mql5/Experts/Advisors/Modules/TradeManager.mqh

//+------------------------------------------------------------------+
//|                        TradeManager.mqh                          |
//|                    Trade Management Module                       |
//+------------------------------------------------------------------+
#ifndef TRADE_MANAGER_MQH
#define TRADE_MANAGER_MQH

#include "DataTypes.mqh"
#include <Trade/Trade.mqh>
#include <Trade/SymbolInfo.mqh>

//+------------------------------------------------------------------+
//| Trade Manager Class                                              |
//+------------------------------------------------------------------+
class CTradeManager
{
private:
   //--- Configuration
   TradeManagerConfig   m_config;
   int                  m_magic_number;
   
   //--- Trade operations
   CTrade               m_trade;
   CSymbolInfo          m_symbol;
   
   //--- Partial close levels
   PartialCloseLevel    m_partial_levels[10];
   int                  m_partial_count;
   
   //--- Helper methods
   bool                 ParsePartialLevels(string levels_string);
   bool                 CheckBreakeven(ManagedTrade &trade, double current_price);
   bool                 CheckTrailingStop(ManagedTrade &trade, double current_price);
   bool                 CheckPartialClose(ManagedTrade &trade, double current_price);
   bool                 CheckTimeBasedExit(ManagedTrade &trade);
   double               CalculateDynamicTP(ManagedTrade &trade, const MarketConditions &market);
   double               CalculateDynamicSL(ManagedTrade &trade, const MarketConditions &market);
   double               GetMinStopDistance();
   bool                 ValidateStopLevels(double price, double sl, double tp);
   
public:
                        CTradeManager();
                       ~CTradeManager();
   
   //--- Initialization
   bool                 Initialize(const TradeManagerConfig &config, int magic);
   
   //--- Trade operations
   ulong                OpenPosition(const TradeRequest &request);
   bool                 ClosePosition(ulong ticket, double volume = 0);
   bool                 ModifyPosition(ulong ticket, double sl, double tp);
   
   //--- Trade management
   void                 ManageTrade(ManagedTrade &trade, const MarketConditions &market);
   void                 ApplyBreakeven(ManagedTrade &trade);
   void                 ApplyTrailingStop(ManagedTrade &trade);
   void                 ApplyPartialClose(ManagedTrade &trade);
   void                 ApplyDynamicTargets(ManagedTrade &trade, const MarketConditions &market);
   
   //--- External trade management
   void                 ApplyDefaultStops(ManagedTrade &trade, double atr_value);
   bool                 ForceStopLoss(ManagedTrade &trade, double stop_distance);
   bool                 ForceTakeProfit(ManagedTrade &trade, double tp_distance);
};

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CTradeManager::CTradeManager()
{
   m_magic_number = 0;
   m_partial_count = 0;
}

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

//+------------------------------------------------------------------+
//| Initialize trade manager                                         |
//+------------------------------------------------------------------+
bool CTradeManager::Initialize(const TradeManagerConfig &config, int magic)
{
   m_config = config;
   m_magic_number = magic;
   
   //--- Initialize trade object
   m_trade.SetExpertMagicNumber(magic);
   m_trade.SetDeviationInPoints(10);
   m_trade.SetTypeFilling(ORDER_FILLING_RETURN);
   m_trade.SetAsyncMode(false);
   
   //--- Initialize symbol
   if(!m_symbol.Name(_Symbol))
   {
      Print("TradeManager: Failed to initialize symbol");
      return false;
   }
   
   //--- Parse partial close levels
   if(m_config.enable_partial)
   {
      if(!ParsePartialLevels(m_config.partial_levels))
      {
         Print("TradeManager: Failed to parse partial levels");
         m_config.enable_partial = false;
      }
   }
   
   Print("TradeManager initialized: TP=", EnumToString(m_config.tp_mode), 
         ", SL=", EnumToString(m_config.sl_mode));
         
   return true;
}

//+------------------------------------------------------------------+
//| Open new position                                                |
//+------------------------------------------------------------------+
ulong CTradeManager::OpenPosition(const TradeRequest &request)
{
   //--- Refresh symbol data
   m_symbol.RefreshRates();
   
