-- Id: 2468 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=64347 --+------------------------------------------------------------------+ --| Copyright © 2019, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() strategy:name("Composite Strategy") strategy:description("The strategy trades using zzzComposite indicator") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Strategy Parametars") strategy.parameters:addInteger("COMPOSITLEVEL", "Composite Signal Level", "", 0, 0, 21) strategy.parameters:addGroup("Composite Selector") local i local Label = { "RSI", "CCI", "EMA", "AROON", "DMI", "FRAMA", "SAR", "SLOPE_DIRECTION_LINE", "KRI", "TRIX", "MOMENTUM", "WMA", "KAMA", "VORTEX", "DEM", "FORECAST", "RLW", "TMACD", "SUPERTREND", "HA", "ROC" } for i = 1, 21, 1 do strategy.parameters:addGroup(Label[i] .. " Parameters") local Test = nil Test = core.indicators:findIndicator(Label[i]) if Test == nil then strategy.parameters:addString( "Select" .. i, Label[i] .. " (Not Available)", "It is Available on FXCODEBASE.COM", "No" ) strategy.parameters:addStringAlternative("Select" .. i, "No", "", "No") elseif Test ~= nil then strategy.parameters:addString("Select" .. i, Label[i], Label[i], "Yes") strategy.parameters:addStringAlternative("Select" .. i, "Yes", "", "Yes") strategy.parameters:addStringAlternative("Select" .. i, "No", "", "No") end strategy.parameters:addBoolean("Inverse" .. i, "Inverse Indicator", "", false) if i == 1 then strategy.parameters:addInteger("RSIFrame", "RSI Period", "RSI Period", 10, 2, 2000) elseif i == 2 then strategy.parameters:addInteger("CCIFrame", "CCI Period", "CCI Period", 10, 2, 2000) elseif i == 3 then strategy.parameters:addInteger("EMAFrame", "EMA Period", "EMA Period", 10, 2, 2000) elseif i == 4 then strategy.parameters:addInteger("AROONFrame", "AROON Period", "AROON Period", 10, 2, 2000) elseif i == 5 then strategy.parameters:addInteger("DMIFrame", "DMI Period", "DMI Period", 10, 2, 2000) elseif i == 6 then strategy.parameters:addInteger("FRAMAFrame", "FRAMA Period", "FRAMA Period", 10, 2, 2000) elseif i == 7 then strategy.parameters:addDouble("Step", "SAR Step", "The sensitivity of SAR.", 0.02, 0.001, 1) strategy.parameters:addDouble("Max", "SAR Max", "The maximum value of Step.", 0.2, 0.001, 10) elseif i == 8 then strategy.parameters:addInteger("SDLFrame", "SDL Period", "SDL Period", 10, 2, 2000) elseif i == 9 then strategy.parameters:addInteger("KRIFrame", "KRI Period", "KRI Period", 10, 2, 2000) elseif i == 10 then strategy.parameters:addInteger("TRIXFrame", "TRIX Period", "TRIX Period", 10, 2, 2000) elseif i == 11 then strategy.parameters:addInteger("MOMENTUMFrame", "MOMENTUM Period", "MOMENTUM Period", 10, 2, 2000) elseif i == 12 then strategy.parameters:addInteger("WMAFrame", "WMA Period", "WMA Period", 10, 2, 2000) elseif i == 13 then strategy.parameters:addInteger("KAMAFrame", "KAMA Period", "KAMA Period", 10, 2, 2000) elseif i == 14 then strategy.parameters:addInteger("VORTEXFrame", "VORTEX Period", "VORTEX Period", 10, 2, 2000) elseif i == 15 then strategy.parameters:addInteger("DEMARKERFrame", "DEMARKER Period", "DEMARKER Period", 10, 2, 2000) elseif i == 16 then strategy.parameters:addInteger("FORECASTFrame", "FORECAST Period", "FORECAST Period", 10, 2, 2000) elseif i == 17 then strategy.parameters:addInteger("RLWFrame", "RLW Period", "RLW Period", 10, 2, 2000) elseif i == 18 then strategy.parameters:addInteger("TMACDLongFrame", "TMACD Long Period", "TMACD Long Period", 10, 2, 2000) strategy.parameters:addInteger("TMACDShortFrame", "TMACD Short Period", "TMACD Short Period", 5, 2, 2000) elseif i == 19 then strategy.parameters:addInteger("SUPERTRENDFrame", "SUPERTREND Period", "SUPERTREND Period", 10, 2, 2000) strategy.parameters:addDouble("Multiplier", "Super Trend Multiplier", "No description", 1.5) elseif i == 20 then elseif i == 21 then strategy.parameters:addInteger("ROCFrame", "ROC Period", "ROC Period", 14, 2, 2000) end end strategy.parameters:addGroup("Parameters") strategy.parameters:addBoolean("Live", "Ignore Last