Display VaR per Symbol as opposed to the Entire Portfolio

MQL5 Indicadores Asesores Expertos

Trabajo finalizado

Plazo de ejecución 11 días
Comentario del Cliente
Was flexible and able to solve a difficult task. I appreciate his patience and hard work throughout this project :)
Comentario del Ejecutor
Super client

Tarea técnica

The code that has been provided calculates the value at risk for the entire portfolio (opened trades on MT5). I would like to understand what this comprises of on a per Symbol basis.


1) Calculate the Value at Risk for Each of the 10 Symbols (for Buy & Sells) and then for the Whole Symbol:

Line 51 of Account Manager Part 1:

input    string      CHART_MANAGEMNET1= "====== CHART MANAGEMENT ======";
input    string      symbol1          = "US30";      // Symbol - Other
input    string      symbol2          = "XAUUSD";    // Symbol 2 - Other
input    string      symbol3          = "AUDCAD";    // Symbol 3 - Forex
input    string      symbol4          = "AUDUSD";    // Symbol 4 - Forex
input    string      symbol5          = "AUDNZD";    // Symbol 5 - Forex
input    string      symbol6          = "EURUSD";    // Symbol 6 - Forex
input    string      symbol7          = "EURGBP";    // Symbol 7 - Forex
input    string      symbol8          = "USDCHF";    // Symbol 8 - Forex
input    string      symbol9          = "USDCAD";    // Symbol 9 - Forex
input    string      symbol10          = "GBPCHF";    // Symbol 10 - Forex

Suggested Process:

  //Calculate the Value at Risk for Buy & Sell Side - Note Repeat Process fro Symbols 2 - 10
  /*
  double ValueAtRiskB1
  double ValueAtRiskS1
  
  //Used to Calculate the Total Value at Risk of the Symbol - Note Repeat the Process for Symbols 2 - 10
 if((ValueAtRiskB1 - ValueAtRiskS1) > 0)
   {
   double ValueAtRisk1 = (ValueAtRiskB1 - ValueAtRiskS1)
   }
   else
   {
   double ValueAtRisk1 = (ValueAtRiskB1 - ValueAtRiskS1)*-1
   }
   


2) Show the Relevant Weightings of the Currently Open Trades (in terms of Value at Risk):

Divide the current Value at Risk of the Symbol by the Total Value at Risk & Convert to a Percentage

Line 173 of Account Manager Part 1

  // Portfolio Weighting 
  double Weighting1 = ValueAtRisk1/currValueAtRisk
  double Weighting2 = ValueAtRisk2/currValueAtRisk
  double Weighting3 = ValueAtRisk3/currValueAtRisk
  double Weighting4 = ValueAtRisk4/currValueAtRisk
  double Weighting5 = ValueAtRisk5/currValueAtRisk
  double Weighting6 = ValueAtRisk6/currValueAtRisk
  double Weighting7 = ValueAtRisk7/currValueAtRisk
  double Weighting8 = ValueAtRisk8/currValueAtRisk
  double Weighting9 = ValueAtRisk9/currValueAtRisk
  double Weighting10 = ValueAtRisk10/currValueAtRisk

3) Display Information in Dashboard:

            Comment(
   "  RISK MANAGEMENT:  ", "\n\n",
   "Symbol 1: VaR: " + DoubleToString(ValueAtRisk1, 2) + "Weighting:" + DoubleToString(Weighting1, 2) + "\n\n",
   "Symbol 2: VaR: " + DoubleToString(ValueAtRisk2, 2) + "Weighting:" + DoubleToString(Weighting2, 2) + "\n\n",
   "Symbol 3: VaR: " + DoubleToString(ValueAtRisk3, 2) + "Weighting:" + DoubleToString(Weighting3, 2) + "\n\n",
   "Symbol 4: VaR: " + DoubleToString(ValueAtRisk4, 2) + "Weighting:" + DoubleToString(Weighting4, 2) + "\n\n",
   "Symbol 5: VaR: " + DoubleToString(ValueAtRisk5, 2) + "Weighting:" + DoubleToString(Weighting5, 2) + "\n\n",
   "Symbol 6: VaR: " + DoubleToString(ValueAtRisk6, 2) + "Weighting:" + DoubleToString(Weighting6, 2) + "\n\n",
   "Symbol 7: VaR: " + DoubleToString(ValueAtRisk7, 2) + "Weighting:" + DoubleToString(Weighting7, 2) + "\n\n",
   "Symbol 8: VaR: " + DoubleToString(ValueAtRisk8, 2) + "Weighting:" + DoubleToString(Weighting8, 2) + "\n\n",
   "Symbol 9: VaR: " + DoubleToString(ValueAtRisk9, 2) + "Weighting:" + DoubleToString(Weighting9, 2) + "\n\n",
   "Symbol 10: VaR: " + DoubleToString(ValueAtRisk10, 2) + "Weighting:" + DoubleToString(Weighting10, 2) + "\n\n",
   "Total Value at Risk: $" + DoubleToString(currValueAtRisk, 2) + "\n\n", 
   "Standard Deviation: " + DoubleToString(currportfolioStdDev, 6) + "\n\n"  
   
