7e5ff17b47
- Ahora todas las maximas gancnais y perdidias filtrar por numero magico (asi que ya no es "global")
293 lines
23 KiB
MQL5
293 lines
23 KiB
MQL5
//+------------------------------------------------------------------+
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//| MaxLosses.mqh |
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//| Copyright 2025, Niquel Mendoza. |
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//| https://www.mql5.com/es/users/nique_372 |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, Niquel Mendoza."
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#property link "https://www.mql5.com/es/users/nique_372"
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#property strict
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#ifndef MQLARTICLES_RM_LOSSPROFIT_BASIC_MAXLOSSES_MQH
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#define MQLARTICLES_RM_LOSSPROFIT_BASIC_MAXLOSSES_MQH
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//+------------------------------------------------------------------+
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//| Include |
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//+------------------------------------------------------------------+
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#include "Classes.mqh"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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class CLossLossGmlpo : public CLossProfitBaseLoss<TPadre>
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{
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public:
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CLossLossGmlpo(bool empty, CRiskManagemetBase* risk_pointer);
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~CLossLossGmlpo(void) {}
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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template <typename TPadre> CLossLossGmlpo::CLossLossGmlpo(bool empty, CRiskManagemetBase *risk_pointer)
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: CLossProfitBaseLoss<TPadre>(LOSSPROFIT_TYPE_GMLPO, empty, false, risk_pointer)
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{
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}
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//+------------------------------------------------------------------+
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//| MDL - Maximum Daily Loss |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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class CLossLossMaxDaily : public CLossProfitBaseLoss<TPadre>
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{
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public:
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CLossLossMaxDaily(bool empty, CRiskManagemetBase* risk_pointer);
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~CLossLossMaxDaily(void) { if(!m_empty_flag && CBasicEvents::IsActive()) CBasicEvents::UnregisterEvent(&this, BASICEVENT_REG_FLAG_ON_NEW_DAY); }
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//---
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void OnNewDay(const datetime curr_time) override final;
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};
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//+------------------------------------------------------------------+
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template <typename TPadre> CLossLossMaxDaily::CLossLossMaxDaily(bool empty, CRiskManagemetBase *risk_pointer)
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: CLossProfitBaseLoss<TPadre>(LOSSPROFIT_TYPE_MDL, empty, false, risk_pointer)
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{
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if(empty)
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return;
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CBasicEvents::RegisterEvent(&this, BASICEVENT_REG_FLAG_ON_NEW_DAY); // Registramos para recibir OnNewDay
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}
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//+------------------------------------------------------------------+
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template <typename TPadre>
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void CLossLossMaxDaily::OnNewDay(const datetime curr_time)
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{
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if(Set())
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m_saved_value = m_lp.value;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| MWL - Maximum Weekly Loss |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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class CLossLossMaxWeekly : public CLossProfitBaseLoss<TPadre>
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{
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public:
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CLossLossMaxWeekly(bool empty, CRiskManagemetBase* risk_pointer);
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~CLossLossMaxWeekly(void) { if(!m_empty_flag && CBasicEvents::IsActive()) CBasicEvents::UnregisterEvent(&this, BASICEVENT_REG_FLAG_ON_NEW_WEEK); }
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//---
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void OnNewWeek(const datetime curr_time) override final;
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};
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//+------------------------------------------------------------------+
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template <typename TPadre> CLossLossMaxWeekly::CLossLossMaxWeekly(bool empty, CRiskManagemetBase *risk_pointer)
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: CLossProfitBaseLoss<TPadre>(LOSSPROFIT_TYPE_MWL, empty, false, risk_pointer)
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{
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if(empty)
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return;
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CBasicEvents::RegisterEvent(&this, BASICEVENT_REG_FLAG_ON_NEW_WEEK); // Registramos para recibir OnNewWeek
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}
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//+------------------------------------------------------------------+
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template <typename TPadre>
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void CLossLossMaxWeekly::OnNewWeek(const datetime curr_time)
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{
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if(Set())
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m_saved_value = m_lp.value;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| MML - Maximum Monthly Loss |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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class CLossLossMaxMon : public CLossProfitBaseLoss<TPadre>
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{
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public:
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CLossLossMaxMon(bool empty, CRiskManagemetBase* risk_pointer);
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~CLossLossMaxMon(void) { if(!m_empty_flag && CBasicEvents::IsActive()) CBasicEvents::UnregisterEvent(&this, BASICEVENT_REG_FLAG_ON_NEW_MON); }
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//---
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void OnNewMonth(const datetime curr_time) override final;
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};
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//+------------------------------------------------------------------+
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template <typename TPadre> CLossLossMaxMon::CLossLossMaxMon(bool empty, CRiskManagemetBase *risk_pointer)
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: CLossProfitBaseLoss<TPadre>(LOSSPROFIT_TYPE_MML, empty, false, risk_pointer)
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{
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if(empty)
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return;
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CBasicEvents::RegisterEvent(&this, BASICEVENT_REG_FLAG_ON_NEW_MON); // Registramos para recibir OnNewMonth
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}
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//+------------------------------------------------------------------+
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template <typename TPadre>
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void CLossLossMaxMon::OnNewMonth(const datetime curr_time)
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{
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if(Set())
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m_saved_value = m_lp.value;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| ML - Maximum Loss (sin reseteo temporal) |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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class CLossLossMax : public CLossProfitBaseLoss<TPadre>
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{
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public:
