939 lines
72 KiB
MQL5
939 lines
72 KiB
MQL5
//+------------------------------------------------------------------+
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//| RiskManagement.mqh |
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//| Copyright 2025, Niquel Mendoza. |
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//| https://www.mql5.com/es/users/nique_372/news |
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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/news"
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#property strict
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#ifndef MQLARTICLES_RM_RISKMANAGEMENT_MQH
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#define MQLARTICLES_RM_RISKMANAGEMENT_MQH
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#include "Modificators.mqh"
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/*
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ADVERTENCIA al momeneto de añadir items a esta clase, esta si son dinamicos las eliminara cuidado, como un modificador.
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WARNING when adding items to this class, if they are dynamic, it will remove them carefully, as a modifier.
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*/
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//open_positions
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//+-----------------------------------------------------------------+
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//| Clase Base CRiskManagement |
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//+------------------------------------------------------------------+
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class CRiskManagemet : public CRiskManagemetBase
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{
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protected:
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//---
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CGetLote* get_lote;
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//---
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double chosen_balance;
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//--- Extra Variables
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ENUM_GET_LOT type_get_lot;
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//-- main variables
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long StopLoss; //StopLoss
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double lote; //Last recorded lot
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//--- variables to store the values of the maximum losses
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double nmlpo; //last expected loss
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bool is_init; //flag indicating if it is init
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//--- variables that store percentages and enumeration, which will be used for the subsequent calculation of losses
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CLossProfitManager* loss_profits_manager;
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//--- Modifiers
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CManagerModificator* modificators;
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bool isCachedModifier[LOSS_PROFIT_COUNT];
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//--- general function to assign values to loss variables
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virtual double GetValorWithApplied(double percentage_, ENUM_TYPE_LOSS_PROFIT type, ENUM_APPLIED_PERCENTAGES applied) const override;
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//--- Update profits function
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void UpdateProfit(const double &profit, const double& acc_total_profit);
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virtual void OnOpenTrade() { }
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virtual void OnCloseTrade() { }
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//---
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virtual FuncionLossProfitSuperate SuperateModeToFunctionProfit(ENUM_TYPE_LOSS_PROFIT type) const;
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virtual FuncionLossProfitSuperate SuperateModeToFunctionLoss(ENUM_TYPE_LOSS_PROFIT type) const;
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//---
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virtual void* GetPtrLossProfits() { return &this; }
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public:
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//--- Constructor and Destructor
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CRiskManagemet(ulong _magic, ENUM_GET_LOT type_get_lot_);
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~CRiskManagemet();
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//--- Set
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void EndAddProfitLoss();
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virtual void SetGeneralParameters(MqlParam ¶ms[]) = 0;
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void SetLote(CGetLote* lote_ptr);
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inline void SetStopLoss(double dist_open_sl) { this.StopLoss = (long)ConvertPriceToPoints(_Symbol, dist_open_sl); }
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inline void SetStopLoss(long _sl_point_) { this.StopLoss = _sl_point_; }
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//--- Get losses and profits
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const CLossProfit* const GetLossOrProfit(const ENUM_TYPE_LOSS_PROFIT _type) const { return loss_profits_manager[_type]; }
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//--- Superated funcionts
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const CLossProfitManager* GetLossProfitManager() const { return loss_profits_manager; }
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//--- Add
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void AddModificator(CExtraModifications* modificator); // Modificator pointer
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void AddModificator(CExtraModifications &modificator); // Modificator instance by reference
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bool AddLoss(double _percentage, ENUM_APPLIED_PERCENTAGES _applied, ENUM_RISK_CALCULATION_MODE _mode, ENUM_TYPE_LOSS_PROFIT type, bool strict,
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bool is_dynamic = false, string percentages_to_activate = NULL, string risks_to_be_applied = NULL); // Loss
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bool AddProfit(double _percentage, ENUM_APPLIED_PERCENTAGES _applied, ENUM_RISK_CALCULATION_MODE _mode, ENUM_TYPE_LOSS_PROFIT type, bool is_strict_,
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bool is_dynamic = false, string percentages_to_activate = NULL, string risks_to_be_applied = NULL); // Profit
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//--- Functions inherited from CAccountGestor
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void OnNewProfit(const ROnOpenClosePosition &profit) override;
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virtual void OnOpenClosePosition(const ROnOpenClosePosition &pos) override;
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void OnNewDay(datetime init_time) override;
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void OnNewWeek(datetime init_time) override;
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void OnNewMonth(datetime init_time) override;
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void OnWithdrawalDeposit(double value) override;
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void OnLossProfit(const double& p) override;
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//--- Get the lot using GMPLO and type_get_lot
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double GetLote(ENUM_ORDER_TYPE type, double entry_price, ulong deviation, ulong stop_limit);
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//--- Obtain the SL by risk per operation
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long GetSL(ENUM_ORDER_TYPE type, double entry_price, ulong deviation, ulong stop_limit);
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//--- Functions for working with the get lot size mod
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void TypeGetLot(ENUM_GET_LOT new_get_mode) { this.type_get_lot = new_get_mode; }
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inline ENUM_GET_LOT TypeGetLot() const { return this.type_get_lot; }
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//--- Magic number
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inline ulong MagicNumber() const { return this.magic_number; }
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//--- Risk management type
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virtual inline ENUM_MODE_RISK_MANAGEMENT ModeRiskManagement() const = 0;
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CRiskManagemet::CRiskManagemet(ulong _magic, ENUM_GET_LOT type_get_lot_)
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: CRiskManagemetBase(_magic)
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{
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//---
