Warrior_EA/Signals/SignalRiskGuard.mqh

//+------------------------------------------------------------------+
//|                                              SignalRiskGuard.mqh |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link      "https://www.mql5.com"
#include "..\Expert\ExpertSignalCustom.mqh"
#include "..\Variables\RiskBudget.mqh"
//+------------------------------------------------------------------+
//| Class CSignalRiskGuard.                                          |
//| Vetoes new entries (the EMPTY_VALUE convention every other filter |
//| here uses, via the composite Direction()) whenever the account's  |
//| loss budget is exhausted.                                        |
//|                                                                   |
//| This class USED TO OWN the whole mechanism - thresholds, day-start|
//| balance, peak equity, its own state file. It no longer does, and  |
//| the reason is that a CExpertSignal filter is the wrong place for  |
//| an account-level hard limit:                                     |
//|                                                                   |
//|   * Direction() is called by the signal pipeline, and with the    |
//|     shipped Expert_EveryTick=false that is ONCE PER BAR at the bar|
//|     open. A 4% daily limit checked once an hour on H1 is not a    |
//|     limit. The budget is now evaluated from OnTick()/OnTimer()    |
//|     (Variables\RiskBudget.mqh), at quote frequency, whatever      |
//|     timeframe the signals run on.                                |
//|   * A veto can only decline to OPEN. It cannot size a trade to    |
//|     fit the remaining allowance, and it cannot act on a position  |
//|     that is already running toward the limit. Both of those now   |
//|     live in CRiskBudget, which the money manager consults before  |
//|     every lot-size calculation.                                  |
//|                                                                   |
//| What remains here is the entry veto alone - kept because the      |
//| composite-Direction convention is how every other filter blocks a |
//| trade, so the journal, the panel and the vote arithmetic all      |
//| behave consistently when the budget halts trading.                |
//+------------------------------------------------------------------+
class CSignalRiskGuard : public CExpertSignalCustom
  {
public:
   virtual double    Direction(void);
  };
//+------------------------------------------------------------------+
//| CRiskBudget::Update() has already run this tick (OnTick calls it  |
//| before Expert.OnTick()), so this is a pure read - no account      |
//| queries, no file I/O, nothing that costs anything per bar.        |
//+------------------------------------------------------------------+
double CSignalRiskGuard::Direction(void)
  {
   if(!g_riskBudget.Enabled())
      return 0.0;                    // permanent no-op, same convention as the other disabled filters
   if(g_riskBudget.Halted())
      return EMPTY_VALUE;            // veto: the composite Direction() turns this into "no new entries"
   return 0.0;
  }
//+------------------------------------------------------------------+