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
I'll do as you say whenever someone need me I'll be the as a forex trader who want evert one to be profitable in the coming years.always pushing and giving others good
A market structure shift EA for volatility on deriv and gives a mobile alert... EA should also identify market structure shift only for spikes in boom and crash...Demo would be appreciated for quick selection
I am looking to purchase a ready-made trading bot / Expert Advisor that is already developed, tested, and can be used immediately. Requirements: Must have proven live or verified backtest results Maximum drawdown around 3% Target win rate / success rate of 80% to 90% Stable risk management, not martingale or high-risk gambling style Must include proper Stop Loss, Take Profit, Breakeven, and Trailing Stop Preferably
I am looking for someone who can create a Forex EA for the MT5 platform based solely on observing how the program works on the MT5 platform. I have login credentials to the platform where the robot is operating. My priority is to precisely copy the strategy. It is hedging strategy
FINAL EA STRATEGY DOCUMENT (Chandelier Exit + EMA Breakout System) ------------------------------------ CORE INDICATOR - Chandelier Exit (MAIN LOGIC) - ATR Period: Editable (Default 22) - ATR Multiplier: Editable (Default 3) IMPORTANT: - ATR must NOT be shown as a separate indicator - ATR must be used ONLY internally inside Chandelier Exit - All SL & trailing must strictly follow Chandelier Exit line
1. I will pay 3000+ USD (negotiable) for an EA for existing MT5 that generates a minimum of 5% or higher a month consistently (provide source code after final deal) 2. Looking for a highly profitable EA 3. Please send demo version directly subject (Buying profitable EA Budget up to $ 3000 USD), past results and optimal settings so I can test, if it performs in a strategy tester i will also need option to forward test
I have several strategies that I want to automate. However, I need to explain the strategies and discuss the next steps. I also want to have the source code so I can backtest the setup in my trading software. And if possible, a brief introduction on how it works. But we can discuss all of this when we start working together. About the strategy: 1. Basic logic: Single Prints Both visible Single Prints (classic peaks
Hello, I am looking for a professional developer to create an Expert Advisor (EA) for MT5 (MetaTrader 5). The strategy uses a combination of MACD and Bollinger Bands. Specifications: 1. Trading Pair: EURUSD 2. Indicators Settings: Bollinger Bands: Period 20, Deviation 2.000, Shift 0, Apply to Close. MACD: Fast EMA 89, Slow EMA 144, MACD SMA 5, Apply to Close. 3. Strategy Logic: SELL Condition: MACD Main line should
Darwish 30 - 100 USD
Hey, I want you to build an AI bot for buying and selling. I really like the structure and design of the information I sent you, so please use that as the base. I need the same logic and flow, but make sure it’s unique to me. The bot should handle buying and selling, and I want to control access most users get limited access, like one day, but I need a way to grant full, unlimited access if I choose. Don’t worry just
Super scalper 30 - 200 USD
Articles 1 How to create Requirements Specification for ordering a trading robot 28 MetaQuotes 225 289 Table of Contents Prerequisites for ordering a trading robot Why is it important to have a well-prepared Requirements Specification? Requirements Specification examples What is contained in the Requirements Specification? Where do I get Requirements Specification if I can't create it? Terms to use How to write an

Información sobre el proyecto

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