-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=2473&start=20 --+------------------------------------------------------------------+ --| 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 | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("MACD Sample"); strategy:description("Classic MACD sample"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); strategy.parameters:addString("ExecutionType", "End of Turn / Live", "", "End of Turn"); strategy.parameters:addStringAlternative("ExecutionType", "End of Turn", "", "End of Turn"); strategy.parameters:addStringAlternative("ExecutionType", "Live", "", "Live"); strategy.parameters:addGroup("MACD indicator parameters"); strategy.parameters:addInteger("SN", "Short EMA", "The period of the short EMA.", 12, 2, 1000); strategy.parameters:addInteger("LN", "Long EMA", "The period of the long EMA.", 26, 2, 1000); strategy.parameters:addInteger("IN", "Signal line", "The number of periods for the signal line.", 9, 2, 1000); strategy.parameters:addGroup("Strategy Parameters"); strategy.parameters:addInteger("MACDOpenLevel", "MACD Open Level", "Minimal MACD level for open position.", 3, 0, 1000) strategy.parameters:addInteger("MACDCloseLevel", "MACD Close Level", "MACD level for closing position", 2, 0, 1000) strategy.parameters:addBoolean("ConfirmTrend", "Cofirm Trend with MA", "Do we need to confirm MACD signal with Moving Average trend", false); strategy.parameters:addInteger("MN", "MA Trend", "MA Trend Period", 26, 2, 1000); strategy.parameters:addGroup("Price Parameters"); strategy.parameters:addString("TF", "Time Frame", "", "m15"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); strategy.parameters:addBoolean("AllowMultiple", "Allow Multiple", "Should we allow multiple positions in the same direction.", true); strategy.parameters:addString("TradeSide", "Trade side", "", "Both"); strategy.parameters:addStringAlternative("TradeSide", "Both", "", "Both"); strategy.parameters:addStringAlternative("TradeSide", "Only Sell", "", "Sell"); strategy.parameters:addStringAlternative("TradeSide", "Only Buy", "", "Buy"); 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("Signal Parameters"); strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true); strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false); strategy.parameters:addFile("SoundFile", "Sound File", "", ""); strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND); strategy.parameters:addBoolean("Recurrent", "RecurrentSound", "", false); strategy.parameters:addGroup("Email Parameters"); strategy.parameters:addBoolean("SendEmail", "Send email", "", false); strategy.parameters:addString("Email", "Email address", "", ""); strategy.parameters:setFlag("Email", core.FLAG_EMAIL); end -- Signal Parameters local ShowAlert; local SoundFile; local RecurrentSound; local SendEmail, Email; local AllowMultiple; -- Internal indicators local MACD = nil; local EMA = nil; -- Strategy parameters local openLevel = 0 local closeLevel = 0 local confirmTrend; -- Trading parameters local AllowTrade = nil; local Account = nil; local Amount = nil; local BaseSize = nil; local PipSize; local SetLimit = nil; local Limit = nil; local SetStop = nil; local Stop = nil; local TrailingStop = nil; local CanClose = nil; local LastTradeTime; local TradeSide = nil; local ExecutionType = nil; local TickSource = nil; local ONE = nil; -- -- -- function Prepare(nameOnly) ShowAlert = instance.parameters.ShowAlert; AllowMultiple=instance.parameters.AllowMultiple; ExecutionType = instance.parameters.ExecutionType; local PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end assert(not(PlaySound) or SoundFile ~= "", "Sound file must be chosen"); RecurrentSound = instance.parameters.Recurrent; local SendEmail = instance.parameters.SendEmail; if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not(SendEmail) or Email ~= "", "Email address must be specified"); assert(instance.parameters.TF ~= "t1", "The time frame must not be tick"); local name; name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. "," .. "MACD(" .. instance.parameters.SN .. "," .. instance.parameters.LN .. "," .. instance.parameters.IN .. "))"; instance:name(name); if (nameOnly) then return; end openLevel = instance.parameters.MACDOpenLevel * instance.bid:pipSize() closeLevel = instance.parameters.MACDCloseLevel * instance.bid:pipSize() confirmTrend = instance.parameters.ConfirmTrend; TradeSide = instance.parameters.TradeSide; 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); PipSize = instance.bid:pipSize(); SetLimit = instance.parameters.SetLimit; Limit = instance.parameters.Limit; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TrailingStop = instance.parameters.TrailingStop; end if ExecutionType== "Live" then TickSource = ExtSubscribe(1, nil, "t1", true, "close"); end CloseSource = ExtSubscribe(2, nil, instance.parameters.TF, true, "close"); MACD = core.indicators:create("MACD", CloseSource, instance.parameters.SN, instance.parameters.LN, instance.parameters.IN); EMA = core.indicators:create("EMA", CloseSource, instance.parameters.MN); ExtSetupSignal(profile:id() .. ":", ShowAlert); ExtSetupSignalMail(name); end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. local date = source:date(period); if ExecutionType == "Live" and id == 1 then period= core.findDate (CloseSource, TickSource:date(period), false ); end if ExecutionType == "Live" then if ONE == CloseSource:serial(period) then return; end if id == 2 then return; end else if id ~= 2 then return; end end MACD:update(core.UpdateLast) EMA:update(core.UpdateLast) -- Check that we have enough data