-- Id: 22187 -- Id: 22194 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=66599 --+------------------------------------------------------------------+ --| Copyright © 2018, 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 = {}; function AddAverages(id, name, default) indicator.parameters:addString(id, name, "", default); indicator.parameters:addStringAlternative(id, "MVA", "", "MVA"); indicator.parameters:addStringAlternative(id, "EMA", "", "EMA"); indicator.parameters:addStringAlternative(id, "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative(id, "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative(id, "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative(id, "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative(id, "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative(id, "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative(id, "HMA", "", "HMA"); indicator.parameters:addStringAlternative(id, "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative(id, "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative(id, "T3", "", "T3"); indicator.parameters:addStringAlternative(id, "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative(id, "Median", "", "Median"); indicator.parameters:addStringAlternative(id, "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative(id, "REMA", "", "REMA"); indicator.parameters:addStringAlternative(id, "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative(id, "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative(id, "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative(id, "JSmooth", "", "JSmooth"); indicator.parameters:addStringAlternative(id, "KAMA", "", "KAMA"); indicator.parameters:addStringAlternative(id, "ARSI", "", "ARSI"); indicator.parameters:addStringAlternative(id, "VIDYA", "", "VIDYA"); indicator.parameters:addStringAlternative(id, "HPF", "", "HPF"); indicator.parameters:addStringAlternative(id, "VAMA", "", "VAMA"); end function Init() indicator:name("SlingShot + MTF + Open Close Cross Strategy"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addBoolean("ae", "Show Aggressive Entry?, Or Use as Alert To Potential Conservative Entry?", "", true) indicator.parameters:addBoolean("sce", "Show Conservative Entry", "", true) indicator.parameters:addBoolean("st", "Show Trend Arrows at Top and Bottom of Screen", "", true) indicator.parameters:addBoolean("def", "Only Choose 1 - Either Conservative Entry Arrows or 'B'-'S' Letters", "", false); indicator.parameters:addBoolean("pa", "Show Conservative Entry Arrows?", "", true); indicator.parameters:addBoolean("sl", "Show 'B'-'S' Letters?", "", false); indicator.parameters:addBoolean("useRes", "Use Alternate Resolution? ( recommended )", "", true); indicator.parameters:addString("stratRes", "Set Resolution ( should not be lower than chart )", "", "H2"); indicator.parameters:setFlag("stratRes", core.FLAG_BARPERIODS); indicator.parameters:addBoolean("useMA", "Use MA? ( otherwise use simple Open/Close data )", "", true); AddAverages("basisType", "MA Type", "DEMA"); indicator.parameters:addInteger("basisLen", "MA Period", "", 14); indicator.parameters:addBoolean("useCurrentRes", "Use Current Chart Resolution?", "", true); indicator.parameters:addString("resCustom", "Use Different Timeframe? Uncheck Box Above", "", "D1"); indicator.parameters:setFlag("resCustom", core.FLAG_BARPERIODS); indicator.parameters:addInteger("len", "Moving Average Length - LookBack Period", "", 20); AddAverages("atype", "MA Type", "MVA"); indicator.parameters:addBoolean("spc", "Show Price Crossing 1st Mov Avg - Highlight Bar?", "", false); indicator.parameters:addBoolean("cc", "Change Color Based On Direction?", "", true); indicator.parameters:addInteger("smoothe", "Color Smoothing - Setting 1 = No Smoothing", "", 2); indicator.parameters:addBoolean("cc2", "Change Color Based On Direction 2nd MA?", "", true); indicator.parameters:addBoolean("warn", "***You Can Turn On The Show Dots Parameter Below Without Plotting 2nd MA to See Crosses***", "", false); indicator.parameters:addBoolean("warn2", "***If Using Cross Feature W/O Plotting 2ndMA - Make Sure 2ndMA Parameters are Set Correctly***", "", false); indicator.parameters:addBoolean("sd", "Show Dots on Cross of Both MA's", "", false); indicator.parameters:addGroup("Trading"); trading:Init(indicator.parameters); indicator.parameters:addGroup("Alert"); signaler:Init(indicator.parameters); end local emaSlow; local emaFast; local p1; local p2; local source; local avg; local out1; local