-- Id: 3405 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=3691 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- Strategy profile initialization routine -- Defines Strategy profile properties and Strategy parameters function Init() strategy:name("4 Stripes Strategy Indicator"); strategy:description(""); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert,Account,CanTrade,Email,SendEmail"); strategy.parameters:addGroup("Price Parameters"); strategy.parameters:addString("TF", "TF", "Time frame ('t1', 'm1', 'm5', etc.)", "m1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addString("Type", "Bid/Ask", "Bid", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); strategy.parameters:addGroup("Slow MA of Close Calculation"); strategy.parameters:addInteger("SC", "Slow MA Period of Close", "", 36); strategy.parameters:addString("Method_SC", "Method", "", "MVA"); strategy.parameters:addStringAlternative("Method_SC", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("Method_SC", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("Method_SC", "Wilder", "", "Wilder"); strategy.parameters:addStringAlternative("Method_SC", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("Method_SC", "SineWMA", "", "SineWMA"); strategy.parameters:addStringAlternative("Method_SC", "TriMA", "", "TriMA"); strategy.parameters:addStringAlternative("Method_SC", "LSMA", "", "LSMA"); strategy.parameters:addStringAlternative("Method_SC", "SMMA", "", "SMMA"); strategy.parameters:addStringAlternative("Method_SC", "HMA", "", "HMA"); strategy.parameters:addStringAlternative("Method_SC", "ZeroLagEMA", "", "ZeroLagEMA"); strategy.parameters:addStringAlternative("Method_SC", "DEMA", "", "DEMA"); strategy.parameters:addStringAlternative("Method_SC", "T3", "", "T3"); strategy.parameters:addStringAlternative("Method_SC", "ITrend", "", "ITrend"); strategy.parameters:addStringAlternative("Method_SC", "Median", "", "Median"); strategy.parameters:addStringAlternative("Method_SC", "GeoMean", "", "GeoMean"); strategy.parameters:addStringAlternative("Method_SC", "REMA", "", "REMA"); strategy.parameters:addStringAlternative("Method_SC", "ILRS", "", "ILRS"); strategy.parameters:addStringAlternative("Method_SC", "IE/2", "", "IE/2"); strategy.parameters:addStringAlternative("Method_SC", "TriMAgen", "", "TriMAgen"); strategy.parameters:addStringAlternative("Method_SC", "JSmooth", "", "JSmooth"); strategy.parameters:addGroup("Slow MA of High Calculation"); strategy.parameters:addInteger("SH", "Slow MVA Period of High", "Slow MVA Period of High", 36); strategy.parameters:addString("Method_SH", "Method", "", "MVA"); strategy.parameters:addStringAlternative("Method_SH", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("Method_SH", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("Method_SH", "Wilder", "", "Wilder"); strategy.parameters:addStringAlternative("Method_SH", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("Method_SH", "SineWMA", "", "SineWMA"); strategy.parameters:addStringAlternative("Method_SH", "TriMA", "", "TriMA"); strategy.parameters:addStringAlternative("Method_SH", "LSMA", "", "LSMA"); strategy.parameters:addStringAlternative("Method_SH", "SMMA", "", "SMMA"); strategy.parameters:addStringAlternative("Method_SH", "HMA", "", "HMA"); strategy.parameters:addStringAlternative("Method_SH", "ZeroLagEMA", "", "ZeroLagEMA"); strategy.parameters:addStringAlternative("Method_SH", "DEMA", "", "DEMA"); strategy.parameters:addStringAlternative("Method_SH", "T3", "", "T3"); strategy.parameters:addStringAlternative("Method_SH", "ITrend", "", "ITrend"); strategy.parameters:addStringAlternative("Method_SH", "Median", "", "Median"); strategy.parameters:addStringAlternative("Method_SH", "GeoMean", "", "GeoMean"); strategy.parameters:addStringAlternative("Method_SH", "REMA", "", "REMA"); strategy.parameters:addStringAlternative("Method_SH", "ILRS", "", "ILRS"); strategy.parameters:addStringAlternative("Method_SH", "IE/2", "", "IE/2"); strategy.parameters:addStringAlternative("Method_SH", "TriMAgen", "", "TriMAgen"); strategy.parameters:addStringAlternative("Method_SH", "JSmooth", "", "JSmooth"); strategy.parameters:addGroup("Slow MA of Low Calculation"); strategy.parameters:addInteger("SL", "Slow MVA Period of Close", "Slow MVA Period of Close", 