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
Date:29.08.2026 **TECHNICAL SPECIFICATIONS** PDF Attached for reference rest all details given below. Required: Creation, Integration and successful execution of trading algo/robot in MT5 using MT5 VPS. Brokers: Trades to be executed in both brokers Swissquote and Pepperstone. Symbols: All available in MT5. ** Common parameters for all executions: · Manual Start/Stop. · Session time (defined / always
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
I’m looking to purchase an existing, proven MT5 indicator that focuses primarily on trend-following trade setups . I am not looking for a random indicator, unfinished project, or something that only looks good in screenshots. I’m specifically looking for a serious indicator that has already been tested and has demonstrated strong performance. Ideally, the indicator should include: Trend-following logic
Hello, I have a custom indicator with a specific line. Logic I want: 1. When a candle closes and crosses the indicator line (I will tell you the buffer number of this line), start counting. 2. After the cross, wait for 3 consecutive candles with the same color / same direction. 3. If the 3 candles are bullish, open a BUY trade on the next candle open. 4. If the 3 candles are bearish, open a SELL trade on the
‎Explanation of Strategy 3 candles reversal strategy with 5EMA and 10EMA ‎ ‎wait for 5 EMA and 10EMA to cross during this process wait for at most 5 candles , within that 5 candles formation, the three candles must be inclusive in the 5 candles and the counting starts after the crossing of the two EMAs....wait for a reversal candle that closes below the last two trending candles. ‎ ‎Important info ‎ ‎***The first
I'm looking for specialist support for a personal algorithmic trading project involving an existing MT5 Expert Advisor. Looking for an experienced MQL5 developer / algorithmic trader to review the EA, identify potential weaknesses, and suggest meaningful strategy improvements. Please download and test the official demo first: https://www.mql5.com/en/market/product/191518?source=Site +Profile If you believe you can
can you help me with I have an indicator that I built and I work with PickMyTrade. The entries come through the alerts I get from Trading View . Trading View needs to send an alert and PickMyTrade executes a trade at that exact same second. Now, I have a problem in Trading View with the synchronization between the alert and the signal. I have a box that I built for a trade. It needs to output the box and get an
Looking for a developer in NinjaTrader For coding Inst - ES,NQ Chart type - Tick, range, volume & time Brief- Fib levels mapped on chart which act as entries, tgts and stops all based on candle close. (Maybe) use MACD for filtering direction. Daily manual input of the TWO fib Anchor levels is part of the strategy. I need a well experienced developer to bid and before biding check the attached file well. the PDF and
ROBOTFORX_V7 40+ USD
i have the robotforx_v7 code but am looking for an experinced developer to improve my code i want it to capture quick moves on 5mins it should be able close like ten trades in small profits
I will pay 2500 to 10000 USD (negotiable) for one MT5 Expert Advisor, built properly. One robot done right, not a batch of cheap jobs. I have a strategy I believe in and a rough draft robot I built myself. The logic is there. The execution is not. That last part is outside my expertise, which is why I am hiring instead of continuing on my own. I am open to feedback on the strategy itself. If you see something in it

Información sobre el proyecto

Presupuesto
50+ USD