-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=993 -- Id: 23768 -- More information about this indicator can be found at: -- http://fxcodebase.com/ --+------------------------------------------------------------------+ --| Copyright © 2019, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() strategy:name("Elder impulse system strategy") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound,ShowAlert") strategy:description("Elder impulse system strategy") strategy.parameters:addGroup("Elder inpulse system parameters") strategy.parameters:addString("TF1", "Time Frame 1", "", "H1") strategy.parameters:setFlag("TF1", core.FLAG_PERIODS) strategy.parameters:addInteger("EMA1", "EMA periods 1", "", 13, 1, 100) strategy.parameters:addInteger("MACDF1", "MACD periods fast 1", "", 12, 1, 100) strategy.parameters:addInteger("MACDS1", "MACD periods slow 1", "", 26, 1, 100) strategy.parameters:addString("TF2", "Time Frame 2", "", "H2") strategy.parameters:setFlag("TF2", core.FLAG_PERIODS) strategy.parameters:addInteger("EMA2", "EMA periods 2", "", 13, 1, 100) strategy.parameters:addInteger("MACDF2", "MACD periods fast 2", "", 12, 1, 100) strategy.parameters:addInteger("MACDS2", "MACD periods slow 2", "", 26, 1, 100) strategy.parameters:addString("TF3", "Time Frame 3", "", "H4") strategy.parameters:setFlag("TF3", core.FLAG_PERIODS) strategy.parameters:addInteger("EMA3", "EMA periods 3", "", 13, 1, 100) strategy.parameters:addInteger("MACDF3", "MACD periods fast 3", "", 12, 1, 100) strategy.parameters:addInteger("MACDS3", "MACD periods slow 3", "", 26, 1, 100) strategy.parameters:addString("TF4", "Time Frame 4", "", "H6") strategy.parameters:setFlag("TF4", core.FLAG_PERIODS) strategy.parameters:addInteger("EMA4", "EMA periods 4", "", 13, 1, 100) strategy.parameters:addInteger("MACDF4", "MACD periods fast 4", "", 12, 1, 100) strategy.parameters:addInteger("MACDS4", "MACD periods slow 4", "", 26, 1, 100) strategy.parameters:addString("TF5", "Time Frame 5", "", "H8") strategy.parameters:setFlag("TF5", core.FLAG_PERIODS) strategy.parameters:addInteger("EMA5", "EMA periods 5", "", 13, 1, 100) strategy.parameters:addInteger("MACDF5", "MACD periods fast 5", "", 12, 1, 100) strategy.parameters:addInteger("MACDS5", "MACD periods slow 5", "", 26, 1, 100) strategy.parameters:addString("Price", "Price", "", "close") strategy.parameters:addStringAlternative("Price", "close", "", "close") strategy.parameters:addStringAlternative("Price", "open", "", "open") strategy.parameters:addStringAlternative("Price", "high", "", "high") strategy.parameters:addStringAlternative("Price", "low", "", "low") strategy.parameters:addStringAlternative("Price", "median", "", "median") strategy.parameters:addStringAlternative("Price", "typical", "", "typical") strategy.parameters:addStringAlternative("Price", "weighted", "", "weighted") strategy.parameters:addGroup("Strategy Parameters") strategy.parameters:addInteger("Count", "Count", "Count", 4) strategy.parameters:addString("TypeSignal", "Type of signal", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "direct", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "reverse", "", "reverse") strategy.parameters:addGroup("Trading Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) strategy.parameters:addString("Account", "Account to trade on", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1, 1, 100) strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false) strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false) strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false) strategy.parameters:addString("AllowDirection", "Allow direction for positions", "", "Both") strategy.parameters:addStringAlternative("AllowDirection", "Both", "", "Both") strategy.parameters:addStringAlternative("AllowDirection", "Long", "", "Long") strategy.parameters:addStringAlternative("AllowDirection", "Short", "", "Short") strategy.parameters:addGroup("Signal