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this.chosen_balance = AccountInfoDouble(ACCOUNT_BALANCE);
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for(int i = 0 ; i < LOSS_PROFIT_COUNT; i++)
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{
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isCachedModifier[i] = false;
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}
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//---
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this.type_get_lot = type_get_lot_;
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loss_profits_manager = new CLossProfitManager();
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modificators = new CManagerModificator();
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//---
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AddLogger(loss_profits_manager);
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AddLogger(modificators);
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//---
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong position_ticket = PositionGetTicket(i);
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if(!PositionSelectByTicket(position_ticket))
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continue;
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ulong position_magic = PositionGetInteger(POSITION_MAGIC);
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ENUM_POSITION_TYPE type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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if(position_magic == _magic || _magic == NOT_MAGIC_NUMBER)
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{
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Position new_pos;
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new_pos.type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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new_pos.ticket = position_ticket;
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new_pos.profit = GetTotalPositionProfitNoCurrent(new_pos.ticket);
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new_pos.magic = _magic;
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AddArrayNoVerification2(open_positions, new_pos, RISK_MANAGEMENT_RESERVE_POS)
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CRiskManagemet::~CRiskManagemet()
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{
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CleanItems("RiskManagement");
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}
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//+------------------------------------------------------------------+
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//| Function to check if the maximum profit per day was exceeded |
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//+------------------------------------------------------------------+
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__forceinline bool RiskMNormal_IsSuperatedProfit(const double& value, const double& saved_value, void* ptr)
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{
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return (account_status_curr_profit > value);
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}
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//+------------------------------------------------------------------+
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//| Boolean function to check if a loss was overcome |
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//+------------------------------------------------------------------+
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__forceinline bool RiskMNormal_IsSuperatedLoss(const double& value, const double& saved_value, void* ptr)
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{
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return (-account_status_curr_profit) > value;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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FuncionLossProfitSuperate CRiskManagemet::SuperateModeToFunctionProfit(ENUM_TYPE_LOSS_PROFIT type) const
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{
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return RiskMNormal_IsSuperatedProfit;
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}
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//+------------------------------------------------------------------+
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FuncionLossProfitSuperate CRiskManagemet::SuperateModeToFunctionLoss(ENUM_TYPE_LOSS_PROFIT type) const
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{
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return RiskMNormal_IsSuperatedLoss;
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}
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//+------------------------------------------------------------------+
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//| SetLote function |
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//+------------------------------------------------------------------+
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void CRiskManagemet::SetLote(CGetLote *lote_ptr)
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{
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if(CheckPointer(lote_ptr) == POINTER_INVALID)
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{
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LogError("El puntero a CGetlote* es invalido", FUNCION_ACTUAL);
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return;
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}
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//---
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if(CheckPointer(get_lote)) // is not equal to 0 (POINTER_INVALID)
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{
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if(CheckPointer(get_lote) == POINTER_DYNAMIC)
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delete get_lote;
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RemoveLogger(get_lote);
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AddLogger(lote_ptr);
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this.get_lote = lote_ptr;
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return;
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}
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else //Si es null
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{
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AddLogger(lote_ptr);
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this.get_lote = lote_ptr;
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}
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}
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//+------------------------------------------------------------------+
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//| Function that will be executed once all the |
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//| Maximum profit and loss have been added |
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//+------------------------------------------------------------------+
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void CRiskManagemet::EndAddProfitLoss()
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{
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if(is_init)
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return;
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LogInfo(StringFormat("The total size between maximum profit and loss is: %d", loss_profits_manager.SizeValids()), FUNCION_ACTUAL);
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loss_profits_manager.SetValues();
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this.is_init = true;
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}
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//+------------------------------------------------------------------+
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//| Function to add a maximum loss |
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//+------------------------------------------------------------------+
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bool CRiskManagemet::AddLoss(double _percentage, ENUM_APPLIED_PERCENTAGES _applied, ENUM_RISK_CALCULATION_MODE _mode, ENUM_TYPE_LOSS_PROFIT type, bool strict,
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bool is_dynamic = false, string percentages_to_activate = NULL, string risks_to_be_applied = NULL)
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{
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//---
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if(_percentage <= 0.00)
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{
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LogWarning(StringFormat("Invalid percentage %.2f for lost profit %s, will not be added to the main array", _percentage, EnumToString(type)), FUNCION_ACTUAL);
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return false;
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}
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//---
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if(_percentage > 100.00 && _mode == percentage)
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{
