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 need a developer that can make my trading strategies into a working perfect EA Robot working on Mt5. Candlestick pattern confirmation through PDH, PDL, PWH, PWL, Liquidities, HTF OB
I need a trading bot specially for XAU, high profit gain. Requirements bot analyzes the market places trades closes with 2 to 3 profit per trades daily profit should be 50 to 100 dollars
We are looking for an experienced MQL5 developer to provide a stable, consistently profitable Forex Expert Advisor (EA) capable of generating 10–15% average monthly returns while maintaining the lowest possible drawdown . Our Requirements The EA must have a proven track record of consistent performance. A long-term trading history (live or verified) will be considered a significant advantage. Before final selection
I am looking for a professional MQL5/MT5 Expert Advisor developer to build a fully automated trading bot based on my custom strategy. Requirements: Strong experience in MQL5 (MetaTrader 5) Previous experience developing Forex/Gold Expert Advisors Ability to convert a trading strategy into a fully automated EA Clean, well-structured, and optimized code Good communication and willingness to provide updates during
Only programmers with experience with orderflow please, it's not the easiest project, I don't want to have arbitration etc. I am not expert in orderflow yet, if you have suggestion about strategy it would be very nice. Source of code required, I am searching a programmer for a longer co-operation
Hi, I am looking for an already made profitable EA. It can be an indicator but then it must be possible to make an EA from the indicator. Will need to test before payment (this can be in demo or limited time test). I will pay up to $6000. Do not apply if you want an upfront payment. I need to test for a few times first. Mostly only pips matters. I look much the risk safety, money management, risk reward, and overall
Привіт. Шукаю когось, хто б застосував мій код як бота . Я торгую індексом Aus_200 SFE (не XJO). Бот базується на MACD входу/виходу, RSI, стохастиці та vwap. Як тільки роботу приймуть, мені потрібно внести кілька коректив; однак, нічого суттєвого. Дякую
SMC Martingale Pro is an advanced MetaTrader 5 Expert Advisor designed for high-volatility markets like XAU/USD. It combines institutional Smart Money Concepts with a dynamic risk recovery system. Key Features Dual FVG Engine: Automatically identifies and renders both bullish and bearish Fair Value Gaps in real time. Multi-Timeframe Flexibility: Operates independently of the active chart timeframe to target
I am looking for an experienced Sierra Chart ACSIL (C++) developer to create a custom indicator that measures the average Prior Day High-Low range over a configurable number of trading days (default: 7 days) using a 23-hour trading session
I have a technical specification ready for a custom alert indicator in NinjaTrader 8 (NinjaScript / C#). Important clarification: it is NOT an automatic trading bot, it is solely a visual indicator (arrows/lines on the chart) and sound alerts (notifications) based on EMA crossovers and range breakouts (ORB 15m) on lower timeframes for futures (MES). I already have the exact rules written out unambiguously

Información sobre el proyecto

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