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
Refine signal trigger execution . Optimize live chart performance . Ensure stable and clean code structure : Stable and clean code is important . Otherwise its a mess . Apply with as much accurate structure you foresee
I am looking to purchase a fully developed and proven Expert Advisor (EA) for XAUUSD. This must be an existing EA with a minimum of 12 months verified live trading history on a real account. I am not interested in new development or demo-only systems. Requirements: • Verified live track record (Myfxbook, MQL5 signal, or broker statement) • Consistent profitability with controlled drawdown • Designed for XAUUSD •
RED DEVIL AI 30+ USD
50 EMA > 200 EMA → Uptrend confirmed Price pulls back to touch or cross below 50 EMA RSI > 50 ATR(14) > 20-period ATR average (volatility expanding) Current candle closes bullish ➡ Enter BUY at candle close50 EMA < 200 EMA → Downtrend Price pulls back to touch or cross above 50 EMA RSI < 50 ATR filter confirms volatility Current candle closes bearish ➡ Enter SELL at candle closeATR(14) Take Profit: 2.5 × ATR(14) This
I am looking for a highly skilled and experienced MQL5 developer to build a professional-grade, fully automated Expert Advisor for MetaTrader 5. This is not a simple project — the EA must combine multiple trading strategies, a dynamic risk management system, a real-time news filter, and a sophisticated trade management engine into one cohesive, well-coded solution. Strategy Overview: The EA should operate on multiple
Here is what I’m looking for: • Signal source: On-chain wallet address monitoring. I want to copy trade high win-rate meme coin wallets (smart money / profitable traders), not Telegram signals. • Market: Crypto (primarily meme coins). • Execution speed: Very important — I want as close to sub-second execution as possible. Low latency is a top priority. • Infrastructure: I’m open to self-hosted VPS or cloud setup if
Advanced Prop-Firm Compliant MT5 Expert Advisor (Capital Protection Focus) Project Overview I am looking for a high-quality Expert Advisor (EA) for MetaTrader 5 designed for prop firm challenges and funded accounts. The system must prioritize capital protection, strict rule compliance, consistency, and long-term stability. The EA must work on Gold (XAUUSD) and major Forex pairs. 🔐 Risk Management Requirements
Olá, Sou um comprador sério interessado em adquirir um Expert Advisor (EA) já existente, estável e rentável, projetado especificamente para: 👉 principalmente (XAUUSD) ou qualquer outro câmbio Trata-se de um pedido de compra integral. ⚠️ Não estou interessado em criar um novo EA do zero. Somente sistemas prontos para uso e comprovados, com histórico real de desempenho. ✅ Requisitos da EA (Rigorosos) 📌 Símbolo e
Hello, Primary goal: convert the existing MQL5 strategy logic to Python as soon as possible and make it work for API trading (order management, exchange connection, basic bot structure). I want to keep the core logic unchanged . I haven’t chosen the exchange yet (must be usable in the EU ). Binance, OKX, Kraken, and Bybit are not options. Bitmart, pionex, gateio are options. Secondary goal (code reduction): the
This post is subject to developers response . Edit the post as you like . May be with me you can make a come back . So , , , Shift calculations . More to the calculation then you can comprehend is known . What else comes to your mind
This first robot I'm needing to order a robot that will help me with my trading and make it most efficient Help me with my margins my signals or anything I need to do associated to my trading or classroom

Información sobre el proyecto

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