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LogWarning(StringFormat("Percentage %.2f for %s exceeds 100%%, limiting to 100%%", _percentage, EnumToString(type)), FUNCION_ACTUAL);
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_percentage = 100.00;
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}
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//---
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const int index = int(type);
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if(index < 3)
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{
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LogError(StringFormat("Invalid maximum loss type: %s (index: %d)", EnumToString(type), index), FUNCION_ACTUAL);
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return false;
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}
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//--- Creamos
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CLossProfit* new_loss = NULL;
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if(_mode == money)
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new_loss = new CLossProfitMoney(false, dynamic_cast<CRiskManagemetBase*>(&this));
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else
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new_loss = new CLossProfitPercentage(false, dynamic_cast<CRiskManagemetBase*>(&this));
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//---
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new_loss.SetProperties(_percentage, _applied, type, SuperateModeToFunctionLoss(type), strict);
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//---
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if(!loss_profits_manager.Add(new_loss))
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{
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delete new_loss;
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return false;
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}
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//---
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new_loss.SetPtrSuperated(GetPtrLossProfits());
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//---
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if(is_dynamic == true && percentages_to_activate != NULL && risks_to_be_applied != NULL)
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{
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if(!isCachedModifier[index])
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{
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new_loss.SetDynamic(percentages_to_activate, risks_to_be_applied, this.chosen_balance);
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LogInfo(StringFormat("Dynamic maximum loss %s successfully configured", EnumToString(type)), FUNCION_ACTUAL);
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}
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else
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{
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LogError(StringFormat("Maximum loss %s already has an active modifier", EnumToString(type)), FUNCION_ACTUAL);
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}
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}
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else
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{
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LogInfo(StringFormat("Maximum loss %s added: %.2f%%", EnumToString(type), _percentage), FUNCION_ACTUAL);
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Function to add a maximum gain |
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//+------------------------------------------------------------------+
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bool CRiskManagemet::AddProfit(double _percentage, ENUM_APPLIED_PERCENTAGES _applied, ENUM_RISK_CALCULATION_MODE _mode, ENUM_TYPE_LOSS_PROFIT type, bool is_strict_,
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bool is_dynamic = false, string percentages_to_activate = NULL, string risks_to_be_applied = NULL)
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{
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//---
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if(_percentage <= 0.00)
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{
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LogWarning(StringFormat("Invalid percentage %.2f for maximum gain %s, will not be added to the main array", _percentage, EnumToString(type)), FUNCION_ACTUAL);
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return false;
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}
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//---
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if(_percentage > 100.00 && _mode == percentage)
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{
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LogWarning(StringFormat("Percentage %.2f for %s exceeds 100%%, limiting to 100%%", _percentage, EnumToString(type)), FUNCION_ACTUAL);
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_percentage = 100.00;
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}
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//---
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const int index = int(type);
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if(index >= 3)
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{
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LogError(StringFormat("Invalid maximum gain type: %s (index: %d)", EnumToString(type), index), FUNCION_ACTUAL);
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return false;
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}
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//---
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CLossProfit* new_profit = NULL;
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if(_mode == money)
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new_profit = new CLossProfitMoney(false, dynamic_cast<CRiskManagemetBase*>(&this));
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else
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new_profit = new CLossProfitPercentage(false, dynamic_cast<CRiskManagemetBase*>(&this));
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//---
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new_profit.SetProperties(_percentage, _applied, type, SuperateModeToFunctionProfit(type), is_strict_);
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//---
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if(!loss_profits_manager.Add(new_profit))
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{
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delete new_profit;
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return false;
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}
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//---
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new_profit.SetPtrSuperated(GetPtrLossProfits());
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//---
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if(is_dynamic == true && percentages_to_activate != NULL && risks_to_be_applied != NULL)
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{
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if(!isCachedModifier[index])
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{
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new_profit.SetDynamic(percentages_to_activate, risks_to_be_applied, this.chosen_balance);
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LogInfo(StringFormat("Maximum dynamic gain %s successfully set", EnumToString(type)), FUNCION_ACTUAL);
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}
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else
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{
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LogError(StringFormat("Maximum gain %s already has an active modifier", EnumToString(type)), FUNCION_ACTUAL);
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}
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}
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else
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{
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LogInfo(StringFormat("Maximum gain %s added: %.2f%%", EnumToString(type), _percentage), FUNCION_ACTUAL);
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Function to add a risk modifier |
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//+------------------------------------------------------------------+
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void CRiskManagemet::AddModificator(CExtraModifications *modificator)
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{
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//--- Check pointer
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if(!CheckPointer(modificator))
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{
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LogError("The risk modifier is null-invalid", FUNCION_ACTUAL);
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return;
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}
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//--- Property to be modified is invalid ?
