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% / 15%

In ritardo

22%

In elaborazione

Ordini simili

BUY ALERT 1. Supertrend turns Bullish 2. On this candle , or during the last time Supertrend was Bearish, price was < or = MA1 3. On this candle , or during the last time Supertrend was Bearish , BBStops is Bearish 4. STEP MA1 and STEP MA 2 are both Bullish SELL ALERT 1. Supertrend turns Bearish 2. On this candle , or during the last time Supertrend was Bullish, price was

You need to create an EA that executes buy and sell based on the signals of an rsi divergence indicator in trading view. The indicator is not in MT5 and must be added separately. pine script availabel

I WANT A TRADING ROBOT WITH GOLD STRATEGY THAT COULD TAKE ME TO 1MILLION$ TODAY,PLEASE KINDLY GENERATE THE BOT, DEBUGG COMPILE AND THEN GIVE ME WHEN EVER YOU ARE READY, ILL BE WAITING THANK YOU

Existing EA with grid approach trading - for gold. EA logic works fine but distance between trades module needs improvement. The Attachment is EA description. Only the distance between trades part needs to be adjusted. Rest is ok

Hello i am looking for an breakout EA ideally based on gold that is profitable month to month. It needs to do at least minimum 20 transaction a day (Trades). The SL shouldn't also be too far so for example if im using lot 0.10 on gold then max loss of a trade should be 50-60 dollars. The EA should have at least SL per trade. Please only apply if you have something reliable and proven strategy to this or similar to

Com este Expert Advisor, você pode comprar e vender com um stop loss automático aplicado no momento da compra ou venda. Você pode personalizar seu nível de risco aceitável. Seu gerenciamento de riscos se torna mais preciso e elimina perdas potenciais antes que o gráfico mude. Com o botão "reverter ordem", você pode fechar a ordem atual com lucro e imediatamente colocar a mesma ordem na direção oposta. Aproveite

I already have a fully developed MT5 Expert Advisor with all required prop firm features, including: Risk management Daily loss & max drawdown limits Spread & slippage filters News filter Trade management system The EA structure is complete. 👉 What I need is a professional developer to replace ONLY the entry logic with a high-quality, rule-based trading strategy. 🚨 STRICT REQUIREMENT (READ CAREFULLY): I am NOT

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

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