MQLArticles/RM/RiskManagementBases.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                          RiskManagementBases.mqh |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Leo."
#property link      "https://www.mql5.com"
#property strict

#ifndef RISK_MANAGEMENT_BASES_MQH
#define RISK_MANAGEMENT_BASES_MQH

#include "AccountStatus.mqh"

//--- Risk management classes
class CRiskManagemetBase; // Base class
class CRiskManagemet; // Parent class
class CRiskManagemetPersonal; // Class for personal risk management
class CRiskManagemetPropFirm; // Class for prop firm risk management
class CRiskPointer; // Class to obtain a pointer based on the selected risk management

//---
class CLossProfit; // Class to handle maximum losses or gains
class CLossProfitManager; // Container class to manage CLossProfit objects

//---
#define RISK_MANAGEMENT_RESERVE_POS 10

//+------------------------------------------------------------------+
//| Base Class CRiskManagement                                       |
//+------------------------------------------------------------------+
class CRiskManagemetBase : public CAccountGestor
 {
protected:
  CTrade             trade; //Instancia de ctrade
  Position           open_positions[]; //Tickets abiertos por el maic
  ulong              magic_number; //Numero magico
  double             daily_profit, weekly_profit, monthly_profit, gross_profit; //Profits de la cuenta
  datetime           last_day_time;
  datetime           last_weekly_time;
  datetime           last_monthly_time;
  datetime           init_trade_time;
  double             account_profit; //Ganancia de la cuenta NETA, no confundir con ganancia BRUTA desde que inicio la cuenta
  bool               positions_open;

  //  double             curr_profit;
  int8_t             c; // Identifier
  void               GetPositionsProfit(); // Function to get total profit from open positions

public:
                     CRiskManagemetBase(ulong magic_);
  //---
  virtual double     GetValorWithApplied(double percentage_, ENUM_TYPE_LOSS_PROFIT type, ENUM_APPLIED_PERCENTAGES applied) const = 0;  // Function to get value based on max loss or gain type

  //---
  virtual double     GetExtraValueForLossProfit() { return 0; }

  //--- Function to set general class parameters
  virtual void       SetGeneralParameters(MqlParam &params[]);
  inline  int8_t     d() const  { return c; }


  //--- General profit retrieval
  inline double      GrossProfit()  const  { return this.gross_profit;   }
  inline double      WeeklyProfit() const  { return this.weekly_profit;  }
  inline double      DailyProfit()  const  { return this.daily_profit;   }
  inline double      MontlyProfit() const  { return monthly_profit;      }

  //--- Functions to work with open positions
  int                GetPositions(uint flags) const; // Get total open positions filtered by flags
  inline int16_t     GetPositionsTotal() const { return (int16_t)open_positions.Size(); }
  void               CloseAllPositions(uint flags = FLAG_CLOSE_ALL_LOSS | FLAG_CLOSE_ALL_PROFIT | FLAG_POSITION_TYPE_BUY | FLAG_POSITION_TYPE_SELL);
  void               CloseAllOrders(uint flags);
 };

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CRiskManagemetBase::CRiskManagemetBase(ulong magic_)
 {
 ArrayResize(open_positions, 0, RISK_MANAGEMENT_RESERVE_POS);
 
  trade.SetExpertMagicNumber(magic_);

  if(magic_ == NOT_MAGIC_NUMBER)
    LogWarning("No magic number has been chosen, taking into account all the magic numbers and the user's trades", FUNCION_ACTUAL);

  this.magic_number = magic_;
 }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CRiskManagemetBase::CloseAllOrders(uint flags)
 {
  for(int i = OrdersTotal() - 1; i >= 0; i--)
   {
    ulong ticket = OrderGetTicket(i);

    ResetLastError();
    if(OrderSelect(ticket))
     {
      ENUM_ORDER_TYPE type_order = (ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE);
      ulong magic = OrderGetInteger(ORDER_MAGIC);
      int bandera = OrderTypeToFlag(type_order);
      
      if((bandera & flags) != 0 && (magic == this.magic_number || this.magic_number == NOT_MAGIC_NUMBER))
       {
        if(type_order == ORDER_TYPE_BUY || type_order == ORDER_TYPE_SELL)
          trade.PositionClose(ticket);
        else
          trade.OrderDelete(ticket);
       }
     }
    else
     {
      LogError(StringFormat("Error al selecionar la order %I64u, ultimo error = %d", ticket, GetLastError()), FUNCION_ACTUAL);
     }
   }
 }

//+------------------------------------------------------------------+
//| Function to obtain the number of open positions                  |
//+------------------------------------------------------------------+
int CRiskManagemetBase::GetPositions(uint flags) const
 {
  int count = 0;

  for(int16_t i = 0; i < (int16_t)open_positions.Size() ; i++)
   {
    ENUM_POSITION_TYPE type = this.open_positions[i].type;

    if((flags & FLAG_POSITION_TYPE_BUY) != 0)
      if(type == POSITION_TYPE_BUY)
        count++;

    if((flags & FLAG_POSITION_TYPE_SELL) != 0)
      if(type == POSITION_TYPE_SELL)
        count++;
   }

  return count;
 }
//+---------------------------------------------------------------------------+
//| Function to close all positions opened by the magic number or by the user |
//+---------------------------------------------------------------------------+
void CRiskManagemetBase::CloseAllPositions(uint flags = FLAG_CLOSE_ALL_LOSS | FLAG_CLOSE_ALL_PROFIT | FLAG_POSITION_TYPE_BUY | FLAG_POSITION_TYPE_SELL)
 {
  for(int i = (int)this.open_positions.Size() - 1; i >= 0; i--)
   {
    bool close = false;

    if(!PositionSelectByTicket(this.open_positions[i].ticket))
      continue; // Si no se puede seleccionar la posici<EFBFBD>n, continuar

    double profit = PositionGetDouble(POSITION_PROFIT);
    ENUM_POSITION_TYPE type = this.open_positions[i].type;

    // Verificar si el tipo de posici<EFBFBD>n est<EFBFBD> en los flags
    if((type == POSITION_TYPE_BUY && (flags & FLAG_POSITION_TYPE_BUY) == 0)
       || (type == POSITION_TYPE_SELL && (flags & FLAG_POSITION_TYPE_SELL) == 0))
      continue;

    if((flags & FLAG_CLOSE_ALL_PROFIT) != 0 && profit > 0)
     {
      close = trade.PositionClose(this.open_positions[i].ticket);
     }
    else
      if((flags & FLAG_CLOSE_ALL_LOSS) != 0 && profit < 0)
       {
        close = trade.PositionClose(this.open_positions[i].ticket);
       }
   }
 }
//+------------------------------------------------------------------+
#endif
//+------------------------------------------------------------------+