   );


Note: Account Manager Part 2 - will likely need to be adapted. To fetch values from it make these values a double in the following code (this worked beforehand).


class CPortfolioRiskMan
{
   public:   
      double portfolioStdDev;
      double MultiPositionVaR;


Make sure to add the MPH file in the includes folder for decompiling.



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
Hi mql5 community, I am actually looking for a dev who applied to my previous job posted few days ago regarding " Need a faithful ready made hft scalper ea robot" He already reached out with an EA which I was validating its performance on my end, but unfortunately the weekend absolutely got my away from internet while have to pay attention to some physical tasks, and during those time I couldn't been able to check
I can pay you 70 USD for consultation if you have something valuable. no scam please, I am too smart to be scammed, Thank you for your patient and attention. Have a nice day for you and your family, May God bless you and your family :)
Hi i'm looking for a trading bot that will trade on mt5/MQL5. The bot must be able to follow trend and works on any pair,chart and symbol. All distance measured with ATR. Trend from a higher time frame (default H1) with a moving average;UP/DOWN. Support and resistance found automatically from recent swing highs and low nothing drawn on the chart. Two kinds of trades, each can be switched on/off. S/R trades; price
I am looking for an EA using MT5, trading XAUUSD on PuPrime-Live6, Standard account. LIMITATIONS No martingale, no grid. Start equity 1000 EUR. Leverate 1:500 Account in USD. PuPrime-Live6 All settings (risk, time, drawdown %, cooldown, lot size) shall be adjustable on init or backtest. VERIFICATIONS The EA needs to reach the profit goals on Actual Ticks, 100ms slippage in backtests for each month 2026. profit goal
Hi All developers, I am looking for a EA which makes minimum 1:5 risk reward ratio with buy stop and sell stop orders placed based on candle open based or candle high low based or any other strategy .... If any having please share it for TEST, After proper TESTING only I will confirm the job... Please read this and respond
I’m looking for an experienced Pine Script developer to build a custom H1 price-action indicator. Requirements: Calculate levels using H1 candles only. Use New York RTH (9:30 AM–4:00 PM), excluding extended hours. Create horizontal levels when candle direction changes; dojis break the sequence. Invalidate levels only when an H1 candle body crosses them, not wicks. Confirm levels after the RTH session closes to
MT5 Trading EA — EMA/RSI Strategy with Risk Management and Trade Protection Hello, I'm looking for an experienced MQL5 developer to build a reliable Expert Advisor for MetaTrader 5 based on a simple trend-following strategy. My main priority is not adding as many features as possible. I want a clean, dependable EA that follows the specified rules consistently in both Strategy Tester and live/demo trading. 1. Trading
MT5 to DxTrade, MT5 to NinjaTrader 8, MT5 to Tradovate - Does anyone have a working copy trading system for this - like already existing system for any of this platforms, don’t want dev saying they will build one, I want copier already working - MT5 to DxTrade (Good), To Tradovate and NT8 might be complex as they are future based. That is why I asked for working system and code. Deliver demo - with a week limit if
To create a unique description that meets the freelance site's requirements, you can type the following: "I am looking for an experienced MQL5 developer to create a custom Forex Expert Advisor. The trading strategy should be based on a moving average crossover system, filtered by the Relative Strength Index indicator. The expert advisor needs to feature distinct strategy modules with adjustable settings for the
Mt5 35+ USD
//+------------------------------------------------------------------+ //| HedgingBasket_EA.mq5 | //| Copyright 2026, Trading Bot | //+------------------------------------------------------------------+ #property copyright "Trading Assistant" #property version "1.00" #include <Trade\Trade.mqh> CTrade trade; //--- Input parameters input group "=== Hedging Settings ===" input double InpLotSize = 0.01; // Lot Size for

Información sobre el proyecto

Presupuesto
50+ USD