add Risk % from True Full Future Equity

Voted for this task.

stoplosses are taken from strategies

SQX calculates all open trades total possible stop loss value

then opens new trade with RISK % MM from  Future Worst Possible Equity =  ( CURRENT BALANCE - [all open trades sum total possible stop loss values taken from each strategy SL + commissions + taxes + swaps ])

also SQX recalculates MM and [future worst possible equity] every time new  open order occurs (even when taken from pending orders)

please cancel this

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add MM Risk % from True Full Future Equity

each new trade calculates all strategies' open trades and pending orders

swaps+taxes+commissions+ MAX STOP LOSSES

and only then calculates risk from ( balance MINUS swaps+taxes+commissions+ FUTURE MAX STOP LOSSES)

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package SQ.MoneyManagement;

import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

import com.strategyquant.lib.*;
import com.strategyquant.datalib.*;
import com.strategyquant.tradinglib.*;

@ClassConfig(name="Risk fixed % of account", display="Risk fixed % of account: #Risk#%, #Lots# lots, #MaxLots# max. lots")
@Help("<b>Risk fixed percentage of account size</b><br/>Strategy will risk a given % of equity for every trade.<br/><br/>This is a simple but very effective money management that will allow the strategy to increase the number of lots as your account grows.<br/><br/>It is recommended to risk around 2-5% of the account per trade.")
@Description("Risk #Risk#% of account")
@SortOrder(300)
public class RiskFixedPctOfAccount extends MoneyManagementMethod {
    
    public static final Logger Log = LoggerFactory.getLogger("RiskFixedPctOfAccount");
    
    @Parameter(name="Risk in %", category="Risk", defaultValue="5", minValue=0.1, maxValue=100000,step=0.1)
    @Help("How big percentage of your account will be risked in every trade?")
    public double Risk;
    
    @Parameter(defaultValue="1", minValue=0d, name="Size Decimals", maxValue=6d, step=1d, category="Default")
    @Help("Order size will be rounded to the selected number of decimal places. Use 2 for microlots, 1 for mini lots and 0 for stocks and futures.")
    public int Decimals;
    
    @Parameter(name="StopLoss in pips", category="Risk", defaultValue="100", minValue=0, maxValue=1000000,step=10)
    @Help("If order doesn't have SL then this predefined StopLoss will be used to compute the correct trade size according to money management")
    public int StopLossInPips;

    @Parameter(name="Size if no MM", category="Lots", defaultValue="1", minValue=0.01, maxValue=100000,step=0.1)
    @Help("How many lots should be traded if we disable or cannot use Money Management - for example when computed trade size is 0")
    public double LotsIfNoMM;

    @Parameter(name="Maximum lots", category="Lots", defaultValue="5", minValue=0.01, maxValue=100000,step=0.1)
    @Help("The biggest lot size allowed")
    public double MaxLots;
    
    //------------------------------------------------------------------------
    //------------------------------------------------------------------------
    //------------------------------------------------------------------------

    @Override
    public double computeTradeSize(StrategyBase strategy, String symbol, byte orderType, double price, double sl, double tickSize, double pointValue) throws Exception {
        if(Risk < 0) {
            throw new Exception("Money management wasn't properly initialized. Call init() method before computing trade size!");
        }
        
        double tradeSize = 0;
        double orderSL;
        
        if(sl != 0) {
            // SL for order is known
            // order.StopLoss is a price level, we have to get the difference between SL level and open price to get SLin pips/ticks
            double openPrice = price > 0 ? price : (OrderTypes.isLongOrder(orderType) ? strategy.MarketData.Chart(symbol).Ask() : strategy.MarketData.Chart(symbol).Bid());

            orderSL = Math.abs(openPrice - sl) / tickSize;

        } else {
            // SL for order is not known
            orderSL = StopLossInPips;
        }
        
        // we have to compute size of next trade so that it risks max X % of current equity
        double slInMoney = orderSL * tickSize * pointValue;

        //Log.info("maxSL * tickSize * pointValue = "+orderSL+" * "+tickSize+" * "+pointValue+" = "+slInMoney);

        double maxRisk = strategy.Trader.getAccountEquity() * (Risk / 100);
        
        //Log.info("equity * (mmRisk / 100) = "+Trader.getAccountEquity()+" * "+Risk+" = "+maxRisk);

        tradeSize = maxRisk / slInMoney;
        
        //Log.info("maxRisk / slInMoney = "+maxRisk+" / "+slInMoney+" = "+tradeSize);
        
        // round computed trade size to give decimal points and cap it by maximum lots
        tradeSize = SQUtils.roundDown(tradeSize, Decimals);
        if(tradeSize <= 0) {
            tradeSize = LotsIfNoMM;
        }
        
        if(tradeSize > MaxLots) {
            tradeSize = MaxLots;
        }
        
        return tradeSize;
    }
}

getAccountEquity() is not enough, too simple and not true enough, reality is much worse

vital for portfolios

each new trade calculates/recalculates all strategies' open trades and  pending orders that became open market live orders :

all swaps+ all taxes+ all commissions + all MAX defined STOP LOSSES + all Trailing Stops/Profits

and only then calculates risk % from ( CURRENT BALANCE MINUS [all swaps+ all taxes+ all commissions + all MAX defined STOP LOSSES + all Trailing Stops/Profits])