Servizio freelance su MQL5.com: A script / expert to analyze the results of trading on historical data

Descrizione

Specifiche

The task is to create a script / expert to analyze the results of trading on historical data.

1. Data sources – the terminal history and the report of the strategy tester (selected in the settings).

2. Initial parameters:

- data source (file name in case of strategy tester)

- date range for analysis

- the period of "post-analysis"

3. Calculated parameters:

a) for each transaction

- MAE (Maximum Adverse Excursion) of two types, including the ability to analyze the price behavior during a certain period after the closing of the transaction (specified in the parameters)

- MFE (Maximum Favorable Excursion) of two types, including the possibility of analyzing the behavior of the price during a certain period after the closing of the transaction (specified in the parameters)

- HPR (holding period returns)

- enter efficiency *

- close efficiency

- transaction efficiency

b) summary

- Sharp Ratio

- Z-score

- AHPR

4. The final result is in the form of a csv file, with a table containing rows with data for each transaction, including columns:

- tickets No

- type of trade

- volume of the trade

- the Open price

- the Close price

- opening time

- closing time

- maximum price per trade

- minimum price per trade

- time of the maximum price after the start of the trade in minutes

- time of the minimum price after the beginning of the trade in minutes

- entrance efficiency *

- Exit efficiency *

- efficiency of the trade *

- MAE

- MFE

- HPR

- MAE "extended" (on the range of "post-analysis" after the close of the transaction)

- MFE "extended" (on the range of "post-analysis" after the close of the transaction)

- time of the maximum price after the end of the transaction in minutes within the range of "post-analysis"

- the time of the minimum price after the end of the transaction in minutes within the range of "post-analysis"

In the end, the summary data is placed

* The efficiency of the entrance is calculated by the formulas:

for long positions

enter_efficiency = (max_price_trade-enter_price) / (max_price_trade-min_price_trade);

for short positions

enter_efficiency = (enter_price-min_price_trade) / (max_price_trade-min_price_trade);

The efficiency of the exit is calculated by the formulas:

for long positions

exit_efficiency = (exit_price - min_price_trade) / (max_price_trade - min_price_trade);

for short positions

exit_efficiency = (max_price_trade - exit_price) / (max_price_trade - min_price_trade);

The efficiency of the transaction is calculated by the formulas:

for long positions

trade_efficiency = (exit_price-enter_price) / (max_price_trade-min_price_trade);

for short positions

trade_efficiency = (enter_price-exit_price) / (max_price_trade-min_price_trade);

general formula

trade_efficiency = enter_efficiency + exit_efficiency-1;

Con risposta

Valutazioni

(64)

Progetti

144

46%

Arbitraggio

40% / 20%

In ritardo

22%

Gratuito

Ordini simili

I have a EA/indicator that I want built. I should say 1st off dont know how to code myself so I will be using AI to verify that the source code is complete and matches the documents spec or if better so if you can not truly do the job do not waste either of out time. This is a idea I came.up wit and used AI to produce a framework for it.... and of course AI isn't 100% accurate so I need a knowledgeable quantitative

Specification : 1. Goal I am commissioning a mean-reversion grid Expert Advisor for XAUUSD on MT5. The deliverable is the complete, commented .mq5 source (strictly personal usel). Offers limited to compiled .ex5 will not be considered. 2. Required framework (non-negotiable) 2.1. Works natively on M5; signals evaluated on closed bars; symmetric long/short. 2.2. Entry logic built on Bollinger Bands + Moving Average

1. Use two EMAs: 20 and 50. If EMA 20 is above EMA 50 → uptrend (look for buys) If EMA 20 is below EMA 50 → downtrend (look for sells) 2. Wait for a pullback into the area between the two EMAs. - For buys: price must touch or move between EMA 20 and EMA 50 during the last few candles. - For stils: same idea, but in a downtrend. 3. Entry signal: Buy: a bullish engulfing candle in an uptrend after the pullback

I am looking for an experienced MQL4 developer to build a professional High-Frequency Trading (HFT) / Low-Latency Expert Advisor for MetaTrader 4 (MT4) . The EA will be deployed on an IC Markets Live account and should be optimized for the fastest possible execution using a low-latency VPS located in LD4 or NY4 . The primary instruments will be US30 and XAUUSD (Gold) . The goal is to create an EA capable of

Project: MT4 High-Frequency Trading (HFT) Expert Advisor for IC Markets Live I am looking for an experienced MQL4 developer to build a high-frequency trading (HFT) Expert Advisor for IC Markets Live . Requirements: MT4 Expert Advisor Optimized for IC Markets Live Primary symbols: US30 and XAUUSD Ultra-fast execution with low latency Designed to run on a low-latency VPS (NY4/LD4 or equivalent) Efficient order

Ниже представлено готовое, технически выверенное Техническое задание (ТЗ) . Вы можете полностью скопировать этот текст и разместить его на бирже фриланса (например, MQL5.com в разделе «Фриланс» или на Smart-Lab). Данное ТЗ написано на профессиональном языке, понятном разработчикам торговых систем для терминала QUIK (на языке Lua) . ТЕХНИЧЕСКОЕ ЗАДАНИЕ (ТЗ) Разработка мультивалютного торгового робота для терминала

I need developer who Can perfectly build me a layout of Ninjatrader 8 (NT8) to look and feel the same on SierraCharts? I currently use NT8 but I want to start using SierraCharts because its more robust than NT8, but I don't want to have to worry about programming SierraCharts. How much would this cost? Thank you

I am looking for an experienced Sierra Chart ACSIL developer he project involves developing a custom study trading system that utilizes Market Profile (TPO), Single Prints, Footprint/Order Flow data, Delta analysis, and price action confirmation

I am looking for an experienced MQL5 developer to create a fully automated Expert Advisor (EA) for MetaTrader 5 based on a Price Action strategy. The bot needs to automatically identify specific candlestick formations and market structure levels, execute trades, and manage risk using a dynamic trailing stop.The EA should monitor the chart for the following price action setup:Market Structure / Trend Filter:The bot

I am looking for an experienced MQL5 developer to build a high-frequency (HFT) latency arbitrage Expert Advisor for Pepperstone MT5 , using LMAX as the leading price feed. The initial focus will be on US30 (Dow Jones) , and if the strategy proves successful, I want the EA to be easily expandable to additional symbols such as NAS100, GER40, XAUUSD, major forex pairs, and other supported instruments. The EA should

Informazioni sul progetto

Budget

30+ USD

Scadenze

da 3 a 7 giorno(i)

Qualità delle specifiche
Qualità del controllo dei risultati
Disponibilità e capacità di comunicazione