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

MQL5 Indicadores Asesores Expertos

Trabajo finalizado

Plazo de ejecución 1 día
Comentario del Cliente
Great communicator and very skilled developer. I will definitely use his services again :)
Comentario del Ejecutor
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.

Tarea técnica

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.


Han respondido

1
Desarrollador 1
Evaluación
(16)
Proyectos
35
23%
Arbitraje
4
0% / 50%
Caducado
2
6%
Trabaja
2
Desarrollador 2
Evaluación
(7)
Proyectos
7
29%
Arbitraje
3
0% / 100%
Caducado
1
14%
Libre
Solicitudes similares
Project Overview I need assistance coding a hedging Expert Advisor (EA) that operates in "closed cycles" with a strict limit of five simultaneous open positions . EA Logic & Mechanism Initial Entry: Open a Buy position of 0.01 lots (Position A) with a Take Profit (TP) target of $1.00. Scenario 1: Price Drops (Hedging Step 1): If the price moves against the first trade, open two positions simultaneously: a Sell 0.02
Powerful 30 - 100 USD
I really want a powerful developed EA that can generate a minimum of 10% every month without martingale, greed or any dangerous strategy for sale. Developer must provide the mql5 file or the raw file for modification etc
Specification 1. EA opens a buy stop and sell stop on the last candle 2. stop loss is determined by percentage of the distance between the buy stop and sell stop 3. take profit is also determined by percentage of the distance between the buy stop and sell stop 4. lot size is calculated by fixed amount. example risk $40 per trade 5. a small gap between candle and buy/sell limits determined by percentage of distance
Tradinh robot 30+ USD
build a trading robot for mql5 from a pdf build within a week discuss more about the trading robot demo runs as the bot purchased write a comsulation for the trading robot
i want to add a specific trading time to an already existing wa that places pending orders above and below opening price bar also change stop loss from percentage to a specific amount
I already have a fully developed MT5 Expert Advisor with all required prop firm features, including: Risk management Daily loss & max drawdown limits Spread & slippage filters News filter Trade management system The EA structure is complete. 👉 What I need is a professional developer to replace ONLY the entry logic with a high-quality, rule-based trading strategy. 🚨 STRICT REQUIREMENT (READ CAREFULLY): I am NOT
I am looking for a ready-made or custom-built AI-based Expert Advisor (EA) for MetaTrader (MT4/MT5), focused on Forex pairs and Gold (XAUUSD) . 🔹 Requirements: Fully automated trading system (no manual intervention) Must work on Gold (XAUUSD) + major currency pairs Should use AI-style logic (adaptive strategy, not simple indicators) Multi-timeframe analysis (trend + entry confirmation) Smart risk management: Dynamic
MT5 Support and Resistance MT5 Support and Resistance Indicator Automatic Drawing of Multiple Supports and Resistances with levels. Supports As follow 1. Weak Support 2. Untested Support 3. Verified Support 4. Proven Support 5. Turncoat Support Resistances As follow 1. Weak Resistance 2. Untested Resistance 3. Verified Resistance 4. Proven Resistance 5. Turncoat Resistance Best Strategy to use 1. Identify Trend
I need an MT5 Expert Advisor for Gold (XAUUSD) on M15 timeframe. Strategy Rules: Trade only after breakout and retest of support/resistance. Also include trendline breakout and retest entry. Only one trade at a time. High accuracy trades only. Stop Loss: fixed SL (developer make input adjustable). Take Profit: next support/resistance level. Trade should hold until trend change. Close trade when Higher Low or Lower
Hello, I’m looking for an experienced developer who can help convert an existing cTrader indicator into a fully functional Quantower indicator . I already have the complete source code for the cTrader indicator (written in C#) , and I would like the same logic, behavior, and visual output to be accurately replicated in Quantower

Información sobre el proyecto

Presupuesto
85+ USD
Plazo límite de ejecución
a 2 día(s)