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 am looking for a losing EA . the idea behind is that some of the Strategies can be reversed into a positive strategy . In fact , most of the Experts -i think around %90 or more - can not be reversed into a positive strategy , but some fewer can be , around %10. İ will work to re-organize and reconstruct the strategy to make it a positive one. before selecting you can give .ex5 file and you will give me the open

I am looking for an experienced MQL4 or MQL5 developer to build a high-frequency (HFT) latency arbitrage Expert Advisor for cryptocurrency trading between LMAX and IC Markets. I need someone who understands low-latency execution, price feeds, slippage, spreads, and fast order execution. The basic idea is that LMAX acts as the leading price feed while IC Markets is the execution broker. The EA should constantly

A ATR GRID EA WITH DOLLAR COST AVERAGE MARTINAGLE 1.2 IT TAKE TRADES WHEN ATR VALUE IS LOWER THEN 1.3 ON 1 MINUTE TIMEFRAME SPCALLY AND CUT ALL TRADES WHEN ATR GOES ABOVE 1.3 value on 1 minute timeframe only trading when market consolidate with basket booking profit management with auto timemanagement with close if trades open after the session timeout and agaib start when our time to trade is on

Institutional‑Grade Multi‑Currency MT5 EA (A2SR + SMC + Smart Recovery + Smart Grid + Liquidity + Volatility + Safety Filters) Budget: AUD $1,500 – $2,000 (flexible) 1. EA Architecture EA runs one chart per symbol (NOT one EA controlling all symbols). Each chart instance manages its own: Recovery Grid Trend Volatility Liquidity Risk Logging EA must still respect global safety rules : Correlation protection Total

Hello, I am looking for an EA that generates few $ every day in a safe way, I especially do not want a martingale EA, the maximum open lot is 0.01 in any case, if you already have in your possession an EA like that already functional please send me a message

Bmnju ghffn ghutfb sdg xf ytghrdhg seg-nbfbntf h sfgtf fgjju gj>ug ggjitt ffhhu dfghfg hhffgh fcghbn dcghyg dghhgf dghhyf fghbff dghhy fghbh dfghhh dfghht dxfhhhh sfgghh sfgghhj dfghhhh dfghhh dfghhh dfghhhh fgghhhj fgghuu dfghhj dfghhj fghhnjjd ghhnjj effgh- sfghhj zdghh b zcghb ddghbb المهدي ألبين أبو بكر أحمد أبو كفاح البطل

I am looking for an experienced MQL5 developer to convert my existing trading strategy into a fully automated MetaTrader 5 Expert Advisor (EA). Requirements: Develop a robust and efficient MQL5 Expert Advisor based on my EMA trading strategy. I will provide the complete trading logic, including entry, exit, risk management, and trade management rules. The EA should execute trades automatically without manual

I am looking for an expert MQL5 developer to build a robust, professional Expert Advisor for Gold (XAUUSD). The EA must be Event-Driven (OnTick) with no 'Sleep' functions, ensuring instant execution. Core Logic: Grid Strategy: Start with 0.02 Buy/Sell. Lot size sequence: 0.02, 0.03, 0.05, 0.09, 0.14, 0.26, 0.44, 0.75, 1.28, 2.18 (Max 10 steps). Dynamic TP: Total basket TP must update instantly upon new order

I need a custom MT5 Expert Advisor for XAUUSD (Gold). Trade Mode: - Sell Only. Entry Logic: - Open first Sell with 0.01 lot. - Every 3.00 price movement against the position (example 4000 -> 4003 -> 4006 -> 4009), open a new Sell. - Lot sequence must increase linearly: 0.01, 0.02, 0.03, 0.04, 0.05, 0.06... No Martingale. Closing Logic: - Do NOT close the whole basket. - Close only one profitable trade together with

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