Huthayfa
90 lines
3.7 KiB
Plaintext
90 lines
3.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Risk/PositionSizer.mqh |
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//| ATR-based Position Sizing with Dynamic Risk Multiplier |
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//| Reduces size after losses, increases after wins |
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//+------------------------------------------------------------------+
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#ifndef __POSITION_SIZER_MQH__
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#define __POSITION_SIZER_MQH__
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#include "../Core/Config.mqh"
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#include "../Core/State.mqh"
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#include "../Risk/Protection.mqh"
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extern CProtection g_protection;
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class CPositionSizer
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{
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private:
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AssetProfile m_profile;
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double m_maxRiskPercent;
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public:
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bool Init(const AssetProfile &profile, double maxRisk)
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{
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m_profile = profile;
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m_maxRiskPercent = maxRisk;
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Print("[PositionSizer] Max risk per trade: ", maxRisk, "% (with dynamic multiplier)");
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return true;
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}
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void Calculate(TradeParams ¶ms, const SignalData &signal, const EAState &state)
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{
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params.isValid = false;
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params.rejectReason = "";
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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if(equity <= 0) { params.rejectReason = "Invalid account equity"; return; }
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// Apply dynamic risk multiplier based on recent performance
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double riskMultiplier = g_protection.GetRiskMultiplier();
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double adjustedRiskPercent = m_maxRiskPercent * riskMultiplier;
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double riskAmount = equity * (adjustedRiskPercent / 100.0);
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double slDistance = MathAbs(signal.entryPrice - signal.slPrice);
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if(slDistance <= 0) { params.rejectReason = "Invalid SL distance"; return; }
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double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
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double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
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if(tickValue <= 0 || tickSize <= 0) { params.rejectReason = "Invalid tick value/size"; return; }
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double slTicks = slDistance / tickSize;
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double lotSize = riskAmount / (slTicks * tickValue);
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double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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double lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
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if(lotStep > 0) lotSize = MathFloor(lotSize / lotStep) * lotStep;
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lotSize = MathMax(minLot, MathMin(maxLot, lotSize));
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double marginRequired = 0;
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double price = signal.entryPrice;
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bool marginCalc = OrderCalcMargin(ORDER_TYPE_BUY, _Symbol, lotSize, price, marginRequired);
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double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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if(marginCalc && marginRequired > 0 && freeMargin < marginRequired * 1.2)
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{
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double maxLotByMargin = (freeMargin / 1.2) / (marginRequired / lotSize);
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if(lotStep > 0) lotSize = MathFloor(maxLotByMargin / lotStep) * lotStep;
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lotSize = MathMax(minLot, lotSize);
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if(lotSize <= minLot) { params.rejectReason = "Insufficient margin"; return; }
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marginCalc = OrderCalcMargin(ORDER_TYPE_BUY, _Symbol, lotSize, price, marginRequired);
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}
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double finalSlTicks = slDistance / tickSize;
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double finalRisk = lotSize * finalSlTicks * tickValue;
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double finalRiskPercent = (finalRisk / equity) * 100.0;
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if(finalRiskPercent > adjustedRiskPercent * 1.1)
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{ params.rejectReason = "Risk exceeds adjusted max"; return; }
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params.lotSize = lotSize;
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params.riskAmount = finalRisk;
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params.riskPercent = finalRiskPercent;
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params.slDistance = slDistance;
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params.tp1Distance = MathAbs(signal.tp1Price - signal.entryPrice);
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params.tp2Distance = MathAbs(signal.tp2Price - signal.entryPrice);
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params.marginRequired = marginRequired;
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params.isValid = true;
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}
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};
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#endif // __POSITION_SIZER_MQH__
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