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

Hi, I require a robot that can read this non MT4 object . Trade opened when the object shows ' Look to sell / Buy'. The closing logic is based on the crossing of another custom indicator . Stop loss based on Fib levels. Take profit and partial take profit also required using these levels. A more detailed breakdown of the logic to be provided. The robot/EA is to be created and installed on MT4 on my VPS

Hola comunidad, Estoy buscando un desarrollador que tenga el archivo de instalación de MetaTrader 4 build 1443 o que pueda ayudarme a volver a esa versión. Tengo un robot (EA) que funcionaba perfectamente en build 1443, pero mi plataforma se actualizó automáticamente a build 1470 y ahora el robot ya no funciona correctamente. Necesito alguien que: • Tenga el instalador de MT4 build 1443, o • Sepa cómo reinstalar esa

have the Beatrix Inventor Expert Advisor (EA) that was profitable in the past but has been losing money recently. I need an experienced EA developer/optimizer to study the trade history (especially Stop Loss hits, drawdown periods, SL/TP behavior, win/loss ratio, etc.) and recommend + implement specific tweaks so it becomes consistently profitable again. Your job: 1. Deep analysis of why the EA is no longer

Project: Ready MT5 Multi-Symbol Expert Advisor (No Grid/Martingale) Platform: MetaTrader 5 (MQL5) Type: Fully automated Expert Advisor (EA) Strict mandatory requirements: - Absolutely NO grid trading in any form - Absolutely NO martingale (no lot multiplication on losses, no averaging, no anti-martingale if risky) - No other high-risk money management (e.g., no unnecessary hedging or aggressive entries) - At least 1

want to develop a trading robot (EA) for MetaTrader 5 based on 10 specific rules. The robot should include a professional interface to control all settings, including: Fixed lot size (0.50), Stop Loss (10 USD), RSI indicators for entry/exit, News filter, Trailing stop, and daily profit targets. I have the full logic ready to discuss with the developer. Please ensure high-quality code and testing

Hi everyone! 👋 I’m searching for an experienced MQL4 / MQL5 programmer who is not focused only on big money , but is interested in working on very interesting trading projects that have the potential to conquer the market 📈🔥 💡 I have several unique EA ideas and trading tools in development. ⚡ I’m looking for someone who is available , communicates well , and can deliver projects relatively quickly . 🤝 I prefer

The improvements requested focus on: Faster range setup Automatic Fibonacci target calculation based on range size Cleaner and smaller control panel More visual workflow directly from the chart 1. Quick Range Setup (Automatic Range Creation) Currently, when clicking Add Range , the values are initialized as 0.0 . Instead, the EA should automatically create a default range around the current market price. Desired

We are seeking an experienced MQL5 developer to design and develop a high-performance Expert Advisor (EA) for trading Gold (XAUUSD) on MetaTrader 5 . This project is intended for large-scale capital deployment , with an available trading capital exceeding $8,000,000 USD . As such, we are looking for a developer capable of building a robust, scalable, and risk-controlled algorithmic trading system suitable for

I am looking for an experienced MT4 developer/designer who can create a custom chart template using a background image provided NOTE: Apply if you have done this type of job in the past, also provide the prove of your past project

حلل لي اصل مالي ) اكتب هنا مثلا XAU EUR USD USD اريد تحليلا تعليما و ليس توصية مالية ۱- نوع التحليل المطلوب : ( فني / اساسي / سلوك سعري ) ٢ - المدي الزمني : ( قصير / متوسط / طويل ) M15 / H1 / H4 / ) اذكر الفريمات المطلوبه + (D1 ما اريد استخراجه من التحليل : الاتجاه العام اقوي مستويات دعم و مقاومة رقمية سيناريو صعود و سيناريو هبوط مع شروط كل سيناريو ( IF / THEN ) اين يصبح السيناريو لاغيا مناطق دخول و خروج تعليمية (

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