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
There is a Pine Script with closed source code that I want to use on TradingView. I would like to have an exact replica of it created. I have the link and can share it with you if you're interested. Is this something you can do
I need a fully automated Expert Advisor (EA) for MetaTrader 4 or MetaTrader 5. Strategy Overview: Trading Instrument: User adjustable (input parameter). Default can be EUR/USD. Trade Time: Every day at exactly 11:00 AM (broker server time) . Position Size: Fixed lot size (NOT percentage-based). Default = 0.01 lot. This must be an adjustable input parameter . Trading Rules (Step by Step): Day 1 (Initial Trade)
Trading Strategy Specification 🟢 Buy Setup Conditions: Trend Identification: The overall trend must be Bullish (Upward). (Note for the programmer: Define the bullish trend using higher highs/higher lows structure or a specific Moving Average). Fibonacci Retracement: The price must correct downwards to touch or test the 61.8% Fibonacci level , drawn from the most recent swing low to the swing high. Entry
Hey I need help with the development of my ea. I am using a built in indicator and a custom indicator. It shouldn't take too long. I will tell you the conditions and then I just need some help with the coding but I have some experience. Thanks we can chat on whatsap or telegram
I need an experienced MQL5 developer to build a semi automated trading signal system for Gold (XAUUSD) on MT5. The system is NOT a martingale or grid EA. The goal is to build a clean rule based signal engine that detects high probability setups based on predefined strategy rules and sends trading alerts with optional pending order logic. Main Requirements: 1. Signal Generation - Buy and Sell signals - Buy Limit - Buy
Mambo 30+ USD
I need a bot that can trade weltrade synthetic indices that can be consistently making profits if you have one for deriv its also fine a bot that executes and closes trades automat Will be ideal
I want a professional MT5 trading robot for XAUUSD (Gold). Requirements: - Safe and stable strategy - Focus on long-term profit and low risk - Smart entry and exit signals - Trend confirmation with indicators - Automatic Stop Loss and Take Profit - Risk management system included - Maximum daily loss protection - Trailing Stop feature - News filter to avoid high-impact news - Works automatically on MT5 - Optimized
MT5 Expert Advisor Specification: Asian Liquidity Sweep & M5 FVG Entry ​Project Overview ​Automated Expert Advisor for EUR/USD on MT5. The strategy maps structural liquidity (Fractal Swings) for entry triggers but targets absolute session extremes for Take Profit. It enters on the first opposite M5 Fair Value Gap (FVG) and features a dynamic, user-controlled risk engine. ​1. Timezone & News Filter Requirements ​The
I am looking for an experienced MQL4/MQL5 developer to build a custom MT4 indicator from scratch or cracking my ex4 file that i provide to you. I already have an existing indicator (EX4) which produces highly accurate buy/sell signals. I want a similar indicator developed based on its observable behavior and signal structure. my existing indicator is pc id protected so you have to do PC ID security bypass and source
MT5 Bot needed 30 - 300 USD
I want to provide you with the source code of the indicator I am interested in, which gives buy and sell signals in the trading view, and you can turn this indicator into a robot that gives buy and sell signals in MetaTrader 5 and trades automatically

Información sobre el proyecto

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