-- More information about this indicator can be found at: --http://fxcodebase.com/code/viewtopic.php?f=31&t=69984 --+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| Patreon: https://goo.gl/GdXWeN | --+------------------------------------------------------------------+ -- START OF CUSTOMIZATION SECTION -- Trading time parameters. You can turn it off if you never use it. local IncludeTradingTime = true; -- Whether to take into account positions created only by this strategy -- or take into account positions created by other strategies and by the user as well. -- If set to false the strategy may close positions created by the user and other strategies local UseOwnPositionsOnly = true; -- History preload count local HISTORY_PRELOAD_BARS = 300; -- Whether to request both prices: bid and ask local RequestBidAsk = false; -- wether to allow timeframes like m2 (true) or limit to the standard ones (false) local USE_CUSTOM_TIMEFRAMES = false; local ENFORCE_POSITION_CAP = false; -- Enforce execution type. When set to Live/EndOfTurn the execution type parameters will be hiden local ENFORCE_entry_execution_type = nil; -- Live/EndOfTurn local ENFORCE_exit_execution_type = nil; -- Live/EndOfTurn local EXIT_TIMEFRAME_IN_PARAMS = false; local DISABLE_EXIT = true; local STRATEGY_NAME = "Engulfing Strategy"; local STRATEGY_VERSION = "1"; -- END OF CUSTOMIZATION SECTION local Modules = {}; local EntryActions = {}; local ExitActions = {}; local LAST_ID = 2; -- START OF USER DEFINED SECTION -- Set it to true when you define your own timeframe and is_bid parameters local CustomTimeframeDefined = false; function OnNewBar(source, period) end function CreateParameters() strategy.parameters:addBoolean("Complet", "Use Complet candle", "", false) strategy.parameters:addBoolean("Same", "Same Color Filter", "", false) strategy.parameters:addBoolean("ma", "MA Filter", "", false) strategy.parameters:addInteger("Period", "MA Period", "Period", 50) strategy.parameters:addString("Method", "MA Method", "Method", "MVA") strategy.parameters:addStringAlternative("Method", "MVA", "MVA", "MVA") strategy.parameters:addStringAlternative("Method", "EMA", "EMA", "EMA") strategy.parameters:addStringAlternative("Method", "LWMA", "LWMA", "LWMA") strategy.parameters:addStringAlternative("Method", "TMA", "TMA", "TMA") strategy.parameters:addStringAlternative("Method", "SMMA", "SMMA", "SMMA") strategy.parameters:addStringAlternative("Method", "KAMA", "KAMA", "KAMA") strategy.parameters:addStringAlternative("Method", "VIDYA", "VIDYA", "VIDYA") strategy.parameters:addStringAlternative("Method", "WMA", "WMA", "WMA") end local indi; function CreateEntryIndicators(source) local profile = core.indicators:findIndicator("ENGULFING"); assert(profile ~= nil, "Please, download and install " .. "ENGULFING" .. ".LUA indicator"); local indicatorParams = profile:parameters(); indicatorParams:setBoolean("Complet", instance.parameters.Complet); indicatorParams:setBoolean("Same", instance.parameters.Same); indicatorParams:setBoolean("ma", instance.parameters.ma); indicatorParams:setInteger("Period", instance.parameters.Period); indicatorParams:setString("Method", instance.parameters.Method); indi = core.indicators:create("ENGULFING", source, indicatorParams) end function CreateExitIndicators(source) end function UpdateIndicators() indi:update(core.UpdateLast); end function LogIndicatorsHeaders(log) --log[#log + 1] = indi.DATA:name(); end function LogIndicatorsValues(log, period) --log[indi.DATA:name()] = tostring(indi.DATA[period]); end function CreateCustomActions() if not DISABLE_EXIT then local exitLongAction = {}; exitLongAction.ActOnSwitch = false; exitLongAction.Cache = {}; exitLongAction.IsPass = function (source, period, periodFromLast, data) return false; -- TODO: implement end local exitShortAction = {}; exitShortAction.ActOnSwitch = false; exitShortAction.Cache = {}; exitShortAction.IsPass = function (source, period, periodFromLast, data) return false; -- TODO: implement end if instance.parameters.Direction == "direct" then exitLongAction.Execute = CloseLong; exitShortAction.Execute = CloseShort; else exitLongAction.Execute = CloseShort; exitShortAction.Execute = CloseLong; end ExitActions[#ExitActions + 1] = exitLongAction; ExitActions[#ExitActions + 1] = exitShortAction; end local enterLongAction = {}; enterLongAction.ActOnSwitch = true; enterLongAction.Cache = {}; enterLongAction.AddHeaders = function (headers) --headers[#headers + 1] = "Buy value name"; end enterLongAction.AddLog = function (source, period, periodFromLast, data, values) --values["Buy value name"] = value; end enterLongAction.IsPass = function (source, period, periodFromLast, data) return indi:getTextOutput(0):hasData(period); end local enterShortAction = {}; enterShortAction.ActOnSwitch = true; enterShortAction.Cache = {}; enterShortAction.AddHeaders = function (headers) --headers[#headers + 1] = "Sell value name"; end enterShortAction.AddLog = function (source, period, periodFromLast, data, values) --values["Sell value name"] = value; end enterShortAction.IsPass = function (source, period, periodFromLast, data) return indi:getTextOutput(1):hasData(period); end if instance.parameters.Direction == "direct" then enterLongAction.Execute = GoLong; enterShortAction.Execute = GoShort; enterLongAction.ExecuteData = CreateBuyPositions(trading_logic.MainSource); enterShortAction.ExecuteData = CreateSellPositions(trading_logic.MainSource); else enterLongAction.Execute = GoShort; enterShortAction.Execute = GoLong; enterLongAction.ExecuteData = CreateSellPositions(trading_logic.MainSource); enterShortAction.ExecuteData = CreateBuyPositions(trading_logic.MainSource); end EntryActions[#EntryActions + 1] = enterLongAction; EntryActions[#EntryActions + 1] = enterShortAction; end function GetSignalSerial(source, period) --if renko.DATA:size() < 2 then -- return nil; --end --return renko.DATA:date(NOW); return source:serial(period); end -- END OF USER DEFINED SECTION function Init() strategy:name(STRATEGY_NAME .. " v" .. STRATEGY_VERSION); strategy:description(""); strategy:type(core.Both); strategy:setTag("Version", STRATEGY_VERSION); 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"); CreateParameters(); strategy.parameters:addGroup("Trading"); strategy.parameters:addString("Direction", "Type of Signal / Trade", "", "direct"); strategy.parameters:addStringAlternative("Direction", "Direct", "", "direct"); strategy.parameters:addStringAlternative("Direction", "Reverse", "", "reverse"); trading_logic:Init(strategy.parameters); trading.AddLimitParameter = SetCustomLimit == nil; trading:Init(strategy.parameters, 1); strategy.parameters:addGroup("Time Parameters"); strategy.parameters:addInteger("ToTime", "Convert the date to", "", core.TZ_TS); strategy.parameters:addIntegerAlternative("ToTime", "EST", "", core.TZ_EST); strategy.parameters:addIntegerAlternative("ToTime", "UTC", "", core.TZ_UTC); strategy.parameters:addIntegerAlternative("ToTime", "Local", "", core.TZ_LOCAL); strategy.parameters:addIntegerAlternative("ToTime", "Server", "", core.TZ_SERVER); strategy.parameters:addIntegerAlternative("ToTime", "Financial", "", core.TZ_FINANCIAL); strategy.parameters:addIntegerAlternative("ToTime", "Display", "", core.TZ_TS); if IncludeTradingTime then strategy.parameters:addString("StartTime", "Start Time for Trading", "", "00:00:00"); strategy.parameters:addString("StopTime", "Stop Time for Trading", "", "24:00:00"); end strategy.parameters:addBoolean("use_mandatory_closing", "Use Mandatory Closing", "", false); strategy.parameters:addString("mandatory_closing_exit_time", "Mandatory Closing Time", "", "23:59:59"); strategy.parameters:addInteger("mandatory_closing_valid_interval", "Valid Interval for Operation, in second", "", 60); strategy.parameters:addGroup("Alert"); signaler:Init(strategy.parameters); strategy.parameters:addBoolean("add_log", "Add log info to signals", "", false); strategy.parameters:addFile("log_file", "Log file (csv)", "You can open it in Excel", core.app_path() .. "\\log\\" .. STRATEGY_NAME .. ".csv"); end function CreateAction(id) local actionType = instance.parameters:getString("Action" .. id); local action = {}; action.Cache = {}; if actionType == "NO" then action.Execute = DisabledAction; elseif actionType == "SELL" then action.Execute = GoShort; action.ExecuteData = CreateSellPositions(trading_logic.MainSource); elseif actionType == "BUY" then action.Execute = GoLong; action.ExecuteData = CreateBuyPositions(trading_logic.MainSource); elseif actionType == "CLOSE" then action.Execute = CloseAll; end return action, actionType ~= "CLOSE"; end function AddAction(id, name) strategy.parameters:addString("Action" .. id, name, "", "NO") strategy.parameters:addStringAlternative("Action" .. id, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. id, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. id, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. id, "Close Position", "", "CLOSE") end local MANDATORY_CLOSE_TIMER_ID = 1; local TICKS_SOURCE_ID = 2; local tick_source; local ToTime; local custom_id; local OpenTime, CloseTime, exit_time; local last_serial; function CreatePositions(side, source) local positions = {}; positions[#positions + 1] = CreatePositionStrategy(source, side, ""); return positions; end function CreateBuyPositions(source) if instance.parameters.allow_side == "sell" then return {}; end return CreatePositions("B", source); end function CreateSellPositions(source) if instance.parameters.allow_side == "buy" then return {}; end return CreatePositions("S", source); end local add_log; local log_file; local use_mandatory_closing; local headers = {}; function Prepare(name_only) trading_logic.HistoryPreloadBars = HISTORY_PRELOAD_BARS; trading_logic.RequestBidAsk = RequestBidAsk; add_log = instance.parameters.add_log; for _, module in pairs(Modules) do module:Prepare(nameOnly); end instance:name(profile:id() .. "(" .. instance.bid:name() .. ")"); if name_only then return ; end use_mandatory_closing = instance.parameters.use_mandatory_closing; CreateEntryIndicators(trading_logic.MainSource); CreateExitIndicators(trading_logic.ExitSource); CreateCustomActions(); if add_log then log_file = io.open(instance.parameters.log_file, "w"); headers[#headers + 1] = "date"; for _, action in ipairs(EntryActions) do if action.AddLog ~= nil then action.AddHeaders(headers); end end for _, action in ipairs(ExitActions) do if action.AddLog ~= nil then action.AddHeaders(headers); end end LogIndicatorsHeaders(headers); for i, header in ipairs(headers) do log_file:write(header .. ";") end log_file:write("\n"); end local valid; if IncludeTradingTime then 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"); end ToTime = instance.parameters.ToTime; trading_logic.DoTrading = EntryFunction; trading_logic.DoExit = ExitFunction; if instance.parameters.custom_id == "" then custom_id = instance.parameters.custom_id; else custom_id = profile:id() .. "_" .. instance.bid:name(); end if use_mandatory_closing then exit_time, valid = ParseTime(instance.parameters.mandatory_closing_exit_time); assert(valid, "Time " .. instance.parameters.mandatory_closing_exit_time .. " is invalid"); core.host:execute("setTimer", MANDATORY_CLOSE_TIMER_ID, math.max(instance.parameters.mandatory_closing_valid_interval / 2, 1)); end end function CreatePositionStrategy(source, side, id) local position_strategy = {}; if SetCustomStop == nil then position_strategy.StopType = instance.parameters:getString("stop_type" .. id); elseif SaveCustomStopParameters ~= nil then SaveCustomStopParameters(position_strategy, id); end if SetCustomLimit == nil then position_strategy.LimitType = instance.parameters:getString("limit_type" .. id); assert(position_strategy.LimitType ~= "stop" or position_strategy.StopType == "pips" or CreateStopParameters ~= nil, "To use limit based on stop you need to set stop in pips"); elseif SaveCustomLimitParameters ~= nil then SaveCustomLimitParameters(position_strategy, id); end position_strategy.Id = id; position_strategy.Side = side; position_strategy.Source = source; position_strategy.Amount = instance.parameters:getInteger("amount" .. id); position_strategy.Amount_Type = instance.parameters:getString("amount_type" .. id); if SetCustomStop == nil then position_strategy.Stop = instance.parameters:getDouble("stop" .. id); if instance.parameters:getBoolean("use_trailing" .. id) then position_strategy.Trailing = instance.parameters:getInteger("trailing" .. id); end end if SetCustomLimit == nil then position_strategy.Limit = instance.parameters:getDouble("limit" .. id); end if CreateCustomBreakeven == nil then position_strategy.UseBreakeven = instance.parameters:getBoolean("use_breakeven" .. id); position_strategy.BreakevenWhen = instance.parameters:getDouble("breakeven_when" .. id); position_strategy.BreakevenTo = instance.parameters:getDouble("breakeven_to" .. id); position_strategy.BreakevenTrailing = instance.parameters:getString("breakeven_trailing"); position_strategy.BreakevenTrailingValue = instance.parameters:getInteger("trailing" .. id); if instance.parameters:getBoolean("breakeven_close" .. id) then position_strategy.BreakevenCloseAmount = instance.parameters:getDouble("breakeven_close_amount" .. id); end if position_strategy.UseBreakeven and tick_source == nil then tick_source, TICKS_SOURCE_ID = trading_logic:SubscribeHistory(position_strategy.Source.close:instrument(), "t1", true); end end function position_strategy:SetDefaultLimit(command, stop_value, period) if self.LimitType == "pips" then return command:SetPipLimit(nil, self.Limit); end if self.LimitType == "stop" then if stop_value == nil then if self.Side == "B" then stop_value = (instance.ask[NOW] - command.valuemap.RateStop) / instance.bid:pipSize(); else stop_value = (command.valuemap.RateStop - instance.bid[NOW]) / instance.bid:pipSize(); end end return command:SetPipLimit(nil, stop_value * self.Limit); end if self.LimitType == "highlow" then if self.Side == "B" then return command:SetPipLimit(nil, (self.Source.high[period] - self.Source.close[period]) / self.Source:pipSize() + self.Limit); end return command:SetPipLimit(nil, (self.Source.close[period] - self.Source.low[period]) / self.Source:pipSize() + self.Limit); end return command; end function position_strategy:Open(period, periods_from_last) local rate = nil; if GetEntryRate ~= nil then rate = GetEntryRate(self.Source, self.Side, period); end local command; if rate == nil then command = trading:MarketOrder(self.Source.close:instrument()); else command = trading:EntryOrder(self.Source.close:instrument()) :SetRate(rate); end command:SetSide(self.Side) :SetAccountID(instance.parameters.account) :SetCustomID(custom_id); if self.Amount_Type == "lots" then command:SetAmount(self.Amount) elseif self.Amount_Type == "risk_equity" then command:SetRiskPercentOfEquityAmount(self.Amount) elseif self.Amount_Type == "equity" then command:SetPercentOfEquityAmount(self.Amount) end local default_stop = SetCustomStop == nil or not SetCustomStop(self, command, period, periods_from_last, source); local default_limit = SetCustomLimit == nil or not SetCustomLimit(self, command, period, periods_from_last, source); if default_stop then local stop_value; if self.StopType == "pips" then stop_value = self.Stop; command = command:SetPipStop(nil, self.Stop, self.Trailing); elseif self.StopType == "highlow" then if self.Side == "B" then stop_value = (self.Source.close[period] - self.Source.low[period]) / self.Source:pipSize() + self.Stop; command = command:SetPipStop(nil, stop_value, self.Trailing); else stop_value = (self.Source.high[period] - self.Source.close[period]) / self.Source:pipSize() + self.Stop; command = command:SetPipStop(nil, stop_value, self.Trailing); end end end if default_limit then command = self:SetDefaultLimit(command, stop_value, period); end local result = command:Execute(); if result.Finished and not result.Success then return result; end local default_breakeven = CreateCustomBreakeven == nil or not CreateCustomBreakeven(self, result, period, periods_from_last); if default_breakeven then