Parameters") strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true) strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false) strategy.parameters:addFile("SoundFile", "Sound File", "", "") strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND) strategy.parameters:addBoolean("Recurrent", "RecurrentSound", "", false) strategy.parameters:addGroup("Email Parameters") strategy.parameters:addBoolean("SendEmail", "Send email", "", false) strategy.parameters:addString("Email", "Email address", "", "") strategy.parameters:setFlag("Email", core.FLAG_EMAIL) end local ShowAlert local SoundFile local RecurrentSound local SendEmail, Email local EIS1 = nil local EIS2 = nil local EIS3 = nil local EIS4 = nil local EIS5 = nil local openLevel = 0 local closeLevel = 0 local confirmTrend local AllowTrade = nil local Account = nil local Amount = nil local BaseSize = nil local PipSize local SetLimit = nil local Limit = nil local SetStop = nil local Stop = nil local TrailingStop = nil local CanClose = nil local AllowDirection function Prepare() ShowAlert = instance.parameters.ShowAlert AllowDirection = instance.parameters.AllowDirection local PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile else SoundFile = nil end assert(not (PlaySound) or SoundFile ~= "", "Sound file must be chosen") RecurrentSound = instance.parameters.Recurrent local SendEmail = instance.parameters.SendEmail if SendEmail then Email = instance.parameters.Email else Email = nil end assert(not (SendEmail) or Email ~= "", "Email address must be specified") assert(instance.parameters.TF ~= "t1", "The time frame must not be tick") local name name = profile:id() .. "(" .. instance.bid:name() .. ")" instance:name(name) AllowTrade = instance.parameters.AllowTrade if AllowTrade then Account = instance.parameters.Account Amount = instance.parameters.Amount BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account) Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account) PipSize = instance.bid:pipSize() SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end Source1 = ExtSubscribe(2, nil, instance.parameters.TF1, true, instance.parameters.Price) Source2 = ExtSubscribe(3, nil, instance.parameters.TF2, true, instance.parameters.Price) Source3 = ExtSubscribe(4, nil, instance.parameters.TF3, true, instance.parameters.Price) Source4 = ExtSubscribe(5, nil, instance.parameters.TF4, true, instance.parameters.Price) Source5 = ExtSubscribe(6, nil, instance.parameters.TF5, true, instance.parameters.Price) assert( core.indicators:findIndicator("ELDER_IMPULSE_SYSTEM") ~= nil, "ELDER_IMPULSE_SYSTEM" .. " indicator must be installed" ) EIS1 = core.indicators:create( "ELDER_IMPULSE_SYSTEM", Source1, instance.parameters.EMA1, instance.parameters.MACDF1, instance.parameters.MACDS1 ) EIS2 = core.indicators:create( "ELDER_IMPULSE_SYSTEM", Source2, instance.parameters.EMA2, instance.parameters.MACDF2, instance.parameters.MACDS2 ) EIS3 = core.indicators:create( "ELDER_IMPULSE_SYSTEM", Source3, instance.parameters.EMA3, instance.parameters.MACDF3, instance.parameters.MACDS3 ) EIS4 = core.indicators:create( "ELDER_IMPULSE_SYSTEM", Source4, instance.parameters.EMA4, instance.parameters.MACDF4, instance.parameters.MACDS4 ) EIS5 = core.indicators:create( "ELDER_IMPULSE_SYSTEM", Source5, instance.parameters.EMA5, instance.parameters.MACDF5, instance.parameters.MACDS5 ) ExtSetupSignal(profile:id() .. ":", ShowAlert) ExtSetupSignalMail(name) end function haveTrades(BuySell) local enum = core.host:findTable("trades"):enumerator() local row = enum:next() while (not found) and (row ~= nil) do if row.AccountID == Account and (row.BS == BuySell or BuySell == nil) then return true end row = enum:next() end return false end function ExtUpdate(id, source, period) EIS1:update(core.UpdateLast) EIS2:update(core.UpdateLast) EIS3:update(core.UpdateLast) EIS4:update(core.UpdateLast) EIS5:update(core.UpdateLast) if not EIS1.UP:hasData(period) or