gavindiaz/Universal_MTF_EA
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Initialize project in MT5 Experts directory

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Huthayfa
2026-05-28 19:46:22 +03:00
parent 7545b842a4
commit bd1c38d85d
7 changed files with 742 additions and 70 deletions
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Risk/PositionSizer.mqh
+29 -9
View File
@@ -1,11 +1,16 @@
//+------------------------------------------------------------------+
//| Risk/PositionSizer.mqh |
//| ATR-based Position Sizing with Dynamic Risk Multiplier |
//| Reduces size after losses, increases after wins |
//+------------------------------------------------------------------+
#ifndef __POSITION_SIZER_MQH__
#define __POSITION_SIZER_MQH__
#include "../Core/Config.mqh"
#include "../Core/State.mqh"
#include "../Risk/Protection.mqh"
extern CProtection g_protection;
class CPositionSizer
{
@@ -16,21 +21,32 @@ private:
public:
bool Init(const AssetProfile &profile, double maxRisk)
{
m_profile = profile; m_maxRiskPercent = maxRisk;
Print("[PositionSizer] Max risk per trade: ", maxRisk, "%");
m_profile = profile;
m_maxRiskPercent = maxRisk;
Print("[PositionSizer] Max risk per trade: ", maxRisk, "% (with dynamic multiplier)");
return true;
}
void Calculate(TradeParams &params, const SignalData &signal, const EAState &state)
{
params.isValid = false; params.rejectReason = "";
params.isValid = false;
params.rejectReason = "";
double equity = AccountInfoDouble(ACCOUNT_EQUITY);
if(equity <= 0) { params.rejectReason = "Invalid account equity"; return; }
double riskAmount = equity * (m_maxRiskPercent / 100.0);
// Apply dynamic risk multiplier based on recent performance
double riskMultiplier = g_protection.GetRiskMultiplier();
double adjustedRiskPercent = m_maxRiskPercent * riskMultiplier;
double riskAmount = equity * (adjustedRiskPercent / 100.0);
double slDistance = MathAbs(signal.entryPrice - signal.slPrice);
if(slDistance <= 0) { params.rejectReason = "Invalid SL distance"; return; }
double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
if(tickValue <= 0 || tickSize <= 0) { params.rejectReason = "Invalid tick value/size"; return; }
double slTicks = slDistance / tickSize;
double lotSize = riskAmount / (slTicks * tickValue);
double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
@@ -56,13 +72,17 @@ public:
double finalSlTicks = slDistance / tickSize;
double finalRisk = lotSize * finalSlTicks * tickValue;
double finalRiskPercent = (finalRisk / equity) * 100.0;
if(finalRiskPercent > m_maxRiskPercent * 1.1)
{ params.rejectReason = "Risk exceeds max"; return; }
params.lotSize = lotSize; params.riskAmount = finalRisk;
params.riskPercent = finalRiskPercent; params.slDistance = slDistance;
if(finalRiskPercent > adjustedRiskPercent * 1.1)
{ params.rejectReason = "Risk exceeds adjusted max"; return; }
params.lotSize = lotSize;
params.riskAmount = finalRisk;
params.riskPercent = finalRiskPercent;
params.slDistance = slDistance;
params.tp1Distance = MathAbs(signal.tp1Price - signal.entryPrice);
params.tp2Distance = MathAbs(signal.tp2Price - signal.entryPrice);
params.marginRequired = marginRequired; params.isValid = true;
params.marginRequired = marginRequired;
params.isValid = true;
}
};
Risk/Protection.mqh
+24 -7
View File
@@ -1,7 +1,7 @@
//+------------------------------------------------------------------+
//| Risk/Protection.mqh |
//| Circuit Breakers: Daily/Weekly Loss, Consecutive Loss, Spread |
//| MODIFIED: Completed UpdateState with live statistics tracking |
//| Enhanced Circuit Breakers with Dynamic Risk Adjustment |
//| Reduces position size after consecutive losses |
//+------------------------------------------------------------------+
#ifndef __PROTECTION_MQH__
#define __PROTECTION_MQH__
@@ -25,6 +25,7 @@ private:
double m_lastEquity;
int m_consecLossCounter;
datetime m_lastTradeTime;
double m_currentRiskMultiplier; // Dynamic risk reduction
public:
bool Init(double dailyLoss, double weeklyLoss, int consecLoss, int maxPos, double maxRisk)
@@ -39,6 +40,7 @@ public:
m_lastEquity = AccountInfoDouble(ACCOUNT_EQUITY);
m_consecLossCounter = 0;
m_lastTradeTime = 0;
m_currentRiskMultiplier = 1.0;
Print("[Protection] Circuit breakers active. Daily:", dailyLoss, "% Weekly:", weeklyLoss, "% Consec:", consecLoss);
return true;
}
@@ -96,6 +98,12 @@ public:
return (spreadPrice <= profile.maxSpreadPoints);
}
// Get dynamic risk multiplier based on recent performance
double GetRiskMultiplier() const
{
return m_currentRiskMultiplier;
}
void UpdateState(EAState &state)
{
double currentEquity = AccountInfoDouble(ACCOUNT_EQUITY);
@@ -111,7 +119,14 @@ public:
m_consecLossCounter++;
state.consecutiveLosses = m_consecLossCounter;
m_lastTradeTime = TimeCurrent();
g_logger.LogEvent("PROTECTION", StringFormat("Loss detected. Consecutive: %d/%d", m_consecLossCounter, m_maxConsecLosses));
// Dynamic risk reduction after consecutive losses
if(m_consecLossCounter == 1) m_currentRiskMultiplier = 0.75;
else if(m_consecLossCounter == 2) m_currentRiskMultiplier = 0.50;
else if(m_consecLossCounter >= 3) m_currentRiskMultiplier = 0.25;
g_logger.LogEvent("PROTECTION", StringFormat("Loss detected. Consecutive: %d/%d. Risk multiplier: %.2f",
m_consecLossCounter, m_maxConsecLosses, m_currentRiskMultiplier));
}
}
else if(equityChange > 0)
@@ -120,15 +135,16 @@ public:
{
m_consecLossCounter = 0;
state.consecutiveLosses = 0;
g_logger.LogEvent("PROTECTION", "Profit detected. Consecutive loss counter reset.");
m_currentRiskMultiplier = 1.0; // Reset to full risk
g_logger.LogEvent("PROTECTION", "Profit detected. Risk multiplier reset to 1.0");
}
}
}
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));
g_logger.LogEvent("PROTECTION", StringFormat("State | Daily: %.2f | Weekly: %.2f | Consec: %d | RiskMult: %.2f | Equity: %.2f",
state.dailyPnL, state.weeklyPnL, state.consecutiveLosses, m_currentRiskMultiplier, currentEquity));
}
}
@@ -143,10 +159,11 @@ public:
state.totalTradesToday = 0;
state.consecutiveLosses = 0;
m_consecLossCounter = 0;
m_currentRiskMultiplier = 1.0;
m_lastDailyReset = todayStart;
state.equityAtStart = AccountInfoDouble(ACCOUNT_EQUITY);
m_lastEquity = state.equityAtStart;
g_logger.LogEvent("PROTECTION", "Daily counters reset");
g_logger.LogEvent("PROTECTION", "Daily counters reset. Risk multiplier reset to 1.0");
}
if(dt.day_of_week == 1 && todayStart > m_lastWeeklyReset)
{