if self.UseBreakeven then local controller = breakeven:CreateController() :SetRequestID(result.RequestID) :SetWhen(self.BreakevenWhen) :SetTo(self.BreakevenTo); if self.BreakevenTrailing == "set" then controller:SetTrailing(self.BreakevenTrailingValue); end if self.BreakevenCloseAmount ~= nil then controller:SetPartialClose(self.BreakevenCloseAmount); end end end return result; end function position_strategy:CreateTrailingLimit(result) if self.TrailingLimitType == "Unfavorable" then breakeven:CreateTrailingLimitController() :SetDirection(-1) :SetTrigger(self.TrailingLimitTrigger) :SetStep(self.TrailingLimitStep) :SetRequestID(result.RequestID); elseif self.TrailingLimitType == "Favorable" then breakeven:CreateTrailingLimitController() :SetDirection(1) :SetTrigger(self.TrailingLimitTrigger) :SetStep(self.TrailingLimitStep) :SetRequestID(result.RequestID); end end return position_strategy; end function EnsureIndicatorInstalled(name) local profile = core.indicators:findIndicator(name); assert(profile ~= nil, "Please, download and install " .. name .. ".LUA indicator"); return profile; 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 InRange(now, openTime, closeTime) if openTime == closeTime then return true; end 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 local log_values; function ExtUpdate(id, source, period) if id == trading_logic._trading_source_id then OnNewBar(source, period); end if use_mandatory_closing and core.host.Trading:getTradingProperty("isSimulation") then DoMandatoryClosing(); end UpdateIndicators(); if log_file ~= nil then log_values = {}; log_values["date"] = core.formatDate(core.host:execute("getServerTime")); LogIndicatorsValues(log_values, period); end for _, module in pairs(Modules) do if module.ExtUpdate ~= nil then module:ExtUpdate(id, source, period); end end if log_file ~= nil then for i, header in ipairs(headers) do log_file:write(tostring(log_values[header]) .. ";"); end log_file:write("\n"); log_file:flush(); end end function ReleaseInstance() for _, module in pairs(Modules) do if module.ReleaseInstance ~= nil then module:ReleaseInstance(); end end if log_file ~= nil then log_file:close(); end end function DoCloseOnOpposite(side) if instance.parameters.close_on_opposite then local it = trading:FindTrade():WhenSide(trading:getOppositeSide(side)) if UseOwnPositionsOnly then it:WhenCustomID(custom_id); end it:Do(function (trade) trading:Close(trade); end); end end function DisabledAction(source, period) return false; end function CloseAll(source, period) local closedCount = 0; if instance.parameters.allow_trade then local it = trading:FindTrade(); if UseOwnPositionsOnly then it:WhenCustomID(custom_id); end closedCount = it:Do(function (trade) trading:Close(trade); end); end if closedCount > 0 then signaler:Signal("Close all for " .. source.close:instrument(), source); end end function CloseLong(source, period) local closedCount = 0; if instance.parameters.allow_trade then local it = trading:FindTrade():WhenSide("B"); if UseOwnPositionsOnly then it:WhenCustomID(custom_id); end closedCount = it:Do(function (trade) trading:Close(trade); end); end if closedCount > 0 then signaler:Signal("Close long for " .. source.close:instrument(), source); end end function CloseShort(source, period) local closedCount = 0; if instance.parameters.allow_trade then local it = trading:FindTrade():WhenSide("S"); if UseOwnPositionsOnly then it:WhenCustomID(custom_id); end closedCount = it:Do(function (trade) trading:Close(trade); end); end if closedCount > 0 then signaler:Signal("Close short for " .. source.close:instrument(), source); end end function IsPositionLimitHit(side, side_limit) if ENFORCE_POSITION_CAP == true then local sideIt = trading:FindTrade(); local allIt = trading:FindTrade(); if UseOwnPositionsOnly then sideIt:WhenCustomID(custom_id); allIt:WhenCustomID(custom_id) end local side_positions = sideIt:Count(); local positions = allIt:Count(); return positions >= 1 or side_positions >= 1; end if not instance.parameters.position_cap