MQL5.com'da Freelance hizmeti: A script / expert to analyze the results of trading on historical data

Açıklama

Şartname

The task is to create a script / expert to analyze the results of trading on historical data.

1. Data sources – the terminal history and the report of the strategy tester (selected in the settings).

2. Initial parameters:

- data source (file name in case of strategy tester)

- date range for analysis

- the period of "post-analysis"

3. Calculated parameters:

a) for each transaction

- MAE (Maximum Adverse Excursion) of two types, including the ability to analyze the price behavior during a certain period after the closing of the transaction (specified in the parameters)

- MFE (Maximum Favorable Excursion) of two types, including the possibility of analyzing the behavior of the price during a certain period after the closing of the transaction (specified in the parameters)

- HPR (holding period returns)

- enter efficiency *

- close efficiency

- transaction efficiency

b) summary

- Sharp Ratio

- Z-score

- AHPR

4. The final result is in the form of a csv file, with a table containing rows with data for each transaction, including columns:

- tickets No

- type of trade

- volume of the trade

- the Open price

- the Close price

- opening time

- closing time

- maximum price per trade

- minimum price per trade

- time of the maximum price after the start of the trade in minutes

- time of the minimum price after the beginning of the trade in minutes

- entrance efficiency *

- Exit efficiency *

- efficiency of the trade *

- MAE

- MFE

- HPR

- MAE "extended" (on the range of "post-analysis" after the close of the transaction)

- MFE "extended" (on the range of "post-analysis" after the close of the transaction)

- time of the maximum price after the end of the transaction in minutes within the range of "post-analysis"

- the time of the minimum price after the end of the transaction in minutes within the range of "post-analysis"

In the end, the summary data is placed

* The efficiency of the entrance is calculated by the formulas:

for long positions

enter_efficiency = (max_price_trade-enter_price) / (max_price_trade-min_price_trade);

for short positions

enter_efficiency = (enter_price-min_price_trade) / (max_price_trade-min_price_trade);

The efficiency of the exit is calculated by the formulas:

for long positions

exit_efficiency = (exit_price - min_price_trade) / (max_price_trade - min_price_trade);

for short positions

exit_efficiency = (max_price_trade - exit_price) / (max_price_trade - min_price_trade);

The efficiency of the transaction is calculated by the formulas:

for long positions

trade_efficiency = (exit_price-enter_price) / (max_price_trade-min_price_trade);

for short positions

trade_efficiency = (enter_price-exit_price) / (max_price_trade-min_price_trade);

general formula

trade_efficiency = enter_efficiency + exit_efficiency-1;

Yanıtlandı

Derecelendirme

(64)

Projeler

144

46%

Arabuluculuk

40% / 20%

Süresi dolmuş

22%

Çalışıyor

Benzer siparişler

can you help me with I have an indicator that I built and I work with PickMyTrade. The entries come through the alerts I get from Trading View . Trading View needs to send an alert and PickMyTrade executes a trade at that exact same second. Now, I have a problem in Trading View with the synchronization between the alert and the signal. I have a box that I built for a trade. It needs to output the box and get an

Key Technical Specifications Platform & Engine: Native MetaTrader 5 (MQL5) using CTrade execution class. Trading Strategy: Dual-directional breakout grid strategy featuring dynamic price validation and overall equity trailing stops. Order Capacity: 70 total pending orders max (35 Buy grid levels, 35 Sell grid levels). Core Features & Execution Rules Feature Specification Details Price Direction Guard Automatically

Потрібен робот, який відкриває відкладені ордери в напрямку, протилежному поточній ринковій ціні (ордер Sell Stop, якщо ринкова ціна вище, і ордер Buy Stop, якщо ринкова ціна нижче). Модельований сценарій – хибний прорив

Buying profitable EA Budget up to 1.5k (Serious offer) Specification EN I will pay 1.5k (negotiable) for an EA for existing MT4 that generates a minimum of 5% or higher a month consistently no monthly DD more than 5% on ,5k account Please send demo version with optimal settings so I can test, if it performs in a strategy tester i will also need option to forward test it in a demo account. Developer should be willing

I need an MT4 Expert Advisor (MQL4). 1. Open one Buy and one Sell trade simultaneously. 2. Adjustable lot size (default 0.01). 3. Stop Loss on both trades. 4. If one trade hits Stop Loss: - Do not open a replacement trade. - Leave the remaining trade open. 5. Optional trailing stop: - On/Off switch. - Adjustable distance. 6. When the remaining trade closes: - Open a new Buy and Sell pair. - Repeat continuously

Hi i am looking for a coder whose designed a future EA that trades nas100. I need the system to pass future props and be used on live account as well. It can be running on mt5 and i could use a trade copier. It should have a very good growth with your strategy to it. I would require a test file with some history of it being used on the account. Only apply if you read this

*JOB TITLE:* `MQL5 EA: 8-Indicator Confluence Bot for XAUUSD, US30, NAS100, DE40 + News + DD Protection` *BUDGET:* $300 - $400 *TIMELINE:* 10 - 14 days *PLATFORM:* MetaTrader 4 & 5 *ATTACHMENTS:* `Indicators.zip` = 10 indicators + 5 screenshots with all settings --- *1. CORE TRADING LOGIC - ON CANDLE CLOSE ONLY* *BUY when ALL conditions are TRUE:* 1. Price > 200 SMA 2. `Reversal Indicator` = UP arrow/dot 3

Hi, I Wanne have a trading robot that give me signals for short buy and sell. And only for all currency in forex trading and also can use it on mt5

i have the robotforx_v7 code but am looking for an experinced developer to improve my code i want it to capture quick moves on 5mins it should be able close like ten trades in small profits

I BUY EA FOR FTMO XAUUSD I am looking to buy professional Expert Advisors (EA) suitable for FTMO and other prop trading environments. I am interested in XAUUSD . I am NOT looking for high-risk EAs with impressive but unrealistic backtests. I am looking for low drawdown, consistent returns and robust strategies that can survive real market conditions. REQUIRED RISK PROFILE Maximum preferred daily drawdown: 1% Maximum

Proje bilgisi

Bütçe

30+ USD

Son teslim tarihi

from 3 to 7 gün

Şartnamenin kalitesi
Sonuç kontrol kalitesi
Erişilebilirlik ve iletişim becerileri