Vizion-Trading-EA/Utilities.mqh
SahrJohn 8f7d94ef58 fix: margin-aware lot sizing and broker stops-level clamping
- NormalizeLots: derive rounding digits from SYMBOL_VOLUME_STEP instead of
  hardcoded 2, floor onto the step grid before clamping to min/max
- FitLotsToMargin: shrink volume to fit 90% of free margin via
  OrderCalcMargin; skip the trade when even VOLUME_MIN cannot be afforded
  (fixes repeated 'not enough money' rejects on XAUUSD)
- GetSLPoints/GetTPPoints: clamp to SYMBOL_TRADE_STOPS_LEVEL + spread
  (fixes repeated 'invalid stops' rejects on GBPUSD counter trades)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-14 16:19:12 -05:00

210 lines
6.1 KiB
MQL5

#ifndef UTILITIES_MQH
#define UTILITIES_MQH
string ModeToString(const int mode)
{
if(mode == MODE_TRENDING) return "TRENDING";
if(mode == MODE_RANGING) return "RANGING";
return "CHOP";
}
string StateToString(const int state)
{
if(state == STATE_CONTINUATION) return "CONTINUATION";
if(state == STATE_REVERSAL) return "REVERSAL";
return "PULLBACK";
}
double MidPrice()
{
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
return (bid + ask) * 0.5;
}
bool NearLevel(const double price, const double level, const double tolPoints)
{
return (MathAbs(price - level) <= tolPoints * _Point);
}
bool StochCrossUp()
{
return (Stoch_K_Previous < Stoch_D_Current && Stoch_K_Current >= Stoch_D_Current);
}
bool StochCrossDown()
{
return (Stoch_K_Previous > Stoch_D_Current && Stoch_K_Current <= Stoch_D_Current);
}
bool Bull_MA50_Reclaimed()
{
bool reclaimed = (MA_Previous[0] <= MA_Previous[3]) && (MA_Current[0] > MA_Current[3]);
double low0 = iLow(_Symbol, PERIOD_CURRENT, 0);
double close0 = iClose(_Symbol, PERIOD_CURRENT, 0);
bool rejected = (low0 <= MA_Current[3] && close0 > MA_Current[3] && (StochCrossUp() || Stoch_K_Current > 50));
return (reclaimed || rejected);
}
bool Bear_MA50_Reclaimed()
{
bool reclaimed = (MA_Previous[0] >= MA_Previous[3]) && (MA_Current[0] < MA_Current[3]);
double high0 = iHigh(_Symbol, PERIOD_CURRENT, 0);
double close0 = iClose(_Symbol, PERIOD_CURRENT, 0);
bool rejected = (high0 >= MA_Current[3] && close0 < MA_Current[3] && (StochCrossDown() || Stoch_K_Current < 50));
return (reclaimed || rejected);
}
void ApplySymbolProfile()
{
// MQL5 StringToUpper mutates its argument.
