Stanley Kimathi Kibaara / 프로필

This article presents an MQL5 trade-management engine that converts exit rules into proposal generators. A policy engine ranks all proposals by a configurable reason priority with documented tie-breakers. A broker-aware validator checks the candidates in that order and falls back to the next one on rejection, and an execution adapter sends the first accepted request. Reconciliation confirms the result on the position before the internal state changes. The engine uses R-multiples for thresholds, persists intratrade state, and records a decision trace for each managed position on every tick.

This article presents a modular position sizing engine for MetaTrader 5 that operates on normalized R-multiples. A layered pipeline combines enriched trade statistics, a generalized Kelly edge estimate, volatility-aware adjustment, Monte Carlo calibration under ruin and drawdown limits, a continuous risk policy, an exposure guard, and a broker-aware lot calculator. The output is a broker-valid lot size with an optional CSV audit trail, providing a transparent prototype for implementing modern risk controls in native MQL5.

This article describes a prototype reusable market structure framework for MQL5, built with a clean modular architecture and an internal event queue. It shows how to detect swing points, classify break-of-structure and change-of-character events, maintain a deterministic market state, and persist data to CSV. The focus is entirely on software engineering, component separation, and extensibility, not on trading signals. The prototype is a foundation for further development, not a production-ready library.