Integrate new trading strategies into the Expert Advisor. - Diagnose and fix issues causing inaccurate trade execution. - Potentially optimize the performance of the Expert
I trade manually on M1 chart (XAUUSD) with fractals and alligator. When there is a price break on fractal (or some fractals that form a price level) or a price level created by multiple candles spikes, I enter 2 trades (0.02 lots), and 2 trades (0.04 lots). If I go in profit (5/10€), I close in profit. But if I go in loss with DD, at this point starts the management: every price level (important level) created by

프로젝트 정보

예산
85+ USD
기한
 2 일