36); strategy.parameters:addString("Method_SL", "Method", "", "MVA"); strategy.parameters:addStringAlternative("Method_SL", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("Method_SL", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("Method_SL", "Wilder", "", "Wilder"); strategy.parameters:addStringAlternative("Method_SL", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("Method_SL", "SineWMA", "", "SineWMA"); strategy.parameters:addStringAlternative("Method_SL", "TriMA", "", "TriMA"); strategy.parameters:addStringAlternative("Method_SL", "LSMA", "", "LSMA"); strategy.parameters:addStringAlternative("Method_SL", "SMMA", "", "SMMA"); strategy.parameters:addStringAlternative("Method_SL", "HMA", "", "HMA"); strategy.parameters:addStringAlternative("Method_SL", "ZeroLagEMA", "", "ZeroLagEMA"); strategy.parameters:addStringAlternative("Method_SL", "DEMA", "", "DEMA"); strategy.parameters:addStringAlternative("Method_SL", "T3", "", "T3"); strategy.parameters:addStringAlternative("Method_SL", "ITrend", "", "ITrend"); strategy.parameters:addStringAlternative("Method_SL", "Median", "", "Median"); strategy.parameters:addStringAlternative("Method_SL", "GeoMean", "", "GeoMean"); strategy.parameters:addStringAlternative("Method_SL", "REMA", "", "REMA"); strategy.parameters:addStringAlternative("Method_SL", "ILRS", "", "ILRS"); strategy.parameters:addStringAlternative("Method_SL", "IE/2", "", "IE/2"); strategy.parameters:addStringAlternative("Method_SL", "TriMAgen", "", "TriMAgen"); strategy.parameters:addStringAlternative("Method_SL", "JSmooth", "", "JSmooth"); strategy.parameters:addGroup("Fast MA of Close Calculation"); strategy.parameters:addInteger("FC", "Fast MVA Period of Close", "Fast MVA Period of Close", 12); strategy.parameters:addString("Method_FC", "Method", "", "MVA"); strategy.parameters:addStringAlternative("Method_FC", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("Method_FC", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("Method_FC", "Wilder", "", "Wilder"); strategy.parameters:addStringAlternative("Method_FC", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("Method_FC", "SineWMA", "", "SineWMA"); strategy.parameters:addStringAlternative("Method_FC", "TriMA", "", "TriMA"); strategy.parameters:addStringAlternative("Method_FC", "LSMA", "", "LSMA"); strategy.parameters:addStringAlternative("Method_FC", "SMMA", "", "SMMA"); strategy.parameters:addStringAlternative("Method_FC", "HMA", "", "HMA"); strategy.parameters:addStringAlternative("Method_FC", "ZeroLagEMA", "", "ZeroLagEMA"); strategy.parameters:addStringAlternative("Method_FC", "DEMA", "", "DEMA"); strategy.parameters:addStringAlternative("Method_FC", "T3", "", "T3"); strategy.parameters:addStringAlternative("Method_FC", "ITrend", "", "ITrend"); strategy.parameters:addStringAlternative("Method_FC", "Median", "", "Median"); strategy.parameters:addStringAlternative("Method_FC", "GeoMean", "", "GeoMean"); strategy.parameters:addStringAlternative("Method_FC", "REMA", "", "REMA"); strategy.parameters:addStringAlternative("Method_FC", "ILRS", "", "ILRS"); strategy.parameters:addStringAlternative("Method_FC", "IE/2", "", "IE/2"); strategy.parameters:addStringAlternative("Method_FC", "TriMAgen", "", "TriMAgen"); strategy.parameters:addStringAlternative("Method_FC", "JSmooth", "", "JSmooth"); Trading_Parameters(); end -- Parameters block local gSource = nil; -- the source stream --TODO: Add variable(s) for your strategy if needed local SlowClose = nil; local SlowLow = nil; local SlowHigh = nil; local FastClose = nil; local SC; local SH; local SL; local FC; local Method_SC; local Method_SH; local Method_SL; local Method_FC; local indicator={}; local first=1; local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; local AllowMultiple; local AllowTrade; local Offer; local CanClose; local Account; local Amount; local SetLimit; local Limit; local SetStop; local Stop; local TrailingStop; local ShowAlert; local Email; local SendEmail; local BaseSize; -- strategy instance initialization routine -- Processes strategy parameters and subscribe to price streams -- TODO: Calculate all constants, create instances all necessary indicators and load all required libraries function Prepare(nameOnly) SC = instance.parameters.SC; SH = instance.parameters.SH; SL = instance.parameters.SL; FC = instance.parameters.FC; Method_SC= instance.parameters.Method_SC; Method_SH= instance.parameters.Method_SH; Method_SL= instance.parameters.Method_SL; Method_FC= instance.parameters.Method_FC; Method_SC= instance.parameters.Method_SC; Method_SH= instance.parameters.Method_SH; Method_SL= instance.parameters.Method_SL; Method_FC= instance.parameters.Method_FC; local