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
21
38% / 24%
In ritardo
32
22%
In elaborazione
Ordini simili
I need a fully automated custom Expert Advisor for MetaTrader 5 (MQL5). The EA is intended for use on a The5ers $100,000 2-Step prop-firm account. IMPORTANT DELIVERY REQUIREMENT: I must receive the complete editable .mq5 source code as well as the compiled .ex5 file. Compiled-only delivery is NOT acceptable. The EA must be coded specifically for this project and must not copy trades, use external trading signals or
I've got a Pine Script from Trading View. I need help from a programmer who can help with optimising the strategy by 1) Adding a couple of further rules 2) Redesign the trading alert arrows & colours I need, please, a programmer who is 1) Good at Pine language 2) Has excellent after-job support (not for free though) 3) Possess the ability to work with others. 4) Able to deliver the job at the shortest possible time
I need an experienced TradingView Pine Script developer to build and test a custom intraday strategy for NQ/MNQ . I am not looking for a conversion . I need the strategy researched, developed, tested, and optimized based on my requirements. Requirements: NQ/MNQ intraday trading 5–15 minute charts New York session only Flat before market close Base logic using Zero Lag Signals , with additional filters if justified
Le robot devra : Respecter strictement les règles de risque des comptes FTMO : perte journalière maximale, perte maximale totale, taille des positions, etc. Intégrer un système de gestion du risque automatique. Être capable de gérer différents types de comptes et tailles de capital. Être basé sur ma stratégie et mes règles de trading que je fournirai au développeur. Être entièrement automatisé pour l’exécution des
I am looking for an experienced MQL5 developer to build a professional MT5 Expert Advisor specifically for XAUUSD (Gold) and other indices. I saw that XAUUSD is one of your primary areas of specialization, so I would like to discuss a custom EA with you. My priority is NOT extremely high returns. I want a robust EA designed for controlled risk and long-term survival. Requirements: • MT5 / MQL5 • XAUUSD, usoil,btc and
VENOM EA 35 - 50 USD
So, im a beginner and I'm pleading you to built me a bot that runs 24hrs and that can buy and sell at the same time, choose a better and profitable strategy. I will do anything thing it takes to get the bot. I hope you take my request into consideration
Je cherche un développeur MQL4 / MQL5 expérimenté pour créer un robot de trading automatique (Expert Advisor) performant et sécurisé. Validation de comptes Prop Firm capable de trader sur le forex et les matière première
XAUUSD Digger 50 - 300 USD
I want you to create a strategy that fits for my funded account conditions like winrate of 60%+ with good risk reward ratio min 1:2 and max drawdown per day is 2% or 3% and overall should be less then 10% with less consecutive losses should be able to finish the funded stage in of phase 1 8% target and phase 2 of 10% target in a month with good number of trades in a month need journal of all the back tested data and
I need a simple Expert Advisor for MT5 that trades based on RSI overbought/oversold levels. - Entry: Buy when RSI(14) < 30, Sell when RSI(14) > 70 - Exit: Take Profit and Stop Loss as adjustable input parameters (default 50/25 pips) - Position sizing: Risk 1% of account balance per trade, auto-calculated from stop-loss distance - Timeframe and currency pair: adjustable inputs, not hardcoded - Should include basic
1. Trading Instruments: - The robot should trade exclusively on the following currency pairs: - NZD/CHF - NZD/USD - GBP/USD 2. Trading Style: - The robot should implement a day trading strategy, focusing on short-term trades. 3. Risk Management: - Maximum drawdown percentage: 10%. - Stop loss settings: Adjustable based on volatility (suggested default: 30 pips). - Take profit settings: Adjustable

Informazioni sul progetto

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