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 Ejecutor
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.
Comentario del Cliente
Great communicator and very skilled developer. I will definitely use his services again :)

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, I would like to create a trading robot based on the Moving Average indicator. Here are the technical specifications: 1. Indicator Settings: - Moving Average Period: 50 (Exponential - EMA). - Applied to: Close price. 2. Buy Signal (Long): - Enter a Buy order when the price crosses and closes above the 50 EMA. 3. Sell Signal (Short): - Enter a Sell order when the price crosses and closes below the 50 EMA. 4
Hello, I am looking for an MQL5 developer to create a simple custom Expert Advisor for MetaTrader 5 based on my manual trading strategy. Strategy requirements: Instrument: NASDAQ index (broker-dependent symbol, e.g. NAS100 or USTEC). Timeframe: M1 (1-minute chart). Trading session: 16:00–21:00 Slovenia local time, with daylight saving time handled correctly. Strategy: Bull Coach / Bear Coach price-action setup based
Diusang 50 - 533 USD
TITLE: Diusang EA - [ e.g. Gold M1 Scalping Robot ] 1. PLATFORM: MT4 or MT5 ? 2. PAIR / TIMEFRAME: e.g. XAUUSD M1, M5 3. STRATEGY LOGIC: - Entry Buy when: ... - Entry Sell when: ... - Indicator settings: ... 4. RISK MANAGEMENT: - Lot size: Fixed 0.01 / Auto lot from balance? - Stop Loss: ... pips - Take Profit: ... pips - Max trades: ... 5. OTHER FEATURES: - Trailing stop? Yes/No - Trading hours
buy stop sell stop with multiple orders send trail file and performance chart to test.....Backtesting results and verified trading history, source code availability. Existing bots are welcome...fully automatic.. no martingale. note- i need expiry and account number in source code... fixed budget...don't bargain please...read well then confirm job please
Title: Fully Automatic MT5 Trading Bot (Expert Advisor) with Risk Management I want a fully automated trading robot (Expert Advisor) for MetaTrader 5, written in MQL5. The bot must automatically analyse market data, identify trading opportunities, execute BUY and SELL orders, manage open positions, and close trades according to predefined rules without requiring manual confirmation for each trade. Requirements
Hello. I have some custom chartbooks/studies that run on ACSIL C++ in Sierra Charts trading platform. I need them put into pinescript to be able to be used in trading view and look similar to the charts we are giving you. also need it to be able to work on ninja trader NinjaScript (C#)/java, and MQL4 and MQL5 for metatrader 4 and 5. You would have to assist with testing. Let me know if you can help with this task
Hello I want some that can help with my strategy signal I have the video that you are going to watch if you know you can help me with kindly do well to bid and let discussed it an urgent project and also if you can not work before you get paid please don bid thanks
Hello, I’m looking for an experienced developer to research, build, test, and install a fully automated MetaTrader 5 trading bot for gold, XAUUSD. My total development and installation budget is $300, including all agreed work and fees. My goal is to pass a $100,000 FTMO US Two-Step Standard evaluation and sustainably maintain the funded account. I need a day-trading strategy that can buy in bullish markets and sell
Looking to Buy a Private, Proven XAUUSD or Forex Trading System I’m looking to buy a reliable trading method, strategy, indicator, or EA that can help me achieve consistent results on XAUUSD or currency pairs. My budget is open, and I’m willing to pay your asking price if you can demonstrate that the system works through verifiable results. I’m specifically looking for a private, unpublished system that has not been
I have three indicators that operate independently. I want to combine them into one indicator with custom expert programming that automatically enters trades when a signal is generated by one of the indicators. I will pay for this service Thanks you

Información sobre el proyecto

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