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const ENUM_TYPE_LOSS_PROFIT loss_or_profit = modificator.MaximumProfitOrLossAModify();
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if(loss_or_profit == WRONG_VALUE)
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{
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LogError("The risk modifier does not modify any risk.", FUNCION_ACTUAL);
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return;
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}
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//--- Property to modify is "empty" ?
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if(loss_profits_manager[loss_or_profit].IsEmpty())
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{
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LogError(StringFormat("The property to be modified %s is not defined", EnumToString(loss_or_profit)), FUNCION_ACTUAL);
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return;
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}
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//--- Is the loss_or_profit already dynamic ?
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if(loss_profits_manager[loss_or_profit].IsDynamicMode())
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{
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LogError(StringFormat("The property to be modified %s is already dynamic", EnumToString(loss_or_profit)), FUNCION_ACTUAL);
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return;
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}
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//---
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const int index = int(loss_or_profit);
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if(isCachedModifier[index])
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{
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LogWarning(StringFormat("The property to be modified %s is already being modified", EnumToString(loss_or_profit)), FUNCION_ACTUAL);
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return;
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}
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//---
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modificator.SetPointer(loss_profits_manager[loss_or_profit]);
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ModfierInitInfo init;
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init.balance = this.chosen_balance;
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init.magic = this.magic_number;
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modificator.OnInitModifier(init);
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LogCaution(StringFormat("The modifier '%s' is being added\nThis will modify the property '%s'", modificator.Name(), loss_profits_manager[loss_or_profit].Name()), FUNCION_ACTUAL);
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//--- Add
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modificators.AddItemFast(modificator); // We use the fast version (we already did all the checkpointer checks etc.)
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//---
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isCachedModifier[index] = true;
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}
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//+------------------------------------------------------------------+
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//| Function to add a risk modifier |
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//+------------------------------------------------------------------+
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void CRiskManagemet::AddModificator(CExtraModifications & modificator)
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{
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AddModificator(&modificator);
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}
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//+----------------------------------------------------------------------------------+
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//| Get the ideal stop loss based on a specified lot and the maximum loss per trade |
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//+----------------------------------------------------------------------------------+
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long CRiskManagemet::GetSL(ENUM_ORDER_TYPE type, double entry_price, ulong deviation, ulong stop_limit)
