A script / expert to analyze the results of trading on historical data

MQL4 Esperti Script

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

1
Sviluppatore 1
Valutazioni
(64)
Progetti
144
46%
Arbitraggio
20
40% / 20%
In ritardo
32
22%
Gratuito
Ordini simili
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 BUY EA FOR FTMO XAUUSD I am looking to buy professional Expert Advisors (EA) suitable for FTMO and other prop trading environments. I am interested in XAUUSD . I am NOT looking for high-risk EAs with impressive but unrealistic backtests. I am looking for low drawdown, consistent returns and robust strategies that can survive real market conditions. REQUIRED RISK PROFILE Maximum preferred daily drawdown: 1% Maximum
EA REQUIREMENT — READ BEFORE ACCEPTING This is my 4th attempt to get this EA built correctly. Many developers have already failed to reproduce my TradingView results. Please read the complete requirement first. Do not accept the project if you are not confident that you can achieve the required accuracy. I do not want to waste your time or mine. I will provide my TradingView Pine Script, settings, and baseline trade
the bot will be used for xauusd scalp trading , want the bor follow the trading indicator will SL and open another opposite order where i can customize the SL margin and risk management
I am looking for an experienced MQL5 developer to build a robust XAUUSD scalping Expert Advisor for MetaTrader 5. The EA should focus on consistent risk management, controlled drawdown, high-quality trade filtering, precise entries and exits, configurable stop loss and take profit, spread and volatility protection, trading-session filters, and reliable execution. I need the strategy to be fully backtestable and
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
I Have an existing Mql5 Expert advisor (source code), I want a professional programmer to help me Modify the EA... so that it can stop taking new trades once it Gets to a Pacific Lots Size or Floating loss
رباط 30+ USD
//+------------------------------------------------------------------+ //| AdvancedPriceAction.mq5 | //| Copyright 2026, Trading Strategy AI | //+------------------------------------------------------------------+ #property copyright "Trading Strategy AI" #property version "1.00" #property strict #include <Trade\Trade.mqh>
I Have an existing Mql5 Expert advisor (source code), I want a professional programmer to help me Modify the EA... so that it can stop taking new trades once it Gets to a Pacific Lots Size or Floating loss
I will pay 10k (negotiable) for an EA for existing MT5 that generates a minimum of 5% or higher a month consistently Please send demo version with optimal settings so I can test, if it performs in a strategy tester i will also need option to forward test it in a demo account. Developer should be willing to demonstrate how efficient the robot is, Once you send me the demo, I will test the EA on a real-time account

Informazioni sul progetto

Budget
30+ USD
Scadenze
da 3 a 7 giorno(i)