| //+------------------------------------------------------------------+
|
| //| EscapeEARiskManager.mqh |
|
| //| Copyright 2025, Your Company Name |
|
| //| https://www.yoursite.com |
|
| //+------------------------------------------------------------------+
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| #property copyright "Copyright 2025, Your Company Name"
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| #property link "https://www.yoursite.com"
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| #property version "1.00"
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| #property strict
|
|
|
| #include "Risk/RiskIntegration.mqh"
|
|
|
| //+------------------------------------------------------------------+
|
| //| Risk Manager for EscapeEA |
|
| //+------------------------------------------------------------------+
|
| class CEscapeEARiskManager
|
| {
|
| private:
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| static CEscapeEARiskManager* m_instance; // Singleton instance
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| CRiskIntegration* m_riskIntegration; // Risk management system
|
|
|
| // Private constructor for singleton
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| CEscapeEARiskManager();
|
|
|
| public:
|
| // Destructor
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| ~CEscapeEARiskManager();
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|
|
| // Singleton access
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| static CEscapeEARiskManager* Instance();
|
|
|
| // Initialization
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| bool Initialize();
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| void Deinitialize();
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| void Update();
|
|
|
| // Position management
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| bool CanOpenPosition(const string symbol, const ENUM_ORDER_TYPE type,
|
| const double price, const double stopLoss,
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| const double takeProfit, double &suggestedSize);
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|
|
| bool ValidatePositionSize(const string symbol, const double size);
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| bool UpdatePositionMetrics(const string symbol, const double size,
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| const double openPrice, const double currentPrice);
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|
|
| // Getters
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| bool IsInitialized() const;
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| double GetAccountEquity() const;
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| double GetMaxPositionSize() const;
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|
|
| // Component access
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| CRiskParameters* GetRiskParameters();
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| CRiskMetrics* GetRiskMetrics();
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| CPositionSizer* GetPositionSizer();
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| CDrawdownManager* GetDrawdownManager();
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| CCorrelationMatrix* GetCorrelationMatrix();
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| };
|
|
|
| // Initialize static member
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| CEscapeEARiskManager* CEscapeEARiskManager::m_instance = NULL;
|
|
|
| //+------------------------------------------------------------------+
|
| //| Constructor |
|
| //+------------------------------------------------------------------+
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| CEscapeEARiskManager::CEscapeEARiskManager() :
|
| m_riskIntegration(NULL)
|
| {
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Destructor |
|
| //+------------------------------------------------------------------+
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| CEscapeEARiskManager::~CEscapeEARiskManager()
|
| {
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| Deinitialize();
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| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get singleton instance |
|
| //+------------------------------------------------------------------+
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| CEscapeEARiskManager* CEscapeEARiskManager::Instance()
|
| {
|
| if (m_instance == NULL)
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| m_instance = new CEscapeEARiskManager();
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|
|
| return m_instance;
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| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Initialize risk manager |
|
| //+------------------------------------------------------------------+
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| bool CEscapeEARiskManager::Initialize()
|
| {
|
| if (m_riskIntegration != NULL)
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| return m_riskIntegration.IsInitialized();
|
|
|
| m_riskIntegration = new CRiskIntegration();
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| if (m_riskIntegration == NULL || !m_riskIntegration.Initialize())
|
| {
|
| Print("Failed to initialize risk integration");
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| return false;