if (MACD.SIGNAL:first() > (period - 1) or EMA.EMA:first() > (period - 1)) then return end local macd, signal = MACD.MACD, MACD.SIGNAL local ma = EMA.EMA local pipSize = instance.bid:pipSize() local trades = core.host:findTable("trades"); local haveTrades = (trades:find('AccountID', Account) ~= nil) if (not haveTrades) then -- Open BUY (Long) position if MACD line crosses over SIGNAL line -- in negative area below openLevel. Also check MA trend if -- confirmTrend flag is 'true' if TradeSide == "Both" or TradeSide == "Buy" then if (macd[period] < 0 and core.crossesOver(macd, signal, period) and math.abs(macd[period]) > openLevel and (not confirmTrend or ma[period] > ma[period - 1])) then if ShowAlert then ExtSignal(source, period, "BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("B") end ONE= CloseSource:serial(period); end end -- Open SELL (Short) position if MACD line crosses under SIGNAL line -- in positive area above openLevel. Also check MA trend if -- confirmTrend flag is 'true' if TradeSide == "Both" or TradeSide == "Sell" then if (macd[period] > 0 and core.crossesUnder(macd, signal, period) and macd[period] > openLevel and (not confirmTrend or ma[period] < ma[period - 1])) then if ShowAlert then ExtSignal(source, period, "SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("S") end ONE= CloseSource:serial(period); end end else local enum = trades:enumerator(); while true do local row = enum:next(); if row == nil then break end if row.AccountID == Account and row.OfferID == Offer then -- Close position if we have corresponding closing conditions. if row.BS == 'B' then if (macd[period] > 0 and core.crossesUnder(macd, signal, period) and macd[period] > closeLevel) then if ShowAlert then ExtSignal(source, period, "SELL", SoundFile, Email, RecurrentSound); end if AllowTrade then Close(row); end ONE= CloseSource:serial(period); end if TradeSide == "Both" or TradeSide == "Buy" then if AllowMultiple and LastTradeTime~=date then if (macd[period] < 0 and core.crossesOver(macd, signal, period) and math.abs(macd[period]) > openLevel and (not confirmTrend or ma[period] > ma[period - 1])) then LastTradeTime=date; if ShowAlert then ExtSignal(source, period, "BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("B") end ONE= CloseSource:serial(period); end end end elseif row.BS == 'S' then if (macd[period] < 0 and core.crossesOver(macd, signal, period) and math.abs(macd[period]) > closeLevel) then if ShowAlert then ExtSignal(source, period, "BUY", SoundFile, Email, RecurrentSound); end if AllowTrade then Close(row); end ONE= CloseSource:serial(period); end if TradeSide == "Both" or TradeSide == "Sell" then if AllowMultiple and LastTradeTime~= date then if (macd[period] > 0 and core.crossesUnder(macd, signal, period) and macd[period] > openLevel and (not confirmTrend or ma[period] < ma[period - 1])) then LastTradeTime=date; if ShowAlert then ExtSignal(source, period, "SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("S") end ONE= CloseSource:serial(period); end end end end end end end end -- The strategy instance finalization. function ReleaseInstance() end -- The method enters to the market function Open(side) local valuemap; valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.CustomID = CID; valuemap.BuySell = side; if SetStop and CanClose then valuemap.PegTypeStop = "O"; if side == "B" then valuemap.PegPriceOffsetPipsStop = -Stop; else valuemap.PegPriceOffsetPipsStop = Stop; end if TrailingStop then valuemap.TrailStepStop = 1; end; end if SetLimit and CanClose then valuemap.PegTypeLimit = "O"; if side == "B" then valuemap.PegPriceOffsetPipsLimit = Limit; else valuemap.PegPriceOffsetPipsLimit = -Limit; end end success, msg = terminal:execute(200, valuemap); assert(success, msg); -- FIFO Account, in that case we have to open Net Limit and Stop Orders if not(CanClose) then if SetStop then valuemap = core.valuemap(); valuemap.OrderType = "SE" valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.NetQtyFlag = 'y'; if side == "B" then valuemap.BuySell = "S"; rate = instance.ask[NOW] - Stop * PipSize; valuemap.Rate = rate; elseif side == "S" then valuemap.BuySell = "B"; rate = instance.bid[NOW] + Stop * PipSize; valuemap.Rate = rate; end if TrailingStop then valuemap.TrailUpdatePips = 1 end success, msg = terminal:execute(200, valuemap); --core.host:trace('Set stop @ ' .. rate); assert(success, msg); end if SetLimit then valuemap = core.valuemap(); valuemap.OrderType = "LE" valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.NetQtyFlag = 'y'; if side == "B" then valuemap.BuySell = "S"; rate = instance.ask[NOW] + Limit * PipSize; valuemap.Rate = rate; elseif side == "S" then valuemap.BuySell = "B"; rate = instance.bid[NOW] - Limit * PipSize; valuemap.Rate = rate; end success, msg = terminal:execute(200, valuemap); --core.host:trace('Set limit @ ' .. rate); assert(success, msg); end end end -- Closes specific position function Close(trade) local valuemap; valuemap = core.valuemap(); if CanClose then -- non-FIFO account, create a close market order valuemap.OrderType = "CM"; valuemap.TradeID = trade.TradeID; else -- FIFO account, create an opposite market order valuemap.OrderType = "OM"; end valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.Quantity = trade.Lot; valuemap.CustomID = trade.QTXT; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end success, msg = terminal:execute(200, valuemap); assert(success, msg); end function AsyncOperationFinished(cookie, successful, message) if not successful then core.host:trace('Error: ' .. message) end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");