-- Id: 23826 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=67320 --+------------------------------------------------------------------+ --| Copyright © 2019, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.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 | --+------------------------------------------------------------------+ local Modules = {}; -- Local variables local source function Init() indicator:name("Risk Indicator") indicator:description("Risk Indicator") indicator:requiredSource(core.Bar) indicator:type(core.Indicator) indicator.parameters:addString("account", "Account to trade on", "", ""); indicator.parameters:setFlag("account", core.FLAG_ACCOUNT); indicator.parameters:addDouble("tp1", "Limit 1, %", "", 1) indicator.parameters:addDouble("tp2", "Limit 2, %", "", 0.5) indicator.parameters:addDouble("sl", "Stop, %", "", 1) local colour = core.colors() -- Colours and effects indicator.parameters:addGroup("Colours") indicator.parameters:addColor("be_color", "Breakeven Color", "", core.rgb(220, 220, 220)) indicator.parameters:addColor("tp1_color", "Limit 1 Color", "", core.rgb(0, 255, 0)) indicator.parameters:addColor("tp2_color", "Limit 2 Color", "", core.rgb(0, 128, 0)) indicator.parameters:addColor("sl_color", "Stop Color", "", core.rgb(220, 0, 0)) end local buy = {}; local sell = {}; local offer; local account; function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.source:name() .. ")" instance:name(name) if (nameOnly) then return end source = instance.source; account = core.host:findTable("accounts"):find("AccountID", instance.parameters.account); offer = core.host:findTable("offers"):find("Instrument", instance.source:instrument()); instance:ownerDrawn(true) end local init = false; local BREAKEVEN_PEN = 1; local LIMIT1_PEN = 2; local LIMIT2_PEN = 3; local STOP_PEN = 4; local FONT = 5; function DrawLevel(context, level, pen, color) if level == nil then return; end local _, y = context:pointOfPrice(level); context:drawLine(pen, context:left(), y, context:right(), y); local text = win32.formatNumber(level, false, source:getPrecision()); local width, height = context:measureText(FONT, text, 0); context:drawText(FONT, text, color, -1, context:right() - width, y - height, context:right(), y, 0); end function Draw(stage, context) if stage ~= 2 then return end if not init then init = true context:createPen(BREAKEVEN_PEN, context.SOLID, 1, instance.parameters.be_color); context:createPen(LIMIT1_PEN, context.SOLID, 1, instance.parameters.tp1_color); context:createPen(LIMIT2_PEN, context.SOLID, 1, instance.parameters.tp2_color); context:createPen(STOP_PEN, context.SOLID, 1, instance.parameters.sl_color); context:createFont(FONT, "Arial", 0, context:pointsToPixels(12), 0) end DrawLevel(context, buy.stop_level, STOP_PEN, instance.parameters.sl_color); DrawLevel(context, buy.limit_1_level, LIMIT1_PEN, instance.parameters.tp1_color); DrawLevel(context, buy.limit_2_level, LIMIT2_PEN, instance.parameters.tp2_color); DrawLevel(context, buy.breakeven_level, BREAKEVEN_PEN, instance.parameters.be_color); DrawLevel(context, sell.stop_level, STOP_PEN, instance.parameters.sl_color); DrawLevel(context, sell.limit_1_level, LIMIT1_PEN, instance.parameters.tp1_color); DrawLevel(context, sell.limit_2_level, LIMIT2_PEN, instance.parameters.tp2_color); DrawLevel(context, sell.breakeven_level, BREAKEVEN_PEN, instance.parameters.be_color); end function Update(period) buy.stop_level = nil; buy.limit_1_level = nil; buy.limit_2_level = nil; buy.breakeven_level = nil; sell.stop_level = nil; sell.limit_1_level = nil; sell.limit_2_level = nil; sell.breakeven_level = nil; local total_amount_buy = 0; local total_amount_sell = 0; local total_pl_buy = 0; local total_pl_sell = 0; trading:FindTrade() :WhenAccountID(instance.parameters.account) :WhenInstrument(source:instrument()) :Do(function (trade) if trade.BS == "B" then total_amount_buy = total_amount_buy + trade.AmountK; total_pl_buy = total_pl_buy + trade.Open * trade.AmountK; else total_amount_sell = total_amount_sell + trade.AmountK; total_pl_sell = total_pl_sell + trade.Open * trade.AmountK; end end); account:refresh(); offer:refresh(); local balance = account.Balance; local loss = balance * instance.parameters.sl / 100.0; local tp1 = balance * instance.parameters.tp1 / 100.0; local tp2 = balance * instance.parameters.tp2 / 100.0; if total_amount_buy ~= 0 then buy.breakeven_level = total_pl_buy / total_amount_buy; buy.stop_level = buy.breakeven_level - ((loss / offer.PipCost) / total_amount_buy) * offer.PointSize; buy.limit_1_level = buy.breakeven_level + ((tp1 / offer.PipCost) / total_amount_buy) * offer.PointSize; buy.limit_2_level = buy.breakeven_level + ((tp2 / offer.PipCost) / total_amount_buy) * offer.PointSize; end if total_amount_sell ~= 0 then sell.breakeven_level = total_pl_sell / total_amount_sell; sell.stop_level = sell.breakeven_level + ((loss / offer.PipCost) / total_amount_sell) * offer.PointSize; sell.limit_1_level = sell.breakeven_level - ((tp1 / offer.PipCost) / total_amount_sell) * offer.PointSize; sell.limit_2_level = sell.breakeven_level - ((tp2 / offer.PipCost) / total_amount_sell) * offer.PointSize; core.host:trace(sell.breakeven_level .. "; " .. sell.stop_level .. "; " .. sell.limit_1_level .. "; " .. sell.limit_2_level); end end trading = {}; trading.Name = "Trading"; trading.Version = "4.18"; trading.Debug = false; trading.AddAmountParameter = true; trading.AddStopParameter = true; trading.AddLimitParameter = true; trading.AddBreakevenParameters = true; trading._ids_start = nil; 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:AddPositionParameters(parameters, id) if self.AddAmountParameter then parameters:addInteger("amount" .. id, "Trade Amount in Lots", "", 1); end if CreateStopParameters == nil or not CreateStopParameters(parameters, id) then