90 lines
4.4 KiB
MQL5
90 lines
4.4 KiB
MQL5
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//+------------------------------------------------------------------+
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//| MoneyFixedRisk.mqh |
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//| Copyright 2000-2023, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#include "..\Expert\ExpertMoneyCustom.mqh"
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// wizard description start
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//+------------------------------------------------------------------+
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//| Description of the class |
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//| Title=Trading with fixed risk |
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//| Type=Money |
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//| Name=FixRisk |
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//| Class=CMoneyFixedRisk |
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//| Page= |
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//| Parameter=Percent,double,10.0,Risk percentage |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CMoneyFixedRisk. |
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//| Purpose: Class of money management with fixed percent risk. |
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//| Derives from class CExpertMoney. |
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//+------------------------------------------------------------------+
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class CMoneyFixedRisk : public CExpertMoneyCustom
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{
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public:
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virtual double CheckOpenLong(double price, double sl);
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virtual double CheckOpenShort(double price, double sl);
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virtual double CheckClose(CPositionInfo *position) { return(0.0); }
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private:
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double CalculatePotentialLoss(ENUM_ORDER_TYPE orderType, double price, double sl);
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double CalculateLotSize(double loss);
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};
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//+------------------------------------------------------------------+
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//| Getting lot size for open long position. |
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//+------------------------------------------------------------------+
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double CMoneyFixedRisk::CheckOpenLong(double price, double sl)
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{
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if(m_symbol == NULL)
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return 0.0;
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double loss = CalculatePotentialLoss(ORDER_TYPE_BUY, price, sl);
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if(loss <= 0.0)
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return m_symbol.LotsMin();
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double lot = CalculateLotSize(loss);
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string description;
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// Adjust the lot size within allowed bounds and ensure sufficient margin
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if(CheckAndCorrectVolumeValue(lot, description) && CheckAndAdjustMoneyForTrade(m_symbol.Name(), lot, ORDER_TYPE_BUY))
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return lot;
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else
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return 0.0; // Handle as needed or inform the user
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}
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//+------------------------------------------------------------------+
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//| Getting lot size for open short position. |
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//+------------------------------------------------------------------+
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double CMoneyFixedRisk::CheckOpenShort(double price, double sl)
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{
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if(m_symbol == NULL)
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return 0.0;
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double loss = CalculatePotentialLoss(ORDER_TYPE_SELL, price, sl);
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if(loss <= 0.0)
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return m_symbol.LotsMin();
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double lot = CalculateLotSize(loss);
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string description;
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// Adjust the lot size within allowed bounds and ensure sufficient margin
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if(CheckAndCorrectVolumeValue(lot, description) && CheckAndAdjustMoneyForTrade(m_symbol.Name(), lot, ORDER_TYPE_SELL))
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return lot;
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else
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return 0.0; // Handle as needed or inform the user
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}
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//+------------------------------------------------------------------+
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//| Calculate potential loss |
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//+------------------------------------------------------------------+
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double CMoneyFixedRisk::CalculatePotentialLoss(ENUM_ORDER_TYPE orderType, double price, double sl)
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{
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if(price == 0.0)
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price = (orderType == ORDER_TYPE_BUY) ? m_symbol.Ask() : m_symbol.Bid();
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return -m_account.OrderProfitCheck(m_symbol.Name(), orderType, 1.0, price, sl);
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}
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//+------------------------------------------------------------------+
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//| Calculate the lot size based on potential loss and account balance|
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//+------------------------------------------------------------------+
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double CMoneyFixedRisk::CalculateLotSize(double loss)
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{
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double riskAmount = m_account.Balance() * m_percent / 100.0;
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double stepvol = m_symbol.LotsStep();
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return MathFloor(riskAmount / loss / stepvol) * stepvol;
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}
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//+------------------------------------------------------------------+
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