name = profile:id() .. "(" .. instance.bid:instrument() .. ")"; instance:name(name); if nameOnly then return ; end assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); assert(instance.parameters.TF ~= "t1", "The strategy cannot be applied on ticks."); Initialization(); --TODO: Find indicator's profile, intialize parameters, and create indicator's instance (if needed) gSource = ExtSubscribe(1, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); indicator["SC"] = core.indicators:create("AVERAGES", gSource.close, Method_SC, SC, false); first = math.max(first,indicator["SC"].DATA:first()); indicator["SL"] = core.indicators:create("AVERAGES", gSource.close, Method_SL, SL, false); first = math.max(first,indicator["SL"].DATA:first()); indicator["SH"] = core.indicators:create("AVERAGES", gSource.close, Method_SH, SH, false); first = math.max(first,indicator["SH"].DATA:first()); indicator["FC"] = core.indicators:create("AVERAGES", gSource.close, Method_FC, FC, false); first = math.max(first,indicator["FC"].DATA:first()); end -- strategy calculation routine -- TODO: Add your code for decision making -- TODO: Update the instance of your indicator(s) if needed function ExtUpdate(id, source, period) if period < first +1 or id ~= 1 then return; end if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end indicator["SC"]:update(core.UpdateLast); indicator["SL"]:update(core.UpdateLast); indicator["SH"]:update(core.UpdateLast); indicator["FC"]:update(core.UpdateLast); if not indicator["SC"].DATA:hasData(period-1) or not indicator["SL"].DATA:hasData(period-1) then return; end if not indicator["SH"].DATA:hasData(period-1) or not indicator["FC"].DATA:hasData(period-1) then return; end if core.crossesOver( indicator["FC"].DATA, indicator["SH"].DATA , period) then if haveTrades('B') and not AllowMultiple then return; end if SIDE == "SHORT" then return; end if ShowAlert then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Enter Long", instance.bid:date(NOW)); end if SoundFile ~= nil then terminal:alertSound(SoundFile, RecurrentSound); end if Email ~= nil then terminal:alertEmail(Email, "Enter Long", profile:id() .. "(" .. instance.bid:instrument() .. ")" .. instance.bid[NOW]..", " .. "Enter Long"..", " .. instance.bid:date(NOW)); end if AllowTrade then if haveTrades('S') then exit('S'); end enter('B'); end elseif core.crossesUnder( indicator["FC"].DATA, indicator["SL"].DATA , period) then if haveTrades('S') and not AllowMultiple then return; end if SIDE == "LONG" then return; end if ShowAlert then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Enter Short", instance.bid:date(NOW)); end if SoundFile ~= nil then terminal:alertSound(SoundFile, RecurrentSound); end if Email ~= nil then terminal:alertEmail(Email, "Enter Short", profile:id() .. "(" .. instance.bid:instrument() .. ")" ..", " .. instance.bid[NOW]..", " .. "Enter Short"..", " .. instance.bid:date(NOW)); end if AllowTrade then if haveTrades('B') then exit('B'); end enter('S'); end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if haveTrades('B') and not AllowMultiple then exit('S'); Signal ("Close Short"); return; end if ALLOWEDSIDE == "Sell" then if haveTrades('S') then exit('S'); Signal ("Close Short"); end return; end if haveTrades('S') then exit('S'); Signal ("Close Short"); end enter('B'); Signal ("Open Long"); elseif ShowAlert then Signal ("Up Trend"); end end function SELL () if AllowTrade then if haveTrades('S') and not AllowMultiple then exit('B'); Signal ("Close Long"); return; end if ALLOWEDSIDE == "Buy" then if haveTrades('B') then exit('B'); Signal ("Close Long"); end return; end if haveTrades('B') then exit('B'); Signal ("Close Long"); end enter('S'); Signal ("Open Short"); else Signal ("Down Trend"); end end function Trading_Parameters() strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); strategy.parameters:addString("ALLOWEDSIDE", "Allowed side", "Allowed side for trading or signaling, can be Sell, Buy or Both", "Both"); strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Both", "", "Both"); strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Buy", "", "Buy"); strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Sell", "", "Sell"); strategy.parameters:addBoolean("AllowMultiple", "Allow Multiple", "", true); strategy.parameters:addString("Account", "Account to trade on", "", ""); strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT); strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1, 1, 100); strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false); strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30, 1, 10000); strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false); strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30, 1, 10000); strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false); strategy.parameters:addGroup("Alerts"); strategy.parameters:addBoolean("ShowAlert", "ShowAlert", "", true); strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false); strategy.parameters:addFile("SoundFile", "Sound File", "", ""); strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND); strategy.