period ", "Ignore Last period", true) strategy.parameters:addGroup("Price Parameters") strategy.parameters:addString("TF", "Time Frame", "", "m15") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addBoolean("INVERSE", "Inverse Trade", "", false) Trading_Parameters() end local first = true local tsource = nil local indicator = nil local COMPOSITLEVEL local INVERSE 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 Prepare(nameOnly) INVERSE = instance.parameters.INVERSE COMPOSITLEVEL = instance.parameters.COMPOSITLEVEL local name name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. ")" instance:name(name) if nameOnly then return; end assert(instance.parameters.TF ~= "t1", "The time frame must not be tick") assert(core.indicators:findIndicator("ZZZCOMPOSITE") ~= nil, "Please download and install ZZZCOMPOSITE!") tsource = ExtSubscribe(1, nil, instance.parameters.TF, true, "bar") local iprofile = core.indicators:findIndicator("ZZZCOMPOSITE") local iparams = iprofile:parameters() local i for i = 1, 21, 1 do iparams:setString("Select" .. i, instance.parameters:getString("Select" .. i)) iparams:setBoolean("Inverse" .. i, instance.parameters:getBoolean("Inverse" .. i)) end iparams:setInteger("RSIFrame", instance.parameters:getInteger("RSIFrame")) iparams:setInteger("CCIFrame", instance.parameters:getInteger("CCIFrame")) iparams:setInteger("EMAFrame", instance.parameters:getInteger("EMAFrame")) iparams:setInteger("AROONFrame", instance.parameters:getInteger("AROONFrame")) iparams:setInteger("DMIFrame", instance.parameters:getInteger("DMIFrame")) iparams:setInteger("FRAMAFrame", instance.parameters:getInteger("FRAMAFrame")) iparams:setDouble("Step", instance.parameters:getDouble("Step")) iparams:setDouble("Max", instance.parameters:getDouble("Max")) iparams:setInteger("SDLFrame", instance.parameters:getInteger("SDLFrame")) iparams:setInteger("KRIFrame", instance.parameters:getInteger("KRIFrame")) iparams:setInteger("TRIXFrame", instance.parameters:getInteger("TRIXFrame")) iparams:setInteger("MOMENTUMFrame", instance.parameters:getInteger("MOMENTUMFrame")) iparams:setInteger("WMAFrame", instance.parameters:getInteger("WMAFrame")) iparams:setInteger("KAMAFrame", instance.parameters:getInteger("KAMAFrame")) iparams:setInteger("VORTEXFrame", instance.parameters:getInteger("VORTEXFrame")) iparams:setInteger("DEMARKERFrame", instance.parameters:getInteger("DEMARKERFrame")) iparams:setInteger("FORECASTFrame", instance.parameters:getInteger("FORECASTFrame")) iparams:setInteger("RLWFrame", instance.parameters:getInteger("RLWFrame")) iparams:setInteger("TMACDLongFrame", instance.parameters:getInteger("TMACDLongFrame")) iparams:setInteger("TMACDShortFrame", instance.parameters:getInteger("TMACDShortFrame")) iparams:setInteger("SUPERTRENDFrame", instance.parameters:getInteger("SUPERTRENDFrame")) iparams:setDouble("Multiplier", instance.parameters:getDouble("Multiplier")) iparams:setInteger("ROCFrame", instance.parameters:getInteger("ROCFrame")) iparams:setBoolean("Live", instance.parameters:getBoolean("Live")) indicator = iprofile:createInstance(tsource, iparams) Initialization() end function ExtUpdate(id, source, period) if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if id == 1 and period > 1 then indicator:update(core.UpdateLast) if indicator.CI:hasData(period) then if core.crossesUnder(indicator.CI, 0 - COMPOSITLEVEL, period) then Flag = "Sell" if INVERSE then BUY() else SELL() end elseif core.crossesOver(indicator.CI, COMPOSITLEVEL, period) then Flag = "Buy" if INVERSE then SELL() else BUY() end end end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if haveTrades("B") and not AllowMultiple then exit("S") Signal("Close Short") 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("Open Long") elseif ShowAlert then Signal("Up Trend") end end function SELL() if AllowTrade then if haveTrades("S") and not AllowMultiple then exit("B") Signal("Close Long") 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("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")