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

Работа завершена

Время выполнения 1 день
Отзыв от заказчика
Great communicator and very skilled developer. I will definitely use his services again :)
Отзыв от исполнителя
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.

Техническое задание

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.


Откликнулись

1
Разработчик 1
Оценка
(16)
Проекты
35
23%
Арбитраж
4
0% / 50%
Просрочено
2
6%
Работает
2
Разработчик 2
Оценка
(7)
Проекты
7
29%
Арбитраж
3
0% / 100%
Просрочено
1
14%
Свободен
Похожие заказы
I I am looking for an experienced MQL5 developer to build a robust, fully automated Expert Advisor (EA) for MetaTrader 5 based on a moving average pullback strategy. The EA must be optimized for multi-symbol and multi-timeframe processing, capable of running on a single chart while scanning and trading a user-defined list of currency pairs. 1. Core Strategy Logic * Trend Zone: The strategy utilizes the zone between
a { text-decoration: none; color: #464feb; } tr th, tr td { border: 1px solid #e6e6e6; } tr th { background-color: #f5f5f5; } Project Description I need an Expert Advisor (EA) for MetaTrader 5 (MT5) that can automatically trade Gold (XAUUSD) and major Forex pairs. The EA must analyze market conditions, open and close trades automatically, manage risk effectively, and be fully compatible with the MT5 Strategy Tester
Hi mql5 community, I am actually looking for a dev who applied to my previous job posted few days ago regarding " Need a faithful ready made hft scalper ea robot" He already reached out with an EA which I was validating its performance on my end, but unfortunately the weekend absolutely got my away from internet while have to pay attention to some physical tasks, and during those time I couldn't been able to check
I can pay you 70 USD for consultation if you have something valuable. no scam please, I am too smart to be scammed, Thank you for your patient and attention. Have a nice day for you and your family, May God bless you and your family :)
Hi i'm looking for a trading bot that will trade on mt5/MQL5. The bot must be able to follow trend and works on any pair,chart and symbol. All distance measured with ATR. Trend from a higher time frame (default H1) with a moving average;UP/DOWN. Support and resistance found automatically from recent swing highs and low nothing drawn on the chart. Two kinds of trades, each can be switched on/off. S/R trades; price
I am looking for an EA using MT5, trading XAUUSD on PuPrime-Live6, Standard account. LIMITATIONS No martingale, no grid. Start equity 1000 EUR. Leverate 1:500 Account in USD. PuPrime-Live6 All settings (risk, time, drawdown %, cooldown, lot size) shall be adjustable on init or backtest. VERIFICATIONS The EA needs to reach the profit goals on Actual Ticks, 100ms slippage in backtests for each month 2026. profit goal
Hi All developers, I am looking for a EA which makes minimum 1:5 risk reward ratio with buy stop and sell stop orders placed based on candle open based or candle high low based or any other strategy .... If any having please share it for TEST, After proper TESTING only I will confirm the job... Please read this and respond
I’m looking for an experienced Pine Script developer to build a custom H1 price-action indicator. Requirements: Calculate levels using H1 candles only. Use New York RTH (9:30 AM–4:00 PM), excluding extended hours. Create horizontal levels when candle direction changes; dojis break the sequence. Invalidate levels only when an H1 candle body crosses them, not wicks. Confirm levels after the RTH session closes to
MT5 Trading EA — EMA/RSI Strategy with Risk Management and Trade Protection Hello, I'm looking for an experienced MQL5 developer to build a reliable Expert Advisor for MetaTrader 5 based on a simple trend-following strategy. My main priority is not adding as many features as possible. I want a clean, dependable EA that follows the specified rules consistently in both Strategy Tester and live/demo trading. 1. Trading
To create a unique description that meets the freelance site's requirements, you can type the following: "I am looking for an experienced MQL5 developer to create a custom Forex Expert Advisor. The trading strategy should be based on a moving average crossover system, filtered by the Relative Strength Index indicator. The expert advisor needs to feature distinct strategy modules with adjustable settings for the

Информация о проекте

Бюджет
85+ USD
Сроки выполнения
до 2 дн.