-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=64552 -- Id: 18048 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("ChandelierExit Indicator position Close Strategy ") strategy:description("") strategy:setTag("strategy_type", "Money management"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Price") strategy.parameters:addString("Type", "Price Type", "", "Bid") strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid") strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask") strategy.parameters:addString("TF", "Time frame", "", "m1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addGroup("Calculation") strategy.parameters:addInteger("Range", "Range", "", 7) strategy.parameters:addInteger("Shift", "Shift", "", 0) strategy.parameters:addInteger("ATRPeriod", "ATR Period", "", 9) strategy.parameters:addDouble("ATRMultipl", "ATRMultipl", "", 2.5) strategy.parameters:addGroup("Exit") strategy.parameters:addString("Trade", "(non-FIFO) Choose Trade", "", "") strategy.parameters:setFlag("Trade", core.FLAG_TRADE) CreateTradingParameters() end function CreateTradingParameters() strategy.parameters:addGroup("Execution Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) strategy.parameters:addString("AccountType", "Account Type", "", "Automatic") strategy.parameters:addStringAlternative("AccountType", "FIFO", "", "FIFO") strategy.parameters:addStringAlternative("AccountType", "non FIFO", "", "NON") strategy.parameters:addStringAlternative("AccountType", "Automatic", "", "Automatic") strategy.parameters:addString("ExitExecutionType", "Exit Execution Type", "", "Live") strategy.parameters:addStringAlternative("ExitExecutionType", "End of Turn", "", "EndOfTurn") strategy.parameters:addStringAlternative("ExitExecutionType", "Live", "", "Live") strategy.parameters:addGroup("Trade Parameters") -- strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "TEST"); strategy.parameters:addString("Direction", "Type of Signal / Trade", "", "direct") strategy.parameters:addStringAlternative("Direction", "Direct", "", "direct") strategy.parameters:addStringAlternative("Direction", "Reverse", "", "reverse") strategy.parameters:addString("Account", "Account to trade on", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) 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) strategy.parameters:addGroup("Time Parameters") strategy.parameters:addInteger("ToTime", "Convert the date to", "", 6) strategy.parameters:addIntegerAlternative("ToTime", "EST", "", 1) strategy.parameters:addIntegerAlternative("ToTime", "UTC", "", 2) strategy.parameters:addIntegerAlternative("ToTime", "Local", "", 3) strategy.parameters:addIntegerAlternative("ToTime", "Server", "", 4) strategy.parameters:addIntegerAlternative("ToTime", "Financial", "", 5) strategy.parameters:addIntegerAlternative("ToTime", "Display", "", 6) strategy.parameters:addString("StartTime", "Start Time for Trading", "", "00:00:00") strategy.parameters:addString("StopTime", "Stop Time for Trading", "", "24:00:00") --********************************************************************************************************* strategy.parameters:addBoolean("ManageExit", "Use Exit after Stop Time", "", true) --********************************************************************************************************* strategy.parameters:addBoolean("UseMandatoryClosing", "Use Mandatory Closing", "", false) strategy.parameters:addString("ExitTime", "Mandatory Closing Time", "", "23:59:00") strategy.parameters:addInteger("ValidInterval", "Valid interval for operation in second", "", 60) end local orderId local tradeId local requestId local AccountType local Source, TickSource local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition local SoundFile = nil local RecurrentSound = false local ALLOWEDSIDE 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 local EntyExecutionType, ExitExecutionType local CloseOnOpposite local first local Direction --local CustomID; local PositionCap local TF local OpenTime, CloseTime, ExitTime local LastEntry, LastExit local ToTime local ValidInterval, UseMandatoryClosing --********************************************************************************************************* local ManageExit, Exit --********************************************************************************************************* --Indicator parameters local Range, Shift, ATRPeriod, ATRMultipl function Prepare(nameOnly) --CustomID = instance.parameters.CustomID; AccountType = instance.parameters.AccountType ExitExecutionType = instance.parameters.ExitExecutionType ManageExit = instance.parameters.ManageExit Direction = instance.parameters.Direction == "direct" TF = instance.parameters.TF ToTime = instance.parameters.ToTime if ToTime == 1 then ToTime = core.TZ_EST elseif ToTime == 2 then ToTime = core.TZ_UTC elseif ToTime == 3 then ToTime = core.TZ_LOCAL elseif ToTime == 4 then ToTime = core.TZ_SERVER elseif ToTime == 5 then ToTime = core.TZ_FINANCIAL elseif ToTime == 6 then ToTime = core.TZ_TS end tradeId = instance.parameters.Trade local trade = core.host:findTable("trades"):find("TradeID", tradeId) assert(trade ~= nil, "Trade can not be found") ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing LastEntry = nil LastExit = nil --********************************************************************************************************* ManageExit = instance.parameters.ManageExit --********************************************************************************************************* --Indicator parameters Range = instance.parameters.Range Shift = instance.parameters.Shift ATRPeriod = instance.parameters.ATRPeriod ATRMultipl = instance.parameters.ATRMultipl assert(TF ~= "t1", "The time frame must not be tick") name = profile:id() .. ", " .. instance.bid:name() instance:name(name) PrepareTrading() if nameOnly then return end assert( core.indicators:findIndicator("CHANDELIEREXIT_SS") ~= nil, "Please, download