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
PROJECT OVERVIEW I need an experienced MQL5 developer to build a production-grade Expert Advisor for XAUUSD (Gold) on MT5, intended for continuous, unattended live operation. This is a trend-confirmed grid recovery system. Execution speed and reliability are the top priorities — every recovery level must be a real pending order resting on the broker's server, not something the EA monitors and reacts to on ticks. No
EA VAULT V5.1 30 - 200 USD
//+------------------------------------------------------------------+ //| EA_VAULT_V5_1_Otsile_Classic.mq5 | //| v5.11: CLASSIC VAULT EDITION - Smart Risk + License| //| Author: Otsile Trading | //| Icon: Bank Vault Guardian | //+------------------------------------------------------------------+ #property strict #property version "5.11" #property description "EA VAULT V5.1 CLASSIC EDITION" #property icon
I am specifically looking for a professional developer with strong experience in Python trading bots, order execution, and broker/exchange APIs . Please only contact me if you have relevant experience with automated trading systems and order execution . I am not interested in inexperienced developers or generic solutions. If you are confident that you can properly diagnose and resolve this issue, send me a message
DESCRIPTION I want both versions of the same trading system to be developed: Trading Indicator Trading EA (Expert Advisor) Both must follow exactly the same strategy and entry/exit logic . The main purpose of having both is to verify that the Indicator and EA produce the same signals, entries, SL, TP, BE and trade results under the same market conditions. IMPORTANT — DEMO VERIFICATION FIRST I have already faced
AWFX 69+ USD
I want a highfrequency straddle scalping mt5 ea,that is excellent for news event trading. Must be fully configurable and the pending stop orders must be used fast with the OCO style. It must trade cycles ultra-fast and dynamically increase lotSize bases on the current balance or equity
X Booter 250 - 10000 USD
I want you to make me a Professional Swing Trader by making more less loss on my account and I am Willing to to perform any of the duties you will ordering me to do .I want my Robot to make trades using any signal that will be profitable in my Journey
MT5 EA 150+ USD
I am looking for a professional MQL5 developer to create a custom trading robot for MetaTrader 5. The Expert Advisor must operate strictly on H4 and D1 timeframes with a Moving Average crossover entry signal. It should open a total position of 0.02 lots split into two orders of 0.01 lots. It must include an initial ATR-based stop loss, an automatic break-even function, a custom pairs filter input (Symbols), a news
Abba Wale 30 - 100000 USD
//+------------------------------------------------------------------+ //| XAUUSD_SMART_EA_V2.mq5 | //| BOS + Liquidity Sweep + FVG + EMA + ATR | //+------------------------------------------------------------------+ #property strict #property version "2.00" #include <Trade/Trade.mqh> CTrade trade; //================================================================== // INPUTS
Dfwluxea 30 - 6000 USD
MetaTrader 5 Smart Trading Robot – Description Create an advanced MetaTrader 5 (MT5) Expert Advisor designed to analyze the market, generate high-quality trading signals, identify potential trading mistakes, and manage trades using strict risk-management rules. The robot should continuously analyze price action, market structure, trend direction, volatility, support and resistance, momentum, and selected technical
I have an existing MetaQuotes Language 5 Expert Advisor containing approximately 12,000 lines of code. The project requires auditing and targeted reprogramming to restore strategy profitability and accuracy. ​ Key Tasks: ​ Profit Tracking Reprogramming: Re-code and fix the profit tracking, trade management, and trailing mechanisms to ensure accurate execution. ​ Trade Entry Audit: Perform a full review of all trade

Información sobre el proyecto

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