basisType; local res; local basisType_open; local basisType_close; local trendState; local src_loading = false; local res_loading = false; local o; local h; local l; local c; local trades = {}; function Prepare(onlyName) for _, module in pairs(Modules) do module:Prepare(nameOnly); end local name = profile:id(); instance:name(name); if onlyName then return; end assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); source = instance.source; emaSlow = core.indicators:create("EMA", source.close, 62); emaFast = core.indicators:create("EMA", source.close, 38); p1 = instance:addStream("SlowMA", core.Line, "Slow", "Slow", core.colors().Yellow, emaSlow.DATA:first()); p1:setWidth(4); p2 = instance:addStream("FastMA", core.Line, "Fast", "Fast", core.colors().Yellow, emaFast.DATA:first()); p2:setWidth(2); pc1 = instance:addInternalStream(0, 0); pc2 = instance:addInternalStream(0, 0); instance:createChannelGroup("channel1", "channel1", pc1, pc2, core.colors().Silver, 70); out1 = instance:addStream("MTFMA", core.Line, "Multi-Timeframe Moving Avg", "Multi-Timeframe Moving Avg", core.colors().Yellow, 0); out1:setWidth(4); if not instance.parameters.useCurrentRes then src = core.host:execute("getSyncHistory", source:instrument(), instance.parameters.resCustom, source:isBid(), 0, 2000, 2100); avg = core.indicators:create("AVERAGES", src.close, instance.parameters.avg, instance.parameters.len); src_loading = true; else avg = core.indicators:create("AVERAGES", source.close, instance.parameters.avg, instance.parameters.len); end trendState = instance:addInternalStream(0, 0); closeSeries = instance:addStream("CS", core.Line, "Close Line", "Close Line", core.rgb(0, 128, 0), 0); closeSeries:setWidth(2); openSeries = instance:addStream("OS", core.Line, "Open Line", "Open Line", core.rgb(128, 0, 0), 0); openSeries:setWidth(2); if instance.parameters.useRes then res = core.host:execute("getSyncHistory", source:instrument(), instance.parameters.stratRes, source:isBid(), 0, 2001, 2101); res_loading = true; end if instance.parameters.useMA then if res ~= nil then basisType_open = core.indicators:create("AVERAGES", res.open, instance.parameters.basisType, instance.parameters.basisLen); basisType_close = core.indicators:create("AVERAGES", res.close, instance.parameters.basisType, instance.parameters.basisLen); else basisType_open = core.indicators:create("AVERAGES", source.open, instance.parameters.basisType, instance.parameters.basisLen); basisType_close = core.indicators:create("AVERAGES", source.close, instance.parameters.basisType, instance.parameters.basisLen); end end closePlotU = instance:addInternalStream(0, 0); openPlotU = instance:addInternalStream(0, 0); closePlotD = instance:addInternalStream(0, 0); openPlotD = instance:addInternalStream(0, 0); instance:createChannelGroup("channel2", "Up Trend Fill", closePlotU, openPlotU, core.rgb(0, 128, 0), 40); instance:createChannelGroup("channel3", "Down Trend Fill", openPlotD, openPlotD, core.rgb(128, 0, 0), 40); o = instance:addInternalStream(0, 0); h = instance:addInternalStream(0, 0); l = instance:addInternalStream(0, 0); c = instance:addInternalStream(0, 0); instance:createCandleGroup("candle", "candle", o, h, l, c); instance:ownerDrawn(true); for i = 1, 5 do local trade = {}; trade.open = instance.parameters:getBoolean("open_" .. i); trade.amount = instance.parameters:getInteger("amount_" .. i); trade.set_limit = instance.parameters:getBoolean("set_limit_" .. i); trade.limit = instance.parameters:getInteger("limit_" .. i); trade.set_stop = instance.parameters:getBoolean("set_stop_" .. i); trade.stop = instance.parameters:getInteger("stop_" .. i); trade.use_trailing = instance.parameters:getBoolean("use_trailing_" .. i); trade.trailing = instance.parameters:getInteger("trailing_" .. i); trade.use_breakeven = instance.parameters:getBoolean("use_breakeven_" .. i); trade.breakeven_when = instance.parameters:getInteger("breakeven_when_" .. i); trades[#trades + 1] = trade; end end function AsyncOperationFinished(cookie, success, message, message1, message2) for _, module in pairs(Modules) do if module.AsyncOperationFinished ~= nil then module:AsyncOperationFinished(cookie, success, message, message1, message2); end end if cookie == 2101 then res_loading = true; instance:updateFrom(0); elseif cookie == 2001 then res_loading = false; elseif cookie == 2000 then src_loading = false; instance:updateFrom(0); elseif cookie == 2100 then src_loading = true; end end local LIME_PEN = 1; local LIME_BRUSH = 2; local RED_PEN = 3; local RED_BRUSH = 4; local