   //--- Calculate actual prices
   double price = 0;
   double sl = 0;
   double tp = 0;
   
   if(request.type == ORDER_TYPE_BUY)
   {
      price = m_symbol.Ask();
      if(request.sl_distance > 0)
         sl = NormalizeDouble(price - request.sl_distance, m_symbol.Digits());
      if(request.tp_distance > 0)
         tp = NormalizeDouble(price + request.tp_distance, m_symbol.Digits());
   }
   else if(request.type == ORDER_TYPE_SELL)
   {
      price = m_symbol.Bid();
      if(request.sl_distance > 0)
         sl = NormalizeDouble(price + request.sl_distance, m_symbol.Digits());
      if(request.tp_distance > 0)
         tp = NormalizeDouble(price - request.tp_distance, m_symbol.Digits());
   }
   else
   {
      Print("TradeManager: Invalid order type");
      return 0;
   }
   
   //--- Validate stop levels
   if(!ValidateStopLevels(price, sl, tp))
   {
      Print("TradeManager: Invalid stop levels");
      return 0;
   }
   
   //--- Open position
   bool result = false;
   if(request.type == ORDER_TYPE_BUY)
      result = m_trade.Buy(request.volume, request.symbol, price, sl, tp, request.comment);
   else
      result = m_trade.Sell(request.volume, request.symbol, price, sl, tp, request.comment);
      
   if(result)
   {
      ulong ticket = m_trade.ResultOrder();
      Print("TradeManager: Opened ", (request.type == ORDER_TYPE_BUY) ? "BUY" : "SELL",
            " position #", ticket, " at ", price);
      return ticket;
   }
   else
   {
      Print("TradeManager: Failed to open position - ", m_trade.ResultComment());
      return 0;
   }
}

//+------------------------------------------------------------------+
//| Close position                                                   |
//+------------------------------------------------------------------+
bool CTradeManager::ClosePosition(ulong ticket, double volume)
{
   if(volume == 0)
   {
      //--- Full close
      if(m_trade.PositionClose(ticket))
      {
         Print("TradeManager: Closed position #", ticket);
         return true;
      }
   }
   else
   {
      //--- Partial close
      if(m_trade.PositionClosePartial(ticket, volume))
      {
         Print("TradeManager: Partially closed ", volume, " lots of position #", ticket);
         return true;
      }
   }
   
   Print("TradeManager: Failed to close position #", ticket, " - ", m_trade.ResultComment());
   return false;
}

//+------------------------------------------------------------------+
//| Modify position stops                                            |
//+------------------------------------------------------------------+
bool CTradeManager::ModifyPosition(ulong ticket, double sl, double tp)
{
   if(m_trade.PositionModify(ticket, sl, tp))
   {
      Print("TradeManager: Modified position #", ticket, " SL=", sl, " TP=", tp);
      return true;
   }
   
   Print("TradeManager: Failed to modify position #", ticket, " - ", m_trade.ResultComment());
   return false;
}

//+------------------------------------------------------------------+
//| Main trade management function                                   |
//+------------------------------------------------------------------+
void CTradeManager::ManageTrade(ManagedTrade &trade, const MarketConditions &market)
{
   //--- Get current price
   m_symbol.RefreshRates();
   double current_price = (trade.type == POSITION_TYPE_BUY) ? m_symbol.Bid() : m_symbol.Ask();
   
   //--- Force stops on external trades if configured
   if(trade.magic != m_magic_number)
   {
      if(m_config.force_sl && trade.sl == 0)
      {
         double atr = market.volatility;
         ForceStopLoss(trade, atr * 2.0);
      }
      
      if(m_config.force_tp && trade.tp == 0)
      {
         double atr = market.volatility;
         ForceTakeProfit(trade, atr * 3.0);
      }
   }
   
