-- Available @ https://fxcodebase.com/code/viewtopic.php?f=17&t=76018 -- +------------------------------------------------------------------------------------------------+ -- | Copyright 2025, Gehtsoft USA LLC | -- | http://fxcodebase.com | -- | Paypal: https://goo.gl/9Rj74e | -- +------------------------------------------------------------------------------------------------+ -- | Developed by : Mario Jemic | -- | mario.jemic@gmail.com | -- | https://mario-jemic.com/ | -- | Patreon : http://tiny.cc/1ybwxz | -- | Buy Me a Coffee: http://tiny.cc/bj7vxz | -- +-----------------+----------------------+-------------------------------------------------------+ -- | Cryptocurrency | Network | Address | -- +-----------------+----------------------+-------------------------------------------------------+ -- | BTC | BTC | 16F5k43RXibTmna4np8bPVgmXM1CzjXFJJ | -- | SOL | SOL | 3nh5rpUKopcYLNU4zGCdUFAkM3iRQq8VVUmuzVG6VDf2 | -- | ETH | ERC20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- | BNB | BEP20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- | USDT | BEP20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- | XRP | BEP20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- +-----------------+----------------------+-------------------------------------------------------+ function Init() tool:name("Fibonacci Retracement Money Management"); tool:description(""); tool:icon(""); tool.creationStrategy:setPattern(core.DragClick); tool.creationStrategy:setMaxClickCount(0); tool.creationStrategy:setNeedParamsAfterPattern(true); tool:setTag("group", "Fibonacci"); tool:setTag("orderInGroup", "1"); tool:setTag("NonResetableParameters", "param1,param2"); tool.parameters:addDate("start_date", "Date start", "", 0); tool.parameters:setFlag("start_date", core.FLAG_DATETIME); tool.parameters:addDate("end_date", "Date end", "", 0); tool.parameters:setFlag("end_date", core.FLAG_DATETIME); tool.parameters:addDouble("start_rate", "Rate top", "", 0); tool.parameters:setFlag("start_rate", core.FLAG_PRICE); tool.parameters:addDouble("end_rate", "Rate bottom", "", 0); tool.parameters:setFlag("end_rate", core.FLAG_PRICE); tool.parameters:addString("account", "Account to trade on", "", ""); tool.parameters:setFlag("account", core.FLAG_ACCOUNT); tool.parameters:addInteger("lots", "Lots", "", 1, 1, 1000000); tool.parameters:addDouble("entry_level", "Entry level", "", 1.0); tool.parameters:addColor("entry_color", "Entry level Color", "Color", core.colors().Green); tool.parameters:addInteger("entry_width", "Entry level Width", "Width", 2, 1, 5); tool.parameters:addInteger("entry_style", "Entry level Style", "Style", core.LINE_SOLID); tool.parameters:setFlag("entry_style", core.FLAG_LINE_STYLE); tool.parameters:addDouble("stop_level", "Stop level", "", 0.0); tool.parameters:addColor("stop_color", "Stop level Color", "description Color", core.colors().Red); tool.parameters:addInteger("stop_width", "Stop level Width", "description Width", 2, 1, 5); tool.parameters:addInteger("stop_style", "Stop level Style", "description Style", core.LINE_SOLID); tool.parameters:setFlag("stop_style", core.FLAG_LINE_STYLE); tool.parameters:addDouble("t1_level", "Target 1 level", "", 2.0); tool.parameters:addColor("t1_color", "Target 1 level Color", "description Color", core.colors().Blue); tool.parameters:addInteger("t1_width", "Target 1 level Width", "description Width", 2, 1, 5); tool.parameters:addInteger("t1_style", "Target 1 level Style", "description Style", core.LINE_SOLID); tool.parameters:setFlag("t1_style", core.FLAG_LINE_STYLE); tool.parameters:addDouble("t1_level_stop", "Target 1 level: Move stop to", "", 1.25); tool.parameters:addDouble("t1_level_close", "Target 1 level: Partial close %", "", 50); tool.parameters:addColor("t1_level_stop_color", "Target 1 level stop Color", "description Color", core.colors().Blue); tool.parameters:addInteger("t1_level_stop_width", "Target 1 level stop Width", "description Width", 1, 1, 5); tool.parameters:addInteger("t1_level_stop_style", "Target 1 level stop Style", "description Style", core.LINE_DASHDOT); tool.parameters:setFlag("t1_level_stop_style", core.FLAG_LINE_STYLE); tool.parameters:addDouble("t2_level", "Target 2 level", "", 2.5); tool.parameters:addColor("t2_color", "Target 2 level Color", "description Color", core.colors().Blue); tool.parameters:addInteger("t2_width", "Target 2 level Width", "description Width", 1, 1, 5); tool.parameters:addInteger("t2_style", "Target 2 level Style", "description Style", core.LINE_DASHDOT); tool.parameters:setFlag("t2_style", core.FLAG_LINE_STYLE); tool.parameters:addDouble("t2_level_stop", "Target 2 level: Move stop to", "", 1.5); tool.parameters:addDouble("t2_level_close", "Target 2 level: Partial close %", "", 0); tool.parameters:addColor("t2_level_stop_color", "Target 2 level stop Color", "description Color", core.colors().Blue); tool.parameters:addInteger("t2_level_stop_width", "Target 2 level stop Width", "description Width", 1, 1, 5); tool.parameters:addInteger("t2_level_stop_style", "Target 2 level stop Style", "description Style", core.LINE_DASHDOT); tool.parameters:setFlag("t2_level_stop_style", core.FLAG_LINE_STYLE); tool.parameters:addDouble("t3_level", "Target 3 level", "", 3.0); tool.parameters:addColor("t3_color", "Target 3 level Color", "description Color", core.colors().Blue); tool.parameters:addInteger("t3_width", "Target 3 level Width", "description Width", 1, 1, 5); tool.parameters:addInteger("t3_style", "Target 3 level Style", "description Style", core.LINE_SOLID); tool.parameters:setFlag("t3_style", core.FLAG_LINE_STYLE); tool.parameters:addDouble("t3_level_stop", "Target 3 level: Move stop to", "", 2.0); tool.parameters:addDouble("t3_level_close", "Target 3 level: Partial close %", "", 0); tool.parameters:addColor("t3_level_stop_color", "Target 3 level stop Color", "description Color", core.colors().Blue); tool.parameters:addInteger("t3_level_stop_width", "Target 3 level stop Width", "description Width", 1, 1, 5); tool.parameters:addInteger("t3_level_stop_style", "Target 3 level stop Style", "description Style", core.LINE_DASHDOT); tool.parameters:setFlag("t3_level_stop_style", core.FLAG_LINE_STYLE); end function CreationStarted() end function CreationFinished() end local click = 1; function Click(x, y, price, date) if click == 1 then start_rate = price; start_date = date; instance.parameters.start_rate = price; instance.parameters.start_date = date; instance.parameters.end_rate = price; instance.parameters.end_date = date; else instance.parameters.start_rate = price; instance.parameters.start_date = date; end click = click + 1; end function DoubleClick(x, y, price, date) end local last_stream_size = 0; function UpdateReferencePoints() local pane = core.host.Window.CurrentPane; local stream = pane.Data:getStream(0); last_stream_size = stream:size(); local referencePoints = core.host.ReferencePoints; referencePoints:setReferencePoint(1, instance.parameters.start_date, instance.parameters.start_rate, referencePoints.DATE + referencePoints.PRICE, instance.parameters.stop_color, instance.parameters.stop_width + 1); referencePoints:setReferencePoint(2, instance.parameters.end_date, instance.parameters.end_rate, referencePoints.DATE + referencePoints.PRICE, instance.parameters.entry_color, instance.parameters.entry_width + 1); end function Drag(x, y, price, date) instance.parameters.end_rate = price; instance.parameters.end_date = date; UpdateReferencePoints(); end function DragEnd(x, y, price, date) click = click + 1; end function CreationFinished() end local movingPointID; function MoveReferencePointStart(id) movingPointID = id; end function MoveReferencePoint(x, y, price, date) if movingPointID == 1 then instance.parameters.start_date = date; instance.parameters.start_rate = price; UpdateReferencePoints(); elseif movingPointID == 2 then instance.parameters.end_date = date; instance.parameters.end_rate = price; UpdateReferencePoints(); elseif movingPointID == 3 then local min = math.min(instance.parameters.end_rate, instance.parameters.start_rate); local max = math.max(instance.parameters.end_rate, instance.parameters.start_rate); UpdateReferencePoints(); end end function MoveReferencePointFinished() executed = false; end local start_rate = nil; local start_period = nil; local start_rate_start; local period_1_start; local end_rate_start; local middle_rate_start; local period_2_start; function MoveStart() local pane = core.host.Window.CurrentPane; local stream = pane.Data:getStream(0); start_rate = nil; start_period = nil; start_rate_start = instance.parameters.start_rate; period_1_start = core.host:execute("calculatePositionOfDate", stream, instance.parameters.start_date); end_rate_start = instance.parameters.end_rate; period_2_start = core.host:execute("calculatePositionOfDate", stream, instance.parameters.end_date); end function Move(x, y, price, date) local pane = core.host.Window.CurrentPane; local