Tachi Portfolio Sentinel
- 유틸리티
-
Do Thi Phuong Anh
I am PA, a 33-year-old Forex trader with eight years of market experience and three years of experience developing tools on MQL5.
I create calculation tools and indicators designed to help traders manage risk. These tools are for educational purposes only and do not constitute financial advice. - 버전: 1.0
- 활성화: 15
Running more than one EA on the same account creates a blind spot: nobody adds up the total risk across strategies, and nobody notices when two EAs quietly work against each other. Tachi Portfolio Sentinel watches the whole account, groups your EAs into strategy groups, applies a risk budget to each group, and flags exposure conflicts between them — with every number traceable back to the exact tickets behind it.
What it does
- Groups multiple Magic Numbers, comment patterns or symbols into named strategy groups, auto-discovered from open positions and pending orders
- Sets a risk budget per group: max open risk in money or % of equity, max lots, max open positions, max daily loss
- Rolls every group's usage up into one account-level view
- Detects four types of exposure conflict between groups and lists the tickets behind each one
- Logs every alert and every action to a CSV audit file, with the rule that triggered it and the result
Risk budgets by strategy group
A strategy group is not just a Magic Number filter — it can combine several EAs, symbols or manual trades that share one risk allocation. Open risk is calculated in account currency per position, using its actual stop loss. Positions without a stop loss are shown separately as "Unbounded", never counted as zero risk. Budgets can be checked against money, percent of equity, lot count, position count and daily loss, with two configurable warning tiers before a hard breach.
Exposure conflict detection
Beyond single-group budgets, Portfolio Sentinel looks across groups for:
- Concentration: the same symbol and direction held by multiple groups at once
- Internal hedging: opposite-direction positions on the same symbol across groups, with an estimate of the spread cost being wasted
- Currency exposure: net exposure per currency, converted to account currency across FX, metals and index symbols
- Correlated entry bursts: multiple groups opening the same symbol within a short time window
Every alert shows the groups, the tickets and the amount involved, so it can be checked and understood, not just trusted.
Explainable, auditable actions
Each group runs in one of three modes: Monitor (alerts only), Soft (cancels that group's own pending orders once its budget is breached) or Enforce (closes that group's positions by a chosen policy: newest first, worst P&L first, or scale down). A global Pause all enforcement switch stops every automated action immediately, and closing a whole group requires a two-step confirmation. Every action is written to a CSV log with the timestamp, the group, the rule, the tickets and the result.
Honest limitations
MetaTrader 5 gives no way for one program to block another EA's order before it is sent, so Portfolio Sentinel can only react after a position or order already exists. It cannot guarantee a fill during a gap or a disconnect. On netting accounts it runs in monitor-only mode, since MT5 nets positions per symbol and a per-strategy ledger is not available. It does not generate trade signals and does not promise diversification safety from a single correlation figure.
Requirements
- MetaTrader 5, hedging account (netting accounts are supported in monitor-only mode)
- Attach to a single chart; it manages the whole account, not one symbol
- No DLLs, no external services — all data stays inside the terminal