   //--- Apply management strategies
   if(m_config.enable_breakeven && !trade.be_activated)
   {
      CheckBreakeven(trade, current_price);
   }
   
   if(m_config.enable_trailing && trade.be_activated)
   {
      CheckTrailingStop(trade, current_price);
   }
   
   if(m_config.enable_partial && trade.partial_count < m_partial_count)
   {
      CheckPartialClose(trade, current_price);
   }
   
   //--- Apply dynamic targets based on TP mode
   if(m_config.tp_mode == TP_ADAPTIVE || m_config.tp_mode == TP_HYBRID)
   {
      ApplyDynamicTargets(trade, market);
   }
   
   //--- Check time-based exits
   if(m_config.tp_mode == TP_TIME_BASED)
   {
      CheckTimeBasedExit(trade);
   }
   
   //--- Update bars in trade
   trade.bars_in_trade = iBars(_Symbol, PERIOD_CURRENT) - 
                        iBarShift(_Symbol, PERIOD_CURRENT, trade.open_time);
}

//+------------------------------------------------------------------+
//| Check and apply breakeven                                        |
//+------------------------------------------------------------------+
bool CTradeManager::CheckBreakeven(ManagedTrade &trade, double current_price)
{
   if(trade.risk_amount <= 0) return false;
   
   //--- Calculate breakeven trigger price
   double trigger_distance = MathAbs(trade.open_price - trade.sl) * m_config.breakeven_trigger;
   double trigger_price;
   
   if(trade.type == POSITION_TYPE_BUY)
      trigger_price = trade.open_price + trigger_distance;
   else
      trigger_price = trade.open_price - trigger_distance;
      
   //--- Check if price reached trigger
   bool triggered = false;
   if(trade.type == POSITION_TYPE_BUY && current_price >= trigger_price)
      triggered = true;
   else if(trade.type == POSITION_TYPE_SELL && current_price <= trigger_price)
      triggered = true;
      
   if(triggered)
   {
      //--- Calculate new stop loss (breakeven + buffer)
      double buffer = m_symbol.Point() * 10; // 10 point buffer
      double new_sl;
      
      if(trade.type == POSITION_TYPE_BUY)
         new_sl = trade.open_price + buffer;
      else
         new_sl = trade.open_price - buffer;
         
      //--- Ensure new SL is better than current
      if((trade.type == POSITION_TYPE_BUY && new_sl > trade.sl) ||
         (trade.type == POSITION_TYPE_SELL && new_sl < trade.sl))
      {
         if(ModifyPosition(trade.ticket, new_sl, trade.tp))
         {
            trade.sl = new_sl;
            trade.be_activated = true;
            Print("TradeManager: Breakeven activated for #", trade.ticket);
            return true;
         }
      }
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Check and apply trailing stop                                    |
//+------------------------------------------------------------------+
bool CTradeManager::CheckTrailingStop(ManagedTrade &trade, double current_price)
{
   //--- Calculate trailing distance based on SL mode
   double trail_distance = 0;
   
   switch(m_config.sl_mode)
   {
      case SL_TRAILING_ATR:
         trail_distance = iATR(_Symbol, PERIOD_CURRENT, 14) * 1.5;
         break;
         
      case SL_PARABOLIC_SAR:
      {
         double sar_buffer[1];
         int sar_handle = iSAR(_Symbol, PERIOD_CURRENT, 0.02, 0.2);
         if(CopyBuffer(sar_handle, 0, 0, 1, sar_buffer) > 0)
         {
            if(trade.type == POSITION_TYPE_BUY)
               trail_distance = current_price - sar_buffer[0];
            else
               trail_distance = sar_buffer[0] - current_price;
         }
         IndicatorRelease(sar_handle);
         break;
      }
      
      default:
         trail_distance = MathAbs(trade.open_price - trade.sl) * 0.5;
         break;
   }
   
   if(trail_distance <= 0) return false;
   