YELLOW_PEN = 5; local YELLOW_BRUSH = 6; local init; function ma_down(period) if period - instance.parameters.smoothe < 0 then return false; end return out1[period] < out1[period - instance.parameters.smoothe]; end function get_trendState(period) if closeSeries[period] > openSeries[period] then return 1; end if closeSeries[period] < openSeries[period] then return -1; end if period == 0 then return 1; end return trendState[period - 1]; end function Draw(stage, context) if stage ~= 0 then return; end if src_loading or res_loading then return; end if not init then context:createPen(LIME_PEN, context.SOLID, 1, core.colors().Lime); context:createSolidBrush(LIME_BRUSH, core.colors().Lime); context:createPen(RED_PEN, context.SOLID, 1, core.colors().Red); context:createSolidBrush(RED_BRUSH, core.colors().Red); context:createPen(YELLOW_PEN, context.SOLID, 1, core.colors().Yellow); context:createSolidBrush(YELLOW_BRUSH, core.colors().Yellow); init = true end context:setClipRectangle(context:left(), context:top(), context:right(), context:bottom()); local first = math.max(source:first(), context:firstBar(), 1) local last = math.min(context:lastBar(), emaSlow.DATA:size() - 1, emaFast.DATA:size() - 1); for index = first, last, 1 do x, x1, x2 = context:positionOfBar(index) if core.crossesOver(emaFast.DATA, emaSlow.DATA, index) then context:drawRectangle(LIME_PEN, LIME_BRUSH, x1, context:top(), x2, context:bottom(), context:convertTransparency(30)); elseif core.crossesUnder(emaFast.DATA, emaSlow.DATA, index) then context:drawRectangle(RED_PEN, RED_BRUSH, x1, context:top(), x2, context:bottom(), context:convertTransparency(30)); elseif emaFast.DATA[index] < emaSlow.DATA[index] then context:drawRectangle(RED_PEN, RED_BRUSH, x1, context:top(), x2, context:bottom(), context:convertTransparency(85)); elseif emaFast.DATA[index] > emaSlow.DATA[index] and ma_down(index) and get_trendState(index) ~= 1 then context:drawRectangle(YELLOW_PEN, YELLOW_BRUSH, x1, context:top(), x2, context:bottom(), context:convertTransparency(80)); elseif emaFast.DATA[index] > emaSlow.DATA[index] then context:drawRectangle(LIME_PEN, LIME_BRUSH, x1, context:top(), x2, context:bottom(), context:convertTransparency(97)); end end end local last_serial; function Update(period, mode) for _, module in pairs(Modules) do if module.ExtUpdate ~= nil then module:ExtUpdate(1, source, period); end end if src_loading or res_loading then return; end emaSlow:update(mode); emaFast:update(mode); avg:update(mode); p1[period] = emaSlow.DATA[period]; p2[period] = emaFast.DATA[period]; pc1[period] = emaSlow.DATA[period]; pc2[period] = emaFast.DATA[period]; if not emaSlow.DATA:hasData(period) or not emaFast.DATA:hasData(period) then return; end if emaFast.DATA[period] > emaSlow.DATA[period] then p1:setColor(period, core.colors().Lime); p2:setColor(period, core.colors().Lime); elseif emaFast.DATA[period] < emaSlow.DATA[period] then p1:setColor(period, core.colors().Red); p2:setColor(period, core.colors().Red); else p1:setColor(period, core.colors().Yellow); p2:setColor(period, core.colors().Yellow); end local index = core.findDate(out1, p1:date(period), false); if index ~= -1 then out1[period] = avg.DATA[index]; local ma_up = out1[period] >= out1[period - instance.parameters.smoothe]; if instance.parameters.cc then if ma_up then out1:setColor(period, core.colors().Lime); else out1:setColor(period, core.colors().Red); end else out1:setColor(period, core.colors().Aqua); end end if basisType_open ~= nil then basisType_open:update(mode); basisType_close:update(mode); if res ~= nil then local index = core.findDate(res, p1:date(period), false); if index ~= -1 then closeSeries[period] = basisType_close.DATA[index]; openSeries[period] = basisType_open.DATA[index]; end else closeSeries[period] = basisType_close.DATA[period]; openSeries[period] = basisType_open.DATA[period] end else if res ~= nil then local index = core.findDate(res, p1:date(period), false); if index ~= -1 then closeSeries[period] = res.close[index]; openSeries[period] = res.open[index]; end else closeSeries[period] = source.close[period]; openSeries[period] = source.open[period]; end end trendState[period] = get_trendState(period); if trendState[period] == 1 then closePlotU[period] = closeSeries[period]; openPlotU[period] = openSeries[period]; else closePlotD[period] = closeSeries[period]; openPlotD[period] = openSeries[period]; end o[period] = source.open[period]; h[period] = source.high[period]; l[period] = source.low[period]; c[period] = source.close[period]; if