then return false; end local sideIt = trading:FindTrade() :WhenSide(side); local allIt = trading:FindTrade(); if UseOwnPositionsOnly then sideIt:WhenCustomID(custom_id); allIt:WhenCustomID(custom_id) end local side_positions = sideIt:Count(); local positions = allIt:Count(); return positions >= instance.parameters.no_of_positions or side_positions >= side_limit; end function GoLong(source, period, positions, log) if instance.parameters.allow_trade then DoCloseOnOpposite("B"); if IsPositionLimitHit("B", instance.parameters.no_of_buy_position) then signaler:Signal("Positions limit has been reached", source); return; end for _, position in ipairs(positions) do position:Open(period, source:size() - period - 1); end end local message = "Buy " .. source.close:instrument() if log ~= nil then message = message .. "\r\nSignal info: " .. log; end signaler:Signal(message, source); last_serial = GetSignalSerial(source, period); end function GoShort(source, period, positions, log) if instance.parameters.allow_trade then DoCloseOnOpposite("S"); if IsPositionLimitHit("S", instance.parameters.no_of_sell_position) then signaler:Signal("Positions limit has been reached", source); return; end for _, position in ipairs(positions) do position:Open(period, source:size() - period - 1); end end local message = "Sell " .. source.close:instrument() if log ~= nil then message = message .. "\nSignal info: " .. log; end signaler:Signal(message, source); last_serial = GetSignalSerial(source, period); end function EntryFunction(source, period) local current_serial = GetSignalSerial(source, period); if last_serial == current_serial then return; end local now = core.host:execute("convertTime", core.TZ_EST, ToTime, core.host:execute("getServerTime")); now = now - math.floor(now); if IncludeTradingTime then if not InRange(now, OpenTime, CloseTime) then return; end end local periodFromLast = source:size() - period - 1; for _, action in ipairs(EntryActions) do local isPass = action.IsPass(source, period, periodFromLast, action.Data); action.Cache[current_serial] = isPass; if action.CurrentSerial ~= current_serial then action.LastSerial = action.CurrentSerial; action.CurrentSerial = current_serial; end if add_log and action.AddLog ~= nil then action.AddLog(source, period, periodFromLast, action.Data, log_values); end if isPass and (not action.ActOnSwitch or action.Cache[action.LastSerial] == false) then action.Execute(source, period, action.ExecuteData); end end end function ExitFunction(source, period) local current_serial = GetSignalSerial(source, period); if last_serial == current_serial then return; end local now = core.host:execute("convertTime", core.TZ_EST, ToTime, core.host:execute("getServerTime")); now = now - math.floor(now); if IncludeTradingTime then if not InRange(now, OpenTime, CloseTime) then return; end end local periodFromLast = source:size() - period - 1; for _, action in ipairs(ExitActions) do local isPass = action.IsPass(source, period, periodFromLast, action.Data); action.Cache[current_serial] = isPass; if action.CurrentSerial ~= current_serial then action.LastSerial = action.CurrentSerial; action.CurrentSerial = current_serial; end if add_log and action.AddLog ~= nil then action.AddLog(source, period, periodFromLast, action.Data, log_values); end if isPass and (not action.ActOnSwitch or action.Cache[action.LastSerial] == false) then action.Execute(source, period, action.ExecuteData); end end end function DoMandatoryClosing() local now = core.host:execute("convertTime", core.TZ_EST, ToTime, core.host:execute("getServerTime")); now = now - math.floor(now); if InRange(now, exit_time, exit_time + (instance.parameters.mandatory_closing_valid_interval / 86400.0)) then local it = trading:FindTrade(); if UseOwnPositionsOnly then it:WhenCustomID(custom_id); end it:Do(function (trade) trading:Close(trade); end ); signaler:Signal("Mandatory closing"); 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 == MANDATORY_CLOSE_TIMER_ID then