Modification of EA to show Dynamic Value at Risk & Portfolio Standard Deviation

仕事が完了した

実行時間1 日
依頼者からのフィードバック
Great communicator and very skilled developer. I will definitely use his services again :)
開発者からのフィードバック
c'est un tourjours vrai plaisir pour moi de travavaillez avec des client comme vous.

指定

I've converted some of the code provided in this video: Coding Incremental VaR in MQL4 and MQL5 for Better Trading Risk Management | Free Code Download

The purpose of this code is to display the Value at Risk (in dollars of the entire portfolio) and Standard Deviation of Returns.

 he code was provided through the following GitHub Source: https://github.com/darwinex/advanced-mql-programming/tree/master/risk-man/incremental-var

 

Changes I have made to the code:

  1. Converted it from a Script to an Expert Advisor
  2. Replaced some of the code so that it dynamically measures the VAR for Current Open Positions Positions as Opposed to FIXED Positions.

 

Next Steps:

  1. Watch the video (or from 8:30 onwards), after watching this you will have some context. The issue that I am having is for the current live open positions the VaR is increasing irrespective on whether it is a Buy or Opposing Sell (note as you will notice in the demonstration of the video, these positions will cancel each other out).

Outcome 1):

I need the live trades on the account to equal the exact same VAR value as the predetermined code.

For example:

If the FIXED code specifies:

{"AUDCAD","EURGBP","USDCAD"}

{   0.1, - 0.1,  0.1}

Then if the VAR is $98 in the FIXED code then it should be the exact same value if I opened those positions and compared it to the Dynamic EA.

Outcome 2):

I need to be able to fetch the Standard Deviation of the Portfolio in the Expert Advisor code and display this in the EA (note this code is available in the mph file).

If more context is needed on Portfolio Standard Deviation then watch this video: MQL5 Coding Tutorial for Portfolio Std Deviation and VaR for MT5

Note: Load the MPH file in your Includes Folder, Value at Risk - FIXED is a Script & Value at Risk - Dynamic is an EA.

What I need is  Value at Risk - Dynamic edited, the other code provide is just for assistance.


応答済み

1
開発者 1
評価
(10)
プロジェクト
25
28%
仲裁
1
0% / 0%
期限切れ
1
4%
取り込み中
2
開発者 2
評価
(5)
プロジェクト
5
40%
仲裁
1
0% / 100%
期限切れ
1
20%
類似した注文
An EA that executes when the 21 and 55 SMA Cross on certain time frame also the EA will understand supply and demand levels and executes when price reacts on this levels specified and target/stoploss levels will be predetermined...also the robot will also comprise stochastic oscillator
Ind V5 TV Strategy Requirements: Instruments: Forex pairs, Crypto and Stocks across exchanges TimeFrame: Multi-Time Frame comparisons, details below Indicators: Ichimoku Cloud, ATR & Choppiness Index Trade times: First Order: Day of Week Start Time, Day of Week First Order time, Day of Week Last Order Time and Day of Week Square Off Time Intraday TF: 1 min, 3 mins, 9 mins, 27 mins and 81 mins Position Size (Lots)
I want this EA in mql4. The two indicators are written in pinescript Developer should please understand it to develop the EA. One of the indicator will be used as direction and the other for entry. The should have code that it can be used for( only one PC and an expiration date. ; this the developer should show me how to adjust it, so that I can adjust to my preference). Parameters:number of trades.lotsize, SL pips
I need a robot for forex trading~~The way the robot should work is that when I put it into a 5 minute chart, the chart will show 15 minutes, one hour, Regardless of whether they are buying or selling, they must buy or sell in the same color at the same time~~~ Use the following indicators: HalfTrend 1 & alerts mtf Trafficlight indicator.MQ4 When placed into a 5 minute chart ~ the chart will show 15 minutes, one
I am looking for a programmer to do EA trader. If you can understand what I want from the video i do and you can do it, contact me because you will be able to do what I want. https://drive.google.com/file/d/1wbHxbUQQqCkdpr0-pHfIh2b288LzYTV2/view?usp=sharing maximum budget = 150$ Preference is given to someone who: -speaks Arabic so I can explain it clearly to him - And the lowest price
I SIMPLY NEED SOMEONE TO INTEGRATE THESE OPTIMIZATION ALGOS INTO MY EA. THE LIBRARY IS ATTACHED BELOW. NEED THIS DONE FAST. LET ME KNOW IF YOU HAVE OTHER QUESTIONS A list of implemented optimization algorithms: BGA (binary genetic algorithm) ANS (across neighbourhood search) CLA (code lock algorithm) P_O_ES ((P+O) evolution strategies) CTA (Comet Tail Algorithm) SDSm (stochastic diffusion search M) ESG (evolution of
Create a robot like this live on YouTube, it is a simple hedge system that does not have martingale or other risky means of.making money.... please check out the link and if it is possible for you to repeat this then reach out with a sample and price. YouTube: https://www.youtube.com/live/cT_42RWzq_0?si=Z8M5mKkAMGZhxdTL
Hi There I am looking for someone to create me a simple anti martingale EA The EA will open a buy and sell the moment the EA is attached to a chart. Should the price increase - additional buys will open. This will continue until profit point Should the price retrace all trades should close just before breakeven point. New sequence starts immediatly thereafter The sell trade will close if the combined profit of buys
Job Description: We are seeking an experienced EA programmer to create an EA that utilizes SnR + Trendlines + Multi timeframe confluence Project Requirements: - Support and Resistance, Open Close levels/kissing candles/Rejection block, Support broken becomes Resistance(SbR), Resistance broken becomes Support(RbS), Quasimodo Levels, Asian Range, London Killzone, London Open, New York Killzone, New York Open
Starting from scratch, I need a solution to develop my own crypto trading and exchange platform. This platform should compare prices across various exchanges like Coinbase, Binance, KuCoin, and Unocoin, as well as different cryptocurrencies. The solution must identify opportunities to buy on one platform and sell on another for a profit, transferring funds to my personal wallet instantly for security. The bot should

プロジェクト情報

予算
85+ USD
開発者用
76.5 USD
締め切り
最高 2 日