   //--- Calculate new stop loss
   double new_sl;
   if(trade.type == POSITION_TYPE_BUY)
      new_sl = current_price - trail_distance;
   else
      new_sl = current_price + trail_distance;
      
   //--- Ensure new SL is better than current
   if((trade.type == POSITION_TYPE_BUY && new_sl > trade.sl) ||
      (trade.type == POSITION_TYPE_SELL && new_sl < trade.sl))
   {
      //--- Ensure minimum stop distance
      double min_stop = GetMinStopDistance();
      double actual_distance = MathAbs(current_price - new_sl);
      
      if(actual_distance >= min_stop)
      {
         if(ModifyPosition(trade.ticket, new_sl, trade.tp))
         {
            trade.sl = new_sl;
            trade.trailing_activated = true;
            return true;
         }
      }
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Check and apply partial close                                    |
//+------------------------------------------------------------------+
bool CTradeManager::CheckPartialClose(ManagedTrade &trade, double current_price)
{
   //--- Check each partial level
   for(int i = 0; i < m_partial_count; i++)
   {
      if(m_partial_levels[i].executed) continue;
      
      //--- Calculate target price
      double target_distance = MathAbs(trade.open_price - trade.sl) * m_partial_levels[i].r_multiple;
      double target_price;
      
      if(trade.type == POSITION_TYPE_BUY)
         target_price = trade.open_price + target_distance;
      else
         target_price = trade.open_price - target_distance;
         
      //--- Check if target reached
      bool reached = false;
      if(trade.type == POSITION_TYPE_BUY && current_price >= target_price)
         reached = true;
      else if(trade.type == POSITION_TYPE_SELL && current_price <= target_price)
         reached = true;
         
      if(reached)
      {
         //--- Calculate volume to close
         double close_volume = trade.current_volume * (m_partial_levels[i].close_percent / 100.0);
         close_volume = NormalizeDouble(close_volume, 2);
         
         //--- Ensure minimum lot size
         double min_lot = m_symbol.LotsMin();
         if(close_volume >= min_lot && trade.current_volume - close_volume >= min_lot)
         {
            if(ClosePosition(trade.ticket, close_volume))
            {
               m_partial_levels[i].executed = true;
               trade.partial_count++;
               trade.current_volume -= close_volume;
               
               Print("TradeManager: Partial close ", close_volume, 
                     " lots at ", m_partial_levels[i].r_multiple, "R for #", trade.ticket);
               return true;
            }
         }
      }
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Apply dynamic targets based on market conditions                 |
//+------------------------------------------------------------------+
void CTradeManager::ApplyDynamicTargets(ManagedTrade &trade, const MarketConditions &market)
{
   bool need_modify = false;
   double new_sl = trade.sl;
   double new_tp = trade.tp;
   
   //--- Dynamic stop loss
   if(m_config.sl_mode == SL_DYNAMIC)
   {
      new_sl = CalculateDynamicSL(trade, market);
      if(new_sl != trade.sl)
         need_modify = true;
   }
   
   //--- Dynamic take profit
   if(m_config.tp_mode == TP_ADAPTIVE || m_config.tp_mode == TP_VOLATILITY)
   {
      new_tp = CalculateDynamicTP(trade, market);
      if(new_tp != trade.tp)
         need_modify = true;
   }
   
   //--- Apply modifications if needed
   if(need_modify && ValidateStopLevels(trade.open_price, new_sl, new_tp))
   {
      if(ModifyPosition(trade.ticket, new_sl, new_tp))
      {
         trade.sl = new_sl;
         trade.tp = new_tp;
      }
   }
}

