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Conjure strategy
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=65680
Forum: 31 · Topic 65680 · 9 post(s)
Conjure strategy
Apprentice · Sun Jan 28, 2018 9:04 am
Lets say EUR/USD is on 1.23350 if the price goes up for 50 pips open a BUY position. if the price moves up for 50 more pips open a second BUY position. etc for every 50 pips open a new BUY position.
The secret is to be able to have 2 accounts. 1 for buy 1 for sell
Close all positions when used margin reach balance, or when no more positions are able to open because of used margin.
Re: Conjure strategy
conjure · Wed Feb 07, 2018 10:12 am
Apprentice Is it possible to add an option , to close all positions when profit is above a specific percentage of balance? Like this strategy bellow? http://fxcodebase.com/code/viewtopic.php?f=31&t=2901&start=80#p114560
Re: Conjure strategy
Apprentice · Mon Feb 12, 2018 11:27 am
Try this version.
Re: Conjure strategy
conjure · Mon Feb 12, 2018 2:07 pm
I really like it. Thank you for your effort my friend..
Can i ask you one last thing?
Can you add an option to open both positions (Buy and Sell) when parameters (+10 pip) meet , so i don’t have to load it twice for every pair?
something like that
Code: Select all
strategy.parameters:addBoolean("is_sell", "Is Sell", "", true);
strategy.parameters:addBoolean("is_buy", "Is Buy", "", true);
Re: Conjure strategy
conjure · Mon Feb 12, 2018 2:08 pm
I really like it. Thank you for your effort my friend..
Can i ask you one last thing?
Can you add an option to open both positions (Buy and Sell) when parameters (+10 pip) meet , so i don’t have to load it twice for every pair?
something like that
Code: Select all
strategy.parameters:addBoolean("is_sell", "Is Sell", "", true);
strategy.parameters:addBoolean("is_buy", "Is Buy", "", true);
Re: Conjure strategy
conjure · Mon Feb 19, 2018 5:02 pm
Apprentice is it possible to modify my second strategy so i can open the trades (Buy and Sell) in one account that supports hedging , so i can back test the strategy?
what i need is this.
Lets say EUR/USD is on 1.23350
if the price goes up for 50 pips open a BUY position. if the price moves up for 50 more pips open a second BUY position.etc for every 50 pips open a new BUY position.
if the price goes down for 50 pips open a SELL position. if the price moves up for 50 more pips open a second SELL position.etc for every 50 pips open a new SELL position.
that means that if the price move 50 pip over the original price 1.23350 ,it will open a BUY position.Now if it moves 50 pip down from original price it will open SELL position. The account must support hedging.
Close all positions when profit is above a specific percentage of balance.
Re: Conjure strategy
conjure · Tue Feb 20, 2018 9:28 am
Apprentice i messed with the code and i made it do what i want. My only problem i dont know how to fix is how can i reset the parameters every time that positions are closed so it can start from current price? Can you help me on that ?
Code: Select all `– More information about this indicator can be found at: – http://fxcodebase.com/code/viewtopic.php?f=31&t=65680
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local Modules = {};
function Init() strategy:name(“Conjure Strategy”); strategy:description(“”);
strategy.parameters:addBoolean(“is_buy”, “Is Buy”, “”, true); strategy.parameters:addDouble(“step”, “Step”, “”, 50); strategy.parameters:addDouble(“step2”, “Step2”, “”, 50); strategy.parameters:addBoolean(“AllowTrade”, “Allow strategy to trade”, “”, true); strategy.parameters:setFlag(“AllowTrade”, core.FLAG_ALLOW_TRADE); 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:addDouble(“ProfitLevel”, “Profit level for close orders in the account currency”, “”, 0); strategy.parameters:addString(“ProfitType”, “Profit Type of level for close orders”, “”, “Fixed”); strategy.parameters:addStringAlternative(“ProfitType”, “Fixed”, “”, “Fixed”); strategy.parameters:addStringAlternative(“ProfitType”, “Percentage of balance”, “”, “Balance”); strategy.parameters:addString(“LevelType”, “Type of profit level”, “”, “ABOVE”); strategy.parameters:addStringAlternative(“LevelType”, “ABOVE”, “”, “ABOVE”); strategy.parameters:addStringAlternative(“LevelType”, “BELOW”, “”, “BELOW”); end
local is_buy; local step; local step2; local AllowTrade; local Account; local Amount; local Offer;
function Prepare(name_only) for _, module in pairs(Modules) do module:Prepare(nameOnly); end instance:name(profile:id() .. “(“ .. instance.bid:name() .. “)”); if name_only then return ; end
