Warrior_EA/Money/MoneyRiskBase.mqh

//+------------------------------------------------------------------+
//|                                                MoneyRiskBase.mqh |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#include "..\Expert\ExpertMoneyCustom.mqh"
//+------------------------------------------------------------------+
//| Class CMoneyRiskBase.                                            |
//| Shared risk-based lot-sizing core for every money-management     |
//| strategy that sizes a trade off a fixed account-risk percentage  |
//| (CMoneyFixedRisk, CMoneyIntelligent) - CalculatePotentialLoss()/  |
//| CheckOpenLong()/CheckOpenShort()/CalculateLotSize() used to be    |
//| duplicated near-verbatim across both. AdjustRiskAmount()/         |
//| AdjustLotSize() are the two points a subclass can diverge at      |
//| (CMoneyIntelligent overrides AdjustRiskAmount() for its Kelly-     |
//| criterion, confidence-and-reward:risk-based sizing) - override    |
//| only those, everything else here is shared as-is.                 |
//+------------------------------------------------------------------+
class CMoneyRiskBase : public CExpertMoneyCustom
  {
public:
   virtual double    CheckOpenLong(double price, double sl);
   virtual double    CheckOpenShort(double price, double sl);
   virtual double    CheckClose(CPositionInfo *position) { return(0.0); }

protected:
   double            CalculatePotentialLoss(ENUM_ORDER_TYPE orderType, double price, double sl);
   double            CalculateLotSize(double loss);
   //--- Hook for CMoneyIntelligent's Kelly-criterion risk% scaling (see its own
   //--- AdjustRiskAmount() override for the rationale); default no-op keeps CMoneyFixedRisk's
   //--- behavior exactly as it was before this base class existed.
   virtual double    AdjustRiskAmount(double riskAmount) { return riskAmount; }
   //--- Reserved extension point for a future lot-size-level adjustment (e.g. equity-curve-
   //--- based scaling); no current subclass overrides this - default is a no-op.
   virtual double    AdjustLotSize(double lot) { return lot; }
  };
//+------------------------------------------------------------------+
//| Getting lot size for open long position.                         |
//+------------------------------------------------------------------+
double CMoneyRiskBase::CheckOpenLong(double price, double sl)
  {
   if(m_symbol == NULL)
      return 0.0;
   double loss = CalculatePotentialLoss(ORDER_TYPE_BUY, price, sl);
   if(loss <= 0.0)
      return m_symbol.LotsMin();
   double lot = AdjustLotSize(CalculateLotSize(loss));
   string description;
// Adjust the lot size within allowed bounds and ensure sufficient margin
   if(CheckAndCorrectVolumeValue(lot, description) && CheckAndAdjustMoneyForTrade(m_symbol.Name(), lot, ORDER_TYPE_BUY))
      return lot;
   else
      return 0.0; // Handle as needed or inform the user
  }
//+------------------------------------------------------------------+
//| Getting lot size for open short position.                        |
//+------------------------------------------------------------------+
double CMoneyRiskBase::CheckOpenShort(double price, double sl)
  {
   if(m_symbol == NULL)
      return 0.0;
   double loss = CalculatePotentialLoss(ORDER_TYPE_SELL, price, sl);
   if(loss <= 0.0)
      return m_symbol.LotsMin();
   double lot = AdjustLotSize(CalculateLotSize(loss));
   string description;
// Adjust the lot size within allowed bounds and ensure sufficient margin
   if(CheckAndCorrectVolumeValue(lot, description) && CheckAndAdjustMoneyForTrade(m_symbol.Name(), lot, ORDER_TYPE_SELL))
      return lot;
   else
      return 0.0; // Handle as needed or inform the user
  }
//+------------------------------------------------------------------+
//| Calculate potential loss                                         |
//+------------------------------------------------------------------+
double CMoneyRiskBase::CalculatePotentialLoss(ENUM_ORDER_TYPE orderType, double price, double sl)
  {
   if(price == 0.0)
      price = (orderType == ORDER_TYPE_BUY) ? m_symbol.Ask() : m_symbol.Bid();
   return -m_account.OrderProfitCheck(m_symbol.Name(), orderType, 1.0, price, sl);
  }
//+------------------------------------------------------------------+
//| Calculate the lot size based on potential loss and account balance|
//+------------------------------------------------------------------+
double CMoneyRiskBase::CalculateLotSize(double loss)
  {
   double riskAmount = AdjustRiskAmount(m_account.Balance() * m_percent / 100.0);
   double stepvol = m_symbol.LotsStep();
   return MathFloor(riskAmount / loss / stepvol) * stepvol;
  }
//+------------------------------------------------------------------+