RMT Exposure and Stress Matrix
- Utilitários
- Versão: 1.0
- Ativações: 10
RMT Exposure & Stress Matrix shows what all the open positions of your account add up to: net and gross exposure per currency and per symbol in your account currency, and what you would lose if every position moved 1, 2 or 3 ATR against you or one currency moved 1 %. It is read-only and never sends an order.
The problem it solves
Three trades that look independent can be the same bet. Long EURUSD, long GBPUSD and long gold are all short the dollar. The Trade tab lists positions one by one; it does not tell you that you are short 230,000 USD in total. RMT Exposure & Stress Matrix adds the positions up by currency and shows the size of the combined bet.
What it shows
- Per currency: net exposure (long minus short), gross exposure, and the effect on the account if that currency gains or loses a percentage you choose against all the others.
- Per symbol: net lots, net notional value, and the loss if price moves one ATR against the positions of that symbol.
- Whole account: gross exposure as a multiple of equity, and the loss if every position moves 1, 2 or 3 ATR against you, in money and as a percent of equity.
- Per origin, when more than one EA or manual trading is involved: positions, gross exposure and one-ATR loss for each magic number.
- Stops: the loss from the current price if every stop loss is hit, and how many positions have no stop. A position without a stop is shown as unbounded and is not added as zero.
- Optional CSV snapshot in the terminal's files folder.
All values are in your account currency, using the terminal's own conversion for your broker's symbols. A currency pair counts as long one currency and short the other. Metals, indices and other CFDs count as long or short the instrument, funded in its profit currency.
What "not computable" means
If the terminal cannot calculate the value of a position, or there is no ATR history for a symbol, that position is counted as NOT COMPUTABLE and left out of the total, and the panel says how many were left out. Missing data is never shown as zero.
What it is not
- It sends no orders and changes nothing. There is no trading function in it.
- The scenarios are arithmetic on your current positions, not forecasts. "Every position moves against you" is a worst case; for a hedged pair both legs cannot lose at once.
- It does not measure or assume correlation between instruments. It adds exposures by currency.
- The currency-shock figure is a first-order estimate: exposure times the percentage.
- It does not include pending orders.
How to use it
Attach it to any chart. It reads every position of the account, on all symbols. Use the magic filter to look at manual trades only or at one EA. One instance is enough for the whole account.
Requirements
MetaTrader 5. Algo Trading is not required. Tested on hedging accounts; netting accounts are not certified. No DLLs, no WebRequest.
Leveraged trading involves risk of loss.
