136 lines
4.2 KiB
MQL5
136 lines
4.2 KiB
MQL5
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#define MAX_PERCENT 10 // Maximum balance % used in money management
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// Risk-based money management
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double MoneyManagement(string pSymbol,double pFixedVol,double pPercent,int pStopPoints)
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{
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double tradeSize;
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if(pPercent > 0 && pStopPoints > 0)
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{
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if(pPercent > MAX_PERCENT) pPercent = MAX_PERCENT;
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double margin = AccountInfoDouble(ACCOUNT_BALANCE) * (pPercent / 100);
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double tickSize = SymbolInfoDouble(pSymbol,SYMBOL_TRADE_TICK_VALUE);
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tradeSize = (margin / pStopPoints) / tickSize;
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tradeSize = VerifyVolume(pSymbol,tradeSize);
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return(tradeSize);
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}
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else
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{
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tradeSize = pFixedVol;
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tradeSize = VerifyVolume(pSymbol,tradeSize);
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return(tradeSize);
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}
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}
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//+------------------------------------------------------------------+
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//| Adaptive Money Management with Risk Distribution |
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//+------------------------------------------------------------------+
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void MoneyManagementAdvanced(string symbol, double fixedVol, double percent, int stopPoints,
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double &lots, int &positionsCount)
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{
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// Safety checks
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if(percent <= 0 || stopPoints <= 0)
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{
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lots = VerifyVolume(symbol, fixedVol);
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positionsCount = 1;
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return;
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}
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if(percent > MAX_PERCENT)
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percent = MAX_PERCENT;
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double tickValue = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE);
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double tickSize = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE);
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if(tickValue <= 0.0) tickValue = 1.0;
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// Total risk amount
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double totalRisk = balance * (percent / 100.0);
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// Risk split: 45% to lots, 55% to number of positions
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double lotsRisk = totalRisk * 0.85;
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double posRisk = totalRisk * 0.55;
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// Calculate lot size
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lots = (lotsRisk / (stopPoints * tickValue / tickSize));
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lots = VerifyVolume(symbol, lots);
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// Calculate number of positions dynamically
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// Each position assumes risk of about 2% of posRisk
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double perPosRisk = balance * 0.01;
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positionsCount = (int)MathMax(1, MathRound(posRisk / perPosRisk));
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// Apply leverage/margin safety (90% margin protocol)
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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double usedMargin = AccountInfoDouble(ACCOUNT_MARGIN);
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double marginPercent = (usedMargin / equity) * 100.0;
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if(marginPercent > 90.0)
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{
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lots /= 2.0;
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positionsCount = MathMax(1, positionsCount / 2);
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate how many positions can be placed under same risk rules |
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//+------------------------------------------------------------------+
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int PositionsAvailable(string pSymbol, double pFixedVol, double pPercent, int pStopPoints)
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{
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double tradeSize = MoneyManagement(pSymbol, pFixedVol, pPercent, pStopPoints);
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if(tradeSize <= 0.0)
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return 0;
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// --- Risk money per trade ---
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double riskPerTrade = balance * (pPercent / 100.0);
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// --- Tick info ---
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double tickValue = SymbolInfoDouble(pSymbol, SYMBOL_TRADE_TICK_VALUE);
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double stopValue = pStopPoints * tickValue * tradeSize;
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if(stopValue <= 0.0)
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return 0;
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// --- Maximum number of positions ---
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int count = (int)MathFloor(riskPerTrade / stopValue);
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if(count < 1)
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count = 1; // At least one trade is possible
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return count;
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}
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// Verify and adjust trade volume
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double VerifyVolume(string pSymbol,double pVolume)
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{
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double minVolume = SymbolInfoDouble(pSymbol,SYMBOL_VOLUME_MIN);
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double maxVolume = SymbolInfoDouble(pSymbol,SYMBOL_VOLUME_MAX);
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double stepVolume = SymbolInfoDouble(pSymbol,SYMBOL_VOLUME_STEP);
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double tradeSize;
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if(pVolume < minVolume) tradeSize = minVolume;
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else if(pVolume > maxVolume) tradeSize = maxVolume;
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else tradeSize = MathRound(pVolume / stepVolume) * stepVolume;
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if(stepVolume >= 0.1) tradeSize = NormalizeDouble(tradeSize,1);
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else tradeSize = NormalizeDouble(tradeSize,2);
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return(tradeSize);
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}
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// Calculate distance between order price and stop loss in points
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double StopPriceToPoints(string pSymbol,double pStopPrice, double pOrderPrice)
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{
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double stopDiff = MathAbs(pStopPrice - pOrderPrice);
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double getPoint = SymbolInfoDouble(pSymbol,SYMBOL_POINT);
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double priceToPoint = stopDiff / getPoint;
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return(priceToPoint);
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}
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