Warrior_EA/Signals/SignalRiskGuard.mqh

//+------------------------------------------------------------------+
//|                                              SignalRiskGuard.mqh |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link      "https://www.mql5.com"
#include "..\Expert\ExpertSignalCustom.mqh"
//+------------------------------------------------------------------+
//| Class CSignalRiskGuard.                                          |
//| Account-level risk circuit breaker: blocks NEW entries (same      |
//| EMPTY_VALUE-veto convention every other filter here uses, via the |
//| composite Direction()) once either the current broker day's       |
//| realized+floating loss, or the current drawdown from the account's|
//| all-time peak equity, exceeds its configured threshold. Deliberately|
//| scoped to blocking new entries only - it never closes existing    |
//| positions, which is a materially bigger behavior change than a    |
//| circuit breaker and is left to the trader/EA's own SL/TP handling. |
//| Peak equity and the current broker day's starting balance persist |
//| to a small local file (StateFileName(), keyed by symbol+magic so   |
//| multiple instances never collide) - peak equity in particular must|
//| survive an EA/terminal restart to mean anything; a restart that    |
//| reset it to current equity would never detect a real drawdown      |
//| afterward.                                                         |
//+------------------------------------------------------------------+
class CSignalRiskGuard : public CExpertSignalCustom
  {
protected:
   double            m_maxDailyLossPct;
   double            m_maxDrawdownPct;
   double            m_dayStartBalance;
   datetime          m_dayStartDate;    // truncated to midnight - the broker day m_dayStartBalance is for
   double            m_peakEquity;
   bool              m_stateLoaded;
   string            StateFileName(void) const;
   void              LoadState(void);
   void              SaveState(void);
public:
                     CSignalRiskGuard(void);
   void              SetMaxDailyLossPct(int value) { m_maxDailyLossPct = value; }
   void              SetMaxDrawdownPct(int value) { m_maxDrawdownPct = value; }
   virtual double    Direction(void);
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CSignalRiskGuard::CSignalRiskGuard(void) : m_maxDailyLossPct(0),
   m_maxDrawdownPct(0),
   m_dayStartBalance(0),
   m_dayStartDate(0),
   m_peakEquity(0),
   m_stateLoaded(false)
  {
  }
//+------------------------------------------------------------------+
//| Local (non-shared) file, keyed by symbol+magic so multiple chart  |
//| instances of this EA never read/write each other's risk state.    |
//+------------------------------------------------------------------+
string CSignalRiskGuard::StateFileName(void) const
  {
   return m_symbol.Name() + "_" + IntegerToString(Expert_MagicNumber) + "_riskguard.dat";
  }
//+------------------------------------------------------------------+
//| No prior state file just means a first-ever run - the all-zero    |
//| defaults are safe: Direction() below seeds real values from the   |
//| current account state on its very first call either way.          |
//+------------------------------------------------------------------+
void CSignalRiskGuard::LoadState(void)
  {
   int handle = FileOpen(StateFileName(), FILE_BIN | FILE_READ);
   if(handle == INVALID_HANDLE)
      return;
   m_dayStartBalance = FileReadDouble(handle);
   m_dayStartDate = (datetime)FileReadLong(handle);
   m_peakEquity = FileReadDouble(handle);
   FileClose(handle);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CSignalRiskGuard::SaveState(void)
  {
   int handle = FileOpen(StateFileName(), FILE_BIN | FILE_WRITE);
   if(handle == INVALID_HANDLE)
      return;
   FileWriteDouble(handle, m_dayStartBalance);
   FileWriteLong(handle, (long)m_dayStartDate);
   FileWriteDouble(handle, m_peakEquity);
   FileClose(handle);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CSignalRiskGuard::Direction(void)
  {
   if(m_maxDailyLossPct <= 0.0 && m_maxDrawdownPct <= 0.0)
      return 0.0; // both disabled - permanent no-op, same convention as DOM_SPREADMULT_OFF
   if(!m_stateLoaded)
     {
      LoadState();
      m_stateLoaded = true;
     }
   MqlDateTime now;
   TimeToStruct(TimeCurrent(), now);
   now.hour = 0;
   now.min = 0;
   now.sec = 0;
   datetime todayMidnight = StructToTime(now);
   double equity = AccountInfoDouble(ACCOUNT_EQUITY);
   double balance = AccountInfoDouble(ACCOUNT_BALANCE);
   bool stateChanged = false;
   if(todayMidnight != m_dayStartDate)
     {
      m_dayStartDate = todayMidnight;
      m_dayStartBalance = balance;
      stateChanged = true;
     }
   if(equity > m_peakEquity)
     {
      m_peakEquity = equity;
      stateChanged = true;
     }
   if(stateChanged)
      SaveState();
   if(m_maxDailyLossPct > 0.0 && m_dayStartBalance > 0.0)
     {
      double dailyLossPct = (m_dayStartBalance - equity) / m_dayStartBalance * 100.0;
      if(dailyLossPct >= m_maxDailyLossPct)
         return EMPTY_VALUE;
     }
   if(m_maxDrawdownPct > 0.0 && m_peakEquity > 0.0)
     {
      double drawdownPct = (m_peakEquity - equity) / m_peakEquity * 100.0;
      if(drawdownPct >= m_maxDrawdownPct)
         return EMPTY_VALUE;
     }
   return 0.0;
  }
//+------------------------------------------------------------------+