//+------------------------------------------------------------------+
//| Calculate dynamic take profit                                    |
//+------------------------------------------------------------------+
double CTradeManager::CalculateDynamicTP(ManagedTrade &trade, const MarketConditions &market)
{
   double tp_distance = 0;
   
   switch(m_config.tp_mode)
   {
      case TP_VOLATILITY:
      {
         //--- ATR-based dynamic TP
         double atr_multiplier = 3.0;
         if(market.condition == MARKET_VOLATILE)
            atr_multiplier = 4.0; // Wider TP in volatile markets
         else if(market.condition == MARKET_QUIET)
            atr_multiplier = 2.0; // Tighter TP in quiet markets
            
         tp_distance = market.volatility * atr_multiplier;
         break;
      }
      
      case TP_ADAPTIVE:
      {
         //--- Adaptive TP based on multiple factors
         double base_distance = MathAbs(trade.open_price - trade.sl) * 2.0;
         
         //--- Adjust for market conditions
         if(market.condition == MARKET_TRENDING_UP && trade.type == POSITION_TYPE_BUY)
            base_distance *= 1.5; // Extend TP in trending market
         else if(market.condition == MARKET_TRENDING_DOWN && trade.type == POSITION_TYPE_SELL)
            base_distance *= 1.5;
         else if(market.condition == MARKET_RANGING)
            base_distance *= 0.8; // Reduce TP in ranging market
            
         //--- Adjust for momentum
         if(market.momentum > 70 && trade.type == POSITION_TYPE_BUY)
            base_distance *= 1.2;
         else if(market.momentum < 30 && trade.type == POSITION_TYPE_SELL)
            base_distance *= 1.2;
            
         tp_distance = base_distance;
         break;
      }
      
      default:
         return trade.tp; // No change
   }
   
   //--- Calculate new TP
   double new_tp;
   if(trade.type == POSITION_TYPE_BUY)
      new_tp = trade.open_price + tp_distance;
   else
      new_tp = trade.open_price - tp_distance;
      
   return NormalizeDouble(new_tp, m_symbol.Digits());
}

//+------------------------------------------------------------------+
//| Calculate dynamic stop loss                                      |
//+------------------------------------------------------------------+
double CTradeManager::CalculateDynamicSL(ManagedTrade &trade, const MarketConditions &market)
{
   //--- Find nearest support/resistance
   double nearest_level = 0;
   double min_distance = DBL_MAX;
   
   for(int i = 0; i < market.sr_count; i++)
   {
      double distance = MathAbs(trade.open_price - market.sr_levels[i].price);
      
      //--- For buy trades, look for support below
      if(trade.type == POSITION_TYPE_BUY && 
         market.sr_levels[i].price < trade.open_price &&
         market.sr_levels[i].type == "support")
      {
         if(distance < min_distance)
         {
            min_distance = distance;
            nearest_level = market.sr_levels[i].price;
         }
      }
      //--- For sell trades, look for resistance above
      else if(trade.type == POSITION_TYPE_SELL && 
              market.sr_levels[i].price > trade.open_price &&
              market.sr_levels[i].type == "resistance")
      {
         if(distance < min_distance)
         {
            min_distance = distance;
            nearest_level = market.sr_levels[i].price;
         }
      }
   }
   
   //--- If found suitable level
   if(nearest_level > 0)
   {
      double buffer = market.volatility * 0.2; // 20% ATR buffer
      
      if(trade.type == POSITION_TYPE_BUY)
         return nearest_level - buffer;
      else
         return nearest_level + buffer;
   }
   
   return trade.sl; // No change
}

//+------------------------------------------------------------------+
//| Check time-based exit                                            |
//+------------------------------------------------------------------+
bool CTradeManager::CheckTimeBasedExit(ManagedTrade &trade)
{
   //--- Time-based exit rules
   int bars_limit = 100; // Exit after 100 bars
   int time_limit = 86400; // Exit after 24 hours
   
   //--- Check bars in trade
   if(trade.bars_in_trade > bars_limit)
   {
      if(ClosePosition(trade.ticket))
      {
         Print("TradeManager: Time exit (bars) for #", trade.ticket);
         return true;
      }
   }
   
