-- More information about this indicator can be found at: -- http://fxcodebase.com --+------------------------------------------------------------------------------------------------+ --| Copyright © 2022, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --| Our work would not be possible without your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --|BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --|Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --|SOL Address : 4tJXw7JfwF3KUPSzrTm1CoVq6Xu4hYd1vLk3VF2mjMYh | --|Cardano/ADA : addr1v868jza77crzdc87khzpppecmhmrg224qyumud6utqf6f4s99fvqv | --|Dogecoin Address : DBGXP1Nc18ZusSRNsj49oMEYFQgAvgBVA8 | --|SHIB Address : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735 | --|Binance(ERC20 & BSC only) : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c | --|BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --|LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------------------------------------+ -- Indicator profile initialization routine function Init() indicator:name("SSLcrossover Strategy"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addBoolean("showEntry", "Show Entry", "", true); indicator.parameters:addBoolean("showTrend", "Show Trend", "", true); indicator.parameters:addInteger("sslLen", "Number of periods", "The number of periods.", 10, 2, 1000); indicator.parameters:addString("maType", "Method", "", "MVA"); indicator.parameters:addStringAlternative("maType", "MVA", "", "MVA"); indicator.parameters:addStringAlternative("maType", "EMA", "", "EMA"); indicator.parameters:addStringAlternative("maType", "Wilder", "", "Wilder"); indicator.parameters:addStringAlternative("maType", "LWMA", "", "LWMA"); indicator.parameters:addStringAlternative("maType", "SineWMA", "", "SineWMA"); indicator.parameters:addStringAlternative("maType", "TriMA", "", "TriMA"); indicator.parameters:addStringAlternative("maType", "LSMA", "", "LSMA"); indicator.parameters:addStringAlternative("maType", "SMMA", "", "SMMA"); indicator.parameters:addStringAlternative("maType", "HMA", "", "HMA"); indicator.parameters:addStringAlternative("maType", "ZeroLagEMA", "", "ZeroLagEMA"); indicator.parameters:addStringAlternative("maType", "DEMA", "", "DEMA"); indicator.parameters:addStringAlternative("maType", "T3", "", "T3"); indicator.parameters:addStringAlternative("maType", "ITrend", "", "ITrend"); indicator.parameters:addStringAlternative("maType", "Median", "", "Median"); indicator.parameters:addStringAlternative("maType", "GeoMean", "", "GeoMean"); indicator.parameters:addStringAlternative("maType", "REMA", "", "REMA"); indicator.parameters:addStringAlternative("maType", "ILRS", "", "ILRS"); indicator.parameters:addStringAlternative("maType", "IE/2", "", "IE/2"); indicator.parameters:addStringAlternative("maType", "TriMAgen", "", "TriMAgen"); indicator.parameters:addStringAlternative("maType", "JSmooth", "", "JSmooth"); indicator.parameters:addStringAlternative("maType", "KAMA", "", "KAMA"); indicator.parameters:addStringAlternative("maType", "ARSI", "", "ARSI"); indicator.parameters:addStringAlternative("maType", "VIDYA", "", "VIDYA"); indicator.parameters:addStringAlternative("maType", "HPF", "", "HPF"); indicator.parameters:addStringAlternative("maType", "VAMA", "", "VAMA"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up", "Top Line Color", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("Down", "Bottom Line Color", "", core.rgb(255, 0, 0)); indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5); indicator.parameters:addInteger("Transparency", "Transparency", "", 40,0,100); indicator.parameters:addInteger("Size", "Arrow Size","", 15); indicator.parameters:addString("Account", "Account2Trade", "", ""); indicator.parameters:setFlag("Account", core.FLAG_ACCOUNT); indicator.parameters:addInteger("Amount", "Amount", "Amount", 1, 1, 10000) indicator.parameters:addInteger("tcd", "trailingCandleDistance", "trailingCandleDistance", 5, 1, 1000); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local sslLen,maType; local first; local source = nil; local Bottom, Top; local maHigh, maLow; local Hlv; local Transparency; local showEntry ,showTrend; local up, down; local Size; local Shift; local Account, Offer, CanClose, Amount, pos, fstTck, tcd -- Routine function Prepare(nameOnly) Transparency= instance.parameters.Transparency; Transparency= 100-Transparency; sslLen= instance.parameters.sslLen; maType= instance.parameters.maType; showEntry= instance.parameters.showEntry; showTrend= instance.parameters.showTrend; Size= instance.parameters.Size; Account = instance.parameters.Account Offer = core.host:findTable("offers"):find("Instrument", instance.source:instrument()).OfferID CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.source:instrument(), Account); Amount = instance.parameters.Amount pos=0 fstTck= true tcd = instance.parameters.tcd local Parameters= sslLen..", "..maType; local name = profile:id() .. "(" .. instance.source:name() .. ", " .. Parameters ..", Amt="..Amount..", tcd="..tcd..")"; instance:name(name); if (nameOnly) then return; end assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); source = instance.source; maHigh = core.indicators:create("AVERAGES", source.high, maType, sslLen ); maLow = core.indicators:create("AVERAGES", source.low, maType, sslLen); first=maLow.DATA:first() ; Trend= instance:addInternalStream(0, 0); Top = instance:addStream("Top" , core.Line, " Top"," Top",instance.parameters.Up, first ); Top:setWidth(instance.parameters.width); Top:setStyle(instance.parameters.style); Top:setPrecision(math.max(2, source:getPrecision())); Bottom = instance:addStream("Bottom" , core.Line, " Bottom"," Bottom",instance.parameters.Down, first ); Bottom:setWidth(instance.parameters.width); Bottom:setStyle(instance.parameters.style); Bottom:setPrecision(math.max(2, source:getPrecision())); if showTrend then instance:createChannelGroup("Group","Group" , Top, Bottom, instance.parameters.Up, Transparency); end if showEntry then up = instance:createTextOutput ("Up", "Up", "Wingdings", Size, core.H_Center,core.V_Bottom , instance.parameters.Up, 0); down = instance:createTextOutput ("Dn", "Dn", "Wingdings", Size, core.H_Center, core.V_Top, instance.parameters.Down, 0); end end -- Indicator calculation routine function Update(period, mode) maHigh:update(mode); maLow:update(mode); if period < first then return; end if fstTck then if haveTrades("B") then pos=1 end if haveTrades("S") then pos=-1 end fstTck= false end if source.close[period] > maHigh.DATA[period] then Trend[period]=1; elseif source.close[period] < maLow.DATA[period] then Trend[period]=-1; else Trend[period]= Trend[period-1]; end if Trend[period] > 0 then Top[period]=maHigh.DATA[period]; Bottom[period]=maLow.DATA[period]; if showTrend then Top:setColor(period, instance.parameters.Up); Bottom:setColor(period, instance.parameters.Up); end else Top[period]=maLow.DATA[period]; Bottom[period]=maHigh.DATA[period]; if showTrend then Top:setColor(period, instance.parameters.Down); Bottom:setColor(period, instance.parameters.Down); end end up:setNoData(period); down:setNoData(period); Shift= math.abs(Top[period-1]-Bottom[period-1]); if Trend[period] > 0 and Trend[period-1]< 0 then up:set(period, source.low[period]-Shift, "\217" ); elseif Trend[period]< 0 and Trend[period-1]> 0 then down:set(period, source.high[period]+Shift, "\218" ); end if period> source:first()+source:size()-2 then if pos~=1 and source.close[period-1] > maHigh.DATA[period-1] then exit("S") enter("B") pos=1 end if pos~=-1 and source.close[period-1] < maLow.DATA[period-1] then exit("B") enter("S") pos=-1 end if haveTrades("B") and source.close[period]< maLow.DATA[period-tcd] then exit("B") pos=0 end if haveTrades("S") and source.close[period]> maHigh.DATA[period-tcd] then exit("S") pos=0 end --terminal:alertMessage(source:name(), 99, ".." ..Trend[period-1]..".."..Trend[period], core.now()) end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- -- ----------------------------------------------------------------------- -- Function checks that specified table is ready (filled) for processing -- or that we running under debugger/simulation conditions. -- ----------------------------------------------------------------------- function checkReady(table) local rc; if Account == "TESTACC_ID" then -- run under debugger/simulator rc = true; else rc = core.host:execute("isTableFilled", table); end return rc; end -- ----------------------------------------------------------------------- -- Return count of opened trades for spicific direction -- (both directions if BuySell parameters is 'nil') -- ----------------------------------------------------------------------- function haveTrades(BuySell) local enum, row; local found = false; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (not found) and (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then found = true; end row = enum:next(); end return found end -- enter into the specified direction function enter(BuySell) --if not(AllowTrade) then -- return true; --end local valuemap, success, msg; -- do not enter if position in the -- specified direction already exists if haveTrades(BuySell) then return true; end valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * core.host:execute("getTradingProperty", "baseUnitSize", instance.source:instrument(), Account) valuemap.BuySell = BuySell; valuemap.PegTypeStop = "M"; if SetLimit then -- set limit order if BuySell == "B" then valuemap.RateLimit = instance.ask[NOW] + Limit; else valuemap.RateLimit = instance.bid[NOW] - Limit; end end if SetStop then -- set limit order if BuySell == "B" then valuemap.RateStop = instance.ask[NOW] - Stop; else valuemap.RateStop = instance.bid[NOW] + Stop; end if TrailingStop then valuemap.TrailStepStop = 1; end end if (not CanClose) and (SetStop or SetLimit) then valuemap.EntryLimitStop = 'Y' end success, msg = terminal:execute(100, valuemap); if not(success) then terminal:alertMessage(source:name(), core.now(), "EnterTradeFailed"..msg, core.now()) return false; end return true; end -- exit from the specified direction function exit(BuySell) --if not(AllowTrade) then -- return ; --end local valuemap, success, msg; if haveTrades(BuySell) then valuemap = core.valuemap(); -- switch the direction since the order must be in oppsite direction if BuySell == "B" then BuySell = "S"; else BuySell = "B"; end valuemap.OrderType = "CM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.NetQtyFlag = "Y"; valuemap.BuySell = BuySell; success, msg = terminal:execute(101, valuemap); if not(success) then terminal:alertMessage(source:name(), core.now(), "ExitTradeFailed"..msg, core.now()) end end end --+------------------------------------------------------------------------------------------------+ --| We appreciate your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+