Warrior_EA/Money/MoneyFixedLot.mqh

//+------------------------------------------------------------------+
//|                                                MoneyFixedLot.mqh |
//|                             Copyright 2000-2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#include "..\Expert\ExpertMoneyCustom.mqh"
#include "..\Variables\RiskBudget.mqh"
// wizard description start
//+------------------------------------------------------------------+
//| Description of the class                                         |
//| Title=Trading with fixed trade volume                            |
//| Type=Money                                                       |
//| Name=FixLot                                                      |
//| Class=CMoneyFixedLot                                             |
//| Page=                                                            |
//| Parameter=Percent,double,10.0,Percent                            |
//| Parameter=Lots,double,0.1,Fixed volume                           |
//+------------------------------------------------------------------+
// wizard description end
//+------------------------------------------------------------------+
//| Class CMoneyFixedLot.                                            |
//| Purpose: Class of money management with fixed lot.               |
//|              Derives from class CExpertMoney.                    |
//+------------------------------------------------------------------+
class CMoneyFixedLot : public CExpertMoneyCustom
  {
protected:
   //--- input parameters
   double            m_lots;
   //--- declared ahead of the inline CheckOpenLong/Short bodies below that call it
   double            CheckedLot(ENUM_ORDER_TYPE type, double price, double sl);

public:
   //---
   void              Lots(double lots)                      { m_lots=lots; }
   virtual bool      ValidationSettings(void);
   //--- The fixed lot from the input is a REQUEST, not a guarantee: it still has to clear the
   //--- broker's volume grid, the per-symbol SYMBOL_VOLUME_LIMIT and free margin before it can be
   //--- sent (article 2555 #2/#3/#5). Returning m_lots raw - as this class used to - meant a
   //--- Money_FixLot_Lots that a small/loaded account cannot margin was handed straight to
   //--- OrderSend() and rejected server-side with "not enough money" every single signal.
   virtual double    CheckOpenLong(double price,double sl)  { return(CheckedLot(ORDER_TYPE_BUY, price, sl)); }
   virtual double    CheckOpenShort(double price,double sl) { return(CheckedLot(ORDER_TYPE_SELL, price, sl)); }
  };
//+------------------------------------------------------------------+
//| Run the configured fixed lot through the shared pre-OrderSend     |
//| volume gate; 0.0 means "no legal volume right now", which         |
//| CExpert::OpenLong/OpenShort treat as "do not trade this tick".    |
//+------------------------------------------------------------------+
double CMoneyFixedLot::CheckedLot(ENUM_ORDER_TYPE type, double price, double sl)
  {
   double lot = m_lots;
//--- THE RISK BUDGET GOVERNS FIXED LOTS TOO (2026-08-11). This class used to bypass CapRiskAmount()
//--- and OpenRiskAtStops() entirely, so pre-halt a fixed lot could commit more than the remaining
//--- daily allowance with nothing shrinking or refusing it - the "enforced in the sizing path"
//--- guarantee only held for FIXED_RISK/INTELLIGENT. A fixed lot cannot be scaled (it is fixed by
//--- request), so the rule is binary: its loss-to-stop either fits the remaining allowance WHOLE,
//--- or the trade is refused. CapRiskAmount() handles disabled (returns the amount unchanged),
//--- halted (0) and partial-allowance (reduced) states - any reduction at all means "does not fit".
   if(g_riskBudget.Enabled())
     {
      if(sl == 0.0 || price == 0.0)
        {
         //--- No stop (or no quote) means the risk is unpriceable, and the budget cannot govern what
         //--- it cannot price - refuse rather than open unbounded risk on a budget-governed account.
         PrintFormat("%s: rejected - fixed lot %.2f has no priceable risk (price=%.5f sl=%.5f) while "
                     "the risk budget is enabled", __FUNCTION__, lot, price, sl);
         return(0.0);
        }
      double loss = -m_account.OrderProfitCheck(MoneySymbol(), type, lot, price, sl);
      if(loss > 0.0)
        {
         double allowed = g_riskBudget.CapRiskAmount(loss);
         if(allowed < loss)
           {
            if(allowed > 0.0)
               PrintFormat("%s: rejected - fixed lot %.2f risks %.2f but only %.2f of the budget "
                           "remains; a fixed lot is not scaled down, it stands aside",
                           __FUNCTION__, lot, loss, allowed);
            return(0.0);
           }
        }
     }
   string description;
   if(!ValidateLotForTrade(MoneySymbol(), lot, type, description))
      return(0.0);
   return(lot);
  }
//+------------------------------------------------------------------+
//| Validation settings protected data.                              |
//+------------------------------------------------------------------+
bool CMoneyFixedLot::ValidationSettings(void)
  {
   if(!CExpertMoney::ValidationSettings())
      return(false);
//--- initial data checks
   if(m_lots<m_symbol.LotsMin() || m_lots>m_symbol.LotsMax())
     {
      printf(__FUNCTION__+": lots amount must be in the range from %f to %f",m_symbol.LotsMin(),m_symbol.LotsMax());
      return(false);
     }
//--- article 2555 #10: LotsStep() is 0 until the broker syncs SYMBOL_VOLUME_STEP, and the
//--- multiple-of-step test below divides by it twice
   if(m_symbol.LotsStep()<=0.0)
     {
      printf(__FUNCTION__+": SYMBOL_VOLUME_STEP for %s is not available yet (%f)",m_symbol.Name(),m_symbol.LotsStep());
      return(false);
     }
   if(MathAbs(m_lots/m_symbol.LotsStep()-MathRound(m_lots/m_symbol.LotsStep()))>1.0E-10)
     {
      printf(__FUNCTION__+": lots amount is not corresponding with lot step %f",m_symbol.LotsStep());
      return(false);
     }
//--- ok
   return(true);
  }
//+------------------------------------------------------------------+