Money Management indicator
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What Metatrader lacks for the purpose of developping reliable money management indicators are data such as historical spread and margin because they vary upon time. This way you can retrace not only profit and loss but also margin and leverage from the first trade you made. It is only possible with some efforts to figure them if leverage does not vary for forex instrument or margin does not vary for other assets. Alas the sudden unpeg of the swiss franc proved that it could not longer be the case, thus leverage now varies upon instrument, time and volume according to market conditions which means practically at broker s will. This is big change from the previous model where one leverage applied for all Forex any time.
So this leaves us with the need of this data to be recorded at the deal level in order to retrace them from our money management indicator.
What I dare suggest to Metaquotes is to integrate the data MARGIN and SPREAD in the history deal data group DEAL_PRICE... just because they vary and we need them.