stream = pane.Data:getStream(0); if start_rate == nil then start_rate = price; start_period = core.host:execute("calculatePositionOfDate", stream, date); else local rate_diff = price - start_rate; local period_diff = core.host:execute("calculatePositionOfDate", stream, date) - start_period; instance.parameters.start_rate = start_rate_start + rate_diff; instance.parameters.start_date = core.host:execute("calculateDate", stream, period_1_start + period_diff); instance.parameters.end_rate = end_rate_start + rate_diff; instance.parameters.end_date = core.host:execute("calculateDate", stream, period_2_start + period_diff); UpdateReferencePoints(); end end function MoveFinished() start_rate = nil; start_period = nil; executed = false; end local init = false; function get_point_coordinates(date, price, context) local x, x1, x2 = context:positionOfDate(date); local visible, y = context:pointOfPrice(price); return x, y; end local entry_pen = 1; local stop_pen = 2; local t1_pen = 3; local t1_level_stop_pen = 4; local t2_pen = 5; local t2_level_stop_pen = 6; local t3_pen = 7; local t3_level_stop_pen = 8; local font = 9; local transparency; function Draw(stage, context) if stage == 2 then if not init then context:createPen(entry_pen, context:convertPenStyle(instance.parameters.entry_style), instance.parameters.entry_width, instance.parameters.entry_color); context:createPen(stop_pen, context:convertPenStyle(instance.parameters.stop_style), instance.parameters.stop_width, instance.parameters.stop_color); context:createPen(t1_pen, context:convertPenStyle(instance.parameters.t1_style), instance.parameters.t1_width, instance.parameters.t1_color); context:createPen(t1_level_stop_pen, context:convertPenStyle(instance.parameters.t1_level_stop_style), instance.parameters.t1_level_stop_width, instance.parameters.t1_level_stop_color); context:createPen(t2_pen, context:convertPenStyle(instance.parameters.t2_style), instance.parameters.t2_width, instance.parameters.t2_color); context:createPen(t2_level_stop_pen, context:convertPenStyle(instance.parameters.t2_level_stop_style), instance.parameters.t2_level_stop_width, instance.parameters.t2_level_stop_color); context:createPen(t3_pen, context:convertPenStyle(instance.parameters.t3_style), instance.parameters.t3_width, instance.parameters.t3_color); context:createPen(t3_level_stop_pen, context:convertPenStyle(instance.parameters.t3_level_stop_style), instance.parameters.t3_level_stop_width, instance.parameters.t3_level_stop_color); context:createFont(font, "Arial", 0, context:pointsToPixels(10), context.LEFT); init = true; end local pane = core.host.Window.CurrentPane; local stream = pane.Data:getStream(0); if last_stream_size ~= stream:size() then UpdateReferencePoints(); end local x1, y1 = get_point_coordinates(instance.parameters.start_date, instance.parameters.start_rate, context); local x2, _, _ = context:positionOfDate(instance.parameters.end_date); context:setClipRectangle(context:left(), context:top(), context:right(), context:bottom()); local range = instance.parameters.end_rate - instance.parameters.start_rate; DrawLevel(context, stream, range, instance.parameters.entry_level, x1, x2, entry_pen); DrawLevel(context, stream, range, instance.parameters.stop_level, x1, x2, stop_pen); DrawLevel(context, stream, range, instance.parameters.t1_level, x1, x2, t1_pen); DrawLevel(context, stream, range, instance.parameters.t1_level_stop, x1, x2, t1_level_stop_pen); DrawLevel(context, stream, range, instance.parameters.t2_level, x1, x2, t2_pen); DrawLevel(context, stream, range, instance.parameters.t2_level_stop, x1, x2, t2_level_stop_pen); DrawLevel(context, stream, range, instance.parameters.t3_level, x1, x2, t3_pen); DrawLevel(context, stream, range, instance.parameters.t3_level_stop, x1, x2, t3_level_stop_pen); context:resetClipRectangle(); end end function DrawLevel(context, stream, range, level, x1, x2, pen) local rate = instance.parameters.start_rate + range * level; local _, y = context:pointOfPrice(rate); context:drawLine(pen, x1, y, x2, y) local label = win32.formatNumber(level, false, 3) .. " " .. win32.formatNumber(rate, false, stream:getDisplayPrecision()); local w, h = context:measureText(font, label, context.LEFT); context:drawText(font, label, core.COLOR_LABEL, -1, x1, y - h, x1 + w, y, context.LEFT); end local executed = false; local TIMER_ID = 1; function Prepare(onlyName) local name = profile:name(); instance:name(name); if onlyName then return; end init = false; last_stream_size = 0; UpdateReferencePoints(); core.host:execute("setTimer", TIMER_ID, 1) end function AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == TIMER_ID and not executed then local pane = core.host.Window.CurrentPane; local stream = pane.Data:getStream(0); if base_size == nil then base_size = core.host:execute("getTradingProperty", "baseUnitSize", stream:instrument(), instance.parameters.account); offer_id = core.host:findTable("offers"):find("Instrument", stream:instrument()).OfferID; end local range = instance.parameters.end_rate - instance.parameters.start_rate; local rate = instance.parameters.start_rate + range * instance.parameters.entry_level; if core.crossesOver(stream, rate) and range > 0 then executed = true; OpenTrade(stream, "B", range); elseif core.crossesUnder(stream, rate) and range < 0 then executed = true; OpenTrade(stream, "S", range); end end end function CreateCrossOverCondition(rate) local condition = {}; condition.rate = rate; function condition:IsPass(data) if self.executed then return false; end local pane = core.host.Window.CurrentPane; local stream = pane.Data:getStream(0); if stream:tick(NOW) > self.rate then self.executed = true; return true; end end end function CreateCrossUnderCondition(rate) local condition = {}; condition.rate = rate; function condition:IsPass(data) if self.executed then return false; end local pane = core.host.Window.CurrentPane; local stream = pane.Data:getStream(0); if stream:tick(NOW) < self.rate then self.executed = true; return true; end end end function CreateMoveToAction(rate) local action = {}; function action:Execute(data) if self._command ~= nil then return self._command.Finished; end local trade = data:GetTrade(); if trade == nil then return false; end if not trade:refresh() then return true; end self._command = self._parent._trading:MoveStop(trade, self._to, nil); return false; end return action; end function OpenTrade(stream, side, range) local result = trading:MarketOrder(stream:instrument()) :SetSide(side) :SetAccountID(instance.parameters.account) :SetAmount(instance.parameters.lots) :Execute(); local controller = breakeven:CreateController(side == "B" and CreateCrossOverCondition(instance.parameters.start_rate + range * instance.parameters.t1_level) or CreateCrossUnderCondition(instance.parameters.start_rate + range * instance.parameters.t1_level)); controller:AddAction(CreateMoveToAction(instance.parameters.t1_level_stop, nil)); if (instance.parameters.t1_level_close > 0) then controller:AddAction(breakeven:CreatePartialClose(instance.parameters.t1_level_close, "initial_lots")); end controller = breakeven:CreateController(side == "B" and CreateCrossOverCondition(instance.parameters.start_rate + range * instance.parameters.t2_level) or CreateCrossUnderCondition(instance.parameters.start_rate + range * instance.parameters.t2_level)); controller:AddAction(CreateMoveToAction(instance.parameters.t2_level_stop, nil)); if (instance.parameters.t2_level_close > 0) then controller:AddAction(breakeven:CreatePartialClose(instance.parameters.t2_level_close, "initial_lots")); end controller = breakeven:CreateController(side == "B" and CreateCrossOverCondition(instance.parameters.start_rate + range * instance.parameters.t3_level) or CreateCrossUnderCondition(instance.parameters.start_rate + range * instance.parameters.t3_level)); controller:AddAction(CreateMoveToAction(instance.parameters.t3_level_stop, nil)); if (instance.parameters.t3_level_close > 0) then controller:AddAction(breakeven:CreatePartialClose(instance.parameters.t3_level_close, "initial_lots")); end end local temp_params; function CheckParameters(params) temp_params = params; return profile:name(); end function ChangeParameters() executed = false; -- copy all the params because of FXTS2 bug instance.parameters.start_rate = temp_params.start_rate; instance.parameters.start_date = temp_params.start_date; instance.parameters.end_rate = temp_params.end_rate; instance.parameters.end_date = temp_params.end_date; instance.parameters.entry_level = temp_params.entry_level; instance.parameters.entry_color = temp_params.entry_color; instance.parameters.entry_width = temp_params.entry_width; instance.parameters.entry_style = temp_params.entry_style; instance.parameters.stop_level = temp_params.stop_level; instance.parameters.stop_color = temp_params.stop_color; instance.parameters.stop_width = temp_params.stop_width; instance.parameters.stop_style = temp_params.stop_style; instance.parameters.t1_level = temp_params.t1_level; instance.parameters.t1_color = temp_params.t1_color; instance.parameters.t1_width = temp_params.t1_width; instance.parameters.t1_style = temp_params.t1_style; instance.parameters.t1_level_stop = temp_params.t1_level_stop; instance.parameters.t1_level_close = temp_params.t1_level_close; instance.parameters.t1_level_stop_color = temp_params.t1_level_stop_color; instance.parameters.t1_level_stop_width = temp_params.t1_level_stop_width; instance.parameters.t1_level_stop_style = temp_params.t1_level_stop_style; instance.parameters.t2_level = temp_params.t2_level; instance.parameters.t2_color = temp_params.t2_color; instance.parameters.t2_width = temp_params.t2_width; instance.parameters.t2_style = temp_params.t2_style; instance.parameters.t2_level_stop = temp_params.t2_level_stop; instance.parameters.t2_level_close = temp_params.t2_level_close; instance.parameters.t2_level_stop_color = temp_params.t2_level_stop_color; instance.parameters.t2_level_stop_width = temp_params.t2_level_stop_width; instance.parameters.t2_level_stop_style = temp_params.t2_level_stop_style; instance.parameters.t3_level = temp_params.t3_level; instance.parameters.t3_color = temp_params.t3_color; instance.parameters.t3_width = temp_params.t3_width; instance.parameters.t3_style = temp_params.t3_style; instance.parameters.t3_level_stop = temp_params.t3_level_stop; instance.parameters.t3_level_close = temp_params.t3_level_close; instance.parameters.t3_level_stop_color = temp_params.t3_level_stop_color; instance.parameters.t3_level_stop_width = temp_params.t3_level_stop_width; instance.parameters.t3_level_stop_style = temp_params.t3_level_stop_style; instance.parameters.account = temp_params.account; instance.parameters.lots = temp_params.lots; Prepare(false); end trading = {}; trading.Name = "Trading"; trading.Version = "4.35"; trading.Debug = false; trading.AddAmountParameter = true; trading.AddStopParameter = true; trading.AddLimitParameter = true; trading._ids_start = 100; trading._signaler = nil; trading._account = nil; trading._all_modules = {}; trading._request_id = {}; trading._waiting_requests = {}; trading._used_stop_orders = {}; trading._used_limit_orders = {}; function trading:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function trading:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function trading:GetBreakeven(id) local be = {}; be.UseBreakeven = instance.parameters:getBoolean("use_breakeven" .. id); be.BreakevenWhen = instance.parameters:getDouble("breakeven_when" .. id); be.BreakevenTo = instance.parameters:getDouble("breakeven_to" .. id); be.MoveStop = instance.parameters:getBoolean("move_be_stop" .. id); be.BreakevenTrailing = instance.parameters:getString("breakeven_trailing"); be.BreakevenTrailingValue = instance.parameters:getInteger("trailing" .. id); be.PartialCloseMode = instance.parameters:getString("breakeven_close" .. id); if be.PartialCloseMode ~= "no" then be.PartialCloseAmount = instance.parameters:getDouble("breakeven_close_amount" .. id); end function be:AddBreakeven(result) if self.UseBreakeven == false then return; end if self.UseBreakeven == nil and self.PartialCloseAmount == nil then return; end local condition = breakeven:CreatePLGTCondition(self.BreakevenWhen); local controller = breakeven:CreateController(condition); if self.BreakevenTo ~= nil then controller:AddAction(breakeven:CreateMoveStopAction(self.BreakevenTo, self.BreakevenTrailing == "set" and self.BreakevenTrailingValue or nil) ); end if self.PartialCloseAmount ~= nil then controller:AddAction(breakeven:CreatePartialClose(self.PartialCloseAmount, self.PartialCloseMode)); end controller:SetRequestID(result.RequestID); local controller = breakeven:CreateBreakeven() :SetRequestID(result.RequestID) :SetWhen(self.BreakevenWhen); if self.MoveStop then controller:SetTo(self.BreakevenTo); end if self.BreakevenTrailing == "set" then controller:SetTrailing(self.BreakevenTrailingValue); end end return be; end function trading:addBreakevenParameters(parameters, section_id, id, label) parameters:addGroup(" Breakeven parameters #" .. label .. section_id); parameters:addBoolean("use_breakeven" .. id, "Use Breakeven", "", false); parameters:addDouble("breakeven_when" .. id, "Breakeven Activation Value, in pips", "", 10); parameters:addBoolean("move_be_stop" .. id, "Move Stop", "", false); parameters:addDouble("breakeven_to" .. id, "Breakeven To, in pips", "", 0); parameters:addString("breakeven_trailing" .. id, "Trailing after breakeven", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Do not change", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Set trailing", "", "set"); parameters:addString("breakeven_close" .. id, "Partial close", "", "no"); parameters:addStringAlternative("breakeven_close" .. id, "No partial close", "", "no"); parameters:addStringAlternative("breakeven_close" .. id, "Partial close (% of lots)", "", "lots"); parameters:addStringAlternative("breakeven_close" .. id, "Partial close (% of initial lots)", "", "initial_lots"); parameters:addDouble("breakeven_close_amount" .. id, "Partial close amount", "", 50); end function trading:AddPositionParameters(parameters, id, section_id) if self.AddAmountParameter then parameters:addDouble("amount" .. id, "Trade Amount", "", 1); parameters:addString("amount_type" .. id, "Amount Unit", "", "lots"); parameters:addStringAlternative("amount_type" .. id, "In Lots", "", "lots"); parameters:addStringAlternative("amount_type" .. id, "% of Equity", "", "equity"); parameters:addStringAlternative("amount_type" .. id, "% of Margin", "", "margin"); parameters:addStringAlternative("amount_type" .. id, "Risk % of Equity", "", "risk_equity"); end if CreateStopParameters == nil or not CreateStopParameters(parameters, id) then parameters:addGroup(" Stop parameters " .. section_id); parameters:addString("stop_type" .. id, "Stop Order", "", "no"); parameters:addStringAlternative("stop_type" .. id, "No stop", "", "no"); parameters:addStringAlternative("stop_type" .. id, "In Pips", "", "pips"); if not DISABLE_ATR_STOP_LIMIT then parameters:addStringAlternative("stop_type" .. id, "ATR", "", "atr"); end parameters:addStringAlternative("stop_type" .. id, "High/low", "", "highlow"); parameters:addDouble("stop" .. id, "Stop Value", "In pips or ATR period", 30); if not DISABLE_ATR_STOP_LIMIT then parameters:addDouble("atr_stop_mult" .. id, "ATR Stop Multiplicator", "", 2.0); end parameters:addBoolean("use_trailing" .. id, "Trailing stop order", "", false); parameters:addInteger("trailing" .. id, "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); end if CreateLimitParameters == nil or not CreateLimitParameters(parameters, id) then parameters:addGroup(" Limit parameters " .. section_id); parameters:addString("limit_type" .. id, "Limit Order", "", "no"); parameters:addStringAlternative("limit_type" .. id, "No limit", "", "no"); parameters:addStringAlternative("limit_type" .. id, "In Pips", "", "pips"); if not DISABLE_ATR_STOP_LIMIT then parameters:addStringAlternative("limit_type" .. id, "ATR", "", "atr"); end parameters:addStringAlternative("limit_type" .. id, "Multiplicator of stop", "", "stop"); parameters:addStringAlternative("limit_type" .. id, "High/low", "", "highlow"); parameters:addDouble("limit" .. id, "Limit Value", "In pips or ATR period", 30); if not DISABLE_ATR_STOP_LIMIT then parameters:addDouble("atr_limit_mult" .. id, "ATR Limit Multiplicator", "", 2.0); end if not DISABLE_LIMIT_TRAILING then parameters:addString("TRAILING_LIMIT_TYPE" .. id, "Trailing Limit", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Off", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Favorable", "moves limit up for long/buy positions, vice versa for short/sell", "Favorable"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Unfavorable", "moves limit down for long/buy positions, vice versa for short/sell", "Unfavorable"); parameters:addDouble("TRAILING_LIMIT_TRIGGER" .. id, "Trailing Limit Trigger in Pips", "", 0); parameters:addDouble("TRAILING_LIMIT_STEP" .. id, "Trailing Limit Step in Pips", "", 10); end end if CreateCustomBreakeven == nil then self:addBreakevenParameters(parameters, section_id, id, "1"); end end function trading:Init(parameters, count) parameters:addBoolean("allow_trade", "Allow strategy to trade", "", true); parameters:setFlag("allow_trade", core.FLAG_ALLOW_TRADE); parameters:addString("account", "Account to trade on", "", ""); parameters:setFlag("account", core.FLAG_ACCOUNT); parameters:addString("allow_side", "Allow side", "", "both") parameters:addStringAlternative("allow_side", "Both", "", "both") parameters:addStringAlternative("allow_side", "Long/buy only", "", "buy") parameters:addStringAlternative("allow_side", "Short/sell only", "", "sell") parameters:addString("custom_id", "Custom