MQLArticles/RM/RiskManagementBases.mqh

//+------------------------------------------------------------------+
//|                                          RiskManagementBases.mqh |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Leo."
#property link      "https://www.mql5.com"
#property strict

#ifndef MQLARTICLES_RM_RISKMGMTBASES_MQH
#define MQLARTICLES_RM_RISKMGMTBASES_MQH

//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include "AccountStatus.mqh"

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
namespace TSN
{
//+------------------------------------------------------------------+
//| Defines\Enums                                                    |
//+------------------------------------------------------------------+
//--- Risk management classes
class CRiskManagemetBase; // Base class
class CRiskManagemet; // Parent class
class CRiskManagemetPersonal; // Class for personal risk management
class CRiskManagemetPropFirm; // Class for prop firm risk management
class CRiskPointer; // Class to obtain a pointer based on the selected risk management

//---
class CLossProfit; // Class to handle maximum losses or gains
class CLossProfitManager; // Container class to manage CLossProfit objects

//---
#define RISK_MANAGEMENT_RESERVE_POS 10

//---
#ifndef RISK_MANAGEMENT_BASES_MAX_POS_OPEN
#define RISK_MANAGEMENT_BASES_MAX_POS_OPEN (64)
#endif // RISK_MANAGEMENT_BASES_MAX_POS_OPEN

//---
// m_positions aamcena posiciones directamente en el array de m_positioncs de las posiciones de la cuenta
// No amcena hashes ni nada

//+------------------------------------------------------------------+
//| Base Class CRiskManagement                                       |
//+------------------------------------------------------------------+
class CRiskManagemetBase : public CAccountGestor
 {
protected:
  //---
  CTrade             trade; //Instancia de ctrade
  int                m_positions[RISK_MANAGEMENT_BASES_MAX_POS_OPEN];


  //---
  ulong              magic_number; //Numero magico
  double             daily_profit, weekly_profit, monthly_profit, gross_profit; //Profits de la cuenta
  datetime           last_day_time;
  datetime           last_weekly_time;
  datetime           last_monthly_time;
  datetime           init_trade_time;
  double             account_profit; //Ganancia de la cuenta NETA, no confundir con ganancia BRUTA desde que inicio la cuenta
  int                m_positions_size;
  bool               positions_open;

  //---
  bool               TryRemoveFromArrayOfPos(const int global_pos_index);


  //---
  void               GetPositionsProfit(); // Function to get total profit from open positions

public:
                     CRiskManagemetBase(const ulong magic_);
                    ~CRiskManagemetBase();

  //---
  double             m_pos_current_profit;

  //---
  virtual double     GetValorWithApplied(double percentage_, int type, ENUM_APPLIED_PERCENTAGES applied) const = 0;  // Function to get value based on max loss or gain type

  //--- Function to set general class parameters
  virtual void       SetGeneralParameters(MqlParam &params[]);

  //--- Getters
  //- Magic number
  inline ulong       MagicNumber() const { return this.magic_number; }

  //--- General profit retrieval
  inline double      GrossProfit()  const  { return this.gross_profit;   }
  inline double      WeeklyProfit() const  { return this.weekly_profit;  }
  inline double      DailyProfit()  const  { return this.daily_profit;   }
  inline double      MontlyProfit() const  { return monthly_profit;      }

  //--- Functions to work with open positions
  __forceinline int  GetPositions(uint flags) const; // Get total open positions filtered by flags
  __forceinline int  GetPositionsTotal() const { return m_positions_size; }
  __forceinline void CloseAllPositions(uint flags = FLAG_CLOSE_ALL_LOSS | FLAG_CLOSE_ALL_PROFIT | FLAG_POSITION_TYPE_BUY | FLAG_POSITION_TYPE_SELL);
  void               CloseAllOrders(uint flags);


  //---
  __forceinline void CalcProfit() { m_pos_current_profit = g_account_open_positions.GetProfitMask(m_positions, m_positions_size); }

  //---
  static __forceinline bool WraperIsSupertedLoss(const double value, const double saved_value, void *ptr)   { return ((CRiskManagemetBase*)ptr).m_pos_current_profit > value;     }
  static __forceinline bool WraperIsSupertedProfit(const double value, const double saved_value, void *ptr) { return -(((CRiskManagemetBase*)ptr).m_pos_current_profit) > value;  }
 };


//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CRiskManagemetBase::CRiskManagemetBase(const ulong magic_)
  :
  daily_profit(0.00), weekly_profit(0.00), monthly_profit(0.00), gross_profit(0.00), last_day_time(0), last_weekly_time(0), last_monthly_time(0)
  , init_trade_time(0), account_profit(0.00), positions_open(false)
 {
//---
  m_positions_size = 0;
//---
  trade.SetExpertMagicNumber(magic_);
  if(magic_ == NOT_MAGIC_NUMBER)
    LogWarning("No magic number has been chosen, taking into account all the magic numbers and the user's trades", FUNCION_ACTUAL);

  this.magic_number = magic_;
 }

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CRiskManagemetBase::~CRiskManagemetBase()
 {
 }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CRiskManagemetBase::CloseAllOrders(uint flags)
 {
  for(int i = OrdersTotal() - 1; i >= 0; i--)
   {
    const ulong ticket = OrderGetTicket(i);

    //---
    ResetLastError();
    if(OrderSelect(ticket))
     {
      ENUM_ORDER_TYPE type_order = (ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE);
      const ulong magic = OrderGetInteger(ORDER_MAGIC);
      const int bandera = MQLArticles_OrderToFlag(type_order);
 
      //---
      if((bandera & flags) != 0 && (magic == this.magic_number || this.magic_number == NOT_MAGIC_NUMBER))
       {
        if(type_order == ORDER_TYPE_BUY || type_order == ORDER_TYPE_SELL)
          trade.PositionClose(ticket);
        else
          trade.OrderDelete(ticket);
       }
     }
    else
     {
      LogError(StringFormat("Error al selecionar la order %I64u, ultimo error = %d", ticket, GetLastError()), FUNCION_ACTUAL);
     }
   }
 }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CRiskManagemetBase::TryRemoveFromArrayOfPos(const int global_pos_index)
 {
//--- Find
  int index = -1;
  for(int i = 0; i < m_positions_size; i++)
   {
    if(m_positions[i] == global_pos_index)
     {
      index = i;
      break;
     }
   }

//--- Check is invalid
  if(index == -1)
    return false;

//--- Reduce size
  m_positions_size--;

//--- Move
  for(int i = index; i < m_positions_size; i++)
   {
    m_positions[i] = m_positions[i + 1]; // Move the elements
   }

//---
  return true;
 }

//+------------------------------------------------------------------+
//| Function to obtain the number of open positions                  |
//+------------------------------------------------------------------+
__forceinline int CRiskManagemetBase::GetPositions(uint flags) const
 {
  return g_account_open_positions.GetPositionsMask(m_positions, m_positions_size,  flags);
 }
//+---------------------------------------------------------------------------+
//| Function to close all positions opened by the magic number or by the user |
//+---------------------------------------------------------------------------+
__forceinline void CRiskManagemetBase::CloseAllPositions(uint flags = FLAG_CLOSE_ALL_LOSS | FLAG_CLOSE_ALL_PROFIT | FLAG_POSITION_TYPE_BUY | FLAG_POSITION_TYPE_SELL)
 {
  g_account_open_positions.CloseAllPositionMask(m_positions, m_positions_size, trade, flags);
 }
}
//+------------------------------------------------------------------+
#endif // MQLARTICLES_RM_RISKMGMTBASES_MQH
//+------------------------------------------------------------------+