MQL5.com의 프리랜스 서비스: Backtest using historical data

작업 종료됨

실행 시간 6 시간

설명

명시

No EAs, for now. I just want to see results. What's the point in building an EA if you dont know the preliminary results? Right? So...

I need test results for the following main query:

***** Success rate % for all 2 SMA crosses (9-252 MAs: increments of 9) and in every combination for 10 major pairs (will advise of pairs), and for all timeframes as per standard MT charts. Data to go back to at least 5000 ticks. If possible use all available data *****

The results should be displayed in table format and in sequential order from first opened position or cross, to the last closing position. Ignore any unclosed positions (i.e, the very last open position).

The base table for each SMA cross strategy "Strategy Results" will consist of the following fields (1 2MA combo x 1 currency pair x 1 timeframe):

1. Start date of data used

2. End date of data used

3. # of ticks used

4. UTC Date/time stamp of opened position (yyyy/mm/dd/hh/mm)

5. Strategy name (2 SMA Cross: 9 / 36)

6. Currency pair or stock/commodity name (AUDUSD, HSBC etc)

7. Time frame (M1:MN)

8. Position Trigger price

9. Position opened buy/sell

10. Position Closed price

11. Duration of position (# of ticks)

12. Duration of position (yrs/months/weeks/days/hrs/minutes - eg, 00yrs/00mths/00wks/00days/08hrs/19mins)

13. Result (Profit/Loss)

14. Success rate in +/- pips of 13.

15. Success rate in +/-% of 13.

16. Highest # of pips in profit during opened position (483 pips)

17. as a % of 16.

18. Highest # of pips in loss during opened position (-641 pips)

19. as a -% of 18.

Do this for all 9 timeframes => 9 results per 2MA combo.

And then repeat for 10 currency pairs (TBA).

Once all the results are finished, I need a summary of all the results and rank each 2MA combo from top to bottom as a % of overall success (described below).

The table of "Summary of All Strategy Results" will look similar to the results of the strategy tester in MT and should consist of the following fields:

1. Strategy name (2 SMA Cross: 9 / 36)

2. Currency pair or stock/commodity name (AUDUSD, HSBC etc)

3. Time frame (M1:MN)

4. Start date of data used

5. End date of data used

6. # of ticks used

7. # of opened positions

8. # of wins

9. # of consecutive wins

10. % of wins

11. # of losses

12. # of consecutive losses

13. % of losses

14. Max of all Highest # of pips in profit during opened positions (max of 16. in "Strategy Results For TF" table)

15. Max % of 14.

16. Max of all Highest # of pips in loss during opened positions (max of 18. in "Strategy Results For TF" table)

17. Max % of 16.

18. Same as 14. but as Average #

19. Same as 15. but as Average %

20. Same as 16. but as Average #

21. Same as 17. but as Average %

22. Rank of strategy based on 9.

There should be 90 separate results for each SMA cross (10 currency pairs x 9 time frames). This would be approximately 34020 test results in total:

- 28 MAs = 378 cross combinations

- 9 timeframes

- 10 currency pairs

I'm guessing you will use a standard database/excel to calc the queries once you have downloaded the data needed. All results should be available in standard convertible file formats like csv/excel/xml etc.

————————————————————

Investment values will be irrelevant for now. Once I have the results for the above query we can then discuss about adding investment values (Money Mgmt) and seeing what figures we get.

My main aim is:

- to see which SMA cross pairs works best in each currency pair + timeframe, and overall.

- to see if it's best to work with the top 5 or 10 SMA crosses etc.

- then develop an ultimate EA strategy based on my findings. Or... if the EA can automatically work out the best or top 5-10 SMA crosses automatically (live) then that would be the best outcome for me.

I will analyse the data and see where I go from there. Until then can you give me a timeframe and price for the initial query above for now?

Please bear in mind I am not rich, I am struggling, and need to quickly find something that works to give me (and maybe you!) a steady flow of good income.

I look forward to working with you.

Cheers and thanks.

응답함

등급

(16)

프로젝트

19%

중재

0% / 71%

기한 초과

67%

무료

등급

(258)

프로젝트

396

28%

중재

19% / 49%

기한 초과

121

31%

작업중

비슷한 주문

I am looking to see if you can convert my pinescript into a NinjaTrader bot so I can get automated trading instead of manually doing it in TradingView i would like to get it to just do the trades for me based on my script. let me know who can do this perfectly

Hi, I'm interested in ordering an MT4 trading bot. Before we begin, could you please send me the technical specifications and requirements you'll need? Specifically, I'd like to know: - The trading strategy the bot will use. - The currency pairs or instruments it will trade. - The timeframes it supports. - Risk management features (lot sizing, stop loss, take profit, trailing stop, maximum drawdown). - Whether it

Am looking for a bot to trade .so that I can be able to trade and become very successful and make some profit so that I cannot sleep on a empty stomach

Привіт. Шукаю когось, хто б застосував мій код як бота . Я торгую індексом Aus_200 SFE (не XJO). Бот базується на MACD входу/виходу, RSI, стохастиці та vwap. Як тільки роботу приймуть, мені потрібно внести кілька коректив; однак, нічого суттєвого. Дякую

Hello everybody, I'm looking for an experienced MQL4/MQL5 developer to optimize a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5. The EA performs consistently and profitably on demo accounts, but when it is run on Raw and Standard live accounts under what appear to be the same trading conditions, it begins generating losses. I do not have the original source code (.mq4/.mq5); I only have the

I am looking for an experienced MQL4/MQL5 HFT developer to build or optimize a High-Frequency Trading (HFT) Expert Advisor that can successfully pass proprietary trading firm challenges and perform consistently under live trading conditions with brokers such as 8cap or BlackBull Markets . The developer should have proven experience with HFT execution, ultra-low-latency trading, broker execution, slippage, spreads

I have a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5 designed primarily for US30 (Dow Jones Index) . The EA performs consistently and profitably on demo accounts, but when I run it on an IC Markets Raw or Standard live account, it starts generating losses under what appear to be the same trading conditions. At this time, I cannot provide the source code (.mq4/.mq5). I can only provide the

I want to build a fundamental news trading bot that trade off economic news data, as we know every economic news data released always have effect on the asset associated with it, so this bot will take a trade instantly based on the news data released either to buy or sell, it will come with good money management and also SL and TP target based on price and pips value

1. Use two EMAs: 20 and 50. If EMA 20 is above EMA 50 → uptrend (look for buys) If EMA 20 is below EMA 50 → downtrend (look for sells) 2. Wait for a pullback into the area between the two EMAs. - For buys: price must touch or move between EMA 20 and EMA 50 during the last few candles. - For stils: same idea, but in a downtrend. 3. Entry signal: Buy: a bullish engulfing candle in an uptrend after the pullback

I am looking for an experienced MQL5 developer to build a high-frequency (HFT) latency arbitrage Expert Advisor for Pepperstone MT5 , using LMAX as the leading price feed. The initial focus will be on US30 (Dow Jones) , and if the strategy proves successful, I want the EA to be easily expandable to additional symbols such as NAS100, GER40, XAUUSD, major forex pairs, and other supported instruments. The EA should

프로젝트 정보

예산

30+ USD

기한

에서 1 로 7 일

상세내용의 질
결과 확인의 질
능력과 커뮤니케이션 스킬