| //+------------------------------------------------------------------+
|
| //| MoneySizeOptimized.mqh |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #include <Expert\ExpertMoney.mqh>
|
| #include <Trade\DealInfo.mqh>
|
| // wizard description start
|
| //+------------------------------------------------------------------+
|
| //| Description of the class |
|
| //| Title=Trading with optimized trade volume |
|
| //| Type=Money |
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| //| Name=SizeOptimized |
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| //| Class=CMoneySizeOptimized |
|
| //| Page= |
|
| //| Parameter=DecreaseFactor,double,3.0,Decrease factor |
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| //| Parameter=Percent,double,10.0,Percent |
|
| //+------------------------------------------------------------------+
|
| // wizard description end
|
| //+------------------------------------------------------------------+
|
| //| Class CMoneySizeOptimized. |
|
| //| Purpose: Class of money management with size optimized. |
|
| //| Derives from class CExpertMoney. |
|
| //+------------------------------------------------------------------+
|
| class CMoneySizeOptimized : public CExpertMoney
|
| {
|
| protected:
|
| double m_decrease_factor;
|
|
|
| public:
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| CMoneySizeOptimized(void);
|
| ~CMoneySizeOptimized(void);
|
| //---
|
| void DecreaseFactor(double decrease_factor) { m_decrease_factor=decrease_factor; }
|
| virtual bool ValidationSettings(void);
|
| //---
|
| virtual double CheckOpenLong(double price,double sl);
|
| virtual double CheckOpenShort(double price,double sl);
|
|
|
| protected:
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| double Optimize(double lots);
|
| };
|
| //+------------------------------------------------------------------+
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| //| Constructor |
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| //+------------------------------------------------------------------+
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| void CMoneySizeOptimized::CMoneySizeOptimized(void) : m_decrease_factor(3.0)
|
| {
|
| }
|
| //+------------------------------------------------------------------+
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| //| Destructor |
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| //+------------------------------------------------------------------+
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| void CMoneySizeOptimized::~CMoneySizeOptimized(void)
|
| {
|
| }
|
| //+------------------------------------------------------------------+
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| //| Validation settings protected data. |
|
| //+------------------------------------------------------------------+
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| bool CMoneySizeOptimized::ValidationSettings(void)
|
| {
|
| if(!CExpertMoney::ValidationSettings())
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| return(false);
|
| //--- initial data checks
|
| if(m_decrease_factor<=0.0)
|
| {
|
| printf(__FUNCTION__+": decrease factor must be greater then 0");
|
| return(false);
|
| }
|
| //--- ok
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| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Getting lot size for open long position. |
|
| //+------------------------------------------------------------------+
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| double CMoneySizeOptimized::CheckOpenLong(double price,double sl)
|
| {
|
| if(m_symbol==NULL)
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| return(0.0);
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| //--- select lot size
|
| double lot;
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| if(price==0.0)
|
| lot=m_account.MaxLotCheck(m_symbol.Name(),ORDER_TYPE_BUY,m_symbol.Ask(),m_percent);
|
| else
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| lot=m_account.MaxLotCheck(m_symbol.Name(),ORDER_TYPE_BUY,price,m_percent);
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| //--- return trading volume
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| return(Optimize(lot));
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Getting lot size for open short position. |
|
| //+------------------------------------------------------------------+
|
| double CMoneySizeOptimized::CheckOpenShort(double price,double sl)
|
| {
|
| if(m_symbol==NULL)
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| return(0.0);
|
| //--- select lot size
|
| double lot;
|
| if(price==0.0)
|
| lot=m_account.MaxLotCheck(m_symbol.Name(),ORDER_TYPE_SELL,m_symbol.Bid(),m_percent);
|
| else
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| lot=m_account.MaxLotCheck(m_symbol.Name(),ORDER_TYPE_SELL,price,m_percent);
|
| //--- return trading volume
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| return(Optimize(lot));
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Optimizing lot size for open. |
|
| //+------------------------------------------------------------------+
|
| double CMoneySizeOptimized::Optimize(double lots)
|
| {
|
| double lot=lots;
|
| //--- calculate number of losses orders without a break
|
| if(m_decrease_factor>0)
|
| {
|
| //--- select history for access
|
| HistorySelect(0,TimeCurrent());
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| //---
|
| int orders=HistoryDealsTotal(); // total history deals
|
| int losses=0; // number of consequent losing orders
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| CDealInfo deal;
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| //---
|
| for(int i=orders-1;i>=0;i--)
|
| {
|
| deal.Ticket(HistoryDealGetTicket(i));
|
| if(deal.Ticket()==0)
|
| {
|
| Print("CMoneySizeOptimized::Optimize: HistoryDealGetTicket failed, no trade history");
|
| break;
|
| }
|
| //--- check symbol
|
| if(deal.Symbol()!=m_symbol.Name())
|
| continue;
|
| //--- check profit
|
| double profit=deal.Profit();
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| if(profit>0.0)
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| break;
|
| if(profit<0.0)
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| losses++;
|
| }
|
| //---
|
| if(losses>1)
|
| lot=NormalizeDouble(lot-lot*losses/m_decrease_factor,2);
|
| }
|
| //--- normalize and check limits
|
| double stepvol=m_symbol.LotsStep();
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| lot=stepvol*NormalizeDouble(lot/stepvol,0);
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| //---
|
| double minvol=m_symbol.LotsMin();
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| if(lot<minvol)
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| lot=minvol;
|
| //---
|
| double maxvol=m_symbol.LotsMax();
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| if(lot>maxvol)
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| lot=maxvol;
|
| //---
|
| return(lot);
|
| }
|
| //+------------------------------------------------------------------+
|
