Hello,
I have about 4000-5000 lines of code of a Comprehensive Order Management System.
It is
(1) Able to position size to obtain the maximum lot for a given account, as long as risk management is set at a certain maximum loss acceptable. So if a maximum use of available leverage is good, as long as risk of account is less than 10%, it will do so. Risk management is taking into account stop loss and commission, unlike current calculations that use stop loss only. It is also using calculation of risk using points instead of pips. Tick value is also adjusted to size on points, knowing that tick size may not be point size
(2) If Maximum lot based on position size calculation is more than maximum broker allows per order, it will break down the orders into smaller bits.
(3) It scales in orders, building more position as the price moves. To Keep track of things, its uses a set of arrays, each array position corresponding to a given order placed.
(4) After a certain movement, it sets trailing loss of each of the orders of all the open orders. If the movement is not yet reached, it will simply close an open order if stoploss is reached.
(5) It has a stop and reverse close all orders function
(6) It has an end of week close all orders function.
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