-- Id: 19094 --+------------------------------------------------------------------+ --| Copyright © 2016, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ function Init() strategy:name("Candle patterns Strategy"); strategy:description(""); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); strategy.parameters:addInteger("EQ", "Maximum of pips distance between equal prices", "", 1, 0, 100); strategy.parameters:addBoolean("PAT_DOUBLE_INSIDE", "Enable Double Inside", "", true); strategy.parameters:addBoolean("PAT_INSIDE", "Enable Inside", "", true); strategy.parameters:addBoolean("PAT_OUTSIDE", "Enable Outside", "", true); strategy.parameters:addBoolean("PAT_PINUP", "Enable Pin Up", "", true); strategy.parameters:addBoolean("PAT_PINDOWN", "Enable Pin Down", "", true); strategy.parameters:addBoolean("PAT_PPRUP", "Enable Pivot Point Reversal Up", "", true); strategy.parameters:addBoolean("PAT_PPRDN", "Enable Pivot Point Reversal Down", "", true); strategy.parameters:addBoolean("PAT_DBLHC", "Enable Double Bar Low With A Higher Close", "", true); strategy.parameters:addBoolean("PAT_DBHLC", "Enable Double Bar High With A Lower Close", "", true); strategy.parameters:addBoolean("PAT_CPRU", "Enable Close Price Reversal Up", "", true); strategy.parameters:addBoolean("PAT_CPRD", "Enable Close Price Reversal Down", "", true); strategy.parameters:addBoolean("PAT_NB", "Enable Neutral Bar", "", true); strategy.parameters:addBoolean("PAT_FBU", "Enable Force Bar Up", "", true); strategy.parameters:addBoolean("PAT_FBD", "Enable Force Bar Down", "", true); strategy.parameters:addBoolean("PAT_MB", "Enable Mirror Bar", "", true); strategy.parameters:addBoolean("PAT_HAMMER", "Enable Hammer", "", true); strategy.parameters:addBoolean("PAT_SHOOTSTAR", "Enable Shooting Star", "", true); strategy.parameters:addBoolean("PAT_EVSTAR", "Enable Evening Star", "", true); strategy.parameters:addBoolean("PAT_MORNSTAR", "Enable Morning Star", "", true); strategy.parameters:addBoolean("PAT_EVDJSTAR", "Enable Evening Doji Star", "", true); strategy.parameters:addBoolean("PAT_MORNDJSTAR", "Enable Morning Doji Star", "", true); strategy.parameters:addBoolean("PAT_BEARHARAMI", "Enable Bearish Harami", "", true); strategy.parameters:addBoolean("PAT_BEARHARAMICROSS", "Enable Bearish Harami Cross", "", true); strategy.parameters:addBoolean("PAT_BULLHARAMI", "Enable Bullish Harami", "", true); strategy.parameters:addBoolean("PAT_BULLHARAMICROSS", "Enable Bullish Harami Cross", "", true); strategy.parameters:addBoolean("PAT_DARKCLOUD", "Enable Dark Cloud Cover", "", true); strategy.parameters:addBoolean("PAT_DOJISTAR", "Enable Doji Star", "", true); strategy.parameters:addBoolean("PAT_ENGBEARLINE", "Enable Engulfing Bearish Line", "", true); strategy.parameters:addBoolean("PAT_ENGBULLLINE", "Enable Engulfing Bullish Line", "", true); strategy.parameters:addString("Period", "Time frame", "", "m1"); strategy.parameters:setFlag("Period", core.FLAG_PERIODS); strategy.parameters:addString("TypeSignal", "Type