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{
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if(loss_profits_manager[LP_GMLPO].IsEmpty())
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{
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LogCriticalError("GMLPO not configured: Stop Loss cannot be calculated", FUNCION_ACTUAL);
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Remover();
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return 0;
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}
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double lot;
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long sl = get_lote.CalculateSL(type, loss_profits_manager[LP_GMLPO].GetValue(), entry_price, lot, deviation, stop_limit);
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//If there is an error or the SL is invalid, it is printed in CGetLote
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return sl;
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}
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//+-----------------------------------------------------------------------------------------------+
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//| Function to obtain the ideal lot based on the maximum loss per operation and the stop loss |
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//+-----------------------------------------------------------------------------------------------+
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double CRiskManagemet::GetLote(ENUM_ORDER_TYPE type, double entry_price, ulong deviation, ulong stop_limit)
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{
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if(loss_profits_manager[LP_GMLPO].IsEmpty())
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{
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LogCriticalError("GMLPO not configured: unable to calculate lot size", FUNCION_ACTUAL);
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Remover();
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this.lote = 0.00;
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return this.lote;
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}
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if(this.type_get_lot == GET_LOT_BY_STOPLOSS_AND_RISK_PER_OPERATION)
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{
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|
double MaxLote = get_lote.GetMaxLote(type, entry_price, deviation, stop_limit); // We do not check max batch data that is done in GetLote... of CGetLote
|
|
this.lote = get_lote.GetLoteByRiskPerOperationAndSL(MaxLote, loss_profits_manager[LP_GMLPO].GetValue(), this.nmlpo, this.StopLoss);
|
|
}
|
|
else
|
|
this.lote = get_lote.GetLoteByRiskPerOperation(type, loss_profits_manager[LP_GMLPO].GetValue(), entry_price, deviation, stop_limit); // If it is less than the minimum batch, a message is printed in CGetLote
|
|
|
|
return this.lote;
|
|
}
|
|
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function to update profits |
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemet::UpdateProfit(const double &profit, const double& acc_total_profit)
|
|
{
|
|
//--- Update profits
|
|
this.monthly_profit += profit;
|
|
this.daily_profit += profit;
|
|
this.weekly_profit += profit;
|
|
this.gross_profit += profit;
|
|
|
|
//---
|
|
if(IsInfoLogEnabled())
|
|
{
|
|
FastLog(FUNCION_ACTUAL, INFO_TEXT, "New profits:");
|
|
Print("Daily Profit: ", this.daily_profit);
|
|
Print("Gross profit: ", this.gross_profit);
|
|
Print("Weekly Profit: ", this.weekly_profit);
|
|
Print("Monthly Profit: ", this.monthly_profit);
|
|
}
|
|
|
|
//---
|
|
this.account_profit = acc_total_profit; // Set Account total profit
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemet::OnLossProfit(const double& p)
|
|
{
|
|
if(p < 0.00 || p > 0.00)
|
|
loss_profits_manager.OnProfit(p);
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Initial profit update |
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemet::OnNewProfit(const ROnOpenClosePosition &profit)
|
|
{
|
|
//---Dates
|
|
this.last_day_time = iTime(_Symbol, PERIOD_D1, 0);
|
|
this.last_weekly_time = iTime(_Symbol, PERIOD_W1, 0);
|
|
this.last_monthly_time = iTime(_Symbol, PERIOD_MN1, 0);
|
|
this.init_trade_time = this.magic_number != NOT_MAGIC_NUMBER ? TimeCurrent() : D'1972.01.01 00:00';
|
|
|
|
//--- Set internal profits
|
|
this.account_profit = GetNetProfitSince(true, this.magic_number, D'1972.01.01 00:00');
|
|
this.daily_profit = GetNetProfitSince((this.magic_number == NOT_MAGIC_NUMBER ? true : false), this.magic_number, this.last_day_time);