ID", "", "id"); parameters:addString("execution_mode", "Execution mode", "", "IOC"); parameters:addStringAlternative("execution_mode", "Immediate Or Cancel", "", "IOC"); parameters:addStringAlternative("execution_mode", "Fill Or Kill", "", "FOK"); parameters:addStringAlternative("execution_mode", "Good Till Cancelled", "", "GTC"); parameters:addStringAlternative("execution_mode", "Day", "", "DAY"); parameters:addBoolean("close_on_opposite", "Close on Opposite", "", true); if ENFORCE_POSITION_CAP ~= true then parameters:addBoolean("position_cap", "Position Cap", "", false); parameters:addInteger("no_of_positions", "Max # of open positions", "", 1); parameters:addInteger("no_of_buy_position", "Max # of buy positions", "", 1); parameters:addInteger("no_of_sell_position", "Max # of sell positions", "", 1); end if count == nil or count == 1 then parameters:addGroup("Position"); self:AddPositionParameters(parameters, "", ""); else for i = 1, count do parameters:addGroup("Position #" .. i); parameters:addBoolean("use_position_" .. i, "Open position #" .. i, "", i == 1); self:AddPositionParameters(parameters, "_" .. i, "#" .. i); end end end function trading:Prepare(name_only) if name_only then return; end end function trading:ExtUpdate(id, source, period) end function trading:OnNewModule(module) if module.Name == "Signaler" then self._signaler = module; end self._all_modules[#self._all_modules + 1] = module; end function trading:AsyncOperationFinished(cookie, success, message, message1, message2) local res = self._waiting_requests[cookie]; if res ~= nil then res.Finished = true; res.Success = success; if not success then res.Error = message; if self._signaler ~= nil then self._signaler:Signal(res.Error); else self:trace(res.Error); end elseif res.OnSuccess ~= nil then res:OnSuccess(); end self._waiting_requests[cookie] = nil; elseif cookie == self._order_update_id then for _, order in ipairs(self._monitored_orders) do if order.RequestID == message2 then order.FixStatus = message1; end end elseif cookie == self._ids_start + 2 then if not success then if self._signaler ~= nil then self._signaler:Signal("Close order failed: " .. message); else self:trace("Close order failed: " .. message); end end end end function trading:getOppositeSide(side) if side == "B" then return "S"; end return "B"; end function trading:getId() for id = self._ids_start, self._ids_start + 100 do if self._waiting_requests[id] == nil then return id; end end return self._ids_start; end function trading:CreateStopOrder(trade, stop_rate, trailing) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = stop_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "S"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; valuemap.TrailUpdatePips = trailing; else valuemap.OrderType = "SE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed create stop " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; self._request_id[trade.TradeID] = msg; return res; end function trading:CreateLimitOrder(trade, limit_rate) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = limit_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "L"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; else valuemap.OrderType = "LE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local success, msg = terminal:execute(200, valuemap); if not(success) then terminal:alertMessage(trade.Instrument, limit_rate, "Failed create limit " .. msg, core.now()); else self._request_id[trade.TradeID] = msg; end end function trading:trailingChanged(old, new) return (new == nil and old ~= 0) or math.abs(order.TrlMinMove - trailing) >= 0.1; end function trading:ChangeOrder(order, rate, trailing) local min_change = core.host:findTable("offers"):find("Instrument", order.Instrument).PointSize; if math.abs(rate - order.Rate) > min_change or self:trailingChanged(order.TrlMinMove, trailing) then -- stop exists local valuemap = core.valuemap(); valuemap.Command = "EditOrder"; valuemap.AcctID = order.AccountID; valuemap.OrderID = order.OrderID; valuemap.TrailUpdatePips = trailing; valuemap.Rate = rate; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed change order " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end local res = {}; res.Finished = true; res.Success = true; return res; end function trading:IsLimitOrder(order) local order_type = order.Type; if order_type == "L" or order_type == "LT" or order_type == "LTE" then return true; end return order.ContingencyType == 3 and order_type == "LE"; end function trading:IsStopOrder(order) local order_type = order.Type; if order_type == "S" or order_type == "ST" or order_type == "STE" then return true; end return order.ContingencyType == 3 and order_type == "SE"; end function trading:IsLimitOrderType(order_type) return order_type == "L" or order_type == "LE" or order_type == "LT" or order_type == "LTE"; end function trading:IsStopOrderType(order_type) return order_type == "S" or order_type == "SE" or order_type == "ST" or order_type == "STE"; end function trading:FindLimitOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.LimitOrderID ~= nil and trade.LimitOrderID ~= "" then order_id = trade.LimitOrderID; self:trace("Using limit order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching limit order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:IsLimitOrder(row) and self._used_limit_orders[row.OrderID] ~= true then self._used_limit_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:FindStopOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.StopOrderID ~= nil and trade.StopOrderID ~= "" then order_id = trade.StopOrderID; self:trace("Using stop order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching stop order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:IsStopOrder(row) and self._used_stop_orders[row.OrderID] ~= true then self._used_stop_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:MoveStop(trade, stop_rate, trailing) local order = self:FindStopOrder(trade); if order == nil then if trailing == 0 then trailing = nil; end return self:CreateStopOrder(trade, stop_rate, trailing); else if trailing == 0 then if order.TrlMinMove ~= 0 then trailing = order.TrlMinMove else trailing = nil; end end return self:ChangeOrder(order, stop_rate, trailing); end end function trading:MoveLimit(trade, limit_rate) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("Limit order not found, creating a new one"); return self:CreateLimitOrder(trade, limit_rate); else return self:ChangeOrder(order, limit_rate); end end function trading:RemoveStop(trade) self:trace("Searching for a stop"); local order = self:FindStopOrder(trade); if order == nil then self:trace("No stop"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:RemoveLimit(trade) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("No limit"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:DeleteOrder(order) self:trace(string.format("Deleting order %s", order.OrderID)); local valuemap = core.valuemap(); valuemap.Command = "DeleteOrder"; valuemap.OrderID = order.OrderID; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Delete order failed: " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end function trading:GetCustomID(qtxt) if qtxt == nil then return nil; end local metadata = self:GetMetadata(qtxt); if metadata == nil then return qtxt; end return metadata.CustomID; end function trading:FindOrder() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenRate(rate) self.Rate = rate; return self; end function search:WhenOrderType(orderType) self.OrderType = orderType; return self; end function search:Do(action) local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Summ(action) local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local summ = 0 while (row ~= nil) do if self:PassFilter(row) then summ = summ + action(row); end row = enum:next(); end return summ; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Rate == self.Rate or not self.Rate) and (row.Type == self.OrderType or not self.OrderType); end function search:All() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local orders = {}; while (row ~= nil) do if self:PassFilter(row) then orders[#orders + 1] = row; end row = enum:next(); end return orders; end function search:First() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end function search:Count() local count = 0; local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then count = count + 1; end row = enum:next(); end return count; end return search; end function trading:FindTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpen(open) self.Open = open; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:Do(action) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Summ(action) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local summ = 0 while (row ~= nil) do if self:PassFilter(row) then summ = summ + action(row); end row = enum:next(); end return summ; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Open == self.Open or not self.Open) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:All() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:Any() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:Count() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0; while (row ~= nil) do if self:PassFilter(row) then count = count + 1; end row = enum:next(); end return count; end function search:First() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:FindClosedTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:WhenTradeIDRemain(trade_id_remain) self.TradeIDRemain = trade_id_remain; return self; end function search:WhenCloseOrderID(close_order_id) self.CloseOrderID = close_order_id; return self; end function search:PassFilter(row) if self.TradeIDRemain ~= nil and row.TradeIDRemain ~= self.TradeIDRemain then return false; end if self.CloseOrderID ~= nil and row.CloseOrderID ~= self.CloseOrderID then return false; end return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:Do(action) local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Any() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:All() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:First() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:PartialClose(trade, amount) -- not finished local account = core.host:findTable("accounts"):find("AccountID", trade.AccountID); local id = self:getId(); if account.Hedging == "Y" then local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = math.min(amount, trade.Lot); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end local valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.Quantity = math.min(amount, trade.Lot); valuemap.BuySell = trading:getOppositeSide(trade.BS); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end function trading:ClosePartialSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:ClosePartialFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end function trading:Close(trade) local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; local success, msg = terminal:execute(self._ids_start + 3, valuemap); if not(success) then if self._signaler ~= nil then self._signaler:Signal("Close failed: " .. msg); end return false; end return true; end function trading:ObjectToJson(obj) local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:AddTable(name, value) local str = trading:ObjectToJson(value); local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), tostring(str)); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(obj) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" then --do nothing elseif stype == "table" then json:AddTable(idx, t); else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end function trading:CreateEntryOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:IsOrderExecuted() return self.FixStatus ~= nil and self.FixStatus == "F"; end function res:GetOrder() if self._order == nil and self.RequestID ~= nil then self._order = core.host:findTable("orders"):find("RequestID", self.RequestID); if self._order == nil then return nil; end end if not self._order:refresh() then return nil; end return self._order; end function res:GetTrade() if self._trade == nil and self.RequestID ~= nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil and self.RequestID ~= nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:CreateEntryOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetOrder() return nil; end function res:GetTrade() return nil; end function res:GetClosedTrade() return nil; end function res:IsOrderExecuted() return false; end return res; end function trading:EntryOrder(instrument) local builder = {}; builder.Offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OfferID = builder.Offer.OfferID; builder.valuemap.AcctID = self._account; function builder:_GetBaseUnitSize() if self._base_size == nil then self._base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); end return self._base_size; end function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) self.amount = amount; return self; end function builder:SetRiskPercentOfEquityAmount(percent) self._RiskPercentOfEquityAmount = percent; return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; return self; end function builder:SetPercentOfMarginAmount(percent) self._PercentOfMarginAmount = percent; return self; end function builder:SetExecutionType(type) self.valuemap.GTC = type; return self; end function builder:UpdateOrderType() if self.valuemap.BuySell == nil or self.valuemap.Rate == nil then return; end if self.valuemap.BuySell == "B" then self.valuemap.OrderType = self.Offer.Ask > self.valuemap.Rate and "LE" or "SE"; else self.valuemap.OrderType = self.Offer.Bid > self.valuemap.Rate and "SE" or "LE"; end end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; self:UpdateOrderType(); return self; end function builder:SetRate(rate) self.valuemap.Rate = rate; self:UpdateOrderType(); return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "M"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetLimitByEquityTargetPercent(limit) self.EquityTargetPercent = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:UseDefaultCustomId() self.valuemap.CustomID = self.Parent.CustomID; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:BuildValueMap() if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local used_equity = equity * self._PercentOfEquityAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * self:_GetBaseUnitSize(); elseif self._RiskPercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._RiskPercentOfEquityAmount / 100.0; assert(self.valuemap.RateStop ~= nil, "Only absolute stop is supported"); local stop = math.abs(self.valuemap.RateStop - self.valuemap.Rate) / self.Offer.PointSize; local possible_loss = self.Offer.PipCost * stop; self.valuemap.Quantity = math.floor(affordable_loss / possible_loss) * self:_GetBaseUnitSize(); elseif self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).UsableMargin; local used_equity = equity * self._PercentOfMarginAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * self:_GetBaseUnitSize(); else self.valuemap.Quantity = self.amount * self:_GetBaseUnitSize(); end if self.EquityTargetPercent ~= nil then self.valuemap.PegTypeLimit = "M"; local gained_per_pip = self.Offer.PipCost * (self.valuemap.Quantity / self:_GetBaseUnitSize()); local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local target_profit = equity * (self.EquityTargetPercent / 100.0); local limit = target_profit / gained_per_pip; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; end return self.valuemap; end function builder:Execute() self:BuildValueMap(); local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateEntryOrderFailResult(message); end local res = trading:CreateEntryOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:StoreMarketOrderResults(res) local str = "["; for i, t in ipairs(res) do local json = t:ToJSON(); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function trading:RestoreMarketOrderResults(str) local results = {}; local position = 2; local result; while (position < str:len()) do local ch = string.sub(str, position, position); if ch == "{" then result = trading:CreateMarketOrderSuccessResult(); position = position + 1; elseif ch == "}" then results[#results + 1] = result; result = nil; position = position + 1; elseif ch == "," then position = position + 1; else local name, value = string.match(str, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return results; end function trading:CreateMarketOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil and self.RequestID ~= nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(self) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" or stype == "table" then --do nothing else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end return res; end function trading:CreateMarketOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetTrade() return nil; end return res; end function trading:MarketOrder(instrument) local builder = {}; local offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Offer = offer; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OrderType = "OM"; builder.valuemap.OfferID = offer.OfferID; builder.valuemap.AcctID = self._account; function builder:_GetBaseUnitSize() if self._base_size == nil then self._base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); end return self._base_size; end function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) self._amount = amount; return self; end function builder:SetRiskPercentOfEquityAmount(percent) self._RiskPercentOfEquityAmount = percent; return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; return self; end function builder:SetPercentOfMarginAmount(percent) self._PercentOfMarginAmount = percent; return self; end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; return self; end function