of signal", "", "direct"); strategy.parameters:addStringAlternative("TypeSignal", "direct", "", "direct"); strategy.parameters:addStringAlternative("TypeSignal", "reverse", "", "reverse"); Trading_Parameters(); end local gSource = nil; local PAT_NONE = 0; local PAT_DOUBLE_INSIDE = 1; local PAT_INSIDE = 2; local PAT_OUTSIDE = 4; local PAT_PINUP = 5; local PAT_PINDOWN = 6; local PAT_PPRUP = 7; local PAT_PPRDN = 8; local PAT_DBLHC = 9; local PAT_DBHLC = 10; local PAT_CPRU = 11; local PAT_CPRD = 12; local PAT_NB = 13; local PAT_FBU = 14; local PAT_FBD = 15; local PAT_MB = 16; local PAT_HAMMER=17; local PAT_SHOOTSTAR=18; local PAT_EVSTAR=19; local PAT_MORNSTAR=20; local PAT_BEARHARAMI=21; local PAT_BEARHARAMICROSS=22; local PAT_BULLHARAMI=23; local PAT_BULLHARAMICROSS=24; local PAT_DARKCLOUD=25; local PAT_DOJISTAR=26; local PAT_ENGBEARLINE=27; local PAT_ENGBULLLINE=28; local PAT_EVDJSTAR=29; local PAT_MORNDJSTAR=30; local EQ; 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; function EnableTrading() local Day=core.dateToTable(core.now()).day; local DayT; local trades = core.host:findTable("closed trades"); local enum = trades:enumerator(); local PL=0; while true do local row = enum:next(); if row == nil then break end if row.AccountID == Account then DayT=core.dateToTable(row.CloseTime).day; if Day==DayT then PL=PL+row.GrossPL; end end end if PL>0 then return false; else return true; end end function DecodePattern(pattern) if pattern == PAT_NONE then return nil, nil, nil, nil; elseif pattern == PAT_DOUBLE_INSIDE and instance.parameters:getBoolean("PAT_DOUBLE_INSIDE")==true then return "DblIn", "Double Inside", true, 3; elseif pattern == PAT_INSIDE and instance.parameters:getBoolean("PAT_INSIDE")==true then return "In", "Inside", true, 2; elseif pattern == PAT_OUTSIDE and instance.parameters:getBoolean("PAT_OUTSIDE")==true then return "Out", "Outside", true, 2; elseif pattern == PAT_PINUP and instance.parameters:getBoolean("PAT_PINUP")==true then return "PnUp", "Pin Up", true, 2; elseif pattern == PAT_PINDOWN and instance.parameters:getBoolean("PAT_PINDOWN")==true then return "PnDn", "Pin Down", false, 2; elseif pattern == PAT_PPRUP and instance.parameters:getBoolean("PAT_PPRUP")==true then return "PPRU", "Pivot Point Reversal Up", false, 3; elseif pattern == PAT_PPRDN and instance.parameters:getBoolean("PAT_PPRDN")==true then return "PPRD", "Pivot Point Reversal Down", true, 3; elseif pattern == PAT_DBLHC and instance.parameters:getBoolean("PAT_DBLHC")==true then return "DBLHC", "Double Bar Low With A Higher Close", false, 2; elseif pattern == PAT_DBHLC and instance.parameters:getBoolean("PAT_DBHLC")==true then return "DBHLC", "Double Bar High With A Lower Close", true, 2; elseif pattern == PAT_CPRU and instance.parameters:getBoolean("PAT_CPRU")==true then return "CPRU", "Close Price Reversal Up", false, 3; elseif pattern == PAT_CPRD and instance.parameters:getBoolean("PAT_CPRD")==true