Freelance Service auf MQL5.com: Backtest using historical data

Auftrag beendet

Ausführungszeit 6 Stunden

Beschreibung

Spezifikation

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.

Bewerbungen

Bewertung

(16)

Projekte

19%

Schlichtung

0% / 71%

Frist nicht eingehalten

67%

Frei

Bewertung

(258)

Projekte

396

28%

Schlichtung

19% / 49%

Frist nicht eingehalten

121

31%

Frei

Ähnliche Aufträge

ثبت طلبك في مواصفات البوت الثاني كذا: الجودة والأمان أهم من السعر، وما يدخل إلا إذا الفرصة قوية، مع حماية عند الخسائر وانقطاع الاتصال وارتفاع السبريد، وتشغيل مستمر على سيرفر، مع اختبارات إلزامية قبل أي تشغيل حقيقي. بهذه الصيغة يصير يشتغل وأنت مرتاح بالِك، لكنه يوقف تلقائيًا وقت عطلة السوق أو أي خلل. بس أكون واضح معك: ما في بوت يضمن عدم الخسارة، خصوصًا بالمضاربات السريعة، هدفنا نقلل المخاطر ونمنع الخسائر غير المنضبطة

Hello, I am interested in developing a professional MT5 Expert Advisor similar in functionality and technical sophistication to your reference product, Institutional SMC Robot: https://www.mql5.com/en/market/product/187011 I want to develop my own independent EA based on advanced Smart Money Concepts (SMC), with a strong focus on institutional price action, liquidity and market structure. The key functionalities I

Platform: MT5 only (no MT4 needed). Deliverable: an MT5 Expert Advisor with full source code (.mq5) that replicates the attached TradingView strategy (Pine Script v6, based on LuxAlgo's "ICT Killzones Toolkit" order blocks) as exactly as possible. Pasting the code into TradingView shows how it operates. I normally trade GBPUSD on the 5-minute chart Expected behavior: - Order block detection must match the Pine code

MarketMind Breakout Pro XAUUSD H1 — Donchian Breakout EA Project type: Personal EA development and backtesting Platform: MetaTrader 5 Instrument: XAUUSD Timeframe: H1 Strategy: Donchian Channel breakout with EMA 200 Project overview This project evaluates a Donchian breakout trading strategy for XAUUSD on the H1 timeframe. The system uses channel-based breakout conditions and an EMA 200 trend filter. Historical

Hi, I need NinjaTrader 8 Strategy Analyzer backtests on two of my strategies, each over 1 year AND 3 years of data. Please quote the full job. Common settings: NT8 Strategy Analyzer, MCL (Micro WTI Crude Oil) continuous front-month contract (MCL ##-##), 5-minute bars, 1yr + 3yr of the most recent data, $2.50 round-turn commission per contract. Deliverables per run: full Strategy Analyzer summary (net profit, profit

GOLD SCALPING BOT STRATEGY Symbol: XAUUSD (Gold vs USD) Broker: Exness Account: Standard Starting Balance: $20 1. TIMEFRAME - Trend analysis: M15. - Entry timeframe: M5. - Trade only when the market has a clear direction. 2. INDICATORS - EMA 50 - EMA 200 - RSI 14 - Support and Resistance 3. BUY RULES The bot must open a BUY trade only when all these conditions are met: 1. EMA 50 is above EMA 200 on M15. 2. Price is

Projektdetails

Budget

30+ USD

Ausführungsfristen

von 1 bis 7 Tag(e)

Qualität der Leistungsbeschreibung
Ergebnis der Qualitätsprüfung
Erreichbarkeit und Kommunikation