DoMandatoryClosing(); end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua"); breakeven = {}; -- public fields breakeven.Name = "Breakeven"; breakeven.Version = "2.1"; breakeven.Debug = false; --private fields breakeven._moved_stops = {}; breakeven._request_id = nil; breakeven._used_stop_orders = {}; breakeven._ids_start = nil; breakeven._trading = nil; breakeven._controllers = {}; function breakeven:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function breakeven:OnNewModule(module) if module.Name == "Trading" then self._trading = module; end if module.Name == "Tables monitor" then module:ListenCloseTrade(BreakevenOnClosedTrade); end if module.Name == "Signaler" then self._signaler = module; end end function BreakevenOnClosedTrade(closed_trade) for _, controller in ipairs(breakeven._controllers) do if controller.TradeID == closed_trade.TradeID then controller._trade = core.host:findTable("trades"):find("TradeID", closed_trade.TradeIDRemain); controller.TradeID = closed_trade.TradeIDRemain; elseif controller.TradeID == closed_trade.TradeIDRemain then controller._executed = true; controller._close_percent = nil; end end end function breakeven: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 breakeven:Init(parameters) end function breakeven:Prepare(nameOnly) end function breakeven:ExtUpdate(id, source, period) for _, controller in ipairs(self._controllers) do controller:DoBreakeven(); end end function breakeven:round(num, idp) if idp and idp > 0 then local mult = 10 ^ idp return math.floor(num * mult + 0.5) / mult end return math.floor(num + 0.5) end function breakeven:CreateBaseController() local controller = {}; controller._parent = self; controller._executed = false; function controller:SetTrade(trade) self._trade = trade; self.TradeID = trade.TradeID; return self; end function controller:GetOffer() if self._offer == nil then local order = self:GetOrder(); if order == nil then order = self:GetTrade(); end self._offer = core.host:findTable("offers"):find("Instrument", order.Instrument); end return self._offer; end function controller:SetRequestID(trade_request_id) self._request_id = trade_request_id; return self; end function controller:GetOrder() if self._order == nil then self._order = core.host:findTable("orders"):find("RequestID", self._request_id); end return self._order; end function controller:GetTrade() if self._trade == nil and self._request_id ~= nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self._request_id); if self._trade == nil then return nil; end self.TradeID = self._trade.TradeID; self._initial_limit = self._trade.Limit; self._initial_stop = self._trade.Stop; end return self._trade; end return controller; end function breakeven:CreateMartingale(openFunction) local controller = self:CreateBaseController(); controller.OpenFunction = openFunction; function controller:SetStep(step) self._step = step; return self; end function controller:SetLotSizingValue(martingale_lot_sizing_val) self._martingale_lot_sizing_val = martingale_lot_sizing_val; return self; end function controller:SetStop(Stop) self._martingale_stop = Stop; return self; end function controller:SetLimit(Limit) self._martingale_limit = Limit; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end if self._current_lot == nil then self._current_lot = trade.AmountK; end local pipSize = self:GetOffer().PointSize; if trade.BS == "B" then local movement = (trade.Close - trade.Open) / pipSize; local enoughtMovement = false; if self._step >= 0 then enoughtMovement = movement <= -self._step; else enoughtMovement = movement >= -self._step; end if enoughtMovement then self._current_lot = self._current_lot * self._martingale_lot_sizing_val; local result = self.OpenFunction("B", math.floor(self._current_lot + 0.5), trade); self._trade = nil; self:SetRequestID(result.RequestID); if self._signaler ~= nil then local command = string.format("action=create symbol=%s side=buy quantity=%s" , trade.Instrument , tostring(math.floor(self._current_lot + 0.5))); self._signaler:SendCommand(command); end return true; end