then return "CPRD", "Close Price Reversal Down", true, 3; elseif pattern == PAT_NB and instance.parameters:getBoolean("PAT_NB")==true then return "NB", "Neutral Bar", true, 1; elseif pattern == PAT_FBU and instance.parameters:getBoolean("PAT_FBU")==true then return "FBU", "Force Bar Up", false, 1; elseif pattern == PAT_FBD and instance.parameters:getBoolean("PAT_FBD")==true then return "FBD", "Force Bar Down", true, 1; elseif pattern == PAT_MB and instance.parameters:getBoolean("PAT_MB")==true then return "MB", "Mirror Bar", true, 2; elseif pattern == PAT_HAMMER and instance.parameters:getBoolean("PAT_HAMMER")==true then return "HAMMER", "Hammer Pattern", true, 1; elseif pattern == PAT_SHOOTSTAR and instance.parameters:getBoolean("PAT_SHOOTSTAR")==true then return "SHOOTSTAR", "Shooting Star", true, 1; elseif pattern == PAT_EVSTAR and instance.parameters:getBoolean("PAT_EVSTAR")==true then return "EVSTAR", "Evening Star", true, 3; elseif pattern == PAT_MORNSTAR and instance.parameters:getBoolean("PAT_MORNSTAR")==true then return "MORNSTAR", "Morning Star", true, 3; elseif pattern == PAT_EVDJSTAR and instance.parameters:getBoolean("PAT_EVDJSTAR")==true then return "EVDJSTAR", "Evening Doji Star", true, 3; elseif pattern == PAT_MORNDJSTAR and instance.parameters:getBoolean("PAT_MORNDJSTAR")==true then return "MORNDJSTAR", "Morning Doji Star", true, 3; elseif pattern == PAT_BEARHARAMI and instance.parameters:getBoolean("PAT_BEARHARAMI")==true then return "BEARHARAMI", "Bearish Harami", true, 2; elseif pattern == PAT_BEARHARAMICROSS and instance.parameters:getBoolean("PAT_BEARHARAMICROSS")==true then return "BEARHARAMICROSS", "Bearish Harami Cross", true, 2; elseif pattern == PAT_BULLHARAMI and instance.parameters:getBoolean("PAT_BULLHARAMI")==true then return "BULLHARAMI", "Bullish Harami", true, 2; elseif pattern == PAT_BULLHARAMICROSS and instance.parameters:getBoolean("PAT_BULLHARAMICROSS")==true then return "BULLHARAMICROSS", "Bullish Harami Cross", true, 2; elseif pattern == PAT_DARKCLOUD and instance.parameters:getBoolean("PAT_DARKCLOUD")==true then return "DARKCLOUD", "Dark Cloud Cover", true, 2; elseif pattern == PAT_DOJISTAR and instance.parameters:getBoolean("PAT_DOJISTAR")==true then return "DOJISTAR", "Doji Star", true, 2; elseif pattern == PAT_ENGBEARLINE and instance.parameters:getBoolean("PAT_ENGBEARLINE")==true then return "ENGBEARLINE", "Engulfing Bearish Line", true, 2; elseif pattern == PAT_ENGBULLLINE and instance.parameters:getBoolean("PAT_ENGBULLLINE")==true then return "ENGBULLLINE", "Engulfing Bullish Line", true, 2; else return nil, nil, nil, nil; end end function RegisterPattern(period, pattern) local short, long, up, length; local price; short, long, up, length = DecodePattern(pattern); if length~=nil then if up then if instance.parameters.TypeSignal=="direct" then SELL(long); else BUY(long); end else if instance.parameters.TypeSignal=="direct" then BUY(long); else SELL(long); end