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-mql5_scripts/Risk Calculator - script for MetaTrader 5/risk_calculator.mq5
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//+------------------------------------------------------------------+
//| RISK CALCULATOR.mq5 |
//| Copyright 2023, Igor Gerasimov. |
//| tgwls2@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Igor Gerasimov."
#property link "tgwls2@gmail.com"
#property version "1.00"
#property script_show_inputs
input double vlo=0.01; // Trade Volume
input uchar dgv=2; // Volume Digits
input double spd=0.0005, // Average Spread
unc=1/(double)3, // Uncertainty
max=20; // Recommended Risk
double vol=StringToDouble(DoubleToString(vlo<SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN)?
SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN):
(vlo>SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX)?SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX):vlo),dgv));
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
double m5s=0,m5d=0,
m30s=0,m30d=0,
h4s=0,h4d=0,
d1s=0,d1d=0,
w1s=0,w1d=0,
m1s=0,m1d=0;
for(uchar z=0; z<240 && !IsStopped(); z++)
{
GetRng(PERIOD_M5,z,m5s,m5d);
GetRng(PERIOD_M30,z,m30s,m30d);
GetRng(PERIOD_H4,z,h4s,h4d);
GetRng(PERIOD_D1,z,d1s,d1d);
GetRng(PERIOD_W1,z,w1s,w1d);
GetRng(PERIOD_MN1,z,m1s,m1d);
}
double u=1+(unc>1?1:(unc<0?0:unc));
m5s=m5s*u/m5d+spd;
m30s=m30s*u/m30d+spd;
h4s=h4s*u/h4d+spd;
d1s=d1s*u/d1d+spd;
w1s=w1s*u/w1d+spd;
m1s=m1s*u/m1d+spd;
double m5_b=0,m5_s=0,
m30_b=0,m30_s=0,
h4_b=0,h4_s=0,
d1_b=0,d1_s=0,
w1_b=0,w1_s=0,
m1_b=0,m1_s=0;
GetLos(vol,m5s,m5_b,m5_s);
GetLos(vol,m30s,m30_b,m30_s);
GetLos(vol,h4s,h4_b,h4_s);
GetLos(vol,d1s,d1_b,d1_s);
GetLos(vol,w1s,w1_b,w1_s);
GetLos(vol,m1s,m1_b,m1_s);
double b_swp=(SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_MONDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_TUESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_WEDNESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_THURSDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_FRIDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SATURDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SUNDAY))*vol,
s_swp=(SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_MONDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_TUESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_WEDNESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_THURSDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_FRIDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SATURDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SUNDAY))*vol;
m5_b+=b_swp/7;
m30_b+=b_swp/7;
h4_b+=b_swp/7;
d1_b+=b_swp;
w1_b+=b_swp*4.2;
m1_b+=b_swp*4.2*6;
m5_s+=s_swp/7;
m30_s+=s_swp/7;
h4_s+=s_swp/7;
d1_s+=s_swp;
w1_s+=s_swp*4.2;
m1_s+=s_swp*4.2*6;
double bmargin=Margin(ORDER_TYPE_BUY),smargin=Margin(ORDER_TYPE_SELL);
while(bmargin==0 && smargin==0 && !IsStopped())
{
bmargin=Margin(ORDER_TYPE_BUY);
smargin=Margin(ORDER_TYPE_SELL);
}
double b_margin=AccountInfoDouble(ACCOUNT_MARGIN)+bmargin,
s_margin=AccountInfoDouble(ACCOUNT_MARGIN)+smargin,
acc_margin=AccountInfoDouble(ACCOUNT_MARGIN_SO_CALL)*100,
eb_eqy=AccountInfoDouble(ACCOUNT_EQUITY)-bmargin,
es_eqy=AccountInfoDouble(ACCOUNT_EQUITY)-smargin,
db_mgn=100/b_margin,
ds_mgn=100/s_margin,
m5_bm=acc_margin/((eb_eqy+m5_b*6)*db_mgn),m5_sm=acc_margin/((es_eqy+m5_s*6)*ds_mgn),
m30_bm=acc_margin/((eb_eqy+m30_b*8)*db_mgn),m30_sm=acc_margin/((es_eqy+m30_s*8)*ds_mgn),
h4_bm=acc_margin/((eb_eqy+h4_b*6)*db_mgn),h4_sm=acc_margin/((es_eqy+h4_s*6)*ds_mgn),
d1_bm=acc_margin/((eb_eqy+d1_b*5)*db_mgn),d1_sm=acc_margin/((es_eqy+d1_s*5)*ds_mgn),
w1_bm=acc_margin/((eb_eqy+w1_b*4.2)*db_mgn),w1_sm=acc_margin/((es_eqy+w1_s*4.2)*ds_mgn),