string s = _Symbol;
StringToUpper(s);
Symbol_Profile_Name = "MANUAL";
Symbol_SL_Points = Manual_SL_Points;
Symbol_TP_Points = Manual_TP_Points;
if(!Use_Auto_Symbol_Config)
{
Symbol_Profile_Initialized = true;
return;
}
if(StringFind(s, "XAU") >= 0)
{
Symbol_Profile_Name = "XAUUSD";
Symbol_SL_Points = 500;
Symbol_TP_Points = 3500;
}
else if(StringFind(s, "US30") >= 0 || StringFind(s, "DJI") >= 0)
{
Symbol_Profile_Name = "US30";
Symbol_SL_Points = 150;
Symbol_TP_Points = 1000;
}
else if(StringFind(s, "NAS100") >= 0 || StringFind(s, "USTEC") >= 0)
{
Symbol_Profile_Name = "NAS100";
Symbol_SL_Points = 200;
Symbol_TP_Points = 1400;
}
else if(StringFind(s, "USOIL") >= 0 || StringFind(s, "WTI") >= 0)
{
Symbol_Profile_Name = "USOIL";
Symbol_SL_Points = 80;
Symbol_TP_Points = 600;
}
else if(StringFind(s, "BTC") >= 0 || StringFind(s, "ETH") >= 0)
{
Symbol_Profile_Name = "CRYPTO";
Symbol_SL_Points = 800;
Symbol_TP_Points = 6000;
}
else if(StringFind(s, "JPY") >= 0)
{
Symbol_Profile_Name = "JPY";
Symbol_SL_Points = 60;
Symbol_TP_Points = 450;
}
else if(StringFind(s, "CAD") >= 0)
{
Symbol_Profile_Name = "COMMODITY_FX";
Symbol_SL_Points = 40;
Symbol_TP_Points = 300;
}
else
{
Symbol_Profile_Name = "MAJOR_FX";
Symbol_SL_Points = 50;
Symbol_TP_Points = 350;
}
Symbol_Profile_Initialized = true;
}
string FamilyToText(const int mode)
{
if(mode == MODE_TRENDING) return "Trending";
if(mode == MODE_RANGING) return "Ranging";
if(mode == MODE_CHOP) return "Chop";
return "Unknown";
}
string BiasToText(const int bias)
{
if(bias > 0) return "Bull";
if(bias < 0) return "Bear";
return "Neutral";
}
string StrengthToText(const double conf)
{
if(conf >= 70.0) return "Strong";
if(conf >= 55.0) return "Confirmed";
return "Weak";
}
double NormalizePrice(const double price)
{
return NormalizeDouble(price, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS));
}
double NormalizeLots(double lots)
{
double min_lot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
double max_lot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
double lot_step = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
if(lot_step <= 0.0) lot_step = 0.01;
if(min_lot <= 0.0) min_lot = lot_step;
if(max_lot <= 0.0) max_lot = min_lot;
// Snap down onto the symbol's step grid first (epsilon guards float
// error), then clamp into the broker's allowed range so the result can
// never end up below VOLUME_MIN or off-grid.
lots = MathFloor(lots / lot_step + 0.0000001) * lot_step;
lots = MathMax(min_lot, MathMin(max_lot, lots));
// Round to the step's own precision: 0.001-step, 0.01-step and
// whole-lot symbols all normalize correctly.
int step_digits = 0;
double step = lot_step;
while(step_digits < 8 && MathAbs(step - MathRound(step)) > 0.0000001)
{
step *= 10.0;
step_digits++;
}
return NormalizeDouble(lots, step_digits);
}
// Shrink lots until the position's required margin fits inside free margin
// (90% cap keeps a buffer for floating swings). Returns 0.0 when even the
// broker's minimum lot cannot be afforded — caller must skip the trade
// instead of sending an order the server will reject with "not enough money".
double FitLotsToMargin(const bool is_buy, double lots, const double price)
{
ENUM_ORDER_TYPE type = is_buy ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
double free_margin = AccountInfoDouble(ACCOUNT_MARGIN_FREE) * 0.90;
double margin = 0.0;
if(!OrderCalcMargin(type, _Symbol, lots, price, margin) || margin <= 0.0)
return lots; // margin unknown — let the server be the judge
if(margin <= free_margin)
return lots;
// Scale straight down to the affordable size, then re-grid it.
double affordable = NormalizeLots(lots * (free_margin / margin));
// NormalizeLots clamps back up to VOLUME_MIN, so re-check that the
// minimum actually fits; if not, there is no valid size to trade.
if(OrderCalcMargin(type, _Symbol, affordable, price, margin) && margin > free_margin)
return 0.0;
PrintFormat("FitLotsToMargin: reduced %.2f -> %.2f lots (free margin %.2f)",
lots, affordable, AccountInfoDouble(ACCOUNT_MARGIN_FREE));
return affordable;
}
#endif