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%
/
15%
In ritardo
32
22%
In elaborazione
Ordini simili
Sabir khalifa
30+ USD
I need an MT5 Expert Advisor for XAUUSD on the M1 timeframe with the following rules: 1. Order Block Logic: - Bullish OB = last bearish candle before a bullish Break of Structure (BOS). - Bearish OB = last bullish candle before a bearish BOS. - BOS = candle close beyond previous swing high/low by at least 1 pip. - EA must always track the latest valid OB in each direction. 2. Entry Rules: - BUY: Place a buy
I am looking for a reliable and well-performing Expert Advisor (EA) that is proven to work effectively on a real trading account. The EA should demonstrate consistent profitability, controlled drawdown, and a strong return on investment (ROI). If you already have a ready-made EA that meets these criteria, I would be interested in reviewing its performance. Please provide access to a demo account, backtest results, or
Hi, I am looking for an Quant/MQL5 developer to build a pure mathematical, Delta-Neutral Statistical Arbitrage (spot vs future ) Expert Advisor. No retail indicator logic (No RSI, MACD, etc.). This is a high-speed, spread-based execution model trading the pricing inefficiency between two correlated assets (e.g., Gold Spot XAUUSD vs Gold Futures). Core Requirements at a Glance: Real-time Spread & Z-Score
I need a professional MetaTrader 5 Expert Advisor based on a pullback trading strategy. Indicators: - Moving Averages: 5, 8, 13, 144 (custom, smooth like TradingView) - RSI (14) - ADX (14) with DI+ and DI- - OsMA (8, 21, 5) Strategy: Trend: - Use MA 144 to define the main trend Entry: - Trade only in trend direction - Wait for price to touch MA 8 - Confirm with: - RSI (above 50 for buy / below 50 for sell) - ADX >
The Advisor should stop trading if the spread exceeds a selected value. Source code is unavailable. Decompilation may be necessary or any other suggested working solution may be acceptable. Testing should be thorough with proven demonstrable results
Copy an MT5 EA (I dont have the MT5 source code)
100 - 500 USD
I require someone to make same style MT5 EA exactly. The functions are pretty much hidden but observing the EA and performance should do the job. So i need same style EA i can send the ea to you
I want a forex robot to do my trading because i am a new born trader. A ai trading robot is the best and i am look for one please
HFT Directional Grid Scalper (Simple, Training Project) Overview We are looking for a developer to create a high-frequency grid scalper with a simple, deterministic logic. This is not a complex bot — the goal is to have a clean implementation for training, testing, and educational purposes. The bot should: Continually open trades in one direction only (BUY or SELL) Use ATR-based grid spacing Maintain a fixed
EA for hedging/scalping.
30 - 150 USD
EA for existing MT5 that generates a minimum of 30-40% or higher a month consistently Looking for a highly profitable EA Please send demo version directly , past results and optimal settings so I can test, if it performs in a strategy tester i will also need option to forward test it. Any pair and Time frame. NOTE Ea need for Cent account Exness or other broker
Forex trading robot MT5
30 - 100 USD
EA for existing MT5 that generates a minimum of 20-30% or higher a month consistently (provide source code after final deal) Looking for a highly profitable EA Please send demo version directly subject (Buying profitable EA Budget up to $ 200 USD or Cent 10k account), past results and optimal settings so I can test, if it performs in a strategy tester i will also need option to forward test it
Informazioni sul progetto
Budget
30+ USD
Scadenze
da 3 a 7 giorno(i)