not EIS2.UP:hasData(period) or not EIS3.UP:hasData(period) or not EIS4.UP:hasData(period) or not EIS5.UP:hasData(period) then return end local pipSize = instance.bid:pipSize() local trades = core.host:findTable("trades") local MustB = false local MustS = false local SignalCountB = 0 local SignalCountS = 0 SignalCountB = (EIS1.UP[period] + EIS2.UP[period] + EIS3.UP[period] + EIS4.UP[period] + EIS5.UP[period]) / 100 SignalCountS = (EIS1.DN[period] + EIS2.DN[period] + EIS3.DN[period] + EIS4.DN[period] + EIS5.DN[period]) / 100 if SignalCountB >= instance.parameters.Count then if instance.parameters.TypeSignal == "direct" then MustB = true else MustS = true end end if SignalCountS >= instance.parameters.Count then if instance.parameters.TypeSignal == "direct" then MustS = true else MustB = true end end if (haveTrades()) then local enum = trades:enumerator() while true do local row = enum:next() if row == nil then break end if row.AccountID == Account and row.OfferID == Offer then if row.BS == "B" then if MustS then if ShowAlert then if instance.parameters.AllowDirection == "Long" then ExtSignal(source, period, "Close BUY", SoundFile, Email, RecurrentSound) else ExtSignal(source, period, "Close BUY and SELL", SoundFile, Email, RecurrentSound) end end if AllowTrade then Close(row) if instance.parameters.AllowDirection ~= "Long" then Open("S") end end end elseif row.BS == "S" then if MustB then if ShowAlert then if instance.parameters.AllowDirection == "Short" then ExtSignal(source, period, "Close SELL", SoundFile, Email, RecurrentSound) else ExtSignal(source, period, "Close SELL and BUY", SoundFile, Email, RecurrentSound) end end if AllowTrade then Close(row) if instance.parameters.AllowDirection ~= "Short" then Open("B") end end end end end end else if MustB == true and instance.parameters.AllowDirection ~= "Short" then if ShowAlert then ExtSignal(source, period, "BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("B") end end if MustS == true and instance.parameters.AllowDirection ~= "Long" then if ShowAlert then ExtSignal(source, period, "SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("S") end end end end function ReleaseInstance() end function Open(side) local valuemap valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.CustomID = CID valuemap.BuySell = side valuemap.QTXT = "1" if SetStop and CanClose then valuemap.PegTypeStop = "O" if side == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end if TrailingStop then valuemap.TrailStepStop = 1 end end if SetLimit and CanClose then valuemap.PegTypeLimit = "O" if side == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end success, msg = terminal:execute(200, valuemap) assert(success, msg) if not (CanClose) then if SetStop then valuemap = core.valuemap() valuemap.OrderType = "SE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] - Stop * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] + Stop * PipSize valuemap.Rate = rate end if TrailingStop then valuemap.TrailUpdatePips = 1 end success, msg = terminal:execute(200, valuemap) assert(success, msg) end if SetLimit then valuemap = core.valuemap() valuemap.OrderType = "LE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] + Limit * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] - Limit * PipSize valuemap.Rate = rate end success, msg = terminal:execute(200, valuemap) assert(success, msg) end end end function Close(trade) local valuemap valuemap = core.valuemap() if CanClose then valuemap.OrderType = "CM" valuemap.TradeID = trade.TradeID else valuemap.OrderType = "OM" end valuemap.OfferID = trade.OfferID valuemap.AcctID = trade.AccountID valuemap.Quantity = trade.Lot valuemap.CustomID = trade.QTXT if trade.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end function AsyncOperationFinished(cookie, successful, message) if not successful then core.host:trace("Error: " .. message) end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")