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
Sniffer 100+ USD
//+------------------------------------------------------------------+ //| ICT_SMC_CRT_EA.mq5 | //| Automated SMC / ICT / CRT Execution Engine | //+------------------------------------------------------------------+ #property copyright "Automated SMC Engine" #property version "1.00" #property strict #include <Trade\Trade.mqh> //--- Trade Object CTrade trade; //--- Inputs input group
i have indicator for Trading View, also copy for NT, i need someone to improve and check the NT version (indicator is simple is volume density koncept)…. when i put same settings on TV version and NT version i have diffrerent results, but this can be because diffrent market data or fact that TV sending tick info in blocks , not tick by tick like NT8 on both. I(ndicator base on counting volume) so besied that is it
MT5 Expert — Custom Manual Fibonacci Automation & Cycle Synchronization Project Overview I am looking for an experienced MT5 / MQL5 Expert developer to build a fully customized Expert based on my own chart cycle/engine and manual Fibonacci workflow. This is not an auto-trading robot . The Expert is designed to assist my manual trading workflow by automating the repetitive chart and Fibonacci process while keeping the
Hi, I am looking for a profitable MT5 EA,If you are interested in this job, grateful if you could provide a brief description of the strategy and one week demo trial , Thank you
I need a developer who can write me a XML file for a dbot robot to trade any deriv option instruments and trading mode A market analyser is needed. Let it automatically scan the market and choose the instrument and with the best input parameters for a given trading mode and show the predicted win rate as shown in the videos below; https://vt.tiktok.com/ ZSb14aoAA/ https://vt.tiktok.com/ ZSb1bFBkA/
Bobolink 1 30+ USD
I need a trading robot that can automatically analyse the market, identify trading opportunities, manage trades, and use clear risk controls. The robot should be reliable, easy to monitor, and suitable for testing before real trading
I am looking for an experienced MQL5 developer to research, develop, and integrate a Smart Early Exit system into my existing XAUUSD EA. The EA is already fully functional. The objective of this job is not to redesign the strategy or modify the entry logic , but to improve how losing trades are managed. The Early Exit system should identify trades that are showing signs of genuine deterioration and close them before
VEE STRATEGY ROBOT 30 - 200 USD
//+------------------------------------------------------------------+ //| M5 Trend Pullback EA | //| Exness / MT5 | //| Forex + XAUUSD | //| Risk: 0.5% per trade | //+------------------------------------------------------------------+ #property strict #property version "1.00" #property description "M5 EMA50/EMA200 + RSI + ATR Trend Pullback EA" #include <Trade/Trade.mqh> CTrade trade;
Purpose Develop a transparent and conservative Expert Advisor for MetaTrader 5. Profit is not guaranteed; acceptance is based on correct implementation, risk controls and reproducible testing. 1. Platform and instruments - Native MQL5 Expert Advisor for MetaTrader 5. - Symbols: EURUSD and USDJPY. - Working timeframe: H1. Higher-timeframe trend filter: H4. - Must support standard broker symbol suffixes/prefixes and
Please may someone assist me with the indicator attached, it has a SERIOUS BUG issue in the sense that when I load it, and activate the template (attached as well) MT4 ALWAYS freezes and then eventually disconnects automatically, ALL THE TIME. It even gets worse to an extent that after disconnecting a number of times mt4 ends up not loading anymore, UNTIL I remove the indicator. Please I WILL NEED A DEMO (FOR A DAY)

Información sobre el proyecto

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