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
I need an MT5 Expert Advisor for a mean-reversion strategy on EURUSD: single entry at local price extremes, fixed stop loss and take profit, no grid and no averaging. Position size must be calculated automatically so that risk per trade is capped at a fixed USD amount, with a daily loss limit and a pause after consecutive losses. I will send the full specification — entry conditions, filters and all input parameters
I would like expert Advisor
30+ USD
I’m seeking a high‑reliability Expert Advisor that operates on ADX and Moving Average signals, capable of executing trades with strict error‑handling to ensure every operation is processed safely and efficiently. The EA should base its entry and exit logic on the direction of the Moving Average and the latest candle price , use ADX to confirm trend strength, allow a customizable lot size , and maintain robust
Maritangle based algo
100+ USD
need to create specific alo which can be changed with diffrence currency and method, it consist of risk management in mariangle, period will be changed, if trades close it will start form there without restart the server
Create EA based on indicator, Basic Harmonic Pattern
60 - 100 USD
I trade NAS 100 using Harmonic Patterns. I want to create a MT5 EA to trade based on this indicator: https://www.mql5.com/en/market/product/78325?source=Site +Market+MT5+Indicator+Search+Rating006%3abasic+harmonic+patterns I want the EA to have the same take profit levels as indicator: TP1, TP2, TP3 (select in inputs which TP to use). The EA should also use the same Stop Loss as indicator, with the option to adjust
I am looking for a professional and market-savvy MQL developer to build a disciplined, stable Scalping Expert Advisor (EA). The ideal developer must have a solid understanding of Trend Identification, Fibonacci Levels, and Technical Indicators , alongside strict risk management implementation. Key Focus Areas & Developer Requirements: Market & Analysis Expertise: ⚬ Deep understanding of Trend direction (Market
NYC
30+ USD
I need a ready-made professional trading EA similar to my current scalping bot, but improved for consistent profit and better risk control. Requirements: - Works on XAUUSD (M5 timeframe) - Fixed lot option (start with 0.01) - Opens only one trade at a time (no multiple positions) - Small, fast entries (scalping style) - Better risk-reward (SL must NOT be bigger than TP) - Breakeven function - Trailing stop to secure
Looking for an experienced MQL4 developer to restore functionality for an MT4 Expert Advisor I've used for 3 years. The software is showing a startup validation error, and I cannot reach the original developer. I'll provide all necessary files and proof of ownership. I don't have the code source just the .ex4 file. Scope of work: - Diagnose the startup validation error of the Expert Advisor - Restore normal
Profitable EAs wanted.
30 - 35 USD
profitable EAs wanted with at least 3 to 5 years backtest. you be submit your proofs such as graphic results, backtesting results, and your demo or weekly the eas has traded
Requirements Specification GoldV16 V0 – MT5 XAUUSD Netting EA 1. Platform: - MetaTrader 5 - MQL5 - XAUUSD - NETTING account 2. Position rule: - Only ONE XAUUSD position may be open at any time. - Fixed lot only. - No Martingale. - No automatic lot increase. 3. Stop Loss: - Stop Loss must be sent immediately when a trade opens. - Default SL distance: 1.00 USD in gold price. - SL distance must be adjustable in Inputs
MQL5 developer needed to code a macro-driven gold trading Expert Advisor for MetaTrader. Body: We have a documented macro-driven trading strategy for gold that needs to be converted into a working MetaTrader Expert Advisor. Experience integrating external data sources, such as economic calendar events or interest rate and dollar index data, into MQL5 is required. An N.D.A. must be signed before strategy details are
Informazioni sul progetto
Budget
30+ USD
Scadenze
da 3 a 7 giorno(i)