m1_bm=acc_margin/((eb_eqy+m1_b*6)*db_mgn),m1_sm=acc_margin/((es_eqy+m1_s*6)*ds_mgn);
string m5_bs,m5_ss,m5_ms,
m30_bs,m30_ss,m30_ms,
h4_bs,h4_ss,h4_ms,
d1_bs,d1_ss,d1_ms,
w1_bs,w1_ss,w1_ms,
m1_bs,m1_ss,m1_ms;
GetStr(m5_b*6,m5_s*6,(m5_bm<0 || m5_bm>100)?100:m5_bm,m5_bs,m5_ss,m5_ms);
GetStr(m30_b*8,m30_s*8,(m30_bm<0 || m30_bm>100)?100:m30_bm,m30_bs,m30_ss,m30_ms);
GetStr(h4_b*6,h4_s*6,(h4_bm<0 || h4_bm>100)?100:h4_bm,h4_bs,h4_ss,h4_ms);
GetStr(d1_b*5,d1_s*5,(d1_bm<0 || d1_bm>100)?100:d1_bm,d1_bs,d1_ss,d1_ms);
GetStr(w1_b*4.2,w1_s*4.2,(w1_bm<0 || w1_bm>100)?100:w1_bm,w1_bs,w1_ss,w1_ms);
GetStr(m1_b*6,m1_s*6,(m1_bm<0 || m1_bm>100)?100:m1_bm,m1_bs,m1_ss,m1_ms);
const double pm1_bm=(m1_bm<0 || m1_bm>100)?100:m1_bm,
pm1_sm=(m1_sm<0 || m1_sm>100)?100:m1_sm;
Print("Calculation Of Loss Risk For Account: "+(string)AccountInfoInteger(ACCOUNT_LOGIN)+
", Leverage: 1/"+(string)AccountInfoInteger(ACCOUNT_LEVERAGE)+
", Symbol: "+_Symbol+", Volume "+DoubleToString(vol,2));
Print("Buy Margin Is "+DoubleToString(bmargin,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS))+" "+AccountInfoString(ACCOUNT_CURRENCY)+
", Sell Margin Is "+DoubleToString(smargin,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS))+" "+AccountInfoString(ACCOUNT_CURRENCY)+
", Average Buy Swap Is "+DoubleToString(-b_swp/7,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS))+" "+AccountInfoString(ACCOUNT_CURRENCY)+
", Average Sell Swap Is "+DoubleToString(-s_swp/7,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS))+" "+AccountInfoString(ACCOUNT_CURRENCY));
Print("Trade Time, Buy Risk In "+AccountInfoString(ACCOUNT_CURRENCY)+
", Sell Risk In "+AccountInfoString(ACCOUNT_CURRENCY)+
", Buy Risk Of Margin Call In %"+", Sell Risk Of Margin Call In %");
Print("30 Minutes: "+GetsTr(m5_b,m5_s,6,m5_bs,m5_ss,m5_ms,m5_bm,m5_sm));
Print("4 Hours: "+GetsTr(m30_b,m30_s,8,m30_bs,m30_ss,m30_ms,m30_bm,m30_sm));
Print("1 Day: "+GetsTr(h4_b,h4_s,6,h4_bs,h4_ss,h4_ms,h4_bm,h4_sm));
Print("1 Week: "+GetsTr(d1_b,d1_s,5,d1_bs,d1_ss,d1_ms,d1_bm,d1_sm));
Print("1 Month: "+GetsTr(w1_b,w1_s,4.2,w1_bs,w1_ss,w1_ms,w1_bm,w1_sm));
Print("Half Year: "+GetsTr(m1_b,m1_s,6,m1_bs,m1_ss,m1_ms,m1_bm,m1_sm));
if(vol>SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN) && (pm1_bm>max || pm1_sm>max))
{
while(!IsStopped())
{
if((vol-SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN))>=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN)) vol-=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
else break;
GetLos(vol,m1s,m1_b,m1_s);
b_swp=(SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_MONDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_TUESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_WEDNESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_THURSDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_FRIDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SATURDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SUNDAY))*vol;
s_swp=(SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_MONDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_TUESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_WEDNESDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_THURSDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_FRIDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SATURDAY)+
SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT)*SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SUNDAY))*vol;
m1_b+=b_swp*4.2*6;
m1_s+=s_swp*4.2*6;
bmargin=Margin(ORDER_TYPE_BUY);
smargin=Margin(ORDER_TYPE_SELL);
while(bmargin==0 && smargin==0 && !IsStopped())
{
bmargin=Margin(ORDER_TYPE_BUY);
smargin=Margin(ORDER_TYPE_SELL);
}
if(bmargin==0 || smargin==0) continue;
b_margin=AccountInfoDouble(ACCOUNT_MARGIN)+bmargin;
