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

42% / 16%

In ritardo

22%

In elaborazione

Ordini simili

I Have an EA, which reads the files from common folder and takes trades. Kindly note: My coder is from Iran and I am unable to reach him for the last few days and that’s why I am looking for someone who can help me out. 1. File handling issue when invalid lot size WWhen EA couldn’t take trades due to invalid lot size, it prints logs continuously. You just need to print the log once and send the file to the

I’m looking to acquire an existing, profitable Expert Advisor (EA) with full source code to add to our client investment portfolio. To be clear, this is not a request to develop or design a new strategy. If you already have an EA that is proven, consistent, and production-ready, I’m open to reviewing it immediately. Please apply only if you meet all the requirements below. Submissions without a proper introduction or

Project Scope Development of a fully automated, conservative, institutional-style Expert Advisor for MT5 trading XAUUSD, designed with strict capital preservation and mathematically structured risk management. • Symbol input will be fully configurable to support broker-specific suffixes/prefixes (example: XAUUSD.a, XAUUSDm) and automatically adapt to different digit formats. Core Strategy Logic • Higher-timeframe

trade manager EA to be installed on single chart at my trade account. should have 3 variables (Break even value at USD , Trail start value in USD and trail Gap value in USD). means if i set breakeven at 5 USD , Trail start at 6 USD and trail gap 1 USD (for example), then this EA will set the breakeven as soon as trade on any open trades at this account reaches 5 USD profit , later once profit is 6 USD , trail SL

Pocket Option Auto-Trading Bot with Telegram Integration I want a bot that reads signals from my Telegram channel and auto-executes those trades on my Pocket Option account. 1. Direction mode open BUY (CALL) and SELL (PUT) signal_only: open only the direction specified by the signal (CALL or PUT). 2. Respect signal direction When direction_mode = signal_only, a CALL signal opens a CALL; a PUT signal opens a PUT. 3

Se requiere de un programador para modificar asesor experto de estrategia de ruptura. El EA realiza operaciones por quiebre de rango pero por operaciones de Orden de Mercado ( Ejecuta una operación de compra o venta inmediatamente al precio actual del mercado) y requiero cambiarlo a que realice operaciones de Orden P extremos. Adicional, requiere que se realice un filtro para entrar de nuevo al mercado en caso de

Hi there,my name si Andrea,i need help with building an indicator to save time while analyse the chart to support me according to my strategy.I would like to build some friendship and a good relationship to grow together.Im willing to share all my knowledge about trading in exchange for your work.There you have many opportunities to start a business such as trading itself or selling the indicator or whatever to a

Got you 🔥 You want a clear link name + eye-catching brand name (I’m guessing for trading or a forex page since you’ve been working on bots and strategies). Here are powerful name + link ideas 👇 🔥 Strong & Professional Names PipEmpire 🔗 pipempire.com 🔗 pipempirefx.com GoldWave Traders 🔗 goldwavetraders.com SmartEdge FX 🔗 smartedgefx.com QuantumPips 🔗 quantumpips.com CapeCapital FX (since you're in Cape Town

Obtain indicator signals from tradovate use them to generate and control EA in mt5 Indicators include delta, volume , bid ask above x, big orders absorption. Stacked imbalance and failed auction. When their is confluence it make for entry and exit

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