builder:SetExecutionType(type) self.valuemap.GTC = type; return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "O"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:FillFields() local base_size = self:_GetBaseUnitSize(); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local used_equity = equity * self._PercentOfEquityAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * base_size; elseif self._RiskPercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._RiskPercentOfEquityAmount / 100.0; assert(self.valuemap.PegPriceOffsetPipsStop ~= nil, "Only pip stop are supported"); local possible_loss = self.Offer.PipCost * self.valuemap.PegPriceOffsetPipsStop; self.valuemap.Quantity = math.floor(affordable_loss / possible_loss) * base_size; elseif self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).UsableMargin; local used_equity = equity * self._PercentOfMarginAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * self:_GetBaseUnitSize(); else self.valuemap.Quantity = self._amount * base_size; end end function builder:Execute() self.Parent:trace(string.format("Creating %s OM for %s", self.valuemap.BuySell, self.Instrument)); self:FillFields(); local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateMarketOrderFailResult(message); end local res = trading:CreateMarketOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:ReadValue(json, position) local whaitFor = ""; local start = position; while (position < json:len() + 1) do local ch = string.sub(json, position, position); position = position + 1; if ch == "\"" then start = position - 1; whaitFor = ch; break; elseif ch == "{" then start = position - 1; whaitFor = "}"; break; elseif ch == "," or ch == "}" then return string.sub(json, start, position - 2), position - 1; end end while (position < json:len() + 1) do local ch = string.sub(json, position, position); position = position + 1; if ch == whaitFor then return string.sub(json, start, position - 1), position; end end return "", position; end function trading:JsonToObject(json) local position = 1; local result; local results; while (position < json:len() + 1) do local ch = string.sub(json, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then if results ~= nil then position = position + 1; results[#results + 1] = result; else return result; end elseif ch == "," then position = position + 1; elseif ch == "[" then position = position + 1; results = {}; elseif ch == "]" then return results; else if result == nil then return nil; end local name = string.match(json, '"([^"]+)":', position); local value, new_pos = trading:ReadValue(json, position + name:len() + 3); position = new_pos; if value == "false" then result[name] = false; elseif value == "true" then result[name] = true; else if string.sub(value, 1, 1) == "\"" then result[name] = value:sub(2, value:len() - 1); elseif string.sub(value, 1, 1) == "{" then result[name] = trading:JsonToObject(value); else result[name] = tonumber(value); end end end end return nil; end function trading:GetMetadata(qtxt) if qtxt == "" then return nil; end local position = 1; local result; while (position < qtxt:len() + 1) do local ch = string.sub(qtxt, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then return result; elseif ch == "," then position = position + 1; else if result == nil then return nil; end local name, value = string.match(qtxt, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return nil; end function trading:GetTradeMetadata(trade) return self:GetMetadata(trade.QTXT); end if Modules ~= nil then trading:RegisterModule(Modules); end breakeven = {}; -- public fields breakeven.Name = "Breakeven"; breakeven.Version = "5.0"; breakeven.Debug = false; --private fields breakeven._moved_stops = {}; breakeven._request_id = nil; breakeven._used_stop_orders = {}; breakeven._ids_start = 200; breakeven._trading = nil; breakeven._controllers = {}; function breakeven:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function breakeven:OnNewModule(module) if module.Name == "Trading" then self._trading = module; elseif module.Name == "Tables monitor" then module:ListenCloseTrade(BreakevenOnClosedTrade); elseif module.Name == "Signaler" then self._signaler = module; elseif module.Name == "Storage" then self._storage = module; end end function BreakevenOnClosedTrade(closed_trade) for _, controller in ipairs(breakeven._controllers) do if controller.TradeID == closed_trade.TradeID then controller._trade = core.host:findTable("trades"):find("TradeID", closed_trade.TradeIDRemain); controller.TradeID = closed_trade.TradeIDRemain; elseif controller.TradeID == closed_trade.TradeIDRemain then controller._executed = true; controller._close_percent = nil; end end end function breakeven:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function breakeven:Init(parameters) end function breakeven:Prepare(nameOnly) if breakeven._storage == nil then return; end local enum = core.host:findTable("trades"):enumerator(); local trade = enum:next(); while trade ~= nil do if breakeven._storage:ReadNumber("BE_" .. trade.TradeID) == 1 then self:CreateBreakeven():Restore(trade.TradeID); end trade = enum:next(); end end function breakeven:ReleaseInstance() for _, controller in ipairs(self._controllers) do if controller.Save ~= nil then controller:Save(); end end end function breakeven:ExtUpdate(id, source, period) for _, controller in ipairs(self._controllers) do controller:DoBreakeven(); end end function breakeven:round(num, idp) if idp and idp > 0 then local mult = 10 ^ idp return math.floor(num * mult + 0.5) / mult end return math.floor(num + 0.5) end function breakeven:CreatePLGTCondition(pl) local condition = {}; condition._pl = pl; function condition:IsPass(data) local trade = data:GetTrade(); if trade == nil then return false; end if not trade:refresh() then return true; end return trade.PL >= self._pl; end return condition; end function breakeven:CreateMoveStopAction(to, trailing) local action = {}; function action:Execute(data) if self._command ~= nil then return self._command.Finished; end local trade = data:GetTrade(); if trade == nil then return false; end if not trade:refresh() then return true; end self._command = self._parent._trading:MoveStop(trade, self:getTo(), self._trailing); return false; end -- private start action._to = to; action._trailing = trailing; function action:getTo() local trade = self:GetTrade(); local offer = self:GetOffer(); if trade.BS == "B" then return offer.Bid - (trade.PL - self._to) * offer.PointSize; else return offer.Ask + (trade.PL - self._to) * offer.PointSize; end end -- private end return action; end function breakeven:CreatePartialClose(toClosePercent, mode) local action = {}; function action:Execute(data) if self._command ~= nil then if not self._command.Finished then return false; end if self._command.Success then return true; end return self:doClose(data); end return self:doClose(data); end function action:getLots(data, trade) if self._mode == "initial_lots" then return data:GetInitialLots(); end return trade.Lot; end -- private start function action:doClose(data) local trade = data:GetTrade(); if trade == nil then return false; end if not trade:refresh() then return true; end local base_size = core.host:execute("getTradingProperty", "baseUnitSize", trade.Instrument, trade.AccountID); local to_close = breakeven:round(self:getLots(data, trade) * self._toClosePercent / 100.0 / base_size) * base_size; self._command = trading:PartialClose(trade, to_close); return false; end action._toClosePercent = toClosePercent; action._mode = mode; -- private end return action; end function breakeven:CreateController(condition) local controller = {}; function controller:AddAction(action) self._actions[#self._actions + 1] = action; end function controller:DoLogic() if #self._actions == 0 then return; end if self._condition:IsPass(self) then if self._actions:Execute(self) then table.remove(self._actions, 1); end end end function controller:GetInitialLots() end function controller:Save() end function controller:Restore(tradeID) end function controller:SetTrade(trade) self._trade = trade; self.TradeID = trade.TradeID; self._initial_limit = self._trade.Limit; self._initial_stop = self._trade.Stop; self._initial_lot = self._trade.Lot; return self; end function controller:GetOffer() if self._offer == nil then local order = self:GetOrder(); if order == nil then order = self:GetTrade(); end self._offer = core.host:findTable("offers"):find("Instrument", order.Instrument); end return self._offer; end function controller:SetRequestID(trade_request_id) self._request_id = trade_request_id; return self; end function controller:GetOrder() if self._order == nil and self._request_id ~= nil then self._order = core.host:findTable("orders"):find("RequestID", self._request_id); if self._order ~= nil then self.OrderID = self._order.OrderID; end end return self._order; end function controller:GetTrade() if