CristianAlam
131 lines
4.8 KiB
Plaintext
131 lines
4.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| LotSizeCalculator.mqh |
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//| Copyright 2023, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2023, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class LotSizeCalculator
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{
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private:
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public:
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LotSizeCalculator();
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~LotSizeCalculator();
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double calculateLotSize(double riskInMoney,double stopLossPrice);
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string BaseCurrency() { return (AccountInfoString(ACCOUNT_CURRENCY)); }
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double Point(string symbol) { return (SymbolInfoDouble(symbol, SYMBOL_POINT)); }
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double TickSize(string symbol) { return (SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE)); }
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double TickValue(string symbol) { return (SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE)); }
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double PointValue(string symbol);
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void Test(string symbol);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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LotSizeCalculator::LotSizeCalculator()
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{
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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LotSizeCalculator::~LotSizeCalculator()
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{
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double LotSizeCalculator:: calculateLotSize(double riskInMoney, double stopLossPrice)
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{
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double difference ;
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double differenceInPoints ;
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if(stopLossPrice > SymbolInfoDouble(_Symbol, SYMBOL_BID)) // we are calculating for a sell
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{
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difference = stopLossPrice - SymbolInfoDouble(_Symbol, SYMBOL_BID) ;
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differenceInPoints = difference / SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double pointValue = PointValue(_Symbol);
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// Situation 3, fixed risk amount and stop loss, how many lots to trade
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double riskInPoints = differenceInPoints;
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double riskLots = riskInMoney / (pointValue * riskInPoints);
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return riskLots;
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}
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if(SymbolInfoDouble(_Symbol, SYMBOL_ASK) > stopLossPrice){
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difference = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - stopLossPrice ;
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differenceInPoints = difference / SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double pointValue = PointValue(_Symbol);
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double riskInPoints = differenceInPoints;
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double riskLots = riskInMoney / (pointValue * riskInPoints);
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return riskLots;
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}
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return 0 ;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double LotSizeCalculator:: PointValue(string symbol)
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{
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double tickSize = TickSize(symbol);
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double tickValue = TickValue(symbol);
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double point = Point(symbol);
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double ticksPerPoint = tickSize / point;
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double pointValue = tickValue / ticksPerPoint;
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PrintFormat("tickSize=%f, tickValue=%f, point=%f, ticksPerPoint=%f, pointValue=%f",
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tickSize, tickValue, point, ticksPerPoint, pointValue);
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return (pointValue);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void LotSizeCalculator:: Test(string symbol)
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{
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PrintFormat("Base currency is %s", BaseCurrency());
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PrintFormat("Testing for symbol %s", symbol);
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double pointValue = PointValue(symbol);
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PrintFormat("ValuePerPoint for %s is %f", symbol, pointValue);
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// Situation 3, fixed risk amount and stop loss, how many lots to trade
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double riskAmount = 100;
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double riskPoints = 5000;
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double riskLots = riskAmount / (pointValue * riskPoints);
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PrintFormat("Risk lots for %s value %f and stop loss at %f points is %f",
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symbol, riskAmount, riskPoints, riskLots);
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}
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//+------------------------------------------------------------------+
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