local profitlevel = instance.parameters.ProfitLevel assert(instance.parameters.ProfitType ~= “Balance” or (profitlevel >= 0 and profitlevel <= 100 ), “Incorrect value of the Profit Level. 0 <= Profit Level <= 100”);
is_buy = instance.parameters.is_buy; step = instance.parameters.step * instance.bid:pipSize(); step2 = instance.parameters.step2 * instance.ask:pipSize(); AllowTrade = instance.parameters.AllowTrade; 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;
ExtSubscribe(1, nil, “t1”, not is_buy, “tick”); end
local initial_price; local initial_price2; function ExtUpdate(id, source, period) if initial_price == nil then initial_price = source:tick(NOW); end if is_buy then if source:tick(NOW) - initial_price >= step then initial_price = initial_price + step; MarketOrder(“B”); end if initial_price2 == nil then initial_price2 = source:tick(NOW); end if initial_price2 - source:tick(NOW) >= step2 then initial_price2 = initial_price2 - step2; MarketOrder(“S”); end end local account = core.host:findTable(“accounts”):find(“AccountID”, Account); local mmr = core.host:execute(“getTradingProperty”, “MMR”, instance.bid:instrument(), Account); local emr = core.host:execute(“getTradingProperty”, “EMR”, instance.bid:instrument(), Account); local margin_needed = math.max(emr, mmr) * Amount; if account.UsedMargin >= account.Balance or account.UsableMargin < margin_needed then local offer_id = core.host:findTable(“offers”):find(“Instrument”, instance.bid:instrument()).OfferID; CloseAll(offer_id, Account, “B”); CloseAll(offer_id, Account, “S”); end ControlProfit(id, source, period); end
– Return count of opened trades for spicific direction – (both directions if BuySell parameters is ‘nil’) – ———————————————————————– 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.Instrument == instance.bid:instrument() and (row.BS == BuySell or BuySell == nil) then found = true; end row = enum:next(); end
return found end
– Exit from the specified direction – ———————————————————————– function exit(BuySell, row) if not(AllowTrade) then return ; end
local valuemap, success, msg; if haveTrades(BuySell) 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=row.OfferID; valuemap.AcctID = Account; valuemap.NetQtyFlag = “N”; valuemap.TradeID=row.TradeID; valuemap.Quantity=row.Lot; 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)); end end end
function ControlProfit(id, source, period) if haveTrades() then local trades = core.host:findTable(“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 and row.Instrument==instance.bid:instrument() then if row.BS == ‘B’ then PL=PL+row.GrossPL; elseif row.BS == ‘S’ then PL=PL+row.GrossPL; end end end local profitLevel = instance.parameters.ProfitLevel; local currentBalance = core.host:findTable(“accounts”):find(“AccountID”, Account).Balance; if (instance.parameters.ProfitType == “Balance”) then profitLevel = currentBalance * instance.parameters.ProfitLevel / 100; end
if (PL >= profitLevel and instance.parameters.LevelType==”ABOVE”) or (PL<=profitLevel and instance.parameters.LevelType==”BELOW”) then local enum = trades:enumerator(); while true do local row = enum:next(); if row == nil then break end if row.AccountID == Account and row.Instrument==instance.bid:instrument() then if row.BS == ‘B’ then if AllowTrade then exit(‘B’,row); exit(‘S’,row);
end elseif row.BS == ‘S’ then if AllowTrade then exit(‘B’,row);
exit(‘S’,row); end end end end end end end
function CloseAll(offer_id, account_id, bs) local valuemap; valuemap = core.valuemap(); valuemap.Command = “CreateOrder”; valuemap.OrderType = “CM”; valuemap.OfferID = offer_id; valuemap.BuySell = bs; valuemap.AcctID = account_id; valuemap.NetQtyFlag = “y”; local success, msg; success, msg = terminal:execute(100, valuemap); assert(success, msg); end
function MarketOrder(BuySell) local valuemap = core.valuemap(); valuemap.Command = “CreateOrder”; valuemap.OrderType = “OM”; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell;
local success, msg = terminal:execute(200, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], “Open order failed” .. msg, instance.bid:date(NOW)); return false; end
return true; end
dofile(core.app_path() .. “\strategies\standard\include\helper.lua”);`
Re: Conjure strategy
Apprentice · Mon Mar 05, 2018 11:27 am
Your request is added to the development list under Id Number 4064
Re: Conjure strategy
Apprentice · Tue Mar 06, 2018 3:43 pm
Try this version.