|
|
this.weekly_profit = GetNetProfitSince((this.magic_number == NOT_MAGIC_NUMBER ? true : false), this.magic_number, this.last_weekly_time);
|
|
this.gross_profit = GetNetProfitSince((this.magic_number == NOT_MAGIC_NUMBER ? true : false), this.magic_number, this.init_trade_time);
|
|
this.monthly_profit = GetNetProfitSince((this.magic_number == NOT_MAGIC_NUMBER ? true : false), this.magic_number, this.last_monthly_time);
|
|
|
|
//--- Info
|
|
if(IsInfoLogEnabled())
|
|
{
|
|
FastLog(FUNCION_ACTUAL, INFO_TEXT, "New profits:");
|
|
Print("Daily Profit: ", this.daily_profit);
|
|
Print("Gross profit: ", this.gross_profit);
|
|
Print("Weekly Profit: ", this.weekly_profit);
|
|
Print("Monthly Profit: ", this.monthly_profit);
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| OnTradeTransaction Event |
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemet::OnOpenClosePosition(const ROnOpenClosePosition &pos)
|
|
{
|
|
|
|
|
|
if(pos.deal_entry_type == DEAL_ENTRY_IN && (this.magic_number == pos.position.magic || this.magic_number == NOT_MAGIC_NUMBER))
|
|
{
|
|
LogInfo(StringFormat("Position %I64u added to internal tickets", pos.position.ticket), FUNCION_ACTUAL);
|
|
|
|
//--- Activate the flag
|
|
this.positions_open = true;
|
|
|
|
//--- Execute the virtual function
|
|
OnOpenTrade();
|
|
|
|
//--- If there are modifiers then execute the OnOpenPosition function
|
|
if(modificators.Size() > 0)
|
|
{
|
|
ModifierOnOpenCloseStruct new_mod;
|
|
|
|
// Position
|
|
new_mod.position = pos.position;
|
|
|
|
// Profits
|
|
new_mod.profit_diario = this.daily_profit;
|
|
new_mod.profit_mensual = this.monthly_profit;
|
|
new_mod.profit_semanal = this.weekly_profit;
|
|
new_mod.profit_total = this.gross_profit;
|
|
|
|
// Deal
|
|
new_mod.deal_profit = pos.deal_profit;
|
|
new_mod.deal_ticket = pos.deal_ticket;
|
|
new_mod.deal_entry_type = pos.deal_entry_type;
|
|
new_mod.deal_reason = pos.deal_reason;
|
|
modificators.OnOpenPosition(new_mod);
|
|
}
|
|
//--- Add the operation to positions opened by the Magic
|
|
AddArrayNoVerification2(open_positions, pos.position, RISK_MANAGEMENT_RESERVE_POS);
|
|
return;
|
|
}
|
|
|
|
if(pos.deal_entry_type != DEAL_ENTRY_OUT)
|
|
return;
|
|
|
|
//---
|
|
if(RemoveIndexFromAnArrayOfPositions(this.open_positions, pos.position.ticket, RISK_MANAGEMENT_RESERVE_POS))
|
|
{
|
|
//--- Logs
|
|
LogCaution(StringFormat("Position with ticket %I64u has been closed", pos.position.ticket), FUNCION_ACTUAL);
|
|
LogInfo(StringFormat("Total number of positions for magic number %u is: %d", this.magic_number, this.GetPositionsTotal()), FUNCION_ACTUAL);
|
|
|
|
//--- Update internal profits
|
|
UpdateProfit(pos.position.profit, pos.account_profit_total);
|
|
|
|
//--- Update risks (dynamic)
|
|
loss_profits_manager.CheckDynamic();
|
|
|
|
//--- If there are no more positions, deactivate the flag
|
|
if(GetPositionsTotal() == 0)
|
|
this.positions_open = false;
|
|
|
|
//--- Execute the function that runs every time a position closes
|
|
OnCloseTrade();
|
|
|
|
//--- If there are modifiers, execute OnOpenClosePosition
|
|
if(modificators.Size() > 0)
|
|
{
|
|
ModifierOnOpenCloseStruct new_mod;
|
|
|
|
// Profit
|
|
new_mod.profit_diario = this.daily_profit;
|
|
new_mod.profit_mensual = this.monthly_profit;
|
|
new_mod.profit_semanal = this.weekly_profit;
|
|
new_mod.profit_total = this.gross_profit;
|
|
|
|
// Position
|
|
new_mod.position = pos.position;
|
|
|
|
// Deal
|
|
new_mod.deal_profit = pos.deal_profit;
|
|
new_mod.deal_ticket = pos.deal_ticket;
|
|
new_mod.deal_entry_type = pos.deal_entry_type;
|
|
new_mod.deal_reason = pos.deal_reason;
|
|
modificators.OnClosePosition(new_mod);
|
|
}
|
|
|
|
//--- Set the new GMLPO value
|
|
loss_profits_manager[LP_GMLPO].Set(); // Empty check is done internally
|
|
}
|
|
else // In case a position closes but it's not from the current bot, we need to update profits (Possibly it was closed by the trader or another bot)
|
|
{
|
|
//--- Udpate profit
|
|
UpdateProfit(pos.position.profit, pos.account_profit_total);
|
|
|
|
//--- Set GMLPO
|
|
loss_profits_manager[LP_GMLPO].Set(); // Empty check is done internally
|
|
}
|
|
|
|
// Partials are not necessary since we did that to ensure trans.position profit also counts the partial close, the other class already does that.
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function that runs every new day |
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemet::OnNewDay(datetime init_time)
|
|
{
|
|
this.daily_profit = 0.00;
|
|
this.last_day_time = init_time;
|
|