and install CHANDELIEREXIT_SS.LUA indicator" ) if ExitExecutionType == "Live" then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") end Source = ExtSubscribe(2, nil, TF, instance.parameters.Type == "Bid", "bar") Indicator = core.indicators:create( "CHANDELIEREXIT_SS", Source, Range, Shift, ATRPeriod, ATRMultipl, core.rgb(0, 255, 0), core.rgb(255, 0, 0) ) first = Source.close:first() ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing local valid OpenTime, valid = ParseTime(instance.parameters.StartTime) assert(valid, "Time " .. instance.parameters.StartTime .. " is invalid") CloseTime, valid = ParseTime(instance.parameters.StopTime) assert(valid, "Time " .. instance.parameters.StopTime .. " is invalid") ExitTime, valid = ParseTime(instance.parameters.ExitTime) assert(valid, "Time " .. instance.parameters.ExitTime .. " is invalid") if UseMandatoryClosing then core.host:execute("setTimer", 100, math.max(ValidInterval / 2, 1)) end --local trade_in_progress=false; end function ReleaseInstance() core.host:execute("killTimer", 100) end function ParseTime(time) local pos = string.find(time, ":") if pos == nil then return nil, false end local h = tonumber(string.sub(time, 1, pos - 1)) time = string.sub(time, pos + 1) pos = string.find(time, ":") if pos == nil then return nil, false end local m = tonumber(string.sub(time, 1, pos - 1)) local s = tonumber(string.sub(time, pos + 1)) return (h / 24.0 + m / 1440.0 + s / 86400.0), ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or -- time in ole format (h == 24 and m == 0 and s == 0)) -- validity flag end function InRange(now, openTime, closeTime) if openTime < closeTime then return now >= openTime and now <= closeTime; end if openTime > closeTime then return now > openTime or now < closeTime; end return now == openTime; end function PrepareTrading() 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 Account = instance.parameters.Account BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account) Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID if AccountType == "FIFO" then CanClose = false elseif AccountType == "NON" then CanClose = true else CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account) end end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if period < 0 then return end if ExitExecutionType == "Live" then if id ~= 1 then return end period = core.findDate(Source, TickSource:date(period), false) else if id ~= 2 then return end end now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) -- update indicators. Indicator:update(core.UpdateLast) if ExitExecutionType == "Live" and id == 1 or ExitExecutionType ~= "Live" and id ~= 1 then ExitFunction(now, period) end end function ExitFunction(now, period) if not (now >= OpenTime and now <= CloseTime) and not ManageExit then return end if (LastExit == Source:serial(period)) then return end if Indicator.DATA:colorI(period) == core.rgb(0, 255, 0) then --and Indicator.DATA:colorI(period-1) ~= core.rgb(0, 255, 0) if Direction then if haveTrades("B") then exitSpecific("B") Signal("Close Long") end else if haveTrades("S") then exitSpecific("S") Signal("Close Short") end end LastExit = Source:serial(period) end if Indicator.DATA:colorI(period) == core.rgb(255, 0, 0) then -- and Indicator.DATA:colorI(period-1) ~= core.rgb(255, 0, 0) if Direction then if haveTrades("S") then exitSpecific("S") Signal("Close Short") end else if haveTrades("B") then exitSpecific("B") Signal("Close Long") end end LastExit = Source:serial(period) end end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if cookie == 100 then -- timer if UseMandatoryClosing and AllowTrade then now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) -- check whether the time is in the exit time period if now >= ExitTime and now < ExitTime + (ValidInterval / 86400.0) then if not checkReady("trades") then return end if haveTrades("B") then exitSpecific("B") Signal("Close Long") end if haveTrades("S") then exitSpecific("S") Signal("Close Short") end end end elseif cookie == 200 and not success then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. message, instance.bid:date(instance.bid:size() - 1) ) elseif cookie == 201 and not success then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. message, instance.bid:date(instance.bid:size() - 1) ) elseif cookie == 201 and success then core.host:execute("stop") end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- 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, profile:id() .. " : " .. Label, FormatEmail(Source, NOW, Label)) 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 count = 0 local trade = core.host:findTable("trades"):find("TradeID", tradeId) if trade ~= nil and (trade.BS == BuySell or BuySell == nil) then count = count + 1 end return count end function haveTrades(BuySell) local trade = core.host:findTable("trades"):find("TradeID", tradeId) local found = false if trade ~= nil and (trade.BS == BuySell or BuySell == nil) then found = true end return found end function exitSpecific(BuySell) if not AllowTrade then return end --side -- closes all positions of the specified direction (B for buy, S for sell) local valuemap local trade = core.host:findTable("trades"):find("TradeID", tradeId) if trade == nil then core.host:execute("stop") end if CanClose then -- non-FIFO account, create a close market order valuemap = core.valuemap() valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = trade.Lot valuemap.TradeID = trade.TradeID --valuemap.CustomID = CustomID; if trade.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(201, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end else -- FIFO account, create an opposite market order valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = trade.Lot --valuemap.CustomID = CustomID; if trade.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(201, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")