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
Valutazioni
Progetti
144
46%
Arbitraggio
20
40%
/
20%
In ritardo
32
22%
Gratuito
Ordini simili
Great Martingale with Series
30+ USD
The Great Martingale and Classic Martingale will be coded selectively in one . The Coder should know well both of Great and Classic Martingale and calculation of both of their lot sizing. Should understand the below Formulas of lot sizing after one loss or consecutive loses. if not understand the below please do not apply . A different trailing stop which calculates all profits/losses in a serie will be applied
Our advanced automated trading robot is designed to analyze the financial markets and execute trades without requiring constant manual intervention. Using intelligent algorithms, it monitors market trends, price movements, and technical indicators in real time to identify potential trading opportunities. The robot automatically opens, manages, and closes trades based on its predefined strategy, helping to remove
Professional MT5 Expert Advisor – Multi-Engine Trading Framework Description I'm looking for an experienced MQL5 developer to build a professional MetaTrader 5 Expert Advisor. This is not a simple indicator-based EA. The system should be designed using a modular architecture with a strong focus on maintainability, optimization, and future scalability. The first version should include the following features. Market
Fx tp
30+ USD
# Safe Forex Bot Example (conceptual) def forex_bot(price_data): # Strategy: Moving Average Crossover short_ma = moving_average(price_data, 20) long_ma = moving_average(price_data, 50) if short_ma > long_ma: place_trade("BUY", risk=0.02, stop_loss=30, take_profit=60) elif short_ma < long_ma: place_trade("SELL", risk=0.02, stop_loss=30, take_profit=60) # Risk management: max drawdown 25% if
Description: I need an experienced MQL5 developer to build a professional MT5 Expert Advisor for XAU/USD based on my trading strategy. I require the full .mq5 source code and the compiled file. Trading Logic: Timeframes: H4 to determine overall direction, H1 for supply and demand zones, M15 for trade entries. Buy conditions: H4 trend is bullish, price reaches a valid H1 demand zone, liquidity sweep occurs below the
Qut GoldScalper VIP
30+ USD
Qut GoldScalper VIP EA (frequently referred to in trading circles and third-party stores as Gold VIP / GoldScalper VIP , developed by Nguyen Chung) is a fully automated Expert Advisor (EA) designed exclusively for trading Gold ( XAUUSD ) on the MetaTrader platforms. Unlike primitive grid or martingale bots that blindly multiply trades, this system relies on a blend of trend filtering and progressive position scaling
I'm looking for an experienced Python developer with a strong understanding of market microstructure, order flow, and electronic trading to help build a research-driven gold trading system. This is not a typical indicator or retail trading bot. The project focuses on analysing COMEX Gold Futures Market-by-Order (MBO) data to detect institutional order-flow behaviour and generate trading signals for XAUUSD (MetaTrader
WORKING EA
35+ USD
I Need an existing proven profitable EA. EA should have at least 3 months track record of consistency. My budget is $35 and nothing more. If you do not have the working EA for that amount, please do not apply. I'm not paying a dime more. Again do not apply if you are not willing to take the above amount
Standby Description . Prop Firm Environment . ( Monitor Execution and Handling Environment Changes as Required ) . Technical Issues . Delete extra lines of code (Clean Code , Folder) . Asset related translation , no need for Logic Alteration
Only Technical Issues . Familiarization to Different Symbols . [Again Technical Assistance Only] . Deleting extra lines of code , Not Required Folders (Clean Code) . No Need for Logic Alteration (Strictly)
Informazioni sul progetto
Budget
30+ USD
Scadenze
da 3 a 7 giorno(i)