UTE/Strategy/MoneyManagment.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                               MoneyManagment.mqh |
//|           Copyright 2016, Vasiliy Sokolov, St-Petersburg, Russia |
//|                                https://www.mql5.com/ru/users/c-4 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, Vasiliy Sokolov."
#property link      "https://www.mql5.com/ru/users/c-4"
#include "XML\XMLbase.mqh"
#include "Message.mqh"
#include "Logs.mqh"
//+------------------------------------------------------------------+
//| "8? C?@02;5=8O :0?8B0;><.                                        |
//+------------------------------------------------------------------+
enum ENUM_MM_TYPE
  {
   MM_FIX_LOT,                       // $8:A8@>20==K9 ;>B
   MM_PERCENT_DEPO,                  // @>F5=B >B 45?>78B0
   MM_PERCENT_SL                     // @>F5=B >B SL
  };
//input ENUM_MM_TYPE TypeMM;           // "8? C?@02;5=8O MM
//input double       FixLotOrPercent;  // $8:A. ;>B 8;8 %
//+------------------------------------------------------------------+
//| >4C;L C?@02;5=85 :0?8B0;><.                                     |
//+------------------------------------------------------------------+
class CMoneyManagment
  {
private:
   ENUM_MM_TYPE      m_type;                // "8? 
   double            m_fix_lot;             // =0G5=85 D8:A8@>20==>3> ;>B0.
   double            m_percent;             // @>F5=B >B 45?>78B0 8;8 % >B SL
   string            m_symbol;              // !8<2>;
   CLog*             Log;                   // >38@>20=85



public:
                     CMoneyManagment(void);
/* #AB0=>2:0 ?0@0<5B@>2 */
   void              SetMMType(ENUM_MM_TYPE);
   void              SetLotFixed(double fix_lot);
   void              SetPercent(double percent);
   void              SetSymbol(string symbol);
   bool              ParseByXml(CXmlElement *xmlMM);
/* 5B>4K @0AG5B0 ;>B0 */
   double            GetLotFixed(void);
   double            GetLotByPercentDepo(void);
   double            GetLotByStopLoss(double stop_in_pips);

  };
//+------------------------------------------------------------------+
//| >=AB@C:B>@ ?> C<>;G0=8N                                         |
//+------------------------------------------------------------------+
CMoneyManagment::CMoneyManagment(void)
  {
   SetMMType(MM_FIX_LOT);
   SetLotFixed(1.0);
   SetPercent(2.0);
   SetSymbol(_Symbol);
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B D8:A8@>20==K9 ;>B 2>72@0I05<K9 <5B>4>< GetLotFixed |
//+------------------------------------------------------------------+
void CMoneyManagment::SetLotFixed(double fix_lot)
  {
   m_fix_lot=fix_lot;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B ?@>F5=B, 8A?>;L7C5<K9 2 @0AG5B0E <5B>40<8          |
//| GetLotByPercentDepo 8 GetLotByStopLoss                           |
//+------------------------------------------------------------------+
void CMoneyManagment::SetPercent(double percent)
  {
   m_percent=percent;
  }
//+------------------------------------------------------------------+
//| >72@0I05B D8:A8@>20==K9 ;>B 8;8 ?@>F5=B >B 45?>78B0 8;8 %       |
//| >B AB>? ;>AA0 2 7028A8<>AB8 >B 7040205<>3> B8?0 ENUM_MM_TYPE     |
//+------------------------------------------------------------------+
double CMoneyManagment::GetLotFixed(void)
  {
   return m_fix_lot;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205 B8? C?@02;5=8O :0?8B0;><                            |
//+------------------------------------------------------------------+
void CMoneyManagment::SetMMType(ENUM_MM_TYPE type)
  {
   m_type=type;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B A8<2>;, 4;O :>B>@>3> B@51C5BAO 25@=CBL :>;8G5AB2>  |
//| ;>B>2.                                                           |
//+------------------------------------------------------------------+
void CMoneyManagment::SetSymbol(string symbol)
  {
   m_symbol=symbol;
  }
//+------------------------------------------------------------------+
