-- More information about this indicator can be found at:
--http://fxcodebase.com/code/viewtopic.php?f=31&t=70648

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--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                           mario.jemic@gmail.com  |
--|                          https://AppliedMachineLearning.systems  |
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--|                                 Support our efforts by donating  |
--|                                   Paypal: https://goo.gl/9Rj74e  |
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local STRATEGY_NAME = "End of day yen m15 Strategy";
function CreateParameters() 
    strategy.parameters:addString("entry_time", "Entry time", "", "23:15:00");
    strategy.parameters:addString("long_exit_time", "Long exit time", "", "08:00:00");
    strategy.parameters:addString("short_exit_time", "Short exit time", "", "20:00:00");
    strategy.parameters:addInteger("signaler_ToTime", "Convert the date to", "", 6)
    strategy.parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1)
    strategy.parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2)
    strategy.parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3)
    strategy.parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4)
    strategy.parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5)
    strategy.parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6)
    strategy.parameters:addInteger("length", "High/low bars", "", 12);
end

local length;
function CreateEntryIndicators(source)
    length = instance.parameters.length;
end

function UpdateIndicators()
end

function Init()
    strategy:name(STRATEGY_NAME);
    strategy:description("");
    strategy:type(core.Both);
    strategy:setTag("NonOptimizableParameters", "StartTime,StopTime,ToTime,signaler_ToTime,signaler_show_alert,signaler_play_soundsignaler_sound_file,signaler_recurrent_sound,signaler_send_email,signaler_email,signaler_show_popup,signaler_debug_alert,use_advanced_alert,advanced_alert_key");
    strategy.parameters:addGroup("Algorithm Parameters")
    CreateParameters();
    strategy.parameters:addGroup("Trading Parameters")
    strategy.parameters:addBoolean("type", "Price Type", "", true);
    strategy.parameters:setFlag("type", core.FLAG_BIDASK);
    strategy.parameters:addString("timeframe", "Timeframe", "", "m1");
    strategy.parameters:setFlag("timeframe", core.FLAG_PERIODS);
    strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false);
    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:addString("amount_type", "Amount Units", "", "lots");
    strategy.parameters:addStringAlternative("amount_type", "Lots", "", "lots");
    strategy.parameters:addStringAlternative("amount_type", "% of equity", "", "equity");
    strategy.parameters:addDouble("Amount", "Trade Amount", "", 1, 1, 1000000);
    strategy.parameters:addGroup("Money Management");
    strategy.parameters:addBoolean("use_stop", "Set Stop", "", false);
    strategy.parameters:addDouble("stop_pips", "Stop, pips", "", 10);
    strategy.parameters:addBoolean("use_trailing", "Trailing stop order", "", false);
    strategy.parameters:addInteger("trailing", "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1);
    strategy.parameters:addBoolean("use_limit", "Set Limit", "", false);
    strategy.parameters:addDouble("limit_pips", "Limit, pips", "", 20);
    strategy.parameters:addString("custom_id", "Custom ID", "", STRATEGY_NAME);
end

local MAIN_SOURCE_ID = 1;
local TICK_SOURCE_ID = 2;
local MANDATORY_CLOSE_TIMER_ID = 3;
local entry_source_id;
local main_source;
local base_size, offer_id, Account, Amount, amount_type, AllowTrade, close_on_opposite, custom_id, AllowedSide;
local use_stop, stop_pips, use_limit, limit_pips, entry_execution_type, use_trailing, trailing, use_position_limit, position_limit;
local _show_alert, _sound_file, _recurrent_sound, _email;
local _ToTime, OpenTime, CloseTime;
local use_mandatory_closing, exit_time, trade_direction;
local entry_time, short_exit_time, long_exit_time;
function Prepare(nameOnly)
    local name = profile:id() .. "(" .. instance.bid:name() .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    trade_direction = instance.parameters.trade_direction;
    use_mandatory_closing = instance.parameters.use_mandatory_closing;
    use_position_limit = instance.parameters.use_position_limit;
    position_limit = instance.parameters.position_limit;
    use_trailing = instance.parameters.use_trailing;
    trailing = instance.parameters.trailing;
    AllowedSide = instance.parameters.AllowedSide;
    entry_execution_type = instance.parameters.entry_execution_type;
    limit_pips = instance.parameters.limit_pips;
    use_limit = instance.parameters.use_limit;
    use_stop = instance.parameters.use_stop;
    stop_pips = instance.parameters.stop_pips;
    AllowTrade = instance.parameters.AllowTrade;
    Account = instance.parameters.Account;
    Amount = instance.parameters.Amount;
    amount_type = instance.parameters.amount_type;
    close_on_opposite = instance.parameters.close_on_opposite;
    custom_id = instance.parameters.custom_id;
    main_source = ExtSubscribe(MAIN_SOURCE_ID, nil, instance.parameters.timeframe, instance.parameters.type, "bar")
    entry_source_id = MAIN_SOURCE_ID;
    CreateEntryIndicators(main_source);
    _ToTime = instance.parameters.signaler_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
    base_size = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account);
    offer_id = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID;

