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
User looking For Robot 100 - 3500 USD
i am looking for an profitable ea which i can use on any account type and the ea grow monthly 5% minimum must be well following risk management auto everything and make sure you can give 1week trail you must provide 10 years back test reports on different testing algorithm's read again if you dont have anything to fulfill my needs do what you are doing on your way
Hi everyone, I am looking for an experienced MQL5 developer who has a proven and well-thought-out recovery strategy for an Expert Advisor. The goal is not to build a typical martingale or grid EA. I am looking for someone who has a solid recovery concept that can intelligently manage and recover losing trades after a predefined adverse price movement (for example, after X pips ). Project Requirements Works on both
Full and specific details will be if selected for the task. This is the general description of the EA Create an expert advisor with two options. Either send email to buy or sell... or make a trade. Create an expert advisor which sends email for a buy alert or make a trade when all three of the following criteria are met: * CCI goes more than 100 ( or more than any other set value) * MACD shows green bar or
Akram boushaba 30 - 500 USD
مرحبا كيف حالكم انا اكرم مهتم بالتداول احاول ان اصمم برنامج روبوت قادر على التداول من تلقاء نفسه من يمكنه ان يساعدني او يعلمني كيف استطيع فهل ذلك وسأكون ممتناً له وشكرا لكم
I am in need of a profitable scalping EA for gold. No grid or martingale strategy pls. If you have one fully developed and working, pls reach out. You should be able to provide trial version
I need some modification on exiting EA. its open pending order upside and down side, but when close order any side than other side pending trad not come closer running price. so it should be delete one pending order from other last side & open one order running price side
The Terminator 40 - 150 USD
The Terminator EA The Terminator EA is a smart Forex trading robot designed to trade with discipline, consistency, and strong risk management. Its main purpose is to identify high-probability trading opportunities while protecting the trading account from unnecessary risk. The robot should only enter trades when several conditions agree. It should use strategies such as trend analysis, support and resistance, market
Romeo Tlotliso 30 - 2000 USD
Romeo is me.i am a trader using robot to make my trading journey way easy. therefore it can correct me when am wrong.Building a robot is not easy because some of them can be wrong and only minimum of them can be good
I am looking for a losing EA . the idea behind is that some of the Strategies can be reversed into a positive strategy . In fact , most of the Experts -i think around %90 or more - can not be reversed into a positive strategy , but some fewer can be , around %10. İ will work to re-organize and reconstruct the strategy to make it a positive one. before selecting you can give .ex5 file and you will give me the open
I need a trading bot 30 - 100 USD
I need bot that trade accoding to lot size means 0.01 tp will be 1$ sl will be 1$ or even breakeven if it is 0.02 same tp will be 0.02 sl will be 02 or break even no draw down according to candel form buy or sell both i have attached the id login password where this type of bot is implemented please check the working method and then you will come to know it scalp in very less time in seconds very speed please login

Información sobre el proyecto

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