modificators.OnNewDay();
|
|
|
|
//--- MDL
|
|
if(loss_profits_manager[LP_MDL].Set()) // If the value could be set (means it is not empty)
|
|
loss_profits_manager[LP_MDL].SetSavedValue();
|
|
|
|
//--- MDP
|
|
if(loss_profits_manager[LP_MDP].Set()) // If the value could be set (means it is not empty)
|
|
loss_profits_manager[LP_MDP].SetSavedValue();
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function that runs every new week |
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemet::OnNewWeek(datetime init_time)
|
|
{
|
|
this.last_weekly_time = init_time;
|
|
this.weekly_profit = 0.00;
|
|
|
|
//--- MWL
|
|
if(loss_profits_manager[LP_MWL].Set()) // If the value could be set (means it is not empty)
|
|
loss_profits_manager[LP_MWL].SetSavedValue();
|
|
|
|
//--- MWP
|
|
if(loss_profits_manager[LP_MWP].Set()) // If the value could be set (means it is not empty)
|
|
loss_profits_manager[LP_MWP].SetSavedValue();
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function that runs every new month |
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemet::OnNewMonth(datetime init_time)
|
|
{
|
|
this.last_monthly_time = init_time;
|
|
this.monthly_profit = 0.00;
|
|
|
|
//--- MML
|
|
if(loss_profits_manager[LP_MML].Set()) // If the value could be set (means it is not empty)
|
|
loss_profits_manager[LP_MML].SetSavedValue();
|
|
|
|
//--- MMP
|
|
if(loss_profits_manager[LP_MMP].Set()) // If the value could be set (means it is not empty)
|
|
loss_profits_manager[LP_MMP].SetSavedValue();
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function to obtain the value of a loss or gain based |
|
|
//| on the applied value (balance, free margin, equity, net profit) |
|
|
//+------------------------------------------------------------------+
|
|
double CRiskManagemet::GetValorWithApplied(double percentage_, ENUM_TYPE_LOSS_PROFIT type, ENUM_APPLIED_PERCENTAGES applied) const
|
|
{
|
|
switch(applied)
|
|
{
|
|
case Balance:
|
|
return ((percentage_ * 0.01) * AccountInfoDouble(ACCOUNT_BALANCE));
|
|
case ganancianeta:
|
|
{
|
|
if(this.account_profit <= 0.0000001)
|
|
{
|
|
LogError(StringFormat("The total profit of the account which is %+.2f is invalid or negative", this.account_profit), FUNCION_ACTUAL);
|
|
return 0;
|
|
}
|
|
else
|
|
return ((percentage_ * 0.01) * this.account_profit);
|
|
}
|
|
case free_margin:
|
|
{
|
|
if(AccountInfoDouble(ACCOUNT_MARGIN_FREE) <= 0.00000000001)
|
|
{
|
|
LogError(StringFormat("Free margin of %+.2f is invalid", AccountInfoDouble(ACCOUNT_MARGIN_FREE)), FUNCION_ACTUAL);
|
|
return 0;
|
|
}
|
|
else
|
|
return ((percentage_ * 0.01) * AccountInfoDouble(ACCOUNT_MARGIN_FREE));
|
|
}
|
|
case equity:
|
|
return ((percentage_ * 0.01) * AccountInfoDouble(ACCOUNT_EQUITY));
|
|
default:
|
|
LogFatalError(StringFormat("It was not found that: %s be part of the allowed enumeration", EnumToString(applied)), FUNCION_ACTUAL);
|
|
}
|
|
//---
|
|
return 0.00;
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
//--- Define dangerous, if disabled it could increase the risk strongly, for safety reasons do not comment on it
|
|
#define RISK_MANAGEMENT_UPDATE_CHOSEN_BALANCE_DEPOSIT_WITDRAWAL
|
|
|
|
//---
|
|
void CRiskManagemet::OnWithdrawalDeposit(double value) override
|
|
{
|
|
// Function that is executed every time a device or profit occurs
|
|
//--- Uodate
|
|
#ifdef RISK_MANAGEMENT_UPDATE_CHOSEN_BALANCE_DEPOSIT_WITDRAWAL
|
|
this.chosen_balance += value;
|
|
loss_profits_manager.SetNewChossenBalanceForDynamicsAndSet(chosen_balance, true);
|
|
#else
|
|
loss_profits_manager.SetValuesAndDynamic();
|
|
#endif
|
|
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Clase de gestion de riesgo normal |
|
|
//+------------------------------------------------------------------+
|
|
class CRiskManagemetPersonal : public CRiskManagemet
|
|
{
|
|
public:
|
|
CRiskManagemetPersonal(ulong _magic, ENUM_GET_LOT _get)
|
|
: CRiskManagemet(_magic, _get) { }
|
|
|
|
inline ENUM_MODE_RISK_MANAGEMENT ModeRiskManagement() const override final { return risk_mode_personal_account; }
|
|
void SetGeneralParameters(MqlParam ¶ms[]) override { } // No extra parameters required
|
|
};
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Clase de gestion de riesgo para propfirms que usen riesgo |
|
|
//| Diario dinamico |
|
|
//+------------------------------------------------------------------+
|
|
//---
|
|
class CRiskManagemetPropFirm : public CRiskManagemet
|
|
{
|
|
private:
|
|
double account_balance_propfirm; // Balance incial del challenge
|
|
|
|
//---
|
|
double GetValorWithApplied(double percentage_, ENUM_TYPE_LOSS_PROFIT type, ENUM_APPLIED_PERCENTAGES applied) const override;