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CLossLossMax(bool empty, CRiskManagemetBase* risk_pointer);
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~CLossLossMax(void) {}
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};
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//+------------------------------------------------------------------+
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template <typename TPadre> CLossLossMax::CLossLossMax(bool empty, CRiskManagemetBase *risk_pointer)
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: CLossProfitBaseLoss<TPadre>(LOSSPROFIT_TYPE_ML, empty, false, risk_pointer)
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{
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// No registra eventos temporales - tracking continuo
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Pérdida máxima desde pico |
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//+------------------------------------------------------------------+
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#define LOSSPROFIT_MAXLOSS_FLAG_PICO_LISTO (1)
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template <typename TPadre>
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class CLossLossMaxDesdeArriba : public CLossProfitBaseLoss<TPadre>
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{
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private:
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uint8_t m_flags;
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double m_positive_profit;
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double m_max_positive_profit;
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FuncionLossProfitSuperate m_func_base;
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//---
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void OnSuperated() override final;
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public:
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CLossLossMaxDesdeArriba(bool empty, CRiskManagemetBase* risk_pointer);
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~CLossLossMaxDesdeArriba(void) {}
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//---
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void OnLossProfit(const double p) override final;
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//---
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void Init(double _percentage, ENUM_APPLIED_PERCENTAGES _applied, bool _is_strict, FuncionLossProfitSuperate fsup);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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template <typename TPadre> CLossLossMaxDesdeArriba::CLossLossMaxDesdeArriba(bool empty, CRiskManagemetBase *risk_pointer)
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: CLossProfitBaseLoss<TPadre>(LOSSPROFIT_TYPE_MDDPICO, empty, true, risk_pointer), m_func_base(NULL),
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m_positive_profit(0.00), m_max_positive_profit(0.00),
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m_flags(0)
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{
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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void CLossLossMaxDesdeArriba::Init(double _percentage, ENUM_APPLIED_PERCENTAGES _applied, bool _is_strict, FuncionLossProfitSuperate fsup)
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{
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if(m_empty_flag)
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return;
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if(fsup == NULL)
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{
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LogError("Function superation cannot be NULL", FUNCION_ACTUAL);
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return;
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}
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m_func_base = fsup;
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CLossProfitBaseLoss<TPadre>::Init(_percentage, _applied, _is_strict, fsup); // Llamamos a la del padre
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m_funcion_check_sup = LossProfitEmptyFuncionSup;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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void CLossLossMaxDesdeArriba::OnSuperated()
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{
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m_flags = 0;
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m_positive_profit = 0.00;
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m_max_positive_profit = 0.00;
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m_funcion_check_sup = LossProfitEmptyFuncionSup;
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if(Set())
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m_saved_value = m_lp.value;
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#ifdef MORE_INFO_LOSS_PROFIT_DEFINE
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LogInfo("Drawdown limit reached, resetting to search new peak", FUNCION_ACTUAL);
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#endif
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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template <typename TPadre>
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void CLossLossMaxDesdeArriba::OnLossProfit(const double p)
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{
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//---
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if(m_magic_number != NOT_MAGIC_NUMBER && m_magic_number != account_status.LastDealMagic())
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return;
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//---
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const bool is_loss = (p < 0.00);
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m_positive_profit += p;
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//--- Nuevo pico detectado - recalcular objetivo
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if(m_positive_profit > m_max_positive_profit)
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{
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//--- Calculamos el nuevo valor (pérdida máxima desde este pico)
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if(Set())
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m_saved_value = m_lp.value;
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m_flags = 0;
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m_max_positive_profit = m_positive_profit;
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m_funcion_check_sup = LossProfitEmptyFuncionSup; // Volver a buscar pico
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#ifdef MORE_INFO_LOSS_PROFIT_DEFINE
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LogInfo(StringFormat("New peak detected: %.2f, DD limit: %.2f", m_max_positive_profit, m_saved_value), FUNCION_ACTUAL);
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#endif
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}
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//--- Primera pérdida después de pico - activar tracking
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if(is_loss && m_max_positive_profit != 0.00 && (m_flags & LOSSPROFIT_MAXLOSS_FLAG_PICO_LISTO) == 0)
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{
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m_flags |= LOSSPROFIT_MAXLOSS_FLAG_PICO_LISTO;
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m_funcion_check_sup = m_func_base; // Activar verificación real
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#ifdef MORE_INFO_LOSS_PROFIT_DEFINE
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LogInfo("Drawdown tracking activated", FUNCION_ACTUAL);
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#endif
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}
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//--- Ajustar valor si estamos tracking drawdown
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if((m_flags & LOSSPROFIT_MAXLOSS_FLAG_PICO_LISTO) != 0)
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{
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if(is_loss) // Pérdida - aumenta el drawdown
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{
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m_lp.value += p; // p es negativo, suma a pérdida acumulada
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}
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else
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if(p > 0.00) // Profit - reduce el drawdown
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{
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const double nv = m_lp.value + p;
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m_lp.value = (!m_strict && nv > m_saved_value) ? nv : m_saved_value;
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}
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}
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}
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//+------------------------------------------------------------------+
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#endif // MQLARTICLES_RM_LOSSPROFIT_BASIC_MAXLOSSES_MQH
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