mql5/Include/Mql5Book/MoneyManagement.mqh

#define MAX_PERCENT 10		// Maximum balance % used in money management


// Risk-based money management
double MoneyManagement(string pSymbol,double pFixedVol,double pPercent,int pStopPoints)
{
	double tradeSize;
	
	if(pPercent > 0 && pStopPoints > 0)
	{
		if(pPercent > MAX_PERCENT) pPercent = MAX_PERCENT;
		
		double margin = AccountInfoDouble(ACCOUNT_BALANCE) * (pPercent / 100);
		double tickSize = SymbolInfoDouble(pSymbol,SYMBOL_TRADE_TICK_VALUE);
		
		tradeSize = (margin / pStopPoints) / tickSize;
		tradeSize = VerifyVolume(pSymbol,tradeSize);
		
		return(tradeSize);
	}
	else
	{
		tradeSize = pFixedVol;
		tradeSize = VerifyVolume(pSymbol,tradeSize);
		
		return(tradeSize);
	}
}
//+------------------------------------------------------------------+
//| Adaptive Money Management with Risk Distribution                 |
//+------------------------------------------------------------------+
void MoneyManagementAdvanced(string symbol, double fixedVol, double percent, int stopPoints,
                             double &lots, int &positionsCount)
  {
   // Safety checks
   if(percent <= 0 || stopPoints <= 0)
     {
      lots = VerifyVolume(symbol, fixedVol);
      positionsCount = 1;
      return;
     }

 
   if(percent > MAX_PERCENT)
      percent = MAX_PERCENT;

   double balance   = AccountInfoDouble(ACCOUNT_BALANCE);
   double tickValue = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE);
   double tickSize  = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE);
   if(tickValue <= 0.0) tickValue = 1.0;

   // Total risk amount
   double totalRisk = balance * (percent / 100.0);

   // Risk split: 45% to lots, 55% to number of positions
   double lotsRisk = totalRisk * 0.85;
   double posRisk  = totalRisk * 0.55;

   // Calculate lot size
   lots = (lotsRisk / (stopPoints * tickValue / tickSize));
   lots = VerifyVolume(symbol, lots);

   // Calculate number of positions dynamically
   // Each position assumes risk of about 2% of posRisk
   double perPosRisk = balance * 0.01;
   positionsCount = (int)MathMax(1, MathRound(posRisk / perPosRisk));

   // Apply leverage/margin safety (90% margin protocol)
   double equity        = AccountInfoDouble(ACCOUNT_EQUITY);
   double usedMargin    = AccountInfoDouble(ACCOUNT_MARGIN);
   double marginPercent = (usedMargin / equity) * 100.0;

   if(marginPercent > 90.0)
     {
      lots /= 2.0;
      positionsCount = MathMax(1, positionsCount / 2);
     }
  }

//+------------------------------------------------------------------+
//| Calculate how many positions can be placed under same risk rules |
//+------------------------------------------------------------------+
int PositionsAvailable(string pSymbol, double pFixedVol, double pPercent, int pStopPoints)
{
   double tradeSize = MoneyManagement(pSymbol, pFixedVol, pPercent, pStopPoints);
   if(tradeSize <= 0.0)
      return 0;

   // --- Risk money per trade ---
   double balance = AccountInfoDouble(ACCOUNT_BALANCE);
   double riskPerTrade = balance * (pPercent / 100.0);
   
   // --- Tick info ---
   double tickValue = SymbolInfoDouble(pSymbol, SYMBOL_TRADE_TICK_VALUE);
   double stopValue = pStopPoints * tickValue * tradeSize;

   if(stopValue <= 0.0)
      return 0;

   // --- Maximum number of positions ---
   int count = (int)MathFloor(riskPerTrade / stopValue);
   if(count < 1)
      count = 1; // At least one trade is possible

   return count;
}

// Verify and adjust trade volume
double VerifyVolume(string pSymbol,double pVolume)
{
	double minVolume = SymbolInfoDouble(pSymbol,SYMBOL_VOLUME_MIN);
	double maxVolume = SymbolInfoDouble(pSymbol,SYMBOL_VOLUME_MAX);
	double stepVolume = SymbolInfoDouble(pSymbol,SYMBOL_VOLUME_STEP);
	
	double tradeSize;
	if(pVolume < minVolume) tradeSize = minVolume;
	else if(pVolume > maxVolume) tradeSize = maxVolume;
	else tradeSize = MathRound(pVolume / stepVolume) * stepVolume;
	
	if(stepVolume >= 0.1) tradeSize = NormalizeDouble(tradeSize,1);
	else tradeSize = NormalizeDouble(tradeSize,2);
	
	return(tradeSize);
}


// Calculate distance between order price and stop loss in points
double StopPriceToPoints(string pSymbol,double pStopPrice, double pOrderPrice)
{
	double stopDiff = MathAbs(pStopPrice - pOrderPrice);
	double getPoint = SymbolInfoDouble(pSymbol,SYMBOL_POINT);
	double priceToPoint = stopDiff / getPoint;
	return(priceToPoint);
}