|
|
FuncionLossProfitSuperate SuperateModeToFunctionLoss(ENUM_TYPE_LOSS_PROFIT type) const override;
|
|
// void* GetPtrLossProfits() override { return &this; }
|
|
|
|
public:
|
|
CRiskManagemetPropFirm(ulong _magic, ENUM_GET_LOT type_get_lot_)
|
|
: CRiskManagemet(_magic, type_get_lot_) { }
|
|
|
|
|
|
//--- General
|
|
void SetGeneralParameters(MqlParam ¶ms[]) override;
|
|
__forceinline double GetAccountBalancePropFirm() const { return account_balance_propfirm; }
|
|
|
|
|
|
//---
|
|
inline ENUM_MODE_RISK_MANAGEMENT ModeRiskManagement() const override final { return risk_mode_propfirm_dynamic_daiy_loss; }
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
inline bool RiskMPropFirmFN_FTMO_IsSuperatedLoss(const double& value, const double& saved_value, void* ptr)
|
|
{
|
|
return AccountInfoDouble(ACCOUNT_EQUITY) < (((CRiskManagemetPropFirm*)ptr).GetAccountBalancePropFirm() - saved_value);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
FuncionLossProfitSuperate CRiskManagemetPropFirm::SuperateModeToFunctionLoss(ENUM_TYPE_LOSS_PROFIT type) const
|
|
{
|
|
if(type == LP_ML)
|
|
return RiskMPropFirmFN_FTMO_IsSuperatedLoss;
|
|
|
|
return CRiskManagemet::SuperateModeToFunctionLoss(type);
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
void CRiskManagemetPropFirm::SetGeneralParameters(MqlParam & params[]) override
|
|
{
|
|
account_balance_propfirm = params[0].double_value;
|
|
this.chosen_balance = account_balance_propfirm;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
double CRiskManagemetPropFirm::GetValorWithApplied(double percentage_, ENUM_TYPE_LOSS_PROFIT type, ENUM_APPLIED_PERCENTAGES applied) const override
|
|
{
|
|
if(type == LP_ML || type == LP_MDL)
|
|
return account_balance_propfirm * (percentage_ * 0.01);
|
|
|
|
return CRiskManagemet::GetValorWithApplied(percentage_, type, applied);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Clase manager para poder obtener un puntero |
|
|
//| En base al tipo de gestion de riesgo |
|
|
//+------------------------------------------------------------------+
|
|
class CRiskPointer
|
|
{
|
|
private:
|
|
RiskParams parametros[];
|
|
ulong magic;
|
|
ENUM_GET_LOT type_get_lot;
|
|
|
|
public:
|
|
CRiskPointer(ulong _magic, ENUM_GET_LOT _Get);
|
|
void SetPropirm(double account_balance_propfirm);
|
|
CRiskManagemet* GetRiskPointer(ENUM_MODE_RISK_MANAGEMENT mode);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Obtener el puntero de CRiskManagement |
|
|
//+------------------------------------------------------------------+
|
|
CRiskManagemet* CRiskPointer::GetRiskPointer(ENUM_MODE_RISK_MANAGEMENT mode)
|
|
{
|
|
CRiskManagemet *new_risk = NULL;
|
|
|
|
//---
|
|
switch(mode)
|
|
{
|
|
case risk_mode_personal_account:
|
|
{
|
|
new_risk = new CRiskManagemetPersonal(this.magic, this.type_get_lot);
|
|
break;
|
|
}
|
|
case risk_mode_propfirm_dynamic_daiy_loss:
|
|
{
|
|
new_risk = new CRiskManagemetPropFirm(this.magic, this.type_get_lot);
|
|
|
|
if(ArraySize(parametros[1].params) < 1)
|
|
{
|
|
Print(__FUNCTION__, ": Critical error | The parameter array for prop firm mode has not been populated.");
|
|
Remover();
|
|
break;
|
|
}
|
|
|
|
new_risk.SetGeneralParameters(parametros[1].params);
|
|
break;
|
|
}
|
|
default:
|
|
Print(__FUNCTION__, ": Critical error | The type: ", EnumToString(mode), " It is invalid");
|
|
break;
|
|
}
|
|
|
|
//---
|
|
if(CheckPointer(new_risk) == POINTER_INVALID)
|
|
{
|
|
Print(__FUNCTION__, ": Critical error | The pointer to CRiskManagement* is invalid");
|
|
return NULL;
|
|
}
|
|
|
|
//---
|
|
return new_risk;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Constructor |
|
|
//+------------------------------------------------------------------+
|
|
CRiskPointer::CRiskPointer(ulong _magic, ENUM_GET_LOT _Get)
|
|
{
|
|
this.magic = _magic;
|
|
this.type_get_lot = _Get;
|
|
|
|
ArrayResize(parametros, 2);
|
|
|
|
parametros[0].mode = risk_mode_personal_account;
|
|
parametros[1].mode = risk_mode_propfirm_dynamic_daiy_loss;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Para setear el modo de gestion de riesgo propfirm |
|
|
//+------------------------------------------------------------------+
|
|
void CRiskPointer::SetPropirm(double account_balance_propfirm)
|
|
{
|
|
ArrayFree(parametros[1].params);
|
|
ArrayResize(parametros[1].params, 2);
|
|
parametros[1].params[0].double_value = account_balance_propfirm;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
#endif // MQLARTICLES_RM_RISKMANAGEMENT_MQH
|
|
//+------------------------------------------------------------------+
|