Portfolio Allocation Planner: Budget to Lots Dashboard and CSV Export

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Portfolio Allocation Planner

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Before configuring a basket, determine which target weights are compatible with your broker's minimum lot size. This free, open-source tool converts an explicit hypothetical notional budget and specified percentages into a visual dashboard.

The dashboard displays the minimum lot notional value, lots rounded down, calculated allocation, target shortfall, and the status for each instrument.

Features include on-demand recalculation, hover-over details for more information, pagination for longer baskets, and the option to export the current view to CSV.

Example MT5 Snapshot: A hypothetical notional budget of 5,000 USD with weights of 50%/30%/20%, and a quote age limit of 0 (allowing historical quotes). Page 1/3: US500 is rounded down to 0.3 lots.



Installation and Usage

1. Copy the PortfolioAllocationPlanner.mq5 file to your MQL5/Experts directory and compile it using F7 in MetaEditor.
2. Select the desired broker symbols in Market Watch and ensure quotes are loaded.
3. Attach the utility to a separate chart that does not have a trading Expert Advisor (EA) active. This is an interface EA with no automated trading functions.
4. Configure the input parameters: InpBudget, InpBudgetCurrency, a comma-separated list of InpSymbols, and the corresponding InpWeightsPct. Use a decimal point for values. The total weights must be greater than zero and not exceed 100%. Weights are not automatically normalized.
5. If you leave the symbols field empty, the chart's current symbol will be used with a single weight.
6. Click 'Recalculate' to generate a new snapshot. Press F7 to access and modify the input parameters.
7. Select 'PAP_FR' or 'PAP_EN' for the desired panel language.

CSV Export is disabled by default. To enable it, set InpAllowCSVExport to true and click 'Export CSV'. This will create a uniquely named UTF-8 semicolon-separated file in your MQL5/Files directory.

The InpPanelMaxWidth parameter controls the maximum width of the panel (default is 1100 pixels, minimum 580 pixels). The panel also adjusts dynamically to the chart window size; longer portfolios will utilize pagination when vertical space is limited.



Understanding the Results

The long-side notional value is calculated as: Ask Price × Contract Size × Currency Conversion Rate.

The volume is rounded down according to the broker's lot step increments and is capped by the per-order maximum and a static directional limit.

Instruments with target allocations below the broker's minimum lot size will have a volume of zero.

The estimated minimum notional budget required is determined by the largest minimum-lot notional value divided by the target weight among all resolved positive rows. This is not a recommended account deposit amount. Unresolved rows indicate that the basket is incomplete, and this estimate does not guarantee exact weight matching or the acceptance of all orders.

The native notional currency is determined by the broker's profit currency.

To use a different budget currency, specify the exact direct or inverse Forex symbol names in InpFXSymbols. For quote (Q) to base (B) currency conversions, the tool uses the Ask price and a conversion rate; for base to quote (B/Q), it uses 1/Bid. The conversion path is verified using metadata for the base and profit currencies; symbol names and cross rates are never assumed.

Quotes older than InpMaxQuoteAgeSeconds (default 120 seconds) are considered unavailable. Setting this value to 0 explicitly permits the use of historical estimates.

Supported calculation modes include: Forex, Forex No Leverage, CFD, CFD Index, CFD Leverage, Exchange Stocks, and Exchange Stocks MOEX. Futures, bonds, options, and custom/synthetic symbols are not supported.

Notional value does not represent margin requirements or maximum potential loss. Factors such as existing exposure, market session availability, account funds, commissions, swaps, slippage, and liquidity are outside the scope of this tool. Static directional limits do not consider existing positions.

This tool does not send any orders and does not read account information such as balance, equity, or open positions. Only objects uniquely prefixed for this tool are drawn on the chart and subsequently removed. Chart settings, other chart objects, Market Watch selections, and terminal global variables remain unchanged.

Files are written only when CSV export is explicitly enabled via the input parameter and the 'Export CSV' button is clicked. No DLLs, WebRequests, or external libraries are used. The original utility was developed by Fabien Martino, and the MIT license is included in the source code.

Same snapshot, page 2/3: The target for USTEC is below the broker's minimum lot size, resulting in a calculated volume of zero.

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#property copyright "RobotFX"
#property version   "1.00"
#property description "This code is educational. Feel free to use, modify and upgrade as you wish. Visit ROBOTFX.ORG for professional trading tools"
#property strict
enum PAPLanguage { PAP_EN=0, PAP_FR=1 };
input PAPLanguage InpLanguage = PAP_FR;
input bool InpAllowCSVExport = false;
input uint InpPanelMaxWidth = 1100;
input double InpBudget = 5000.0;
input string InpBudgetCurrency = "USD";

.......

• This tool is provided for educational and testing purposes only.
• Past performance does not guarantee future results.
• Trading involves substantial risk of loss. Use on a demo account first.
• Results may vary depending on market conditions, broker, and settings.
• We recommend thorough backtesting and forward testing before using with real funds.