-- Id: 21869 -- More information about this indicator can be found at: -- http://fxcodebase.com/ -- Id: --+------------------------------------------------------------------+ --| 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 | --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ local Modules = {}; function Init() --The strategy profile initialization strategy:name("Donchian Channel Break Out strategy") strategy:description("v.2 2018-08-06") 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", "", "H1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addGroup("MA Filter Calculation") strategy.parameters:addBoolean("Filter", "Use Filter", "", false) strategy.parameters:addString("FilterType", "Filter Type", "Type", "Price/MA1") strategy.parameters:addStringAlternative("FilterType", "Price/MA1", "Price/MA1", "Price/MA1") strategy.parameters:addStringAlternative("FilterType", "MA1/MA2", "MA1/MA2", "MA1/MA2") strategy.parameters:addStringAlternative("FilterType", "MA1 Slope", "MA1 Slope", "Slope") strategy.parameters:addInteger("Period1", "Fast MA Period", "", 55, 2, 10000) strategy.parameters:addString("Method1", "MA Method", "Method", "MVA") strategy.parameters:addStringAlternative("Method1", "MVA", "MVA", "MVA") strategy.parameters:addStringAlternative("Method1", "EMA", "EMA", "EMA") strategy.parameters:addStringAlternative("Method1", "LWMA", "LWMA", "LWMA") strategy.parameters:addStringAlternative("Method1", "TMA", "TMA", "TMA") strategy.parameters:addStringAlternative("Method1", "SMMA", "SMMA", "SMMA") strategy.parameters:addStringAlternative("Method1", "KAMA", "KAMA", "KAMA") strategy.parameters:addStringAlternative("Method1", "VIDYA", "VIDYA", "VIDYA") strategy.parameters:addStringAlternative("Method1", "WMA", "WMA", "WMA") strategy.parameters:addInteger("Period2", "Slow MA Period", "", 110, 2, 10000) strategy.parameters:addString("Method2", "MA Method", "Method", "MVA") strategy.parameters:addStringAlternative("Method2", "MVA", "MVA", "MVA") strategy.parameters:addStringAlternative("Method2", "EMA", "EMA", "EMA") strategy.parameters:addStringAlternative("Method2", "LWMA", "LWMA", "LWMA") strategy.parameters:addStringAlternative("Method2", "TMA", "TMA", "TMA") strategy.parameters:addStringAlternative("Method2", "SMMA", "SMMA", "SMMA") strategy.parameters:addStringAlternative("Method2", "KAMA", "KAMA", "KAMA") strategy.parameters:addStringAlternative("Method2", "VIDYA", "VIDYA", "VIDYA") strategy.parameters:addStringAlternative("Method2", "WMA", "WMA", "WMA") strategy.parameters:addGroup("Parameters") strategy.parameters:addInteger("Frame", "Donchian Channel Period", "", 55, 2, 10000) strategy.parameters:addInteger("STOPFrame", "Stop Donchian Channel Period", "", 20, 2, 10000) strategy.parameters:addString("CENTER", "Action on Central Line Crossover", "", "side"); strategy.parameters:addStringAlternative("CENTER", "Do nothing", "", "no"); strategy.parameters:addStringAlternative("CENTER", "Exit by side", "", "side"); strategy.parameters:addStringAlternative("CENTER", "Exit all", "", "all"); strategy.parameters:addStringAlternative("CENTER", "Enter", "", "enter"); strategy.parameters:addBoolean("BREAK", "Enter on Break Out", "", true) strategy.parameters:addBoolean("STOPEXIT", "Use Stop Exit", "", true) CreateTradingParameters() end function CreateTradingParameters() 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("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:addBoolean("CloseOnOpposite", "Close On Opposite", "", true) strategy.parameters:addString( "CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "DCBS" ) strategy.parameters:addInteger( "MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2, 1, 100 ) strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1, 1, 100) 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: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: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("Alerts") signaler:Init(strategy.parameters); 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("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 Source, TickSource local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition local ALLOWEDSIDE local AllowTrade local Offer local CanClose local Account local Amount local SetLimit local Limit local SetStop local Stop local TrailingStop local BaseSize local ExecutionType local CloseOnOpposite local first local Direction local CustomID local STOPEXIT local STOPFrame local CENTER local BREAK local