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
Just a straight forward ea that reacts from candle close and open area using martingale option knowing what the broker charges per pair because will use it in a Z spread account so the ea will know what they charge or I can manually set charges so before ea close in profit it makes sure it covers the charges and added little profit before closing
I require a custom EA and an accompanying custom indicator built in MQL5 for Meta Trader 4/5. The EA must be fully automated (Algo Trading); Telegram-Signal-Linked and named 'AMK Fx'
Hello, I am searching an honest trader who will teach me profitable strategy that have 0/1 rules without guessing. Only serious offers please with example of trade and explanation in first message
Panda103 30 - 100000 USD
# Institutional-Grade MT5 Prop Firm Trading Bot Requirements ## Project Objective Develop a professional MetaTrader 5 Expert Advisor (EA) specifically designed to pass and maintain funded accounts such as: * FTMO * FundedNext * The5ers * MyFundedFX Primary goals: 1. Capital preservation first. 2. Consistent growth. 3. Strict drawdown compliance. 4. High-probability entries only. 5. Long-term funded account
All trades are supposed to be opened at the same time, and have different predetermined TP levels, so i will need to physically enter TP levels for individual trades trades allowed; For example, on the EA settings,like, below all settings, i should have a place to enter how many pips each trade will have to go to TP, UP TO 20 trades max, I will explain more but the job as as simply as explained above
Use the H4 timeframe to determine the main trend direction. Identify valid order blocks on the H1 timeframe. Identify liquidity zones and liquidity sweeps. Wait for M15 confirmation before opening a trade. Only take buy trades in bullish market conditions and sell trades in bearish market conditions. Risk a fixed percentage of account balance per trade (user adjustable). Automatically calculate lot size based on
I need a professional MT5 (MQL5) Expert Advisor for Gold (XAUUSD) scalping. Main requirements: - Work on M1 and M5 timeframes. - Trend filter using EMA 50 and EMA 200. - Entry confirmation after pullback and candle confirmation. - Open 3 positions per signal. Trade management: - Separate TP1, TP2, and TP3. - One Stop Loss for all positions. - When TP1 is reached: Close Position 1 and move remaining positions to
MC Trader's 30+ USD
If Buy: it must Buy when a conformation is done Bye the candle that would be a bullish engolfing candle or after liqudity swip or when sellers has stepped down the market and the market regains energy and trand upwards, it's stop loss must be below the Buy position and it's take profit must be at the top of all candles
Hi, I need an experienced developer to review and help repair a trading automation project. This is not a request to create a random trading bot from scratch. I already have an existing system called EXU. It uses TradingView alerts, a VPS webhook backend, a decision/guard layer, and an MT5 execution/proof layer. Current project status: * TradingView alerts are reaching the backend. * The clean VPS pipeline works. *
i am looking to upgrade my trading telegram bot and add live data to it and also make it linked to a dashboard where i can trace the users who register in my bot and pay and make them go in my private channel and manages the expiry date of each user

Información sobre el proyecto

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