Initialize project in MT5 Experts directory

2026-05-28 19:06:07 +03:00
commit 7545b842a4
21 changed files with 3213 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//| Risk/Protection.mqh                                              |
+//| Circuit Breakers: Daily/Weekly Loss, Consecutive Loss, Spread     |
+//| MODIFIED: Completed UpdateState with live statistics tracking   |
+//+------------------------------------------------------------------+
+#ifndef __PROTECTION_MQH__
+#define __PROTECTION_MQH__
+
+#include "../Core/Config.mqh"
+#include "../Core/State.mqh"
+#include "../Core/Logger.mqh"
+
+extern CLogger g_logger;
+
+class CProtection
+{
+private:
+   double m_maxDailyLoss;
+   double m_maxWeeklyLoss;
+   int m_maxConsecLosses;
+   int m_maxPositions;
+   double m_maxTotalRisk;
+   datetime m_lastDailyReset;
+   datetime m_lastWeeklyReset;
+   double m_lastEquity;
+   int m_consecLossCounter;
+   datetime m_lastTradeTime;
+
+public:
+   bool Init(double dailyLoss, double weeklyLoss, int consecLoss, int maxPos, double maxRisk)
+   {
+      m_maxDailyLoss = dailyLoss;
+      m_maxWeeklyLoss = weeklyLoss;
+      m_maxConsecLosses = consecLoss;
+      m_maxPositions = maxPos;
+      m_maxTotalRisk = maxRisk;
+      m_lastDailyReset = 0;
+      m_lastWeeklyReset = 0;
+      m_lastEquity = AccountInfoDouble(ACCOUNT_EQUITY);
+      m_consecLossCounter = 0;
+      m_lastTradeTime = 0;
+      Print("[Protection] Circuit breakers active. Daily:", dailyLoss, "% Weekly:", weeklyLoss, "% Consec:", consecLoss);
+      return true;
+   }
+
+   bool IsCircuitBreakerActive(EAState &state) const
+   {
+      if(TimeCurrent() < state.circuitBreakerUntil)
+         return true;
+      if(state.circuitBreakerUntil > 0 && TimeCurrent() >= state.circuitBreakerUntil)
+      {
+         g_logger.LogEvent("PROTECTION", "Circuit breaker expired. Trading resumed.");
+         state.circuitBreakerUntil = 0;
+         state.circuitBreakerReason = "";
+         state.dailyLimitHit = false;
+         state.weeklyLimitHit = false;
+         state.consecLossHalted = false;
+      }
+      return false;
+   }
+
+   bool PreTradeCheck(EAState &state) const
+   {
+      double equity = AccountInfoDouble(ACCOUNT_EQUITY);
+      if(equity <= 0) return false;
+      double dailyLimit = equity * (m_maxDailyLoss / 100.0);
+      if(state.dailyPnL <= -dailyLimit)
+      {
+         ActivateBreaker(state, "Daily Loss Limit", 86400);
+         state.dailyLimitHit = true;
+         return false;
+      }
+      double weeklyLimit = equity * (m_maxWeeklyLoss / 100.0);
+      if(state.weeklyPnL <= -weeklyLimit)
+      {
+         ActivateBreaker(state, "Weekly Loss Limit", 7 * 86400);
+         state.weeklyLimitHit = true;
+         return false;
+      }
+      if(state.consecutiveLosses >= m_maxConsecLosses)
+      {
+         ActivateBreaker(state, "Consecutive Losses", 86400);
+         state.consecLossHalted = true;
+         return false;
+      }
+      if(state.openPositions >= m_maxPositions)
+         return false;
+      return true;
+   }
+
+   bool IsSpreadAcceptable(const AssetProfile &profile) const
+   {
+      if(!InpUseSpreadFilter) return true;
+      long spreadPoints = SymbolInfoInteger(_Symbol, SYMBOL_SPREAD);
+      double spreadPrice = spreadPoints * _Point;
+      return (spreadPrice <= profile.maxSpreadPoints);
+   }
+
+   void UpdateState(EAState &state)
+   {
+      double currentEquity = AccountInfoDouble(ACCOUNT_EQUITY);
+      if(m_lastEquity > 0 && currentEquity != m_lastEquity)
+      {
+         double equityChange = currentEquity - m_lastEquity;
+         state.dailyPnL += equityChange;
+         state.weeklyPnL += equityChange;
+         if(equityChange < 0)
+         {
+            if(TimeCurrent() != m_lastTradeTime)
+            {
+               m_consecLossCounter++;
+               state.consecutiveLosses = m_consecLossCounter;
+               m_lastTradeTime = TimeCurrent();
+               g_logger.LogEvent("PROTECTION", StringFormat("Loss detected. Consecutive: %d/%d", m_consecLossCounter, m_maxConsecLosses));
+            }
+         }
+         else if(equityChange > 0)
+         {
+            if(m_consecLossCounter > 0)
+            {
+               m_consecLossCounter = 0;
+               state.consecutiveLosses = 0;
+               g_logger.LogEvent("PROTECTION", "Profit detected. Consecutive loss counter reset.");
+            }
+         }
+      }
+      m_lastEquity = currentEquity;
+      if(InpDebugMode)
+      {
+         g_logger.LogEvent("PROTECTION", StringFormat("State | Daily: %.2f | Weekly: %.2f | Consec: %d | Equity: %.2f",
+             state.dailyPnL, state.weeklyPnL, state.consecutiveLosses, currentEquity));
+      }
+   }
+
+   void CheckDailyReset(EAState &state)
+   {
+      MqlDateTime dt;
+      TimeToStruct(TimeCurrent(), dt);
+      datetime todayStart = StringToTime(StringFormat("%04d.%02d.%02d 00:00:00", dt.year, dt.mon, dt.day));
+      if(todayStart > m_lastDailyReset)
+      {
+         state.dailyPnL = 0;
+         state.totalTradesToday = 0;
+         state.consecutiveLosses = 0;
+         m_consecLossCounter = 0;
+         m_lastDailyReset = todayStart;
+         state.equityAtStart = AccountInfoDouble(ACCOUNT_EQUITY);
+         m_lastEquity = state.equityAtStart;
+         g_logger.LogEvent("PROTECTION", "Daily counters reset");
+      }
+      if(dt.day_of_week == 1 && todayStart > m_lastWeeklyReset)
+      {
+         state.weeklyPnL = 0;
+         state.totalTradesWeek = 0;
+         m_lastWeeklyReset = todayStart;
+         state.equityAtWeekStart = AccountInfoDouble(ACCOUNT_EQUITY);
+         g_logger.LogEvent("PROTECTION", "Weekly counters reset");
+      }
+   }
+
+private:
+   void ActivateBreaker(EAState &state, string reason, int seconds) const
+   {
+      state.circuitBreakerUntil = TimeCurrent() + seconds;
+      state.circuitBreakerReason = reason;
+      g_logger.LogEvent("PROTECTION", StringFormat("CIRCUIT BREAKER: %s. Halted for %d sec.", reason, seconds));
+   }
+};
+
+#endif // __PROTECTION_MQH__