All-MQL5-code/Include/Strategy/MoneyManagment.mqh

//+------------------------------------------------------------------+
//|                                               MoneyManagment.mqh |
//|                                 Copyright 2015, Vasiliy Sokolov. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2015, Vasiliy Sokolov."
#property link      "http://www.mql5.com"
#include <XML\XMLbase.mqh>
#include <Strategy\Message.mqh>
#include <Strategy\Logs.mqh>
//+------------------------------------------------------------------+
//| Money management type.                                           |
//+------------------------------------------------------------------+
enum ENUM_MM_TYPE
  {
   MM_FIX_LOT,                       // Fixed lot
   MM_PERCENT_DEPO,                  // Percent of deposit
   MM_PERCENT_SL                     // Percent of SL
  };
input ENUM_MM_TYPE TypeMM;           // MM type
input double       FixLotOrPercent;  // Fixed lot or или %
//+------------------------------------------------------------------+
//| Money management module.                                         |
//+------------------------------------------------------------------+
class CMoneyManagment
  {
private:
   ENUM_MM_TYPE      m_type;                // MM type
   double            m_fix_lot;             // Fixed lot value.
   double            m_percent;             // Percent of deposit or % of SL
   string            m_symbol;              // Symbol
   CLog*             Log;                   // Logging



public:
                     CMoneyManagment(void);
/* Setting parameters */
   void              SetMMType(ENUM_MM_TYPE);
   void              SetLotFixed(double fix_lot);
   void              SetPercent(double percent);
   void              SetSymbol(string symbol);
   bool              ParseByXml(CXmlElement *xmlMM);
/* Lot calculation methods */
   double            GetLotFixed(void);
   double            GetLotByPercentDepo(void);
   double            GetLotByStopLoss(double stop_in_pips);

  };
//+------------------------------------------------------------------+
//| Default constructor                                              |
//+------------------------------------------------------------------+
CMoneyManagment::CMoneyManagment(void)
  {
   SetMMType(MM_FIX_LOT);
   SetLotFixed(1.0);
   SetPercent(2.0);
   SetSymbol(_Symbol);
  }
//+------------------------------------------------------------------+
//| Sets fixed lot returned by the GetLotFixed method                |
//+------------------------------------------------------------------+
void CMoneyManagment::SetLotFixed(double fix_lot)
  {
   m_fix_lot=fix_lot;
  }
//+------------------------------------------------------------------+
//| Sets percent used in calculations by the methods                 |
//| GetLotByPercentDepo and GetLotByStopLoss                         |
//+------------------------------------------------------------------+
void CMoneyManagment::SetPercent(double percent)
  {
   m_percent=percent;
  }
//+------------------------------------------------------------------+
//| Returns fixed lot or percent of deposit or percent of            |
//| Stop Loss depending on ENUM_MM_TYPE selected                     |
//+------------------------------------------------------------------+
double CMoneyManagment::GetLotFixed(void)
  {
   return m_fix_lot;
  }
//+------------------------------------------------------------------+
//| Sets money management type                                       |
//+------------------------------------------------------------------+
void CMoneyManagment::SetMMType(ENUM_MM_TYPE type)
  {
   m_type=type;
  }
//+------------------------------------------------------------------+
//| Sets the instrument for which you want to return the number of   |
//| lots.                                                           |
//+------------------------------------------------------------------+
void CMoneyManagment::SetSymbol(string symbol)
  {
   m_symbol=symbol;
  }
//+------------------------------------------------------------------+
//| Parses XML settings for the current MM module                    |
//+------------------------------------------------------------------+
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;
  }
//+------------------------------------------------------------------+
//| Returns the lot of the value equal to the predefined percent     |
//| of deposit. For example, if the value set by SetPercent is equal |
//| to 20.0 (20%), for a deposit of 1 million rubles, 3 contracts    |
//| of Si will be bought at 66,500 rubles each:                      |
//| (1,000,000 * 0.20)/65,500 rubles = 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);
  }
//+------------------------------------------------------------------+
//| Returns the lot calculated so that if the price goes at the      |
//| distance in pips specified in stop_in_pips, loss or profit       |
//| would be equal to the percent of deposit specified in the        |
//| SetPercent method.                                               |
//+------------------------------------------------------------------+
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;
  }
//+------------------------------------------------------------------+