Filter, MA2, Method2, Period2, MA1, Method1, Period1, FilterType local OpenTime, CloseTime, ExitTime local ValidInterval, UseMandatoryClosing local ToTime -- function Prepare(nameOnly) for _, module in pairs(Modules) do module:Prepare(nameOnly); end CustomID = instance.parameters.CustomID ExecutionType = instance.parameters.ExecutionType CloseOnOpposite = instance.parameters.CloseOnOpposite MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition Direction = instance.parameters.Direction == "direct" STOPEXIT = instance.parameters.STOPEXIT STOPFrame = instance.parameters.STOPFrame BREAK = instance.parameters.BREAK CENTER = instance.parameters.CENTER Frame = instance.parameters.Frame Method1 = instance.parameters.Method1 Period1 = instance.parameters.Period1 Method2 = instance.parameters.Method2 Period2 = instance.parameters.Period2 FilterType = instance.parameters.FilterType Filter = instance.parameters.Filter assert(instance.parameters.TF ~= "t1", "The time frame must not be tick") local name name = profile:id() .. "( " .. instance.bid:name() .. "," .. CustomID .. " )" instance:name(name) PrepareTrading() if nameOnly then return end if ExecutionType == "Live" then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") end Source = ExtSubscribe(2, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar") first = Source:first() + Frame if Filter then assert(core.indicators:findIndicator(Method1) ~= nil, Method1 .. " indicator must be installed"); MA1 = core.indicators:create(Method1, Source.close, Period1) assert(core.indicators:findIndicator(Method2) ~= nil, Method2 .. " indicator must be installed"); MA2 = core.indicators:create(Method2, Source.close, Period2) first = math.max(first, MA1.DATA:first(), MA2.DATA:first()) end ToTime = instance.parameters.ToTime ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing 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 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 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), -- time in ole format ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or (h == 24 and m == 0 and s == 0)); -- validity flag 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 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 local Last local LAST local ONE 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 ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. 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 now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) if not InRange(now, OpenTime, CloseTime) then return ; end if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if Filter then MA1:update(core.UpdateLast) MA2:update(core.UpdateLast) end if period < first or period < 0 then return end if ExecutionType == "Live" and id == 1 then period = core.findDate(Source.close, TickSource:date(period), false) end if period == -1 then return end if ExecutionType == "Live" then if ONE == Source:serial(period) then return end if id == 2 then return end else if id ~= 2 then return end end local min, max, mid min, max = mathex.minmax(Source, period - Frame, period - 1) mid = min + (max - min) / 2 if STOPEXIT then local min2, max2, mid2 min2, max2 = mathex.minmax(Source, period - STOPFrame, period - 1) mid2 = min2 + (max2 - min2) / 2 if core.crossesUnder(Source.close, max2, period) and haveTrades("B") then exitSpecific("B") Signal("Close Long") end if core.crossesOver(Source.close, min2, period) and haveTrades("S") then exitSpecific("S") Signal("Close Short") end end if CENTER == "enter" then if core.crossesOver(Source.close, mid, period) and (not Filter or (Source.close[period] > MA1.DATA[period] and FilterType == "Price/MA1") or (MA1.DATA[period] > MA2.DATA[period] and FilterType == "MA1/MA2") or (MA1.DATA[period] > MA1.DATA[period - 1] and FilterType == "Slope")) then if AllowTrade then if Direction then BUY() else SELL() end elseif ShowAlert then Signal("Up Trend") end ONE = Source:serial(period) elseif core.crossesUnder(Source.close, mid, period) and (not Filter or (Source.close[period] < MA1.DATA[period] and FilterType == "Price/MA1") or (MA1.DATA[period] < MA2.DATA[period] and FilterType == "MA1/MA2") or (MA1.DATA[period] < MA1.DATA[period - 1] and FilterType == "Slope")) then if AllowTrade then if Direction then SELL() else BUY() end else Signal("Down Trend") end ONE = Source:serial(period) end else if CENTER == "side" then if core.crossesUnder(Source.close, mid, period) and haveTrades("B") then exitSpecific("B") Signal("Close Long") end if core.crossesOver(Source.close, mid, period) and