-- Id: 2610
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=31&t=2795

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function Init()
    strategy:name("Set stop by ATR")
    strategy:description("Strategy changes stop followiung to the ATR")
    strategy:setTag("Version", "2")

    strategy.parameters:addGroup("ATR Parameters")
    strategy.parameters:addInteger("ATR_Period", "ATR_Period", "", 14, 2, 1000)

    strategy.parameters:addGroup("Stop Parameters")
    strategy.parameters:addDouble("Coeff", "ATR scale", "", 1, 0, 100)
    strategy.parameters:addBoolean("MoveBack", "Move stop back", "", false)

    strategy.parameters:addString("Type", "Price type", "", "Bid")
    strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid")
    strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask")
    strategy.parameters:addString("Period", "Timeframe", "", "m1")
    strategy.parameters:setFlag("Period", core.FLAG_PERIODS)

    strategy.parameters:addGroup("Trade")
    strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true);
    strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE);
    strategy.parameters:addString("Trade", "Choose Trade", "", "")
    strategy.parameters:setFlag("Trade", core.FLAG_TRADE)
end

local tradeExist = true
local first = true
local stopOrder = nil -- the identifier of the stop order
local tsource = nil
local timer
local minChange
local executing = false
local ATR

function Prepare(onlyName)
    local name
    name =
        profile:id() ..
        "(" ..
            instance.bid:instrument() ..
                "[" ..
                    instance.parameters.Period ..
                        "]" ..
                            "," ..
                                instance.parameters.ATR_Period ..
                                    "," .. "," .. instance.parameters.Coeff .. "," .. instance.parameters.Trade .. ")"
    instance:name(name)
    if onlyName then
        return
    end

    minChange = math.pow(10, -instance.bid:getPrecision())

    ExtSetupSignal(name .. ":", true)
    tsource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == "Bid", "bar")
    ATR = core.indicators:create("ATR", tsource, instance.parameters.ATR_Period)
end

function ExtUpdate(id, source, period)
    if not instance.parameters.AllowTrade then
        return;
    end
    if id == 1 and tradeExist then
        ATR:update(core.UpdateLast)
        period = ATR.DATA:size() - 1
        if period >= ATR.DATA:first() then
            -- check whether trade exists
            local trade, order

            if not (core.host:execute("isTableFilled", "trades")) then
                core.host:trace("not filled")
                -- relogin??
                return
            end

            if not (core.host:execute("isReadyForTrade")) then
                -- relogin??
                core.host:trace("not ready")
                return
            end

            trade = core.host:findTable("trades"):find("TradeID", instance.parameters.Trade)

            if trade == nil then
                tradeExist = false
                terminal:alertMessage(
                    instance.bid:instrument(),
                    instance.bid[NOW],
                    "Trade " .. instance.parameters.Trade .. " disappear",
                    instance.bid:date(NOW)
                )
                core.host:execute("stop")
                return
            end

            local stopValue, valuemap, success, msg
            local stopSide
            local Fl = true
            if trade.BS == "B" then
                if ATR.DATA:hasData(period) then
                    stopValue = instance.bid[NOW] - ATR.DATA[period] * instance.parameters.Coeff
                else
                    return
                end
                if instance.parameters.MoveBack == false then
                    if trade.StopOrderID ~= "" and trade.StopOrderID ~= nil then
                        if stopValue < trade.Stop then
                            return
                        end
                    end
                end
                stopSide = "S"
                if stopValue >= instance.bid[NOW] then
                    --core.host:trace(string.format("not passed %f >= %f", stopValue, instance.bid[NOW]));
                    return
                end
            else
                if ATR.DATA:hasData(period) then
                    stopValue = instance.ask[NOW] + ATR.DATA[period] * instance.parameters.Coeff
                else
                    return
                end
                if instance.parameters.MoveBack == false then
                    if trade.StopOrderID ~= "" and trade.StopOrderID ~= nil then
                        if stopValue > trade.Stop then
                            return
                        end
                    end
                end
                stopSide = "B"
                if stopValue <= instance.ask[NOW] then
                    --core.host:trace(string.format("not passed %f <= %f", stopValue, instance.ask[NOW]));
                    return
                end
            end

            if trade.StopOrderID == "" or trade.StopOrderID == nil then
                valuemap = core.valuemap()
                valuemap.Command = "CreateOrder"
                valuemap.OrderType = "S"
                valuemap.OfferID = trade.OfferID
                valuemap.AcctID = trade.AccountID
                valuemap.TradeID = trade.TradeID
                valuemap.Quantity = trade.Lot
                valuemap.Rate = stopValue
                valuemap.BuySell = stopSide
                executing = true
                success, msg = terminal:execute(200, valuemap)
                if not (success) then
                    executing = false
                    terminal:alertMessage(
                        instance.bid:instrument(),
                        instance.bid[NOW],
                        "Failed create stop " .. msg,
                        instance.bid:date(NOW)
                    )
                end
            else
                if math.abs(stopValue - trade.Stop) > minChange then
                    -- stop exists
                    valuemap = core.valuemap()
                    valuemap.Command = "EditOrder"
                    valuemap.AcctID = trade.AccountID
                    valuemap.OrderID = trade.StopOrderID
                    valuemap.Rate = stopValue
                    executing = true
                    success, msg = terminal:execute(200, valuemap)
                    if not (success) then
                        executing = false
                        terminal:alertMessage(
                            instance.bid:instrument(),
                            instance.bid[NOW],
                            "Failed change stop " .. msg,
                            instance.bid:date(NOW)
                        )
                    end
                end
            end
        end
    end
end

function ExtAsyncOperationFinished(id, success, message)
    if id == 200 then
        executing = false
        if not (success) then
            terminal:alertMessage(
                instance.bid:instrument(),
                instance.bid[NOW],
                "Failed create/change stop " .. message,
                instance.bid:date(NOW)
            )
        end
    end
end

dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")