//| 0@A8B XML-=0AB@>9:8 4;O B5:CI53> <>4C;O                       |
//+------------------------------------------------------------------+
bool CMoneyManagment::ParseByXml(CXmlElement *xmlMM)
  {
   CXmlAttribute *attr=xmlMM.GetAttribute("Type");
   if(attr==NULL)
     {
      string text="Sending node <MoneyManagment> does not contain a mandatory attribute 'Type'";
      CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
      Log.AddMessage(msg);
      return false;
     }
   string sType=attr.GetValue();
   if(sType!="FixedLot" && sType!="PercentDepo" && sType!="PercentSL")
     {
      string text="Attribute 'Type' contain a wrong value: "+sType+". Value must be equal 'FixedLot', 'PercentDepo' ot 'PercentSL'";
      CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
      Log.AddMessage(msg);
      return false;
     }
   if(sType=="FixedLot")
     {
      CXmlAttribute *lot=xmlMM.GetAttribute("Lot");
      if(lot==NULL)
        {
         string text="Sending node <MoneyManagment> does not contain a mandatory attribute 'Lot'";
         CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
         Log.AddMessage(msg);
         return false;
        }
      double d_lot=StringToDouble(lot.GetValue());
      if(d_lot<=0.0)
        {
         string text="Attribute 'Lot' contain a non-double value: "+lot.GetValue()+". The value must be greater than zero";
         CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
         Log.AddMessage(msg);
         return false;
        }
      else
        {
         m_type=MM_FIX_LOT;
         m_fix_lot=d_lot;
        }
     }
   else
     {
      CXmlAttribute *per=xmlMM.GetAttribute("Percent");
      if(per==NULL)
        {
         string text="Sending node <MoneyManagment> does not contain a mandatory attribute 'Percent'";
         CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
         Log.AddMessage(msg);
         return false;
        }
      double d_per=StringToDouble(per.GetValue());
      if(d_per<=0.0)
        {
         string text="Attribute 'Percent' contain a non-double value: "+per.GetValue()+". The value must be greater than zero";
         CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
         Log.AddMessage(msg);
         return false;
        }
      else
        {
         m_type=sType=="PercentDepo" ? MM_PERCENT_DEPO : MM_PERCENT_SL;
         m_percent=d_per;
        }
     }
   return true;
  }
//+------------------------------------------------------------------+
//| >72@0I05B ;>B AB>8<>ABLN @02=K9 ?@54CAB0=>2;5==><C ?@>F5=BC     |
//| >B 45?>78B0. 0?@8<5@, 5A;8 G5@57 SetPercent CAB0=>2;5=> 7=0G5=85|
//| 20.0 (20%), ?@8 45?>78B5 1 000 000 @C1;59 1C45B :C?;5=> 3        |
//| :>=B@0:B0 Si, AB>8<>ABLN 66 500 @C1. :064K9:                     |
//| (1 000 000 * 0.20)/65 500 @C1 = 3.0534                           |
//+------------------------------------------------------------------+
double CMoneyManagment::GetLotByPercentDepo(void)
  {
   double point_cost=SymbolInfoDouble(m_symbol,SYMBOL_TRADE_TICK_VALUE);
   double last = SymbolInfoDouble(m_symbol, SYMBOL_LAST);
   double cost = point_cost*last;
   double limit= AccountInfoDouble(ACCOUNT_BALANCE)*m_percent;
   double lot=limit/cost;
   return MathRound(lot);
  }
//+------------------------------------------------------------------+
//| >72@0I05B ;>B @0AAG8B0==K9 B0:8< >1@07><, GB> 5A;8 F5=0 ?@>945B |
//| @0AAB>O=85 2 ?8?A0E C:070==>5 2 stop_in_pips, C1KB>: 8;8 ?@81K;L |
//| 1C4CB @02=K ?@>F5=BC >B 45?>78B0 ?@5420@8B5;L=> CAB0=>2;5==><C 2 |
//| <5B>45 SetPercent.                                               |
//+------------------------------------------------------------------+
double CMoneyManagment::GetLotByStopLoss(double stop_in_pips)
  {
   double point_cost=SymbolInfoDouble(m_symbol,SYMBOL_TRADE_TICK_VALUE);
   double cost=point_cost*stop_in_pips;
   double limit=AccountInfoDouble(ACCOUNT_BALANCE)*m_percent;
   double vol=MathAbs(limit/cost);
   return vol;
  }
//+------------------------------------------------------------------+