closeSeries[period] > openSeries[period] then o:setColor(period, core.rgb(0, 128, 0)); else o:setColor(period, core.rgb(128, 0, 0)); end if period < source:size() - 1 or last_serial == source:serial(period) then return end if core.crossesOver(emaFast.DATA, emaSlow.DATA, period - 1) then if instance.parameters.allow_trade then if instance.parameters.close_on_opposite then trading:FindTrade() :WhenSide("S") :WhenCustomID(custom_id) :Do(function (trade) trading:Close(trade); end ); end if instance.parameters.position_cap then local positions = trading:FindTrade() :WhenSide("B") :WhenCustomID(custom_id) :Count(); if positions >= instance.parameters.no_of_positions then signaler:Signal("Positions limit has been reached"); return; end end for i, trade in ipairs(trades) do if trade.open then local command = trading:MarketOrder(source:instrument()) :SetSide("B") :SetAccountID(instance.parameters.account) :SetAmount(trade.amount) :SetCustomID(custom_id); if trade.set_stop then command = command:SetPipStop(nil, trade.stop, trade.use_trailing and trade.trailing or nil); end if trade.set_limit then command = command:SetLimitStop(nil, trade.limit); end local res = command:Execute(); if trade.use_breakeven then breakeven:CreateController() :SetWhen(trade.breakeven_when) :SetTo(0) :SetRequestID(res.RequestID); end end end end signaler:Signal("Opening buy position"); last_serial = source:serial(period); elseif core.crossesUnder(emaFast.DATA, emaSlow.DATA, period - 1) then if instance.parameters.allow_trade then if instance.parameters.close_on_opposite then trading:FindTrade() :WhenSide("B") :WhenCustomID(custom_id) :Do(function (trade) trading:Close(trade); end ); end if instance.parameters.position_cap then local positions = trading:FindTrade() :WhenSide("S") :WhenCustomID(custom_id) :Count(); if positions >= instance.parameters.no_of_positions then signaler:Signal("Positions limit has been reached"); return; end end for i, trade in ipairs(trades) do if trade.open then local command = trading:MarketOrder(source:instrument()) :SetSide("S") :SetAccountID(instance.parameters.account) :SetAmount(trade.amount) :SetCustomID(custom_id); if trade.set_stop then command = command:SetPipStop(nil, trade.stop, trade.use_trailing and trade.trailing or nil); end if trade.set_limit then command = command:SetPipLimit(nil, trade.limit); end local res = command:Execute(); if trade.use_breakeven then breakeven:CreateController() :SetWhen(trade.breakeven_when) :SetTo(0) :SetRequestID(res.RequestID); end end end end signaler:Signal("Opening sell position"); last_serial = source:serial(period); end end trading = {}; trading.Name = "Trading"; trading.Version = "4.6.0"; trading.Debug = false; trading.AddAmountParameter = true; trading.AddStopParameter = true; trading.AddLimitParameter = true; trading._ids_start = nil; trading._signaler = nil; trading._allow_trade = false; trading._account = nil; trading._amount = 1; trading._all_modules = {}; trading._limit = nil; trading._stop = nil; trading._trailing_stop = nil; 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 AddTrade(i) indicator.parameters:addGroup("Trade " .. i); indicator.parameters:addBoolean("open_" .. i, "Open trade " .. i, "", false); indicator.parameters:addInteger("amount_" .. i, "Trade " .. i, "", 1, 1, 100); indicator.parameters:addBoolean("set_limit_" .. i, "Set Limit for Trade " .. i, "", false); indicator.parameters:addInteger("limit_" .. i, "Limit for Trade " .. i .. ", in pips", "", 30, 1, 10000); indicator.parameters:addBoolean("set_stop_" .. i, "Set Stop for Trade " .. i, "", false); indicator.parameters:addInteger("stop_" .. i, "Stop for Trade " .. i, "", 10, 1, 10000); indicator.parameters:addBoolean("use_trailing_" .. i, "Trailing Stop order for Trade " .. i, "", false); indicator.parameters:addInteger("trailing_" .. i, "Trailing for Trade " .. i .. ", in pips", "", 10); indicator.parameters:addBoolean("use_breakeven_" .. i, "Breakeaven for Trade " .. i, "", false); indicator.parameters:addInteger("breakeven_when_" .. i, "Min Profit for Trade " .. i, "", 10); end function trading:Init(parameters) 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); AddTrade(1); AddTrade(2); AddTrade(3); AddTrade(4); AddTrade(5); parameters:addBoolean("close_on_opposite", "Close on Opposite", "", true); parameters:addBoolean("position_cap", "Position Cap", "", false); parameters:addInteger("no_of_positions", "No of open positions", "", 1); end function trading:Prepare(name_only) --do what you usually do in prepare if name_only then return; end