parameters:addString("stop_type" .. id, "Stop Order", "", "no"); parameters:addStringAlternative("stop_type" .. id, "No stop", "", "no"); parameters:addStringAlternative("stop_type" .. id, "In Pips", "", "pips"); parameters:addStringAlternative("stop_type" .. id, "ATR", "", "atr"); parameters:addDouble("stop" .. id, "Stop Value", "In pips or ATR period", 30); parameters:addDouble("atr_stop_mult" .. id, "ATR Stop Multiplicator", "", 2.0); 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 self.AddLimitParameter then parameters:addString("limit_type" .. id, "Limit Order", "", "no"); parameters:addStringAlternative("limit_type" .. id, "No limit", "", "no"); parameters:addStringAlternative("limit_type" .. id, "In Pips", "", "pips"); parameters:addStringAlternative("limit_type" .. id, "ATR", "", "atr"); parameters:addStringAlternative("limit_type" .. id, "Multiplicator of stop", "", "stop"); parameters:addDouble("limit" .. id, "Limit Value", "In pips or ATR period", 30); parameters:addDouble("atr_limit_mult" .. id, "ATR Limit Multiplicator", "", 2.0); 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); elseif CreateLimitParameters ~= nil then CreateLimitParameters(parameters, id); end if self.AddBreakevenParameters then parameters:addBoolean("use_breakeven" .. id, "Use Breakeven", "", false); parameters:addDouble("breakeven_when" .. id, "Breakeven Activation Value, in pips", "", 10); 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:addBoolean("breakeven_close" .. id, "Partial close on breakeven", "", false); parameters:addDouble("breakeven_close_amount" .. id, "Partial close amount, %", "", 50); 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:addBoolean("close_on_opposite", "Close on Opposite", "", true); 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); 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); 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; res.Error = not success and message or nil; if not success then if self._signaler ~= nil then self._signaler:Signal(res.Error); else self:trace(res.Error); end 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:ChangeOrder(order, rate, trailing) local min_change = core.host:findTable("offers"):find("Instrument", order.Instrument).PointSize; if math.abs(rate - order.Rate) > min_change then self:trace(string.format("Changing an order to %s", tostring(rate))); -- 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: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 row.ContingencyType == 3 and IsLimitOrderType(row.Type) 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 row.ContingencyType == 3 and self:IsStopOrderType(row.Type) 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: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 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: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: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:ParialClose(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: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" or stype == "table" then --do nothing 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 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 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 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: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.valuemap.Quantity = amount * self:_GetBaseUnitSize(); return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; 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: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:Execute() local desc = string.format("Creating %s %s for %s at %f", self.valuemap.BuySell, self.valuemap.OrderType, self.Instrument, self.valuemap.Rate); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self.valuemap.RateStop ~= nil then desc = desc .. " stop " .. self.valuemap.RateStop; end if self.valuemap.RateLimit ~= nil then desc = desc .. " limit " .. self.valuemap.RateLimit; end self.Parent:trace(desc); if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._PercentOfEquityAmount / 100.0; 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(); end for _, module in pairs(self.Parent._all_modules) do if module.BlockOrder ~= nil and module:BlockOrder(self.valuemap) then self.Parent:trace("Creation of order blocked by " .. module.Name); return trading:CreateEntryOrderFailResult("Creation of order blocked by " .. module.Name); end end for _, module in pairs(self.Parent._all_modules) do if module.OnOrder ~= nil then module:OnOrder(self.valuemap); end end 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 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.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:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) local base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = amount * base_size; return self; end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; 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:Execute() self.Parent:trace(string.format("Creating %s OM for %s", self.valuemap.BuySell, self.Instrument)); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end for _, module in pairs(self.Parent._all_modules) do if module.BlockOrder ~= nil and module:BlockOrder(self.valuemap) then self.Parent:trace("Creation of order blocked by " .. module.Name); return trading:CreateMarketOrderFailResult("Creation of order blocked by " .. module.Name); end end for _, module in pairs(self.Parent._all_modules) do if module.OnOrder ~= nil then module:OnOrder(self.valuemap); end end 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: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, value = string.match(json, '"([^"]+)":("?[^,}]+"?)', 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: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 trading:RegisterModule(Modules);