Auditing Trade Histories for Hidden Risk of Ruin

Summary

This MQL5 auditing tool analyzes closed positions from a CSV trade-history file. It looks for four risk patterns: larger position sizes after losses, overlapping same-direction positions that may indicate grid trading or averaging down, an imbalance between frequent small wins and outsized losses, and an approximate classical risk-of-ruin measure based on a user-specified risk per trade. It combines these dimensions into a letter grade and provides written recommendations.

The file format includes timestamps, symbol, trade type, volume, prices, and profit. A companion exporter can create the CSV from account history, while a reproducible demo book is generated when the expected file is absent. Thresholds, weights, and grade boundaries are configurable, allowing users to adjust the audit's sensitivity. The description gives no sample audit results or validation of the ruin estimate or composite score; the output is a diagnostic aid whose interpretation depends on the chosen inputs and assumptions.

Key ideas

• The auditor checks trade history for post-loss size increases, overlapping exposure, payoff asymmetry, and estimated ruin risk.
• It reads closed-position records from a CSV with trade and profit fields.
• A companion exporter can create the input file, and a demo dataset supports an initial run.
• Users can adjust detection thresholds, risk assumptions, score weights, and letter-grade boundaries.
• The description supplies no validation results, so its estimates and composite grade should be interpreted cautiously.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.