s_margin=AccountInfoDouble(ACCOUNT_MARGIN)+smargin;
acc_margin=AccountInfoDouble(ACCOUNT_MARGIN_SO_CALL)*100;
m1_bm=acc_margin/(((AccountInfoDouble(ACCOUNT_EQUITY)-bmargin)+m1_b*6)*100/b_margin);
m1_sm=acc_margin/(((AccountInfoDouble(ACCOUNT_EQUITY)-smargin)+m1_s*6)*100/s_margin);
if((((m1_bm<0 || m1_bm>100)?100:m1_bm)<=max && ((m1_sm<0 || m1_sm>100)?100:m1_sm)<=max) || vol<=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN)) break;
}
Print("Recommended Volume For Symbol: "+_Symbol+" Is "+DoubleToString(vol,2));
}
else if(vol<=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX) && pm1_bm<=max && pm1_sm<=max) Print("Used Volume "+DoubleToString(vol,2)+" For Symbol: "+_Symbol+" Is OK.");
else Print("Used Volume "+DoubleToString(vol,2)+" For Symbol: "+_Symbol+" Is Too High. Please Be Carefull.");
}
//+------------------------------------------------------------------+
//| GetsTr |
//+------------------------------------------------------------------+
string GetsTr(const double bp,const double sp,const double mp,const string bs,const string ss,const string ms,const double bm,const double sm)
{
return(DoubleToString(-bp*mp,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS))+bs+
DoubleToString(-sp*mp,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS))+ss+
DoubleToString((bm<0 || bm>100)?100:bm,2)+ms+DoubleToString((sm<0 || sm>100)?100:sm,2));
}
//+------------------------------------------------------------------+
//| Margin |
//+------------------------------------------------------------------+
double Margin(const ENUM_ORDER_TYPE type)
{
MqlTradeRequest request= {};
MqlTradeCheckResult result= {};
request.action =TRADE_ACTION_DEAL;
request.symbol =_Symbol;
request.volume =StringToDouble(DoubleToString(vol,dgv));
request.type =type;
request.price =StringToDouble(DoubleToString((type==ORDER_TYPE_BUY?SymbolInfoDouble(_Symbol,SYMBOL_ASK):SymbolInfoDouble(_Symbol,SYMBOL_BID)),_Digits));
if(OrderCheck(request,result)) return(result.margin);
else return(0);
}
//+------------------------------------------------------------------+
//| GetRng |
//+------------------------------------------------------------------+
void GetRng(const ENUM_TIMEFRAMES P,const uchar z,double &S,double &D)
{
const double s=MathMax(iLow(_Symbol,P,z+1),iHigh(_Symbol,P,z))-MathMin(iHigh(_Symbol,P,z+1),iLow(_Symbol,P,z));
S+=MathPow(s,2);
D+=s;
return;
}
//+------------------------------------------------------------------+
//| GetLos |
//+------------------------------------------------------------------+
void GetLos(const double v,const double p,double &b,double &s)
{
if(!OrderCalcProfit(ORDER_TYPE_BUY,_Symbol,v,StringToDouble(DoubleToString(iOpen(_Symbol,PERIOD_M1,0),_Digits)),StringToDouble(DoubleToString(iOpen(_Symbol,PERIOD_M1,0)-p,_Digits)),b)) b=0;
if(!OrderCalcProfit(ORDER_TYPE_SELL,_Symbol,v,StringToDouble(DoubleToString(iOpen(_Symbol,PERIOD_M1,0),_Digits)),StringToDouble(DoubleToString(iOpen(_Symbol,PERIOD_M1,0)+p,_Digits)),s)) s=0;
return;
}
//+------------------------------------------------------------------+
//| GetStr |
//+------------------------------------------------------------------+
void GetStr(const double b,const double s,const double m,string &bs,string &ss,string &ms)
{
StringInit(bs,28-(StringLen(DoubleToString(-b,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS)))-4),StringGetCharacter(" ",0));
StringInit(ss,28-(StringLen(DoubleToString(-s,(int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS)))-4),StringGetCharacter(" ",0));
StringInit(ms,28-(StringLen(DoubleToString(m,2))-4),StringGetCharacter(" ",0));
return;
}
//+------------------------------------------------------------------+
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