-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=31&t=65802

--+------------------------------------------------------------------+
--|                               Copyright © 2018, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  |
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--+------------------------------------------------------------------+

local Modules = {};

function Init()
    strategy:name("Candle Trailing Stop");
    strategy:description("");
    strategy:setTag("strategy_type", "Money management");

    strategy.parameters:addGroup("Trade");
    strategy.parameters:addString("Trade", "(non-FIFO) Choose Trade", "", "");
    strategy.parameters:setFlag("Trade", core.FLAG_TRADE);

    strategy.parameters:addGroup("Trailing Stop Parameters");
    strategy.parameters:addInteger("shift", "Shift from high/low (pips)", "", 2, 0.1, 1000);
    trading_logic:Init(strategy.parameters);
end

local tradeId;
local shift;

function Prepare(nameOnly)
    for _, module in pairs(Modules) do module:Prepare(nameOnly); end
    local name = profile:id() .. "(" .. instance.bid:instrument()  .. "[" .. instance.parameters.Trade   .. "])";

    tradeId = instance.parameters.Trade;
    shift = instance.parameters.shift;
    local trade = core.host:findTable("trades"):find("TradeID", tradeId);
    assert(trade ~= nil, "Trade can not be found")

    instance:name(name);
    if onlyName then
        return ;
    end
    trading_logic.DoTrading = EntryFunction;
end

function EntryFunction(source, period)
    local trade = core.host:findTable("trades"):find("TradeID", tradeId);
    if trade ~= nil then
        if trade.BS == "B" then
            if source.close[period] > source.open[period] then
                trading:MoveStop(source.low[period] - shift * source:pipSize(), trade);
            end
        else
            if source.close[period] < source.open[period] then
                trading:MoveStop(source.high[period] + shift * source:pipSize(), trade);
            end
        end
    end
end

function ExtUpdate(id, source, period) for _, module in pairs(Modules) do if module.BlockTrading ~= nil and module:BlockTrading(id, source, period) then return; end end for _, module in pairs(Modules) do if module.ExtUpdate ~= nil then module:ExtUpdate(id, source, period); end end end

function ReleaseInstance() for _, module in pairs(Modules) do if module.ReleaseInstance ~= nil then module:ReleaseInstance(); end end end
function ExtAsyncOperationFinished(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 end

trading = {};
trading.Name = "Trading";
trading.Version = "3.0.1";
trading.Debug = false;
trading.AddAmountParameter = true;
trading.AddStopParameter = true;
trading.AddLimitParameter = true;
trading.CustomID = nil;
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 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);
    if self.AddAmountParameter then
        parameters:addInteger("amount", "Trade Amount in Lots", "", 1);
    end
    if self.AddStopParameter then
        parameters:addBoolean("set_stop", "Set Stop Orders", "", false);
        parameters:addInteger("stop", "Stop Order in pips", "", 30);
        parameters:addBoolean("use_trailing", "Trailing stop order", "", false);
        parameters:addInteger("trailing", "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1);
    end
    if self.AddLimitParameter then
        parameters:addBoolean("set_limit", "Set Limit Orders", "", false);
        parameters:addInteger("limit", "Limit Order in pips", "", 30);
    end
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
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(stop_rate, trade, 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(limit_rate, trade)
    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(rate, order)
    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 = order.TrlMinMove ~= 0 and order.TrlMinMove or nil;
        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(stop_rate, trade)
    local order = self:FindStopOrder(trade);
    if order == nil then
        self:trace("Stop order not found, creating a new one");
        return self:CreateStopOrder(stop_rate, trade);
    else
        return self:ChangeOrder(stop_rate, order);
    end
end

function trading:MoveLimit(limit_rate, trade)
    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(limit_rate, trade);
    else
        return self:ChangeOrder(limit_rate, order);
    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:MoveOrder(order, new_rate)
    local min_change = core.host:findTable("offers"):find("Instrument", order.Instrument).PointSize;
    if math.abs(new_rate - order.Rate) > min_change then
        self:trace(string.format("Changing an order to %s", tostring(new_rate)));
        -- stop exists
        local valuemap = core.valuemap();
        valuemap.Command = "EditOrder";
        valuemap.AcctID  = order.AccountID;
        valuemap.OrderID = order.OrderID;
        valuemap.Rate = new_rate;
        local success, msg = terminal:execute(200, valuemap);
        if not(success) then terminal:alertMessage(order.Instrument, new_rate, "Failed change stop " .. msg, core.now()); end
    end
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: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: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 (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: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 (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: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 (row.QTXT == self.CustomID or not self.CustomID)
            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: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);
    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(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

    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(200, valuemap);
    assert(success, msg);
    return true;
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: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()
        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: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.Parent._account); 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: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.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:Execute()
        self.Parent:trace(string.format("Creating %s OM for %s", self.valuemap.BuySell, self.Instrument));
        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
trading:RegisterModule(Modules);

trading_logic = {};
-- public fields
trading_logic.Name = "Trading logic";
trading_logic.Version = "1.2.1";
trading_logic.Debug = false;
trading_logic.DoTrading = nil;
trading_logic.DoExit = nil;
trading_logic.MainSource = nil;
--private fields
trading_logic._ids_start = nil;
trading_logic._trading_source_id = nil;
function trading_logic:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end
function trading_logic:OnNewModule(module) end
function trading_logic: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 trading_logic:Init(parameters)
    parameters:addGroup("Price");
    parameters:addBoolean("is_bid", "Price Type","", true);
    parameters:setFlag("is_bid", core.FLAG_BIDASK);
    parameters:addString("timeframe", "Time frame", "", "m5");
    parameters:setFlag("timeframe", core.FLAG_PERIODS);
end
function trading_logic:GetLastPeriod(source_period, source, target)
    if source_period < 0 or target:size() < 2 then
        return nil;
    end
    local s1, e1 = core.getcandle(source:barSize(), source:date(source_period), -7, 0);
    local s2, e2 = core.getcandle(target:barSize(), target:date(NOW - 1), -7, 0);
    if e1 == e2 then
        return target:size() - 2;
    else
        return target:size() - 1;
    end
end
function trading_logic:GetPeriod(source_period, source, target)
    if source_period < 0 then
        return nil;
    end
    local source_date = source:date(source_period);
    local index = core.findDate(target, source_date, false);
    if index == -1 then
        return nil;
    end
    return index;
end
function trading_logic:Prepare(name_only)
    if name_only then
        return;
    end
    self._trading_source_id = self._ids_start + 2;
    self:trace(string.format("Trading on %s bar", instance.parameters.timeframe));
    self.MainSource = ExtSubscribe(self._ids_start + 2, nil, instance.parameters.timeframe, instance.parameters.is_bid, "bar");
end
function trading_logic:ExtUpdate(id, source, period)
    if id == self._trading_source_id and self.DoTrading ~= nil then
        local period2 = period;
        if source ~= self.MainSource then
            period2 = core.findDate(self.MainSource, source:date(period), false);
            if period2 == -1 then
                return;
            end
        end
        self.DoTrading(self.MainSource, period2);
    end
end
trading_logic:RegisterModule(Modules);

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