haveTrades("S") then exitSpecific("S") Signal("Close Short") end elseif CENTER == "all" then if core.crosses(Source.close, mid, period) then exitSpecific("B") exitSpecific("S") Signal("Close All") end end end if BREAK then if core.crossesOver(Source.close, max, period) and (not Filter or (Source.close[period] > MA1.DATA[period] and FilterType == "Price/MA1") or (MA1.DATA[period] > MA2.DATA[period] and FilterType == "MA1/MA2") or (MA1.DATA[period] > MA1.DATA[period - 1] and FilterType == "Slope")) then if AllowTrade then if Direction then BUY() else SELL() end elseif ShowAlert then Signal("Up Trend") end ONE = Source:serial(period) elseif core.crossesUnder(Source.close, min, period) and (not Filter or (Source.close[period] < MA1.DATA[period] and FilterType == "Price/MA1") or (MA1.DATA[period] < MA2.DATA[period] and FilterType == "MA1/MA2") or (MA1.DATA[period] < MA1.DATA[period - 1] and FilterType == "Slope")) then if AllowTrade then if Direction then SELL() else BUY() end else Signal("Down Trend") end ONE = Source:serial(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 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) ) end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if CloseOnOpposite and haveTrades("S") then -- close on opposite signal exitSpecific("S") Signal("Close Short") end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return end enter("B") else Signal("Buy Signal") end end function SELL() if AllowTrade then if CloseOnOpposite and haveTrades("B") then -- close on opposite signal exitSpecific("B") Signal("Close Long") end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return end enter("S") else Signal("Sell Signal") end end function Signal(Label) signaler:Signal(Label, instance.bid); 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 row ~= nil do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID 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 (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then found = true break end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell) -- do not enter if position in the specified direction already exists if tradesCount(BuySell) >= MaxNumberOfPosition or ((tradesCount(nil)) >= MaxNumberOfPositionInAnyDirection) then return true end -- send the alert after the checks to see if we can trade. if (BuySell == "S") then Signal("Sell Signal") else Signal("Buy Signal") end return MarketOrder(BuySell) end -- enter into the specified direction function MarketOrder(BuySell) local valuemap, success, msg valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.BuySell = BuySell valuemap.CustomID = CustomID -- 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(200, 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 trade using the direction as a key function exitSpecific(BuySell) -- we have to loop through to exit all trades in each direction instead -- of using the net qty flag because we may be running multiple strategies on the same account. local enum, row local found = false enum = core.host:findTable("trades"):enumerator() row = enum:next() while (not found) and (row ~= nil) do -- for every trade for this instance. if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then exitTrade(row) end row = enum:next() end end -- exit from the specified direction function exitTrade(tradeRow) if not (AllowTrade) then return true end local valuemap, success, msg valuemap = core.valuemap() -- switch the direction since the order must be in oppsite direction if tradeRow.BS == "B" then BuySell = "S" else BuySell = "B" end valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account if (CanClose) then -- Non-FIFO can close each trade independantly. valuemap.TradeID = tradeRow.TradeID valuemap.Quantity = tradeRow.Lot else -- FIFO. valuemap.NetQtyFlag = "Y" -- this forces all trades to close in the opposite direction. end valuemap.BuySell = BuySell valuemap.CustomID = CustomID 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 return true end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua") signaler = {}; signaler.Name = "Signaler"; signaler.Debug = false; signaler.Version = "1.2.1"; signaler._show_alert = nil; signaler._sound_file = nil; signaler._recurrent_sound = nil; signaler._email = nil; signaler._ids_start = nil; signaler._telegram_timer = nil; signaler._tz = nil; signaler._alerts = {}; function signaler:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function signaler:OnNewModule(module) end function signaler: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 