forked from animatedread/Warrior_EA
Jason Binet Lafontaine
a228d1bde7
Add freeze-level checks, no-change modification skipping, entry price routing, and per-tick/memory budget monitoring. Override trade actions (Open, Close, Reverse, TrailingStop, TrailingOrder) to validate at the final gate before sending orders.
79 lines
4.9 KiB
MQL5
79 lines
4.9 KiB
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//+------------------------------------------------------------------+
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#include <Expert\ExpertMoney.mqh>
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#include "..\System\TradeChecks.mqh"
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//+------------------------------------------------------------------+
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//| Class CExpertMoneyCustom. |
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//| Common base for every money-management strategy in this EA. Its |
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//| single job beyond CExpertMoney is to make sure NO strategy can |
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//| ever hand CExpert a volume that would be rejected by the server - |
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//| ValidateLotForTrade() below is the one gate all of them go |
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//| through, and it applies, in order, every volume-related rule from |
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//| https://www.mql5.com/en/articles/2555: |
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//| #14 the symbol is real, selected, quoted and open for trading; |
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//| #3 the volume sits on the SYMBOL_VOLUME_STEP grid inside |
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//| [SYMBOL_VOLUME_MIN, SYMBOL_VOLUME_MAX]; |
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//| #5 the volume fits inside whatever SYMBOL_VOLUME_LIMIT still |
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//| allows on this symbol in this direction; |
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//| #2 OrderCalcMargin() against ACCOUNT_MARGIN_FREE, stepping the |
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//| volume down by the symbol's own volume step until it fits. |
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//| The implementations live in System\TradeChecks.mqh so the signal |
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//| and expert layers apply the identical rules - see that header. |
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//+------------------------------------------------------------------+
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class CExpertMoneyCustom : public CExpertMoney
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{
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protected:
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//--- The full #14/#3/#5/#2 gate. Returns the corrected volume in `lots`, or 0.0 with a
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//--- populated `description` when no legal volume exists for this trade right now.
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bool ValidateLotForTrade(const string symb, double &lots, ENUM_ORDER_TYPE type, string &description);
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//--- Kept as thin wrappers over the shared library so the two names the existing money
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//--- strategies already call (Money\MoneyRiskBase.mqh) keep working unchanged.
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bool CheckAndCorrectVolumeValue(double &volume, string &description);
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bool CheckAndAdjustMoneyForTrade(string symb, double &lots, ENUM_ORDER_TYPE type);
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//--- Symbol this money object is sizing for. m_symbol is set by CExpertMoney::Init(); fall back
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//--- to the chart symbol only if a strategy is used stand-alone before Init() has run.
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string MoneySymbol(void) { return (m_symbol != NULL) ? m_symbol.Name() : _Symbol; }
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};
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//+------------------------------------------------------------------+
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//| Article #14/#3/#5/#2 - the complete pre-OrderSend volume gate. |
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//+------------------------------------------------------------------+
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bool CExpertMoneyCustom::ValidateLotForTrade(const string symb, double &lots, ENUM_ORDER_TYPE type, string &description)
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{
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if(!TCValidateVolumeForTrade(symb, lots, type, description))
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{
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//--- throttled: an exhausted margin/volume limit is true on every tick until it changes, and
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//--- an unthrottled Print here floods the journal for as long as the condition lasts
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TCLog("money:" + symb + ":" + EnumToString(type),
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StringFormat("%s: no tradeable volume for %s %s - %s", __FUNCTION__, symb, EnumToString(type), description));
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lots = 0.0;
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return false;
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}
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if(description != "")
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TCLog("money-adjust:" + symb + ":" + EnumToString(type),
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StringFormat("%s: volume adjusted for %s %s - %s", __FUNCTION__, symb, EnumToString(type), description));
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return true;
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}
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//+------------------------------------------------------------------+
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//| Article #3 - check and correct the order volume. |
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//| Delegates to TCNormalizeVolume(), which snaps to the volume step |
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//| BEFORE clamping to [min,max] (see its comment for why the reverse |
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//| order can emit an out-of-range volume) and then re-verifies the |
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//| corrected value against all three properties. |
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//+------------------------------------------------------------------+
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bool CExpertMoneyCustom::CheckAndCorrectVolumeValue(double &volume, string &description)
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{
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return TCNormalizeVolume(MoneySymbol(), volume, description);
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}
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//+------------------------------------------------------------------+
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//| Article #2/#5 - fit the trade size to free margin and to the |
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//| per-symbol aggregate volume limit. |
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//+------------------------------------------------------------------+
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bool CExpertMoneyCustom::CheckAndAdjustMoneyForTrade(string symb, double &lots, ENUM_ORDER_TYPE type)
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{
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string description;
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return ValidateLotForTrade(symb, lots, type, description);
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}
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//+------------------------------------------------------------------+
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