58 lines
2.2 KiB
MQL5
58 lines
2.2 KiB
MQL5
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//+------------------------------------------------------------------+
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//| EquityDrawdown.mqh – max drawdown z equity, uzavření při překročení|
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//+------------------------------------------------------------------+
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#property copyright "TestRefactor"
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#property strict
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#ifndef __EQUITY_DRAWDOWN_MQH__
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#define __EQUITY_DRAWDOWN_MQH__
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#include "Context.mqh"
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#include "Positions.mqh"
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#include "Logger.mqh"
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#include <Trade/Trade.mqh>
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//+------------------------------------------------------------------+
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//| CEquityDrawdown – sleduje vrchol equity, uzavře vše při X % DD |
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//+------------------------------------------------------------------+
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class CEquityDrawdown {
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private:
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SContext m_ctx;
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CPositions *m_positions;
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CLogger *m_log;
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CTrade *m_trade;
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double m_peakEquity;
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string m_symbol;
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public:
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CEquityDrawdown() : m_positions(NULL), m_log(NULL), m_trade(NULL), m_peakEquity(0), m_symbol("") {}
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void SetContext(const SContext &ctx) { m_ctx = ctx; }
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void SetPositions(CPositions *pos) { m_positions = pos; }
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void SetLogger(CLogger *log) { m_log = log; }
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void SetTrade(CTrade *trade) { m_trade = trade; }
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void SetSymbol(string symbol) { m_symbol = symbol; }
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void CheckAndClose() {
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if(m_ctx.tradeMode == TRADE_GRID) return; // Grid má vlastní logiku (profit target), DD by ničil akumulaci
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if(m_ctx.maxEquityDrawdownPct <= 0 || !m_trade || !m_positions) return;
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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if(equity > m_peakEquity) m_peakEquity = equity;
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if(m_peakEquity <= 0) return;
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double drawdownPct = (m_peakEquity - equity) / m_peakEquity * 100.0;
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if(drawdownPct < m_ctx.maxEquityDrawdownPct) return;
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m_positions.Refresh();
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ulong tickets[];
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m_positions.GetTickets(tickets);
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int n = ArraySize(tickets);
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if(n == 0) return;
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for(int j = 0; j < n; j++)
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m_trade.PositionClose(tickets[j]);
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m_peakEquity = AccountInfoDouble(ACCOUNT_EQUITY);
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if(m_log) m_log.Info("Max drawdown " + DoubleToString(m_ctx.maxEquityDrawdownPct, 1) + "% – uzavřeny všechny pozice. Equity drawdown byl " + DoubleToString(drawdownPct, 2) + "%.");
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}
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};
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#endif
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