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
21
38%
/
24%
In ritardo
32
22%
Gratuito
Ordini simili
I need an Expert Advisor based on Vantage signals.It must have check and handling of trade operation errors. The main criteria for opening and closing a position: moving average direction the price is higher the previous bar Trade lots is an input parameter
EA to buy 0.5 lots of BTCUSD on MT5 for Exness Broker
100 - 150 USD
I need you to develop an MT5 Expert Advisor (EA) in MQL5 specifically for BTCUSD , primarily trading on the 1-minute timeframe (M1) . The goal is to build a professional, rule-based automated trading system that trades strong impulsive BTCUSD moves in the direction of the trend , while using strict risk and money management. 1. CORE STRATEGY The EA should NOT randomly buy or sell. The basic sequence should be: Trend
seller must provide the following to be considered... i will answer to all who fit this description, and can purchase more than 1 EA... - brief strategy description - overall EA expectancy - 1 week limited trial version, with whatever settings you consider best (can be blocked on demo, i don't really care) - investor password from a reputable broker (if history is available... live / demo, same thing, doesn't really
I am looking for an experienced MQL5 developer to develop a fully automated XAUUSD (Gold) trading bot for MetaTrader 5. Requirements: Automated Gold trading with a reliable strategy. Stop loss, take profit, trailing stop, and drawdown protection. Adjustable lot size and risk settings. Backtesting and demo forward-testing results. Verified trade history or performance reports, if available. Complete MT5 source code
Expert Needs to integrate Volume Density ( Ticks Per Point ) Adaptive Volume Baseline ( Apply with experience ) , Order Flow Tick Volume Based ( required integration is for smooth execution ) , Every other requirement already exists by the expert , True Objective : To identify the true transition from Accumulation to Expansion/Distribution leading to Breakout capturing participation while eliminating false breakouts
Advance XAUUSD MT5 INDICATOR
30 - 50 USD
I need a professional XAUUSD signal indicator for MetaTrader 5, written entirely in MQL5 (.mq5). IMPORTANT: This is NOT an auto-trading EA. It must never open, close or modify trades. It only analyzes XAUUSD and generates signals + MT5 push notifications. 1. Multi-timeframe analysis: H4 → H1 → M30 → M15 → M10 → M5 → M1. 2. Detect market structure: - Swing High / Swing Low - BOS - MSS - CHOCH - Bullish/Bearish HTF
XAUUSD RegimeShift Startegy
50 - 100 USD
Yes. The final “world-class” RegimeShift concept we converged on is an adaptive hybrid EA , not a single trend EA and not a pure recovery EA. The key idea is: Classify the market first → select the correct engine → size dynamically → stop using that engine when its market thesis is invalid. That is the part I would preserve as the final architecture. RegimeShift — Final Strategy Architecture Layer Final role H1 Macro
NextGen
30 - 50 USD
Hello, Before I select a developer, please confirm that you can implement the complete MT5 EA exactly according to my specification. The most important requirements are: 1. Strict NO-REPAINT / NO-HINDSIGHT logic. 2. Sweep, MSS/BOS, Displacement, FVG, Order Block and POI must be defined algorithmically before coding. 3. M1 and M5 confirmation logic. 4. Zero-Float Entry logic. 5. MT5 terminal alerts and immediate MT5
I need a professional XAUUSD signal indicator for MetaTrader 5, written entirely in MQL5 (.mq5). IMPORTANT: This is NOT an auto-trading EA. It must never open, close or modify trades. It only analyzes XAUUSD and generates signals + MT5 push notifications. 1. Multi-timeframe analysis: H4 → H1 → M30 → M15 → M10 → M5 → M1. 2. Detect market structure: - Swing High / Swing Low - BOS - MSS - CHOCH - Bullish/Bearish HTF
I would like to create a tradingview robot that will sync with tradovate. My strategy is as follows: Chart Setup - MES on left and MNQ on right. The MES chart has quarter levels on it. The MNQ has the volume indicator. Trading Session is from 9:30AM EST - 11:00AM EST If most recent price action has crossed *up* a quarter level on MES, I look for *sells* on MNQ. My trigger for a sell is a bearish engulfing candlestick
Informazioni sul progetto
Budget
30+ USD
Scadenze
da 3 a 7 giorno(i)