Display VaR per Symbol as opposed to the Entire Portfolio

MQL5 Indicadores Asesores Expertos

Trabajo finalizado

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

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
Hello fellow traders! I am a professional Forex trader with over 16 years of continuous experience in the financial markets. I have developed my own proprietary trading system, which has demonstrated a win rate of over 90%. I am now looking to collaborate with traders who have struggled to achieve consistent profitability in the markets. I can offer you two options: 1. Strategy Training I can teach you my proprietary
Ftmo copier error 34 - 36 USD
I'm having an issue copying trades from my MT5 account to FTMO using Social Trader Tools (an MT5 trade copier). Social Trader Tools reports that automated trading is disabled and says FTMO needs to resolve it. However, FTMO confirms everything is fine on their end and advises enabling Algo Trading, which I've already done. I'm looking for someone who has specifically experienced and successfully resolved this exact
Smc 50 - 200 USD
Title: Professional MT5 XAUUSD Multi-Strategy Expert Advisor Developer Needed I am looking for an experienced MQL5 developer to build or improve a fully automated MT5 Expert Advisor for XAUUSD on an Exness hedging account. Requirements: - Five independent trading engines: Rapid, Scalping, Sniper, Trend and Reversal. - Advanced SMC/ICT market structure, liquidity, BOS, CHoCH, order blocks and FVG analysis. - Multiple
i need this kind of ai expertadvivore i send you link of youtube chanal link please see its stretegy and make a bot this stretegy contact me at +923025084018 whatsapp https://www.youtube.com/watch?v=tG9D43ageBU chanel link https://www.youtube.com/@ForexRobot_MT4_MT5
I need liquidity sweep indicator ready made I need, please response only if you have ready made liquidity sweep and please send me .demo for testing and please describe me logic of this liquidity sweep indicator, I am searching professional indicator
Was wondering if it’s possible for you to recreate a trading indicator that I currently use, as it’s a private script. I just need to make sure I have the complete source code and can use my own version independently. I can provide screenshots of its settings and chart signals, along with examples of how it behaves. Would this be something you’d be able to develop
Hi there I need someone who can create an ea that calculate the next price movement points if it greater then the spread cost using atr,ema, it must place an dead order meaning if the market touches it , it dead only actives in profits message of me if you understand, or if you can create it
أبحث عن مطور MQL5 ذي خبرة لإنشاء مستشار خبير (EA) مخصص يعتمد على استراتيجية محددة لتتبع الاتجاهات مع إدارة صارمة للمخاطر. 1. متطلبات استراتيجية التداول: - مرشح الاتجاه: استخدم المتوسط ​​المتحرك الأسي (EMA) لمدة 200 فترة على الإطار الزمني H1. * افتح صفقات الشراء فقط إذا كان السعر أعلى من المتوسط ​​المتحرك الأسي 200. * افتح صفقات البيع فقط إذا كان السعر أقل من المتوسط ​​المتحرك الأسي 200. - إشارة الدخول: استخدم مؤشر
Paper chaser 40 - 200 USD
//+------------------------------------------------------------------+ //| ModularMultiStrategy.mq5 | //| Copyright 2026, Financial Algo | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2026" #property link " https://mql5.com " #property version "1.00" #property strict //---
Custom MT5 Expert Advisor – Developer Specification 1. Project Objective Develop a fully autonomous, custom MetaTrader 5 Expert Advisor (EA) using native MQL5. The EA must independently analyze financial markets, generate its own trading signals, evaluate opportunities, execute trades, and manage open positions without requiring an external signal provider, another trading bot, or manual intervention. The EA must

Información sobre el proyecto

Presupuesto
50+ USD