MQLArticles/RM

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RM

Risk management library: position sizing, SL/TP calculation, OCO orders and account-level loss/profit limits.

Main features

• Lot size and SL/TP calculation based on account risk (CRiskManagemet).
• Personal and prop-firm risk profiles (CRiskManagemetPersonal, CRiskManagemetPropFirm).
• Max loss / max profit limits (daily, weekly, monthly, since peak) with automatic position closing — see LossProfit for the full inheritance model.
• OCO (one-cancels-other) order linking.
• Per-account order/position tracking (COrderGestor, CTicketsTable).

Basic usage

Risk management

CRiskManagemet rm;
// Note: "rm" requires the lot, type, max profit and max loss to be reset (etc.)
// before calling functions like GetSL, GetLote, etc.

// Check if a limit was hit
if(g_loss_profit_manager.MaxLossIsSuperated())
  {
   risk.CloseAllPositions();
   CanTrade = false;
  }

// Lot size
double entry_price = 1000.0;
double l = risk.GetLote(ORDER_TYPE_BUY, entry_price, 100, 0);

// Stop loss
long sl = risk.GetSL(ORDER_TYPE_BUY, entry_price, 100, 0);

// And more: GetPositionsTotal, SetStopLoss, CloseAllOrders, GetPositions...

OCO order

COcoOrder oco;

void Function()
{
 unsigned long ticket1 = trade.ResultOrder();
 unsigned long ticket2 = trade.ResultOrder();

 oco.AddOrders(ticket1, ticket2);
}

Only the most representative classes are shown here. See LossProfit/README.md for the max loss/profit inheritance structure.