self._trade == nil and self._request_id ~= nil then self:SetTrade(core.host:findTable("trades"):find("OpenOrderReqID", self._request_id)); if self._trade == nil then return nil; end end return self._trade; end -- private start controller._parent = self; controller._executed = false; controller._actions = {}; controller._condition = condition; -- private end return controller; end function breakeven:CreateBaseController() local controller = {}; controller._parent = self; controller._executed = false; function controller:SetTrade(trade) self._trade = trade; self.TradeID = trade.TradeID; return self; end function controller:GetOffer() if self._offer == nil then local order = self:GetOrder(); if order == nil then order = self:GetTrade(); end self._offer = core.host:findTable("offers"):find("Instrument", order.Instrument); end return self._offer; end function controller:SetRequestID(trade_request_id) self._request_id = trade_request_id; return self; end function controller:GetOrder() if self._order == nil and self._request_id ~= nil then self._order = core.host:findTable("orders"):find("RequestID", self._request_id); if self._order ~= nil then self.OrderID = self._order.OrderID; end end return self._order; end function controller:GetTrade() if self._trade == nil and self._request_id ~= nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self._request_id); if self._trade == nil then return nil; end self.TradeID = self._trade.TradeID; self._initial_limit = self._trade.Limit; self._initial_stop = self._trade.Stop; end return self._trade; end return controller; end function breakeven:CreateMartingale(openFunction) local controller = self:CreateBaseController(); controller.OpenFunction = openFunction; function controller:SetStep(step) self._step = step; return self; end function controller:SetLotSizingValue(martingale_lot_sizing_val) self._martingale_lot_sizing_val = martingale_lot_sizing_val; return self; end function controller:SetStop(Stop) self._martingale_stop = Stop; return self; end function controller:SetLimit(Limit) self._martingale_limit = Limit; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end if self._current_lot == nil then self._current_lot = trade.AmountK; end local pipSize = self:GetOffer().PointSize; if trade.BS == "B" then local movement = (trade.Close - trade.Open) / pipSize; local enoughtMovement = false; if self._step >= 0 then enoughtMovement = movement <= -self._step; else enoughtMovement = movement >= -self._step; end if enoughtMovement then self._current_lot = self._current_lot * self._martingale_lot_sizing_val; local result = self.OpenFunction("B", math.floor(self._current_lot + 0.5), trade); self._trade = nil; self:SetRequestID(result.RequestID); if self._signaler ~= nil then local command = string.format("action=create symbol=%s side=buy quantity=%s" , trade.Instrument , tostring(math.floor(self._current_lot + 0.5))); self._signaler:SendCommand(command); end return true; end else local movement = (trade.Open - trade.Close) / pipSize; if self._step >= 0 then enoughtMovement = movement <= -self._step; else enoughtMovement = movement >= -self._step; end if enoughtMovement then self._current_lot = self._current_lot * self._martingale_lot_sizing_val; local result = self.OpenFunction("S", math.floor(self._current_lot + 0.5), trade); self._trade = nil; self:SetRequestID(result.RequestID); if self._signaler ~= nil then local command = string.format("action=create symbol=%s side=sell quantity=%s" , trade.Instrument , tostring(math.floor(self._current_lot + 0.5))); self._signaler:SendCommand(command); end return true; end end self:UpdateStopLimits(); return true; end function controller:CloseAll() core.host:trace("Closing all positions"); local it = trading:FindTrade():WhenCustomID(CustomID) it:Do(function (trade) trading:Close(trade); end); if self._signaler ~= nil then signaler:SendCommand("action=close"); end self._executed = true; end function controller:UpdateStopLimits() local trade = self:GetTrade(); if trade == nil then return; end local offer = self:GetOffer(); local bAmount = 0; local bPriceSumm = 0; local sAmount = 0; local sPriceSumm = 0; trading:FindTrade() :WhenCustomID(CustomID) :Do(function (trade) if trade.BS == "B" then bAmount = bAmount + trade.AmountK bPriceSumm = bPriceSumm + trade.Open * trade.AmountK; else sAmount = sAmount + trade.AmountK sPriceSumm = sPriceSumm + trade.Open * trade.AmountK; end end); local avgBPrice = bPriceSumm / bAmount; local avgSPrice = sPriceSumm / sAmount; local totalAmount = bAmount + sAmount; local avgPrice = avgBPrice * (bAmount / totalAmount) + avgSPrice * (sAmount / totalAmount); local stopPrice, limitPrice; if trade.BS == "B" then if self._martingale_stop ~= nil then stopPrice = avgPrice - self._martingale_stop * offer.PointSize; if trade.Close <= stopPrice then self:CloseAll(); end return; end if self._martingale_limit ~= nil then limitPrice = avgPrice + self._martingale_limit * offer.PointSize; if trade.Close >= limitPrice then self:CloseAll(); end end return; end if self._martingale_stop ~= nil then stopPrice = avgPrice + self._martingale_stop * offer.PointSize; if trade.Close >= stopPrice then self:CloseAll(); return; end end if self._martingale_limit ~= nil then limitPrice = avgPrice - self._martingale_limit * offer.PointSize; if trade.Close <= limitPrice then self:CloseAll(); end end end self._controllers[#self._controllers + 1] = controller; return controller; end breakeven.STOP_ID = 1; breakeven.LIMIT_ID = 2; function breakeven:CreateOrderTrailingController() local controller = self:CreateBaseController(); function controller:SetTrailingTarget(id) self._target_id = id; return self; end function controller:MoveUpOnly() self._up_only = true; return self; end function controller:SetIndicatorStream(stream, multiplicator, is_distance) self._stream = stream; self._stream_in_distance = is_distance; self._stream_multiplicator = multiplicator; return self; end function controller:SetIndicatorStreamShift(x, y) self._stream_x_shift = x; self._stream_y_shift = y; return self; end function controller:DoBreakeven() if self._executed then return false; end local order = self:GetOrder(); if order == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not order:refresh() then self._executed = true; return false; end local streamPeriod = NOW; if self._stream_x_shift ~= nil then streamPeriod = streamPeriod - self._stream_x_shift; end if not self._stream:hasData(streamPeriod) then return true; end return self:DoOrderTrailing(order, streamPeriod); end function controller:DoOrderTrailing(order, streamPeriod) local new_level; local offer = self:GetOffer(); if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * offer.PointSize; end if order.BS == "B" then new_level = breakeven:round(offer.Bid + tick, offer.Digits); else new_level = breakeven:round(offer.Ask - tick, offer.Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if order.BS == "B" then tick = tick - self._stream_y_shift * offer.PointSize; else tick = tick + self._stream_y_shift * offer.PointSize; end end new_level = breakeven:round(tick, offer.Digits); end if self._up_only then if order.BS == "B" then if order.Rate >= new_level then return true; end else if order.Rate <= new_level then return true; end end end if self._min_profit ~= nil then if order.BS == "B" then if (offer.Bid - new_level) / offer.PointSize < self._min_profit then return true; end else if (new_level - offer.Ask) / offer.PointSize < self._min_profit then return true; end end end if order.Rate ~= new_level then self._move_command = self._parent._trading:ChangeOrder(order, new_level, order.TrlMinMove); end end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateIndicatorTrailingController() local controller = self:CreateBaseController(); function controller:SetTrailingTarget(id) self._target_id = id; return self; end function controller:MoveUpOnly() self._up_only = true; return self; end function controller:SetMinProfit(min_profit) self._min_profit = min_profit; return self; end function controller:SetIndicatorStream(stream, multiplicator, is_distance) self._stream = stream; self._stream_in_distance = is_distance; self._stream_multiplicator = multiplicator; return self; end function controller:SetIndicatorStreamShift(x, y) self._stream_x_shift = x; self._stream_y_shift = y; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not trade:refresh() then self._executed = true; return false; end local streamPeriod = NOW; if self._stream_x_shift ~= nil then streamPeriod = streamPeriod - self._stream_x_shift; end if not self._stream:hasData(streamPeriod) then return true; end if self._target_id == breakeven.STOP_ID then return self:DoStopTrailing(trade, streamPeriod); elseif self._target_id == breakeven.LIMIT_ID then return self:DoLimitTrailing(trade, streamPeriod); end return self:DoOrderTrailing(trade, streamPeriod); end function controller:DoStopTrailing(trade, streamPeriod) local new_level; local offer = self:GetOffer(); if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * offer.PointSize; end if trade.BS == "B" then new_level = breakeven:round(trade.Open - tick, offer.Digits); else new_level = breakeven:round(trade.Open + tick, offer.Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if trade.BS == "B" then tick = tick + self._stream_y_shift * offer.PointSize; else tick = tick - self._stream_y_shift * offer.PointSize; end end new_level = breakeven:round(self._stream:tick(streamPeriod), offer.Digits); end if self._min_profit ~= nil then if trade.BS == "B" then if (new_level - trade.Open) / offer.PointSize < self._min_profit then return true; end else if (trade.Open - new_level) / offer.PointSize < self._min_profit then return true; end end end if self._up_only then if trade.BS == "B" then if trade.Stop >= new_level then return true; end else if trade.Stop <= new_level then return true; end end return true; end if trade.Stop ~= new_level then self._move_command = self._parent._trading:MoveStop(trade, new_level); end return true; end function controller:DoLimitTrailing(trade, streamPeriod) assert(self._up_only == nil, "Not implemented!!!"); local new_level; local offer = self:GetOffer(); if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * offer.PointSize; end if trade.BS == "B" then new_level = breakeven:round(trade.Open + tick, offer.Digits); else new_level = breakeven:round(trade.Open - tick, offer.Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if trade.BS == "B" then tick = tick - self._stream_y_shift * offer.PointSize; else tick = tick + self._stream_y_shift * offer.PointSize; end end new_level = breakeven:round(tick, offer.Digits); end if self._min_profit ~= nil then if trade.BS == "B" then if (trade.Open - new_level) / offer.PointSize < self._min_profit then return true; end else if (new_level - trade.Open) / offer.PointSize < self._min_profit then return true; end end end if trade.Limit ~= new_level then self._move_command = self._parent._trading:MoveLimit(trade, new_level); end end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateTrailingLimitController() local controller = self:CreateBaseController(); function controller:SetDirection(direction) self._direction = direction; return self; end function controller:SetTrigger(trigger) self._trigger = trigger; return self; end function controller:SetStep(step) self._step = step; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not trade:refresh() then self._executed = true; return false; end if self._direction == 1 then if trade.PL >= self._trigger then local offer = self:GetOffer(); local target_limit; if trade.BS == "B" then target_limit = self._initial_limit + self._step * offer.PointSize; else target_limit = self._initial_limit - self._step * offer.PointSize; end self._initial_limit = target_limit; self._trigger = self._trigger + self._step; self._move_command = self._parent._trading:MoveLimit(trade, target_limit); return true; end elseif self._direction == -1 then if trade.PL <= -self._trigger then local offer = self:GetOffer(); local target_limit; if trade.BS == "B" then target_limit = self._initial_limit - self._step * offer.PointSize; else target_limit = self._initial_limit + self._step * offer.PointSize; end self._initial_limit = target_limit; self._trigger = self._trigger + self._step; self._move_command = self._parent._trading:MoveLimit(trade, target_limit); return true; end else core.host:trace("No direction is set for the trailing limit"); end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:ActionOnTrade(action) local controller = self:CreateBaseController(); controller._action = action; function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end self._action(trade, self); self._executed = true; return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateOnCandleClose() local controller = self:CreateBaseController(); controller._trailing = 0; function controller:SetSource(source) self._source = source; return self; end function controller:SetBarsToLive(bars_to_live) self._bars_to_live = bars_to_live; return self; end function controller:DoBreakeven() if self._executed then return true; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end local index = core.findDate(self._source, trade.Time, false); if self._source:size() - 1 - index >= self._bars_to_live then self._command = self._parent._trading:Close(trade); self._executed = true; return false; end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateBreakeven() local controller = self:CreateBaseController(); function controller:Save() if self._executed or breakeven._storage == nil then return; end local trade = self:GetTrade(); if trade ~= nil then breakeven._storage.SaveNumber("BE_" .. trade.TradeID, 1); breakeven._storage:SaveNumber("BE_" .. trade.TradeID .. "_when", self._when); breakeven._storage:SaveNumber("BE_" .. trade.TradeID .. "_to", self._to); breakeven._storage:SaveNumber("BE_" .. trade.TradeID .. "_trailing", self._trailing); breakeven._storage:SaveNumber("BE_" .. trade.TradeID .. "_close_percent", self._close_percent); end end function controller:Restore(tradeID) self._when = breakeven._storage:ReadNumber("BE_" .. trade.TradeID .. "_when"); self._to = breakeven._storage:ReadNumber("BE_" .. trade.TradeID .. "_to"); self._trailing = breakeven._storage:ReadNumber("BE_" .. trade.TradeID .. "_trailing"); self._close_percent = breakeven._storage:ReadNumber("BE_" .. trade.TradeID .. "_close_percent"); end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:RestoreTrailingOnProfitController(controller) controller._parent = self; function controller:SetProfitPercentage(profit_pr, min_profit) self._profit_pr = profit_pr; self._min_profit = min_profit; return self; end function controller:GetClosedTrade() if self._closed_trade == nil and self.RequestID ~= nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self._request_id); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function controller:getStopPips(trade) local stop = trading:FindStopOrder(trade); if stop == nil then return nil; end local offer = self:GetOffer(); if trade.BS == "B" then return (stop.Rate - trade.Open) / offer.PointSize; else return (trade.Open - stop.Rate) / offer.PointSize; end end function controller:DoBreakeven() if self._executed then return false; end if self._move_command ~= nil and not self._move_command.Finished then return true; end local trade = self:GetTrade(); if trade == nil then if self:GetClosedTrade() ~= nil then self._executed = true; end return true; end if not trade:refresh() then self._executed = true; return false; end if trade.PL < self._min_profit then return true; end local new_stop = trade.PL * (self._profit_pr / 100); local current_stop = self:getStopPips(trade); if current_stop == nil or current_stop < new_stop then local offer = self:GetOffer(); if trade.BS == "B" then if not trailing_mark:hasData(NOW) then trailing_mark[NOW] = trade.Close; end self._move_command = self._parent._trading:MoveStop(trade, trade.Open + new_stop * offer.PointSize); else if not trailing_mark:hasData(NOW) then trailing_mark[NOW] = trade.Close; end self._move_command = self._parent._trading:MoveStop(trade, trade.Open - new_stop * offer.PointSize); end return true; end return true; end end function breakeven:CreateTrailingOnProfitController() local controller = self:CreateBaseController(); controller._trailing = 0; self:RestoreTrailingOnProfitController(controller); self._controllers[#self._controllers + 1] = controller; return controller; end if Modules ~= nil then breakeven:RegisterModule(Modules); end -- Available @ https://fxcodebase.com/code/viewtopic.php?f=17&t=76018 -- +------------------------------------------------------------------------------------------------+ -- | Copyright 2025, Gehtsoft USA LLC | -- | http://fxcodebase.com | -- | Paypal: https://goo.gl/9Rj74e | -- +------------------------------------------------------------------------------------------------+ -- | Developed by : Mario Jemic | -- | mario.jemic@gmail.com | -- | https://mario-jemic.com/ | -- | Patreon : http://tiny.cc/1ybwxz | -- | Buy Me a Coffee: http://tiny.cc/bj7vxz | -- +-----------------+----------------------+-------------------------------------------------------+ -- | Cryptocurrency | Network | Address | -- +-----------------+----------------------+-------------------------------------------------------+ -- | BTC | BTC | 16F5k43RXibTmna4np8bPVgmXM1CzjXFJJ | -- | SOL | SOL | 3nh5rpUKopcYLNU4zGCdUFAkM3iRQq8VVUmuzVG6VDf2 | -- | ETH | ERC20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- | BNB | BEP20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- | USDT | BEP20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- | XRP | BEP20 | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | -- +-----------------+----------------------+-------------------------------------------------------+