   //--- Check time in trade
   if(TimeCurrent() - trade.open_time > time_limit)
   {
      if(ClosePosition(trade.ticket))
      {
         Print("TradeManager: Time exit (hours) for #", trade.ticket);
         return true;
      }
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Force stop loss on external trade                               |
//+------------------------------------------------------------------+
bool CTradeManager::ForceStopLoss(ManagedTrade &trade, double stop_distance)
{
   if(stop_distance <= 0) return false;
   
   double new_sl;
   m_symbol.RefreshRates();
   
   if(trade.type == POSITION_TYPE_BUY)
      new_sl = m_symbol.Bid() - stop_distance;
   else
      new_sl = m_symbol.Ask() + stop_distance;
      
   //--- Ensure minimum stop distance
   double min_stop = GetMinStopDistance();
   double current_price = (trade.type == POSITION_TYPE_BUY) ? m_symbol.Bid() : m_symbol.Ask();
   double actual_distance = MathAbs(current_price - new_sl);
   
   if(actual_distance < min_stop)
   {
      if(trade.type == POSITION_TYPE_BUY)
         new_sl = current_price - min_stop;
      else
         new_sl = current_price + min_stop;
   }
   
   if(ModifyPosition(trade.ticket, new_sl, trade.tp))
   {
      trade.sl = new_sl;
      Print("TradeManager: Forced SL on external trade #", trade.ticket);
      return true;
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Force take profit on external trade                              |
//+------------------------------------------------------------------+
bool CTradeManager::ForceTakeProfit(ManagedTrade &trade, double tp_distance)
{
   if(tp_distance <= 0) return false;
   
   double new_tp;
   
   if(trade.type == POSITION_TYPE_BUY)
      new_tp = trade.open_price + tp_distance;
   else
      new_tp = trade.open_price - tp_distance;
      
   if(ModifyPosition(trade.ticket, trade.sl, new_tp))
   {
      trade.tp = new_tp;
      Print("TradeManager: Forced TP on external trade #", trade.ticket);
      return true;
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Parse partial close levels string                                |
//+------------------------------------------------------------------+
bool CTradeManager::ParsePartialLevels(string levels_string)
{
   m_partial_count = 0;
   
   //--- Split by comma
   string parts[];
   int count = StringSplit(levels_string, ',', parts);
   
   if(count == 0) return false;
   
   for(int i = 0; i < count && i < 10; i++)
   {
      //--- Split each part by colon (R:Percent)
      string level_parts[];
      if(StringSplit(parts[i], ':', level_parts) == 2)
      {
         m_partial_levels[m_partial_count].r_multiple = StringToDouble(level_parts[0]);
         m_partial_levels[m_partial_count].close_percent = StringToDouble(level_parts[1]);
         m_partial_levels[m_partial_count].executed = false;
         m_partial_count++;
      }
   }
   
   Print("TradeManager: Parsed ", m_partial_count, " partial close levels");
   return (m_partial_count > 0);
}

//+------------------------------------------------------------------+
//| Get minimum stop distance                                        |
//+------------------------------------------------------------------+
double CTradeManager::GetMinStopDistance()
{
   int stops_level = (int)m_symbol.StopsLevel();
   double min_stop = stops_level * m_symbol.Point();
   
   //--- Add buffer
   return min_stop * 1.1;
}

//+------------------------------------------------------------------+
//| Validate stop levels                                             |
//+------------------------------------------------------------------+
bool CTradeManager::ValidateStopLevels(double price, double sl, double tp)
{
   double min_stop = GetMinStopDistance();
   
   //--- Check stop loss
   if(sl > 0)
   {
      double sl_distance = MathAbs(price - sl);
      if(sl_distance < min_stop)
      {
         Print("TradeManager: Stop loss too close - ", sl_distance, " < ", min_stop);
         return false;
      }
   }
   
   //--- Check take profit
   if(tp > 0)
   {
      double tp_distance = MathAbs(price - tp);
      if(tp_distance < min_stop)
      {
         Print("TradeManager: Take profit too close - ", tp_distance, " < ", min_stop);
         return false;
      }
   }
   
   return true;
}

#endif // TRADE_MANAGER_MQH
//+------------------------------------------------------------------+