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

İş tamamlandı

Tamamlanma süresi: 1 gün
Müşteri tarafından geri bildirim
Great communicator and very skilled developer. I will definitely use his services again :)
Geliştirici tarafından geri bildirim
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.

İş Gereklilikleri

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.


Yanıtlandı

1
Geliştirici 1
Derecelendirme
(15)
Projeler
34
24%
Arabuluculuk
4
0% / 50%
Süresi dolmuş
2
6%
Çalışıyor
2
Geliştirici 2
Derecelendirme
(7)
Projeler
7
29%
Arabuluculuk
3
0% / 100%
Süresi dolmuş
1
14%
Serbest
Benzer siparişler
specification High-Frequency Candle Momentum Scalper 1. Strategy Overview Core Logic: The EA identifies the current color of the active candle (Bullish or Bearish). Entry Trigger: It opens positions only after a specific duration of the candle has passed (e.g., after 30 seconds on a 1-minute candle) to confirm the direction. 2. Entry Logic (The "Half-Candle" Rule) Timeframe: M1 (Default, but adjustable). Time Filter
Looking for experience MT5 developer to build a rule-based EA using Volume Profile concept. Only developer with proven past experience working with Volume Profile indicator (ie, VAH, VAL, POC, session profiles or anchored profiles) will be considered. Interested developer must submit a screenshot or video clip of a past project involving Volume Profile, before being shortlisted. Specification will only be shared and
I need an Expert Advisor (EA) coded for MetaTrader 5 based on the following specifications: Objective: Autonomous trading on Bollinger Band breakouts, robust across trending and consolidating years. Architecture: Max 1 open trade at a time Ignore opposite signals if a trade is open Spread filter: always execute Indicators (Custom): Bollinger Bands (WMA, length 20, deviation 1.5, source: close) ATR (WMA, length 14)
I need a professional MQL5 developer to build a REAL-account XAUUSD (Gold) scalping Expert Advisor. Requirements: - MT5 only - Scalping on M1 timeframe - Works on REAL accounts (not demo-only) - Max spread & slippage filter - News filter - Auto lot (risk % adjustable) - One trade at a time Delivery: - Final EX5 file - Testing before full payment Please apply only if you have real experience with XAUUSD scalping
My expert already has the rest of the required features implemented . Bring in your support and resistance expert to save time . My expert already has money management , session filter etc . Trailing is threshold based . Please send a picture as well to show your expert on a live chart . Most specific is the 5m tf , to 1m execution
EA Update 100 - 150 USD
I need my current EA to be updated so that it doesn’t enter trades under certain conditions. And I need the current entry logic as market order to be changed to limit order. Further details can be discussed privately on google meet
Platform: - MetaTrader 4 (MT4) Type: - Expert Advisor (EA) Strategy rules: - Buy when fast EMA crosses above slow EMA - Sell when fast EMA crosses below slow EMA - EMA periods must be input parameters Trade settings: - Lot size: fixed (input parameter) - Stop Loss: fixed pips (input parameter) - Take Profit: fixed pips (input parameter) - One trade at a time only Risk & filters: - No trading during high spread -
can anyone help me with building a complete automated pine code strategy and indicator that work for both FXs & CFDs and have a high winning rate proved through back testing. I have a very complex current code that developed mostly using AI but lots of gaps are there although it translate exactly what I have in my mind. So, you are free to decide whether wo build a complete new code or fix my current working code ( i
Hello, I’m looking for an experienced MT4 (MQL4) developer to convert the Lucky Reversal indicator from indicatorspot.com into a fully functional Expert Advisor (EA). Project Scope Code an MT4 EA that replicates the exact logic and signals of the Lucky Reversal indicator Trades should open and close automatically based on the indicator’s rules Must match indicator behavior 1:1 (no approximations) EA Requirements MT4
This is a request for a formal price quote only. No work should begin until the quote is accepted. I am requesting a quantitative audit of an existing trading strategy. Scope (strict): 10-year historical backtest Full performance metrics (expectancy, win rate, profit factor, max drawdown, trade distribution) Identification of logical flaws, bias, and overfitting Rule-based corrections only if justified by data

Proje bilgisi

Bütçe
85+ USD
Son teslim tarihi
to 2 gün