Initial MQL5 EA Project

2026-05-27 12:32:26 -04:00
commit 2682cfdca1
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+//+------------------------------------------------------------------+
+//| RiskManager.mqh - Risk and position sizing management             |
+//| Calculates lot sizes, validates parameters, checks trading hours  |
+//+------------------------------------------------------------------+
+
+#ifndef __RISKMANAGER_MQH__
+#define __RISKMANAGER_MQH__
+
+#include "Config.mqh"
+#include "Logger.mqh"
+#include "MarketData.mqh"
+#include "Utilities.mqh"
+
+class CRiskManager
+{
+private:
+   CMarketData *mp_market_data;
+   CLogger *mp_logger;
+
+public:
+   // Constructor
+   CRiskManager(CMarketData *market_data, CLogger *logger)
+   {
+      mp_market_data = market_data;
+      mp_logger = logger;
+   }
+
+   // Calculate lot size based on configuration
+   double CalculateLotSize(int stop_loss_points)
+   {
+      double lot = 0.0;
+
+      if(g_lot_mode == LOT_MODE_FIXED)
+      {
+         lot = g_fixed_lot;
+      }
+      else if(g_lot_mode == LOT_MODE_RISK)
+      {
+         lot = CalculateLotByRisk(stop_loss_points);
+      }
+
+      return ValidateLotSize(lot);
+   }
+
+   // Calculate lot size based on risk percent
+   double CalculateLotByRisk(int stop_loss_points)
+   {
+      double account_balance = AccountInfoDouble(ACCOUNT_BALANCE);
+      double stop_loss_distance = CUtilities::PointsToPrice(mp_market_data.GetSymbol(), stop_loss_points);
+      double contract_size = CUtilities::GetContractSize(mp_market_data.GetSymbol());
+      
+      if(stop_loss_distance == 0 || contract_size == 0)
+         return g_min_lot;
+
+      // Risk = Account Balance * Risk Percent / 100
+      double risk_amount = account_balance * (g_risk_percent / 100.0);
+      
+      // Lot = Risk Amount / (SL Distance * Contract Size * Point)
+      double point = mp_market_data.GetPoint();
+      double lot = risk_amount / (stop_loss_distance * contract_size);
+      
+      return lot;
+   }
+
+   // Validate and normalize lot size
+   double ValidateLotSize(double lot)
+   {
+      // Apply global limits first
+      if(lot < g_min_lot)
+         lot = g_min_lot;
+      if(lot > g_max_lot)
+         lot = g_max_lot;
+
+      // Normalize to broker's lot step
+      lot = CUtilities::NormalizeLot(mp_market_data.GetSymbol(), lot);
+
+      if(mp_logger && g_debug_mode)
+         mp_logger.Info(StringFormat("Lot size calculated: %.2f", lot));
+
+      return lot;
+   }
+
+   // Check if spread is acceptable
+   bool IsSpreadAcceptable()
+   {
+      return mp_market_data.IsSpreadAcceptable(g_max_spread_points);
+   }
+
+   // Check if trading is allowed by time filter
+   bool IsTradingHourValid()
+   {
+      if(!g_use_trading_hours)
+         return true;
+
+      MqlDateTime time_struct;
+      TimeToStruct(TimeCurrent(), time_struct);
+      int current_hour = time_struct.hour;
+
+      if(g_trade_start_hour <= g_trade_end_hour)
+      {
+         // Normal case: e.g., 8:00 to 20:00
+         if(current_hour < g_trade_start_hour || current_hour >= g_trade_end_hour)
+         {
+            if(mp_logger && g_debug_mode)
+               mp_logger.Info(StringFormat("Outside trading hours: %d (allowed: %d-%d)", 
+                                            current_hour, g_trade_start_hour, g_trade_end_hour));
+            return false;
+         }
+      }
+      else
+      {
+         // Overnight case: e.g., 20:00 to 8:00
+         if(current_hour < g_trade_start_hour && current_hour >= g_trade_end_hour)
+         {
+            if(mp_logger && g_debug_mode)
+               mp_logger.Info(StringFormat("Outside trading hours: %d (allowed: %d-%d)", 
+                                            current_hour, g_trade_start_hour, g_trade_end_hour));
+            return false;
+         }
+      }
+
+      return true;
+   }
+
+   // Calculate stop loss price in absolute terms
+   double CalculateStopLossPrice(bool buy)
+   {
+      double bid = mp_market_data.GetBid();
+      double ask = mp_market_data.GetAsk();
+      double entry_price = buy ? ask : bid;
+      double sl_distance = CUtilities::PointsToPrice(mp_market_data.GetSymbol(), g_stop_loss_points);
+      
+      double sl_price = buy ? (entry_price - sl_distance) : (entry_price + sl_distance);
+      
+      return CUtilities::NormalizePrice(mp_market_data.GetSymbol(), sl_price);
+   }
+
+   // Calculate take profit price in absolute terms
+   double CalculateTakeProfitPrice(bool buy)
+   {
+      double bid = mp_market_data.GetBid();
+      double ask = mp_market_data.GetAsk();
+      double entry_price = buy ? ask : bid;
+      double tp_distance = CUtilities::PointsToPrice(mp_market_data.GetSymbol(), g_take_profit_points);
+      
+      double tp_price = buy ? (entry_price + tp_distance) : (entry_price - tp_distance);
+      
+      return CUtilities::NormalizePrice(mp_market_data.GetSymbol(), tp_price);
+   }
+
+   // Get market data reference
+   CMarketData* GetMarketData()
+   {
+      return mp_market_data;
+   }
+};
+
+#endif //__RISKMANAGER_MQH__