    local valid;
    entry_time, valid = ParseTime(instance.parameters.entry_time);
    assert(valid, "Time " .. instance.parameters.entry_time .. " is invalid");
    short_exit_time, valid = ParseTime(instance.parameters.short_exit_time);
    assert(valid, "Time " .. instance.parameters.short_exit_time .. " is invalid");
    long_exit_time, valid = ParseTime(instance.parameters.long_exit_time);
    assert(valid, "Time " .. instance.parameters.long_exit_time .. " is invalid");
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

local last_entry, last_exit, last_bar;
function ExtUpdate(id, source, period)
    local bar_date = core.host:execute("convertTime", core.TZ_EST, _ToTime, main_source:date(period));
    local wday = core.dateToTable(bar_date).wday;
    local bar_time = bar_date - math.floor(bar_date);
    if bar_time == entry_time and wday < 6 then
        local min, max = mathex.minmax(main_source, core.rangeTo(period, length));
        local amplitude = max - min;
        OpenOrder("LE", main_source.close[period] - amplitude * 0.5);
        OpenOrder("SE", main_source.close[period] + amplitude * 0.5);
    end
    if bar_time == short_exit_time then
        CloseTrades("S");
    end
    if bar_time == long_exit_time then
        CloseTrades("B");
    end
end

function DeleteOrders()
    local enum = core.host:findTable("orders"):enumerator()
    local row = enum:next()
    while row ~= nil do
        if row.AccountID == Account and row.Instrument == main_source:instrument() then
            local valuemap = core.valuemap()
            valuemap.Command = "DeleteOrder"
            valuemap.OrderID = row.OrderID
            success, msg = terminal:execute(4, valuemap)
            if not (success) then
                terminal:alertMessage(
                    instance.bid:instrument(),
                    instance.bid[NOW],
                    "Failed delete order " .. row.OrderID .. ":" .. msg,
                    instance.bid:date(NOW)
                )
            end
        end
        row = enum:next()
    end
end

function CloseTrades(side)
    local enum = core.host:findTable("trades"):enumerator();
    local row = enum:next();
    while row ~= nil do
        if row.BS == side
            and row.Instrument == main_source:instrument() 
            and (row.QTXT == custom_id or custom_id == "")
        then
            CloseTrade(row);
        end
        row = enum:next();
    end
end

function ExtAsyncOperationFinished(cookie, success, message, message1, message2)
    if not success then
        core.host:trace(message);
    end
end

function OpenOrder(type, rate)
    local valuemap = core.valuemap();
    valuemap.OrderType = type;
    valuemap.OfferID = offer_id;
    valuemap.AcctID = Account;
    valuemap.Rate = rate;
    if amount_type == "lots" then
        valuemap.Quantity = Amount * base_size;
    else
        local equity = core.host:findTable("accounts"):find("AccountID", valuemap.AcctID).Equity;
        local used_equity = equity * Amount / 100.0;
        local emr = core.host:getTradingProperty("EMR", instance.bid:instrument(), valuemap.AcctID);
        valuemap.Quantity = math.floor(used_equity / emr) * base_size;
    end
    if type == "LE" then
        if main_source.close[NOW] > rate then
            valuemap.BuySell = "B";
        else
            valuemap.BuySell = "S";
        end
    elseif type == "SE" then
        if main_source.close[NOW] > rate then
            valuemap.BuySell = "S";
        else
            valuemap.BuySell = "B";
        end
    end
    valuemap.CustomID = custom_id;
    if use_stop then
        valuemap.PegTypeStop = "O";
        if valuemap.BuySell == "B" then
            valuemap.PegPriceOffsetPipsStop = -stop_pips;
        else
            valuemap.PegPriceOffsetPipsStop = stop_pips;
        end
        if use_trailing then
            valuemap.TrailStepStop = trailing;
        end
    end
    if use_limit then
        valuemap.PegTypeLimit = "O";
        if valuemap.BuySell == "B" then
            valuemap.PegPriceOffsetPipsLimit = limit_pips;
        else
            valuemap.PegPriceOffsetPipsLimit = -limit_pips;
        end
    end
    local success, msg = terminal:execute(3, valuemap);
    if not success then
        core.host:trace(msg);
    end
end

function CloseTrade(trade)
    local valuemap = core.valuemap();
    valuemap.BuySell = trade.BS == "B" and "S" or "B";
    valuemap.OrderType = "CM";
    valuemap.OfferID = trade.OfferID;
    valuemap.AcctID = trade.AccountID;
    valuemap.TradeID = trade.TradeID;
    valuemap.Quantity = trade.Lot;
    local success, msg = terminal:execute(2, valuemap);
end

dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");