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
19
42% / 16%
In ritardo
32
22%
In elaborazione
Ordini simili
hello great developer I'm looking to build a custom signal bot for Pocket Options using my specific trading strategy. Scope of work - Develop a signal bot for Pocket Options - Integrate my trading strategy into the bot - Ensure bot compatibility with Pocket Options platform Additional information I have a specific trading strategy that the bot needs to follow. Trading platform Custom Platform: Pocket Options Pairs
hello great developer I am looking for an experienced developer who already has a ready-made, high-quality trading bot available for testing The bot should be fully automated, stable, and optimized for MetaTrader 4 or MetaTrader 5. I want to test real performance through backtesting and forward testing before any final agreement
hello great developer I need to copy trading signals from the Forex Precision app. I receive push notifications with the trades, and I must manually copy them into MetaTrader 4 (MT4), including the entry price, take profit, and stop loss. Is necessary Copy from Forex precision take the type AUD/JPY Copy the entry value and type sell or buy and put this info in mt4 and put the take profitt +10 and stop loss -10
I need help in modifying an amibroker AFL indicator the indicator already works but I need per symbol static variable isolation, parameters persistence per symbol after restart, non declining trailing stop logic, parameter auto restore when switching symbols and a global reset function for static variables. For better understanding As discussed, this is the official offer for restructuring my RAD Chandelier stop loss
I am looking for an experienced MQL5 developer who already has or can provide an advanced grid-style Expert Advisor based on Bollinger Bands, designed for trading multiple forex pairs simultaneously. The EA should use intelligent grid placement logic derived from Bollinger Band levels, with dynamic lot sizing, proper risk management, and optimized trade management to handle ranging and volatile market conditions
Hi, I have a clear MT5 EA wrapper project with locked TSCEA, requiring enhanced execution logic (“pending OR better market” order handling). I can share detailed spec. Please let me know your availability and quote range. Thanks, Tom Pike ------------------------------------------------------------------------------------------------------------------------------ Title: MT5 Wrapper EA – “Limit Order OR Better
I need a professional MT5 Expert Advisor coded to combine two strategies: SMC Strategy (Smart Money Concept) using H1 candlesticks, supply/demand zones, and market structure shifts. Breakout Strategy using M15, M30, H1, and H4 candlesticks, with the same rules as SMC but based on pre‑session highs/lows and breakout confirmations. Parameters: Adjustable Lot size: adjustable (default 0.01) Positions per trade: 2 Stop
ICT Strategy 100+ USD
Hello, I want help coding an ICT strategy: entering 5M FVGs in the direction of bias/DOL between 3–4 AM NYC. The problem is that finding the bias/DOL is discretionary—are there indicators or ways to make it codable? Anyone that can do this should message me
ICT_OneTrade_2R 100 - 200 USD
🔥 ICT_OneTrade_2R Precision. Discipline. Consistency. ICT_OneTrade_2R is a professional Expert Advisor designed for traders who value structured execution and controlled risk. This system is built around a fixed Risk-to-Reward ratio of 1:2 (RR 2.0) — meaning every trade is planned with precision: Risk 1 → Target 2. No randomness. No overtrading. Just one high-quality trade per session. ⚙️ Key Features ✔ Fixed RR 1:2
Candle EA 30+ USD
I'm looking for ea based on below requirement Buy trade When 1st candle (previous candle) is sell candle then the 2nd candle (current candle) turn buy and past the opening price of 1st candle put instant buy Hidden TP - 20pips Hidden SL - 1st candle lowest price then add another 10 pips (5 digit)

Informazioni sul progetto

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