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", true); strategy.parameters:addBoolean("SendEmail", "Send Email", "", false); strategy.parameters:addString("Email", "Email", "", ""); strategy.parameters:setFlag("Email", core.FLAG_EMAIL); end function Initialization() AllowMultiple = instance.parameters.AllowMultiple; ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE; local PlaySound = instance.parameters.PlaySound; if PlaySound then SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end assert(not(PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be chosen"); ShowAlert = instance.parameters.ShowAlert; RecurrentSound = instance.parameters.RecurrentSound; SendEmail = instance.parameters.SendEmail; if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not(SendEmail) or (SendEmail and Email ~= ""), "E-mail address must be specified"); AllowTrade = instance.parameters.AllowTrade; if AllowTrade then Account = instance.parameters.Account; Amount = instance.parameters.Amount; BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account); Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID; CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account); SetLimit = instance.parameters.SetLimit; Limit = instance.parameters.Limit; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TrailingStop = instance.parameters.TrailingStop; end end function Signal (Label) if ShowAlert then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], Label, instance.bid:date(NOW)); end if SoundFile ~= nil then terminal:alertSound(SoundFile, RecurrentSound); end if Email ~= nil then terminal:alertEmail(Email, Label, profile:id() .. "(" .. instance.bid:instrument() .. ")" .. instance.bid[NOW]..", " .. Label..", " .. instance.bid:date(NOW)); end end 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 function tradesCount(BuySell) local enum, row; local count = 0; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while count == 0 and row ~= nil do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then count = count + 1; end row = enum:next(); end return count end 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 -- do not enter if position in the -- specified direction already exists if tradesCount(BuySell) > 0 and not AllowMultiple then return true; end local valuemap, success, msg; valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; -- add stop/limit valuemap.PegTypeStop = "O"; if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop; else valuemap.PegPriceOffsetPipsStop = Stop; end end if TrailingStop then valuemap.TrailStepStop = 1; end valuemap.PegTypeLimit = "O"; if SetLimit then if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit; else valuemap.PegPriceOffsetPipsLimit = -Limit; end end if (not CanClose) then valuemap.EntryLimitStop = 'Y' end success, msg = terminal:execute(100, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. msg, instance.bid:date(instance.bid:size() - 1)); return false; end return true; end -- exit from the specified direction function exit(BuySell, use_net) if not (AllowTrade) then return true end if use_net == true then local valuemap, success, msg if tradesCount(BuySell) > 0 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( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed"..msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end else local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == BuySell and row.OfferID == Offer then local valuemap = core.valuemap(); valuemap.BuySell = row.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = row.OfferID; valuemap.AcctID = row.AccountID; valuemap.TradeID = row.TradeID; valuemap.Quantity = row.Lot; local success, msg = terminal:execute(101, valuemap); end row = enum: next(); end end return false end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");