end end end function Cmp(price1, price2) if math.abs(price1 - price2) < EQ then return 0; elseif price1 > price2 then return 1; else return -1; end end function Prepare(nameOnly) Initialization(); assert(instance.parameters.Period ~= "t1", "Can't be applied on ticks!"); gSource = ExtSubscribe(1, nil, instance.parameters.Period, true, "bar"); EQ = instance.parameters.EQ * gSource:pipSize(); local name = profile:id() .. "(" .. instance.bid:instrument() .. "(" .. instance.parameters.Period .. ")" .. ")"; instance:name(name); if nameOnly then return ; end end local O, H, L, C, T, B, BL, US, LS; local O1, H1, L1, C1, T1, B1, BL1, US1, LS1; local O2, H2, L2, C2, T2, B2, BL2, US2, LS2; -- when tick source is updated function ExtUpdate(id, source, period) if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if period <= 3 then return ; end if not(EnableTrading()) then return; end O=gSource.open[period]; H=gSource.high[period]; L=gSource.low[period]; C=gSource.close[period]; T=math.max(O,C); B=math.min(O,C); BL=T-B; US=H-T; LS=B-L; O1=gSource.open[period-1]; H1=gSource.high[period-1]; L1=gSource.low[period-1]; C1=gSource.close[period-1]; T1=math.max(O1,C1); B1=math.min(O1,C1); BL1=T1-B1; US1=H1-T1; LS1=B1-L1; O2=gSource.open[period-2]; H2=gSource.high[period-2]; L2=gSource.low[period-2]; C2=gSource.close[period-2]; T2=math.max(O2,C2); B2=math.min(O2,C2); BL2=T2-B2; US2=H2-T2; LS2=B2-L2; -- 1 - candle patterns if Cmp(O, C) == 0 and US > math.max(EQ * 4, gSource:pipSize() * 4) and LS > math.max(EQ * 4, gSource:pipSize() * 4) then RegisterPattern(period, PAT_NB); end if C == H then RegisterPattern(period, PAT_FBU); end if C == L then RegisterPattern(period, PAT_FBD); end if US <= math.max(EQ, gSource:pipSize()) and LS>2.*BL then RegisterPattern(period, PAT_HAMMER); end if LS <= math.max(EQ, gSource:pipSize()) and US>2.*BL then RegisterPattern(period, PAT_SHOOTSTAR); end -- 2 - candle patterns if Cmp(H, H1) < 0 and Cmp(L, L1) > 0 then RegisterPattern(period, PAT_INSIDE); end if Cmp(H, H1) > 0 and Cmp(L, L1) < 0 then RegisterPattern(period, PAT_OUTSIDE); end if Cmp(H, H1) == 0 and Cmp(C, C1) < 0 and Cmp(L, L1) <= 0 then RegisterPattern(period, PAT_DBHLC); end if Cmp(L, L1) == 0 and Cmp(C, C1) > 0 and Cmp(H, H1) >= 0 then RegisterPattern(period, PAT_DBLHC); end if Cmp(BL1, BL) == 0 and Cmp(O1, C) == 0 then RegisterPattern(period, PAT_MB); end if Cmp(H,H1)<0 and Cmp(L,L1)>0 and Cmp(C1,O1)>0 and Cmp(C,O)<0 and Cmp(BL1,BL)>0 and Cmp(C1,O)>0 and Cmp(O1,C)<0 then RegisterPattern(period, PAT_BEARHARAMI); end if Cmp(H,H1)<0 and Cmp(L,L1)>0 and Cmp(C1,O1)>0 and Cmp(O,C)==0 and Cmp(BL1,BL)>0 and Cmp(C1,O)>0 and Cmp(O1,C)<0 then RegisterPattern(period, PAT_BEARHARAMICROSS); end if Cmp(H,H1)<0 and Cmp(L,L1)>0 and Cmp(C1,O1)<0 and Cmp(C,O)>0 and Cmp(BL1,BL)>0 and Cmp(C1,O)<0 and Cmp(O1,C)>0 then RegisterPattern(period, PAT_BULLHARAMI); end if Cmp(H,H1)<0 and Cmp(L,L1)>0 and Cmp(C1,O1)<0 and Cmp(O,C)==0 and Cmp(BL1,BL)>0 and Cmp(C1,O)<0 and