| //+------------------------------------------------------------------+
|
| //| VtExposure.mqh |
|
| //| Copyright 2026, Allan Niñal |
|
| //| https://www.allanninal.dev/mql5 |
|
| //+------------------------------------------------------------------+
|
| //| Open positions: long / short / total, risk at the stops, the |
|
| //| positions without a stop, and the net exposure per currency in |
|
| //| account money. Pure aggregation of numbers the live layer |
|
| //| (VtLive.mqh) read from the terminal: the same function runs in |
|
| //| the tests (tests/reference.py twins it). |
|
| //| Exposure of a position = +/- its notional (account money): |
|
| //| long = + base currency, - profit currency. When base == |
|
| //| profit currency (an index CFD) the symbol is the "currency". |
|
| //+------------------------------------------------------------------+
|
| // SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
|
| #ifndef VTEXPOSURE_MQH
|
| #define VTEXPOSURE_MQH
|
| #include "VtCore.mqh"
|
|
|
| struct VtPos
|
| {
|
| long magic;
|
| string symbol,comment;
|
| int dir; // 0 long, 1 short
|
| double volume,profit,pips,sl,risk,value; // profit incl. swap; risk = OrderCalcProfit at the stop (<=0 is a loss)
|
| string base,ccy; // base and profit currency
|
| };
|
|
|
| void VtSummarize(CVtEngine &e,const VtPos &pos[],const int n,const double balance)
|
| {
|
| for(int k=0; k<3; k++)
|
| { e.o_n[k]=0; e.o_lots[k]=0; e.o_pl[k]=0; e.o_pips[k]=0; }
|
| e.o_risk=0; e.o_nostop=0; e.o_nostop_first=""; e.o_nex=0;
|
| ArrayResize(e.ex_name,0,8);
|
| ArrayResize(e.ex_net,0,8);
|
| for(int i=0; i<n; i++)
|
| {
|
| if(!e.PassPos(pos[i].symbol,pos[i].magic,pos[i].comment))
|
| continue;
|
| for(int k=0; k<3; k++)
|
| if(k==2 || k==pos[i].dir)
|
| {
|
| e.o_n[k]++;
|
| e.o_lots[k]+=pos[i].volume;
|
| e.o_pl[k]+=pos[i].profit;
|
| e.o_pips[k]+=pos[i].pips;
|
| }
|
| if(pos[i].sl>0)
|
| e.o_risk+=pos[i].risk;
|
| else
|
| {
|
| e.o_nostop++;
|
| if(e.o_nostop_first=="")
|
| e.o_nostop_first=StringFormat("%s %s %.2f",pos[i].symbol,pos[i].dir==0 ? "long" : "short",pos[i].volume);
|
| }
|
| double s=(pos[i].dir==0 ? 1.0 : -1.0);
|
| string key[2];
|
| double val[2];
|
| int nk=0;
|
| if(pos[i].base==pos[i].ccy)
|
| { key[0]=pos[i].symbol; val[0]=s*pos[i].value; nk=1; }
|
| else
|
| { key[0]=pos[i].base; val[0]=s*pos[i].value; key[1]=pos[i].ccy; val[1]=-s*pos[i].value; nk=2; }
|
| for(int q=0; q<nk; q++)
|
| {
|
| int f=-1;
|
| for(int j=0; j<e.o_nex; j++)
|
| if(e.ex_name[j]==key[q])
|
| { f=j; break; }
|
| if(f<0)
|
| {
|
| f=e.o_nex++;
|
| ArrayResize(e.ex_name,e.o_nex,8);
|
| ArrayResize(e.ex_net,e.o_nex,8);
|
| e.ex_name[f]=key[q]; e.ex_net[f]=0;
|
| }
|
| e.ex_net[f]+=val[q];
|
| }
|
| }
|
| e.o_risk_pct=(balance>0 ? 100.0*e.o_risk/balance : 0.0);
|
| for(int i=1; i<e.o_nex; i++) // |net| descending, then name
|
| {
|
| string nm=e.ex_name[i];
|
| double v=e.ex_net[i];
|
| int j=i-1;
|
| while(j>=0 && (MathAbs(e.ex_net[j])<MathAbs(v) ||
|
| (MathAbs(e.ex_net[j])==MathAbs(v) && StringCompare(e.ex_name[j],nm)>0)))
|
| { e.ex_name[j+1]=e.ex_name[j]; e.ex_net[j+1]=e.ex_net[j]; j--; }
|
| e.ex_name[j+1]=nm; e.ex_net[j+1]=v;
|
| }
|
| }
|
|
|
| #endif
|