signaler:ToJSON(item) 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(item) 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 function signaler:ArrayToJSON(arr) local str = "["; for i, t in ipairs(self._alerts) do local json = self:ToJSON(t); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function signaler:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._telegram_timer and #self._alerts > 0 and (self.last_req == nil or not self.last_req:loading()) then if self._external_service_key == nil then return; end local data = self:ArrayToJSON(self._alerts); self._alerts = {}; self.last_req = http_lua.createRequest(); local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}', self._external_service_key, string.gsub(self.StrategyName or "", '"', '\\"'), data); self.last_req:setRequestHeader("Content-Type", "application/json"); self.last_req:setRequestHeader("Content-Length", tostring(string.len(query))); self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query); end end function signaler:FormatEmail(source, period, message) --format email subject local subject = message .. "(" .. source:instrument() .. ")"; --format email text local delim = "\013\010"; local signalDescr = "Signal: " .. (self.StrategyName or ""); local symbolDescr = "Symbol: " .. source:instrument(); local messageDescr = "Message: " .. message; local ttime = core.dateToTable(core.host:execute("convertTime", 1, 4, source:date(period))); local dateDescr = string.format("Time: %02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min); local priceDescr = "Price: " .. source[period]; local text = "You have received this message because the following signal alert was received:" .. delim .. signalDescr .. delim .. symbolDescr .. delim .. messageDescr .. delim .. dateDescr .. delim .. priceDescr; return subject, text; end function signaler:Signal(label, source) if source == nil then source = instance.bid; if instance.bid == nil then local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); else source = instance.bid; end end if self._show_alert then terminal:alertMessage(source:instrument(), source[NOW], label, source:date(NOW)); end if self._sound_file ~= nil then terminal:alertSound(self._sound_file, self._recurrent_sound); end if self._email ~= nil then terminal:alertEmail(self._email, profile:id().. " : " .. label, self:FormatEmail(source, NOW, label)); end if self._external_service_key ~= nil then self:AlertTelegram(label, source:instrument(), source:barSize()); end end function signaler:AlertTelegram(message, instrument, timeframe) if core.host.Trading:getTradingProperty("isSimulation") then return; end local alert = {}; alert.Text = message or ""; alert.Instrument = instrument or ""; alert.TimeFrame = timeframe or ""; self._alerts[#self._alerts + 1] = alert; end function signaler:Init(parameters) parameters:addBoolean("signaler_show_alert", "Show Alert", "", true); parameters:addBoolean("signaler_play_sound", "Play Sound", "", false); parameters:addFile("signaler_sound_file", "Sound File", "", ""); parameters:setFlag("signaler_sound_file", core.FLAG_SOUND); parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true); parameters:addBoolean("signaler_send_email", "Send Email", "", false); parameters:addString("signaler_email", "Email", "", ""); parameters:setFlag("signaler_email", core.FLAG_EMAIL); parameters:addBoolean("use_external_service", "Send to external service", "Telegram message or Channel post", false); parameters:addString("external_service_key", "External service Key", "You can get it via @profit_robots_bot Telegram bot", ""); end function signaler:Prepare(name_only) if instance.parameters.signaler_play_sound then self._sound_file = instance.parameters.signaler_sound_file; assert(self._sound_file ~= "", "Sound file must be chosen"); end self._show_alert = instance.parameters.signaler_show_alert; self._recurrent_sound = instance.parameters.signaler_recurrent_sound; if instance.parameters.signaler_send_email then self._email = instance.parameters.signaler_email; assert(self._email ~= "", "E-mail address must be specified"); end --do what you usually do in prepare if name_only then return; end if instance.parameters.external_service_key ~= "" and instance.parameters.use_external_service then self._external_service_key = instance.parameters.external_service_key; require("http_lua"); self._telegram_timer = self._ids_start + 1; core.host:execute("setTimer", self._telegram_timer, 1); end end signaler:RegisterModule(Modules);