self._account = instance.parameters.account; if self.AddAmountParameter then self._amount = instance.parameters.amount; end self._allow_trade = instance.parameters.allow_trade; if instance.parameters.set_limit then self._limit = instance.parameters.limit; end if instance.parameters.set_stop then self._stop = instance.parameters.stop; if instance.parameters.use_trailing then self._trailing_stop = instance.parameters.trailing; end end for i = 1, 5 do local trade = {}; trade.open = instance.parameters:getBoolean("open_" .. i); trade.amount = instance.parameters:getInteger("amount_" .. i); trade.set_limit = instance.parameters:getBoolean("set_limit_" .. i); trade.limit = instance.parameters:getInteger("limit_" .. i); trade.set_stop = instance.parameters:getBoolean("set_stop_" .. i); trade.stop = instance.parameters:getInteger("stop_" .. i); trade.use_trailing = instance.parameters:getBoolean("use_trailing_" .. i); trade.trailing = instance.parameters:getInteger("trailing_" .. i); trade.use_breakeven = instance.parameters:getBoolean("use_breakeven_" .. i); trade.breakeven_when = instance.parameters:getInteger("breakeven_when_" .. i); trades[#trades + 1] = trade; end 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 self:trace(string.format("Failed request %s", tostring(message))); 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:calculateAmount() return self._amount; 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(); while (row ~= nil) do if self:PassFilter(row) then action(row); end row = enum:next(); end 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(); while (row ~= nil) do if self:PassFilter(row) then action(row); end row = enum:next(); end 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: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.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); 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: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: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:SetDefaultAmount() self.valuemap.Quantity = self.Parent:calculateAmount() * self:_GetBaseUnitSize(); 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:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; return self; end function builder:SetRate(rate) if self.valuemap.BuySell == "B" then self.valuemap.OrderType = self.Offer.Ask > rate and "LE" or "SE"; else self.valuemap.OrderType = self.Offer.Bid > rate and "SE" or "LE"; end self.valuemap.Rate = rate; 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 if not self.Parent._allow_trade then local message = string.format("%s signal for %s", self.valuemap.BuySell, self.Instrument); self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateEntryOrderSuccessResult(); 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:SetDefaultAmount() local base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.Parent._account); self.valuemap.Quantity = self.Parent:calculateAmount() * 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 if not self.Parent._allow_trade then local message = string.format("%s signal for %s", self.valuemap.BuySell, self.Instrument); self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateMarketOrderSuccessResult(); 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); signaler = {}; signaler.Name = "Signaler"; signaler.Debug = false; signaler.Version = "1.3.0"; signaler._show_alert = nil; signaler._sound_file = nil; signaler._recurrent_sound = nil; signaler._email = nil; signaler._ids_start = nil; signaler._advanced_alert_timer = nil; signaler._tz = nil; signaler._alerts = {}; function signaler:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function signaler:OnNewModule(module) end function signaler: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 signaler:ToJSON(item) 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(item) 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 signaler:ArrayToJSON(arr) local str = "["; for i, t in ipairs(self._alerts) do local json = self:ToJSON(t); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function signaler:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._advanced_alert_timer and #self._alerts > 0 and (self.last_req == nil or not self.last_req:loading()) then if self._advanced_alert_key == nil then return; end local data = self:ArrayToJSON(self._alerts); self._alerts = {}; self.last_req = http_lua.createRequest(); local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}', self._advanced_alert_key, string.gsub(self.StrategyName or "", '"', '\\"'), data); self.last_req:setRequestHeader("Content-Type", "application/json"); self.last_req:setRequestHeader("Content-Length", tostring(string.len(query))); self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query); end end function signaler:FormatEmail(source, period, message) --format email subject local subject = message .. "(" .. source:instrument() .. ")"; --format email text local delim = "\013\010"; local signalDescr = "Signal: " .. (self.StrategyName or ""); local symbolDescr = "Symbol: " .. source:instrument(); local messageDescr = "Message: " .. message; local ttime = core.dateToTable(core.host:execute("convertTime", core.TZ_EST, self._ToTime, source:date(period))); local dateDescr = string.format("Time: %02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min); local priceDescr = "Price: " .. source[period]; local text = "You have received this message because the following signal alert was received:" .. delim .. signalDescr .. delim .. symbolDescr .. delim .. messageDescr .. delim .. dateDescr .. delim .. priceDescr; return subject, text; end function signaler:Signal(label, source) if source == nil then source = instance.bid; if instance.bid == nil then local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); else source = instance.bid; end end if self._show_alert then terminal:alertMessage(source:instrument(), source[NOW], label, source:date(NOW)); end if self._sound_file ~= nil then terminal:alertSound(self._sound_file, self._recurrent_sound); end if self._email ~= nil then terminal:alertEmail(self._email, profile:id().. " : " .. label, self:FormatEmail(source, NOW, label)); end if self._advanced_alert_key ~= nil then self:AlertTelegram(label, source:instrument(), source:barSize()); end if self._show_popup == true then local subject, text = self:FormatEmail(source, NOW, label); core.host:execute("prompt", self._ids_start + 2, subject, text); end end function signaler:AlertTelegram(message, instrument, timeframe) if core.host.Trading:getTradingProperty("isSimulation") then return; end local alert = {}; alert.Text = message or ""; alert.Instrument = instrument or ""; alert.TimeFrame = timeframe or ""; self._alerts[#self._alerts + 1] = alert; end function signaler:Init(parameters) parameters:addInteger("signaler_ToTime", "Convert the date to", "", 6) parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1) parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2) parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3) parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4) parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5) parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6) parameters:addBoolean("signaler_show_alert", "Show Alert", "", true); parameters:addBoolean("signaler_play_sound", "Play Sound", "", false); parameters:addFile("signaler_sound_file", "Sound File", "", ""); parameters:setFlag("signaler_sound_file", core.FLAG_SOUND); parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true); parameters:addBoolean("signaler_send_email", "Send Email", "", false); parameters:addString("signaler_email", "Email", "", ""); parameters:setFlag("signaler_email", core.FLAG_EMAIL); if indicator ~= nil and strategy == nil then parameters:addBoolean("signaler_show_popup", "Show Popup", "", false); end parameters:addBoolean("use_advanced_alert", "Send Advanced Alert", "Telegram message or Channel post", false); parameters:addString("advanced_alert_key", "Advanced Alert Key", "You can get it via @profit_robots_bot Telegram bot", ""); end function signaler:Prepare(name_only) self._ToTime = instance.parameters.signaler_ToTime if self._ToTime == 1 then self._ToTime = core.TZ_EST elseif self._ToTime == 2 then self._ToTime = core.TZ_UTC elseif self._ToTime == 3 then self._ToTime = core.TZ_LOCAL elseif self._ToTime == 4 then self._ToTime = core.TZ_SERVER elseif self._ToTime == 5 then self._ToTime = core.TZ_FINANCIAL elseif self._ToTime == 6 then self._ToTime = core.TZ_TS end if instance.parameters.signaler_play_sound then self._sound_file = instance.parameters.signaler_sound_file; assert(self._sound_file ~= "", "Sound file must be chosen"); end self._show_alert = instance.parameters.signaler_show_alert; self._recurrent_sound = instance.parameters.signaler_recurrent_sound; self._show_popup = instance.parameters.signaler_show_popup; if instance.parameters.signaler_send_email then self._email = instance.parameters.signaler_email; assert(self._email ~= "", "E-mail address must be specified"); end --do what you usually do in