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
hello, please take a moment to review my project. It is for Quanttower. it is very detailed in the instructions. Thank you, Just let me know if you can do it and the whats the cost and timeframe
Indicator buy sell 30 - 225 USD
Looking for a buy and sell indicator Arrows should be placed at closing of candle for confirmation and then not disappear or repaint. I am looking for a serious devleper who doesn't play games waste time and knows what he's doing so I can build a long-time professional relationship with him. I would only be willing to put the deposite down after I know it doesn't repaint because many developers pulled me to
project details : BUILD Custom Pine Script Indicator + Strategy from Logic Spec (NOT a code copy job) I need a Pine Script developer to BUILD a custom indicator and strategy FROM SCRATCH based on a logic specification I will provide. This is not a copy/modify job — if you can only work with source code, this is not for you. WHAT I NEED BUILT: 1. VALID HIGH/LOW DETECTION - Identify swing highs and lows using price
XAU/USD Alert Bot MT4 30 - 120 USD
Project Summary: Create an alert-only MT4 EA for XAU/USD (5-minute chart) that detects a specific sequence of price action events and sends push notifications and optional sound/Telegram alerts when all conditions are met. ⸻ 1. Inputs / Settings • Enable/Disable Alerts → Boolean (true/false) • FVG minimum width (pips) → Default 2 • Order Block maximum width (pips) → Default 30 • Optional time filter → Default
I need a MetaTrader 5 Expert Advisor (EA) for Forex trading. Account size: $1000 Requirements: 1. The EA should work only on Forex pairs. 2. Automatic Buy and Sell trades. 3. Lot size starting from 0.04. 4. Stop Loss and Take Profit settings. 5. Only one trade at a time. 6. Works on pairs like EURUSD, GBPUSD, USDJPY etc. 7. Risk management suitable for a $1000 account. 8. Easy settings for lot size, SL, TP and risk
Hi, I need a custom MT5 indicator based on a multi-timeframe fractal break reversal. 1️⃣ The indicator should use two timeframes: Higher Timeframe (HTF) Lower Timeframe (LTF) (Timeframes should be adjustable in inputs, e.g., HTF = H1 and LTF = M5) 2️⃣ Use standard fractals to detect fractal highs and fractal lows. 3️⃣ Primary signal (HTF): When a Lower High fractal is formed and price breaks that Lower High in one
I’ve been following your profile and I'm interested in your expertise with the ATAS API and C# development. I have a clear technical scope for a high-performance M1 indicator focused on Binary Options and Scalping. ​The core logic is based on institutional Order Flow convergence: ​Stacked Imbalances: 300% ratio with a minimum of 3 consecutive levels. ​Delta/Price Divergence: Filtering for market exhaustion (New Highs
can you help me with editing the existing ATR Trailing Stop Indicator to include a logic to include additional script, where my ninZaRenko bars when it closes above OR below the dynamic stop line, I will be out of trade. Please remember, in this Indicator, now when the price touches the stop line, I am stopped out .. . I want to edit the script, in lieu of the price touch, I like to update this logic to when the bar
APARTE DE PASAR EL CÓDIGO A MT5 QUIERO QUE CONTENGA TODOS LOS DATOS NECESARIOS PARA QUE ESTE NUEVO CÓDIGO SE PUEDA USAR EN LA FÁBRICACIÓN DE UN ROBOT, NO SE MUCHO DE ESTO PERO INVESTIGUE QUE DEBE LEER BUFFERS Y OTRAS COSAS
HENGtaykong 30 - 200 USD
Create a ZigZag indicator, which is constructed based on extreme values determined using oscillators. It can use any classical normalized oscillator, which has overbought and oversold zones. The algorithm should first be executed with the WPR indicator, then similarly add the possibility to draw a zigzag using the following indicators: CCI Chaikin RSI Stochastic Oscillator Algorithm and Terms The first stage is the

Información sobre el proyecto

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