Pierre8rTeam
200 lines
17 KiB
Plaintext
200 lines
17 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MoneyManagment.mqh |
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//| Copyright 2015, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2015, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include <XML\XMLbase.mqh>
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#include <Strategy\Message.mqh>
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#include <Strategy\Logs.mqh>
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//+------------------------------------------------------------------+
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//| Money management type. |
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//+------------------------------------------------------------------+
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enum ENUM_MM_TYPE
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{
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MM_FIX_LOT, // Fixed lot
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MM_PERCENT_DEPO, // Percent of deposit
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MM_PERCENT_SL // Percent of SL
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};
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input ENUM_MM_TYPE TypeMM; // MM type
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input double FixLotOrPercent; // Fixed lot or или %
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//+------------------------------------------------------------------+
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//| Money management module. |
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//+------------------------------------------------------------------+
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class CMoneyManagment
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{
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private:
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ENUM_MM_TYPE m_type; // MM type
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double m_fix_lot; // Fixed lot value.
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double m_percent; // Percent of deposit or % of SL
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string m_symbol; // Symbol
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CLog* Log; // Logging
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public:
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CMoneyManagment(void);
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/* Setting parameters */
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void SetMMType(ENUM_MM_TYPE);
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void SetLotFixed(double fix_lot);
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void SetPercent(double percent);
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void SetSymbol(string symbol);
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bool ParseByXml(CXmlElement *xmlMM);
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/* Lot calculation methods */
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double GetLotFixed(void);
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double GetLotByPercentDepo(void);
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double GetLotByStopLoss(double stop_in_pips);
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};
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//+------------------------------------------------------------------+
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//| Default constructor |
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//+------------------------------------------------------------------+
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CMoneyManagment::CMoneyManagment(void)
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{
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SetMMType(MM_FIX_LOT);
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SetLotFixed(1.0);
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SetPercent(2.0);
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SetSymbol(_Symbol);
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}
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//+------------------------------------------------------------------+
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//| Sets fixed lot returned by the GetLotFixed method |
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//+------------------------------------------------------------------+
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void CMoneyManagment::SetLotFixed(double fix_lot)
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{
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m_fix_lot=fix_lot;
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}
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//+------------------------------------------------------------------+
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//| Sets percent used in calculations by the methods |
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//| GetLotByPercentDepo and GetLotByStopLoss |
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//+------------------------------------------------------------------+
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void CMoneyManagment::SetPercent(double percent)
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{
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m_percent=percent;
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}
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//+------------------------------------------------------------------+
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//| Returns fixed lot or percent of deposit or percent of |
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//| Stop Loss depending on ENUM_MM_TYPE selected |
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//+------------------------------------------------------------------+
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double CMoneyManagment::GetLotFixed(void)
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{
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return m_fix_lot;
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}
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//+------------------------------------------------------------------+
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//| Sets money management type |
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//+------------------------------------------------------------------+
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void CMoneyManagment::SetMMType(ENUM_MM_TYPE type)
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{
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m_type=type;
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}
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//+------------------------------------------------------------------+
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//| Sets the instrument for which you want to return the number of |
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//| lots. |
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//+------------------------------------------------------------------+
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void CMoneyManagment::SetSymbol(string symbol)
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{
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m_symbol=symbol;
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}
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//+------------------------------------------------------------------+
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//| Parses XML settings for the current MM module |
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//+------------------------------------------------------------------+
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bool CMoneyManagment::ParseByXml(CXmlElement *xmlMM)
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{
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CXmlAttribute *attr=xmlMM.GetAttribute("Type");
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if(attr==NULL)
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{
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string text="Sending node <MoneyManagment> does not contain a mandatory attribute 'Type'";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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string sType=attr.GetValue();
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if(sType!="FixedLot" && sType!="PercentDepo" && sType!="PercentSL")
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{
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string text="Attribute 'Type' contain a wrong value: "+sType+". Value must be equal 'FixedLot', 'PercentDepo' ot 'PercentSL'";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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if(sType=="FixedLot")
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{
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CXmlAttribute *lot=xmlMM.GetAttribute("Lot");
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if(lot==NULL)
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{
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string text="Sending node <MoneyManagment> does not contain a mandatory attribute 'Lot'";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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double d_lot=StringToDouble(lot.GetValue());
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if(d_lot<=0.0)
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{
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string text="Attribute 'Lot' contain a non-double value: "+lot.GetValue()+". The value must be greater than zero";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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else
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{
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m_type=MM_FIX_LOT;
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m_fix_lot=d_lot;
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}
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}
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else
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{
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CXmlAttribute *per=xmlMM.GetAttribute("Percent");
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if(per==NULL)
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{
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string text="Sending node <MoneyManagment> does not contain a mandatory attribute 'Percent'";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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double d_per=StringToDouble(per.GetValue());
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if(d_per<=0.0)
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{
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string text="Attribute 'Percent' contain a non-double value: "+per.GetValue()+". The value must be greater than zero";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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else
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{
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m_type=sType=="PercentDepo" ? MM_PERCENT_DEPO : MM_PERCENT_SL;
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m_percent=d_per;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Returns the lot of the value equal to the predefined percent |
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//| of deposit. For example, if the value set by SetPercent is equal |
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//| to 20.0 (20%), for a deposit of 1 million rubles, 3 contracts |
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//| of Si will be bought at 66,500 rubles each: |
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//| (1,000,000 * 0.20)/65,500 rubles = 3.0534 |
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//+------------------------------------------------------------------+
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double CMoneyManagment::GetLotByPercentDepo(void)
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{
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double point_cost=SymbolInfoDouble(m_symbol,SYMBOL_TRADE_TICK_VALUE);
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double last = SymbolInfoDouble(m_symbol, SYMBOL_LAST);
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double cost = point_cost*last;
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double limit= AccountInfoDouble(ACCOUNT_BALANCE)*m_percent;
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double lot=limit/cost;
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return MathRound(lot);
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}
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//+------------------------------------------------------------------+
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//| Returns the lot calculated so that if the price goes at the |
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//| distance in pips specified in stop_in_pips, loss or profit |
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//| would be equal to the percent of deposit specified in the |
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//| SetPercent method. |
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//+------------------------------------------------------------------+
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double CMoneyManagment::GetLotByStopLoss(double stop_in_pips)
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{
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double point_cost=SymbolInfoDouble(m_symbol,SYMBOL_TRADE_TICK_VALUE);
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double cost=point_cost*stop_in_pips;
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double limit=AccountInfoDouble(ACCOUNT_BALANCE)*m_percent;
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double vol=MathAbs(limit/cost);
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return vol;
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}
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//+------------------------------------------------------------------+
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