prepare if name_only then return; end if instance.parameters.advanced_alert_key ~= "" and instance.parameters.use_advanced_alert then self._advanced_alert_key = instance.parameters.advanced_alert_key; require("http_lua"); self._advanced_alert_timer = self._ids_start + 1; core.host:execute("setTimer", self._advanced_alert_timer, 1); end end signaler:RegisterModule(Modules); breakeven = {}; -- public fields breakeven.Name = "Breakeven"; breakeven.Version = "1.5.0"; breakeven.Debug = false; breakeven.Default_breakeven_when = 2; breakeven.Default_use_breakeven = false; breakeven.Default_breaeven_to = 1; --private fields breakeven._breakeven_when = 2; breakeven._use_breakeven = false; breakeven._breaeven_to = 1; breakeven._moved_stops = {}; breakeven._request_id = nil; breakeven._used_stop_orders = {}; breakeven._ids_start = nil; breakeven._source_id = nil; 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; 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) parameters:addBoolean("use_breakeven", "Use Breakeven", "", self.Default_use_breakeven); parameters:addDouble("breakeven_when", "Breakeven Activation Value, in pips", "", self.Default_breakeven_when); parameters:addDouble("breakeven_to", "Breakeven To, in pips", "", self.Default_breaeven_to); end function breakeven:Prepare(nameOnly) self._breakeven_when = instance.parameters.breakeven_when; self._use_breakeven = instance.parameters.use_breakeven; self._breaeven_to = instance.parameters.breakeven_to; if self._use_breakeven == nil or self._use_breakeven == true then self._source_id = self._ids_start + 1; --ExtSubscribe(self._source_id, nil, "t1", true, "tick"); end self:trace(string.format("Use breakeven: %s. Profit for trigger breakeven: %s. Breakeven target: %s", tostring(self._use_breakeven), tostring(self._breakeven_when), tostring(self._breaeven_to))); end function breakeven:ExtUpdate(id, source, period) for _, controller in ipairs(self._controllers) do controller:DoBreakeven(); end end function breakeven:CreateController() local controller = {}; controller._parent = self; controller._executed = false; controller._trailing = 0; function controller:SetWhen(when) self._when = when; return self; end function controller:SetTrade(trade) self._trade = trade; return self; end function controller:SetDynamicTo(dynamicTo) self._dynamicTo = dynamicTo; return self; end function controller:SetTo(to) self._to = to; return self; end function controller:SetTrailing(trailing) self._trailing = trailing return self; end function controller:SetRequestID(trade_request_id) self._request_id = trade_request_id; return self; end function controller:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self._request_id); if self._trade == nil then return nil; end end return self._trade; end function controller:getTo() local trade = self:GetTrade(); if self._dynamicTo ~= nil then return self._dynamicTo(trade); end local offer = core.host:findTable("offers"):find("Instrument", trade.Instrument); 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 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 trade.PL >= self._when then self._parent._trading:MoveStop(trade, self:getTo(), self._trailing); self._executed = true; return false; end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateTrailingOnProfitController() local controller = {}; controller._parent = self; controller._executed = false; controller._trailing = 0; function controller:SetTrade(trade) self._trade = trade; return self; end function controller:SetProfitPercentage(profit_pr, min_profit) self._profit_pr = profit_pr; self._min_profit = min_profit; return self; end function controller:SetRequestID(trade_request_id) self._request_id = trade_request_id; return self; end function controller:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self._request_id); if self._trade == nil then return nil; end end return self._trade; end function controller:GetClosedTrade() if self._closed_trade == 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 = core.host:findTable("offers"):find("Instrument", trade.Instrument); 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 = core.host:findTable("offers"):find("Instrument", trade.Instrument); if trade.BS == "B" then self._move_command = self._parent._trading:MoveStop(trade, trade.Open + new_stop * offer.PointSize); else self._move_command = self._parent._trading:MoveStop(trade, trade.Open - new_stop * offer.PointSize); end return true; end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end breakeven:RegisterModule(Modules);