MT5 EA generator: turn your trading rules into an MQL5 Expert Advisor

// Volume that loses riskPercent of equity if price goes from entry to sl. Returns 0 when the trade can't respect it.
double LotsForRisk(const string symbol, const ENUM_ORDER_TYPE type, const double entry, const double sl, const double riskPercent)
  {
   if(riskPercent <= 0.0 || entry <= 0.0 || sl <= 0.0 || entry == sl)
      return 0.0;

   double riskMoney = AccountInfoDouble(ACCOUNT_EQUITY) * riskPercent / 100.0;

   // Profit of 1 lot from entry to stop, in account currency: negative when the stop is on the correct side.
   double pnlOneLot = 0.0;
   if(!OrderCalcProfit(type, symbol, 1.0, entry, sl, pnlOneLot) || pnlOneLot >= 0.0)
      return 0.0;
   double lossOneLot = -pnlOneLot + InpCommissionPerLot;

   double step   = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
   double minLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
   double maxLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
   if(step <= 0.0)
      return 0.0;

   // Round DOWN to the volume step; the epsilon stops 0.3 / 0.1 = 2.9999... from losing a whole step.
   double lots = MathFloor(riskMoney / lossOneLot / step + 1e-9) * step;
   lots = NormalizeDouble(lots, VolumeDigits(step));

   if(lots < minLot)
      return 0.0;                        // even the minimum volume would risk too much: skip the trade
   lots = MathMin(lots, maxLot);

   // Enough free margin for this volume?
   double margin = 0.0;
   if(!OrderCalcMargin(type, symbol, lots, entry, margin) || margin > AccountInfoDouble(ACCOUNT_MARGIN_FREE))
      return 0.0;
   return lots;
  }