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| }
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|
|
| Print("EscapeEA Risk Manager initialized successfully");
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| return true;
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| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Deinitialize risk manager |
|
| //+------------------------------------------------------------------+
|
| void CEscapeEARiskManager::Deinitialize()
|
| {
|
| if (m_riskIntegration != NULL)
|
| {
|
| m_riskIntegration.Deinitialize();
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| delete m_riskIntegration;
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| m_riskIntegration = NULL;
|
| }
|
|
|
| if (m_instance != NULL)
|
| {
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| delete m_instance;
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| m_instance = NULL;
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| }
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| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Update risk manager state |
|
| //+------------------------------------------------------------------+
|
| void CEscapeEARiskManager::Update()
|
| {
|
| if (m_riskIntegration != NULL)
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| m_riskIntegration.Update();
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Check if a position can be opened with the given parameters |
|
| //+------------------------------------------------------------------+
|
| bool CEscapeEARiskManager::CanOpenPosition(const string symbol, const ENUM_ORDER_TYPE type,
|
| const double price, const double stopLoss,
|
| const double takeProfit, double &suggestedSize)
|
| {
|
| if (m_riskIntegration == NULL)
|
| return false;
|
|
|
| return m_riskIntegration.CanOpenPosition(symbol, type, price, stopLoss, takeProfit, suggestedSize);
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Validate if position size is within allowed limits |
|
| //+------------------------------------------------------------------+
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| bool CEscapeEARiskManager::ValidatePositionSize(const string symbol, const double size)
|
| {
|
| if (m_riskIntegration == NULL)
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| return false;
|
|
|
| return m_riskIntegration.ValidatePositionSize(symbol, size);
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Update position metrics |
|
| //+------------------------------------------------------------------+
|
| bool CEscapeEARiskManager::UpdatePositionMetrics(const string symbol, const double size,
|
| const double openPrice, const double currentPrice)
|
| {
|
| if (m_riskIntegration == NULL)
|
| return false;
|
|
|
| return m_riskIntegration.UpdatePositionMetrics(symbol, size, openPrice, currentPrice);
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Check if risk manager is initialized |
|
| //+------------------------------------------------------------------+
|
| bool CEscapeEARiskManager::IsInitialized() const
|
| {
|
| return (m_riskIntegration != NULL && m_riskIntegration.IsInitialized());
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get current account equity |
|
| //+------------------------------------------------------------------
|
| double CEscapeEARiskManager::GetAccountEquity() const
|
| {
|
| if (m_riskIntegration != NULL)
|
| return m_riskIntegration.GetAccountEquity();
|
|
|
| return AccountInfoDouble(ACCOUNT_EQUITY);
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get maximum allowed position size |
|
| //+------------------------------------------------------------------
|
| double CEscapeEARiskManager::GetMaxPositionSize() const
|
| {
|
| if (m_riskIntegration != NULL)
|
| return m_riskIntegration.GetMaxPositionSize();
|
|
|
| return 0.0;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get risk parameters |
|
| //+------------------------------------------------------------------+
|
| CRiskParameters* CEscapeEARiskManager::GetRiskParameters()
|
| {
|
| if (m_riskIntegration != NULL)
|
| return m_riskIntegration.GetRiskParameters();
|
|
|
| return NULL;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get risk metrics |
|
| //+------------------------------------------------------------------+
|
| CRiskMetrics* CEscapeEARiskManager::GetRiskMetrics()
|
| {
|
| if (m_riskIntegration != NULL)
|
| return m_riskIntegration.GetRiskMetrics();
|
|
|
| return NULL;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get position sizer |
|
| //+------------------------------------------------------------------+
|
| CPositionSizer* CEscapeEARiskManager::GetPositionSizer()
|
| {
|
| if (m_riskIntegration != NULL)
|
| return m_riskIntegration.GetPositionSizer();
|
|
|
| return NULL;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get drawdown manager |
|
| //+------------------------------------------------------------------+
|
| CDrawdownManager* CEscapeEARiskManager::GetDrawdownManager()
|
| {
|
| if (m_riskIntegration != NULL)
|
| return m_riskIntegration.GetDrawdownManager();
|
|
|
| return NULL;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Get correlation matrix |
|
| //+------------------------------------------------------------------+
|
| CCorrelationMatrix* CEscapeEARiskManager::GetCorrelationMatrix()
|
| {
|
| if (m_riskIntegration != NULL)
|
| return m_riskIntegration.GetCorrelationMatrix();
|
|
|
| return NULL;
|
| }
|
