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update to my mt5 libs to include better comments

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This commit is contained in:
Matt Corcoran
2025-07-12 15:29:30 +02:00
parent ec3fc120ce
commit 136522ef1c
31 changed files with 1389 additions and 2024 deletions
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RiskManagement/DrawdownControl.mqh
+45 -5
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@@ -1,11 +1,11 @@
#property library
#include <Trade/Trade.mqh>
#include <MyLibs/Utils/BarUtils.mqh>
#include <MyLibs/Utils/MarketDataUtils.mqh>
class DrawdownControl : public CObject {
protected:
CTrade trade;
BarUtils bar_utils;
MarketDataUtils m_utils;
string data_file;
double daily_max_dd_per;
@@ -31,6 +31,17 @@ class DrawdownControl : public CObject {
double lot_correction_dynamic(double acc_dd_percent, double min_lot_factor, double max_lot_factor);
};
// ---------------------------------------------------------------------
// Initializes the drawdown control with input parameters and reads
// or resets persistent drawdown state.
//
// Parameters:
// - inp_data_file : Filename for drawdown data storage.
// - inp_acc_max_dd_per : Max absolute drawdown percentage.
// - inp_daily_max_dd_per : Max daily drawdown percentage.
// - inp_daily_reset_time : Reset time (e.g., "00:00").
// - inp_print_statments : Optional flag to print debug info.
// ---------------------------------------------------------------------
void DrawdownControl::init_dd_control(string inp_data_file, double inp_acc_max_dd_per, double inp_daily_max_dd_per, string inp_daily_reset_time, bool inp_print_statments = true) {
data_file = inp_data_file;
@@ -82,6 +93,13 @@ void DrawdownControl::init_dd_control(string inp_data_file, double inp_acc_max_d
print_messages();
}
// ---------------------------------------------------------------------
// Checks if current equity has breached the daily drawdown threshold.
// If so, closes all trades and cancels orders.
//
// Returns:
// - true if daily drawdown limit has been reached.
// ---------------------------------------------------------------------
bool DrawdownControl::determine_daily_dd_limit() {
// Reset max equity at the start of each day:
@@ -116,7 +134,19 @@ bool DrawdownControl::determine_daily_dd_limit() {
return daily_dd_limit_reached;
}
// Reduces lot size as account apporchaes max allowed drawdown limit.
// ---------------------------------------------------------------------
// Calculates a corrected lot multiplier based on account drawdown.
//
// Parameters:
// - acc_equity_start : Starting equity reference.
// - min_lot_factor : Minimum lot scaling factor.
// - max_lot_factor : Maximum lot scaling factor.
// - dynm_lot_factor : Enable trailing dynamic lot logic.
// - dlf_trail_per : Percent buffer for dynamic trail.
//
// Returns:
// - Scaled lot factor between min and max bounds.
// ---------------------------------------------------------------------
double DrawdownControl::lot_correction_factor(double acc_equity_start, double min_lot_factor, double max_lot_factor, bool dynm_lot_factor=false, double dlf_trail_per=20) {
double account_value = fmin(AccountInfoDouble(ACCOUNT_EQUITY), AccountInfoDouble(ACCOUNT_BALANCE));
@@ -147,7 +177,17 @@ double DrawdownControl::lot_correction_factor(double acc_equity_start, double mi
return max_lot_factor;
}
// ---------------------------------------------------------------------
// Computes dynamic lot factor based on trailing equity bounds.
//
// Parameters:
// - acc_dd_percent : Dynamic trailing buffer in percent.
// - min_lot_factor : Minimum lot factor.
// - max_lot_factor : Maximum lot factor.
//
// Returns:
// - Interpolated lot factor.
// ---------------------------------------------------------------------
double DrawdownControl::lot_correction_dynamic(double acc_dd_percent, double min_lot_factor, double max_lot_factor) {
double account_value = fmin(AccountInfoDouble(ACCOUNT_EQUITY), AccountInfoDouble(ACCOUNT_BALANCE));
@@ -167,7 +207,7 @@ double DrawdownControl::lot_correction_dynamic(double acc_dd_percent, double min
}
// back-up to file every hour:
if(bar_utils.is_new_bar(_Symbol, PERIOD_H1) == true){
if(m_utils.is_new_bar(_Symbol, PERIOD_H1) == true){
write_global_var_data();
}