Cmp(O1,C)>0 then RegisterPattern(period, PAT_BULLHARAMICROSS); end if Cmp(C1,O1)>0 and Cmp(C,O)<0 and Cmp(H1,O)<0 and Cmp(C,C1)<0 and Cmp(C,O1)>0 then RegisterPattern(period, PAT_DARKCLOUD); end if Cmp(O,C)==0 and ((Cmp(C1,O1)>0 and Cmp(O,H1)>0) or (Cmp(C1,O1)<0 and Cmp(O,L1)<0)) then RegisterPattern(period, PAT_DOJISTAR); end if Cmp(C1,O1)>0 and Cmp(C,O)<0 and Cmp(O,C1)>=0 and Cmp(C,O1)<0 then RegisterPattern(period, PAT_ENGBEARLINE); end if Cmp(C1,O1)<0 and Cmp(C,O)>0 and Cmp(O,C1)<=0 and Cmp(C,O1)>0 then RegisterPattern(period, PAT_ENGBULLLINE); end -- 3 - candle patterns if Cmp(H, H1) < 0 and Cmp(L, L1) > 0 and Cmp(H1, H2) < 0 and Cmp(L1, L2) > 0 then RegisterPattern(period, PAT_DOUBLE_INSIDE); end if Cmp(H1, H2) > 0 and Cmp(H1, H) > 0 and Cmp(L1, L2) > 0 and Cmp(L1, L) > 0 and BL1 * 2 < US1 then RegisterPattern(period, PAT_PINUP); end if Cmp(H1, H2) < 0 and Cmp(H1, H) < 0 and Cmp(L1, L2) < 0 and Cmp(L1, L) < 0 and BL1 * 2 < LS1 then RegisterPattern(period, PAT_PINDOWN); end if Cmp(H1, H2) > 0 and Cmp(H1, H) > 0 and Cmp(L1, L2) > 0 and Cmp(L1, L) > 0 and Cmp(C, L1) < 0 then RegisterPattern(period, PAT_PPRDN); end if Cmp(H1, H2) < 0 and Cmp(H1, H) < 0 and Cmp(L1, L2) < 0 and Cmp(L1, L) < 0 and Cmp(C, H1) > 0 then RegisterPattern(period, PAT_PPRUP); end if Cmp(H1, H2) < 0 and Cmp(L1, L2) < 0 and Cmp(H, H1) < 0 and Cmp(L, L1) < 0 and Cmp(C, C1) > 0 and Cmp(O, C) < 0 then RegisterPattern(period, PAT_CPRU); end if Cmp(H1, H2) > 0 and Cmp(L1, L2) > 0 and Cmp(H, H1) > 0 and Cmp(L, L1) > 0 and Cmp(C, C1) < 0 and Cmp(O, C) > 0 then RegisterPattern(period, PAT_CPRD); end if Cmp(C2,O2)>0 and Cmp(C1,O1)>0 and Cmp(C,O)<0 and Cmp(C2,O1)<0 and Cmp(BL2,BL1)>0 and Cmp(BL1,BL)<0 and Cmp(C,O2)>0 and Cmp(C,C2)<0 then RegisterPattern(period, PAT_EVSTAR); end if Cmp(C2,O2)<0 and Cmp(C1,O1)>0 and Cmp(C,O)>0 and Cmp(C2,O1)>0 and Cmp(BL2,BL1)>0 and Cmp(BL1,BL)<0 and Cmp(C,C2)>0 and Cmp(C,O2)<0 then RegisterPattern(period, PAT_MORNSTAR); end if Cmp(C2,O2)>0 and Cmp(C1,O1)==0 and Cmp(C,O)<0 and Cmp(C2,O1)<0 and Cmp(BL2,BL1)>0 and Cmp(BL1,BL)<0 and Cmp(C,O2)>0 and Cmp(C,C2)<0 then RegisterPattern(period, PAT_EVDJSTAR); end if Cmp(C2,O2)<0 and Cmp(C1,O1)==0 and Cmp(C,O)>0 and Cmp(C2,O1)>0 and Cmp(BL2,BL1)>0 and Cmp(BL1,BL)<0 and Cmp(C,C2)>0 and Cmp(C,O2)<0 then RegisterPattern(period, PAT_MORNDJSTAR); end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY(Long) if AllowTrade then if haveTrades('B') and not AllowMultiple then if haveTrades('S') then exit('S'); Signal ("Close Short"); end 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 (Long .. " Open Long"); elseif ShowAlert then Signal ("Up Trend"); end end function SELL (Long) if AllowTrade then if haveTrades('S') and not AllowMultiple then if haveTrades('B') then exit('B'); Signal ("Close Long"); end 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 (Long .. " 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, 1000000); 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");