else local movement = (trade.Open - trade.Close) / pipSize; if self._step >= 0 then enoughtMovement = movement <= -self._step; else enoughtMovement = movement >= -self._step; end if enoughtMovement then self._current_lot = self._current_lot * self._martingale_lot_sizing_val; local result = self.OpenFunction("S", math.floor(self._current_lot + 0.5), trade); self._trade = nil; self:SetRequestID(result.RequestID); if self._signaler ~= nil then local command = string.format("action=create symbol=%s side=sell quantity=%s" , trade.Instrument , tostring(math.floor(self._current_lot + 0.5))); self._signaler:SendCommand(command); end return true; end end self:UpdateStopLimits(); return true; end function controller:CloseAll() core.host:trace("Closing all positions"); local it = trading:FindTrade():WhenCustomID(CustomID) it:Do(function (trade) trading:Close(trade); end); if self._signaler ~= nil then signaler:SendCommand("action=close"); end self._executed = true; end function controller:UpdateStopLimits() local trade = self:GetTrade(); if trade == nil then return; end local offer = self:GetOffer(); local bAmount = 0; local bPriceSumm = 0; local sAmount = 0; local sPriceSumm = 0; trading:FindTrade() :WhenCustomID(CustomID) :Do(function (trade) if trade.BS == "B" then bAmount = bAmount + trade.AmountK bPriceSumm = bPriceSumm + trade.Open * trade.AmountK; else sAmount = sAmount + trade.AmountK sPriceSumm = sPriceSumm + trade.Open * trade.AmountK; end end); local avgBPrice = bPriceSumm / bAmount; local avgSPrice = sPriceSumm / sAmount; local totalAmount = bAmount + sAmount; local avgPrice = avgBPrice * (bAmount / totalAmount) + avgSPrice * (sAmount / totalAmount); local stopPrice, limitPrice; if trade.BS == "B" then if self._martingale_stop ~= nil then stopPrice = avgPrice - self._martingale_stop * offer.PointSize; if trade.Close <= stopPrice then self:CloseAll(); end return; end if self._martingale_limit ~= nil then limitPrice = avgPrice + self._martingale_limit * offer.PointSize; if trade.Close >= limitPrice then self:CloseAll(); end end return; end if self._martingale_stop ~= nil then stopPrice = avgPrice + self._martingale_stop * offer.PointSize; if trade.Close >= stopPrice then self:CloseAll(); return; end end if self._martingale_limit ~= nil then limitPrice = avgPrice - self._martingale_limit * offer.PointSize; if trade.Close <= limitPrice then self:CloseAll(); end end end self._controllers[#self._controllers + 1] = controller; return controller; end breakeven.STOP_ID = 1; breakeven.LIMIT_ID = 2; function breakeven:CreateOrderTrailingController() local controller = self:CreateBaseController(); function controller:SetTrailingTarget(id) self._target_id = id; return self; end function controller:MoveUpOnly() self._up_only = true; return self; end function controller:SetIndicatorStream(stream, multiplicator, is_distance) self._stream = stream; self._stream_in_distance = is_distance; self._stream_multiplicator = multiplicator; return self; end function controller:SetIndicatorStreamShift(x, y) self._stream_x_shift = x; self._stream_y_shift = y; return self; end function controller:DoBreakeven() if self._executed then return false; end local order = self:GetOrder(); if order == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not order:refresh() then self._executed = true; return false; end local streamPeriod = NOW; if self._stream_x_shift ~= nil then streamPeriod = streamPeriod - self._stream_x_shift; end if not self._stream:hasData(streamPeriod) then return true; end return self:DoOrderTrailing(order, streamPeriod); end function controller:DoOrderTrailing(order, streamPeriod) local new_level; local offer = self:GetOffer(); if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * offer.PointSize; end if order.BS == "B" then new_level = breakeven:round(offer.Bid + tick, offer.Digits); else new_level = breakeven:round(offer.Ask - tick, offer.Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if order.BS == "B" then tick = tick - self._stream_y_shift * offer.PointSize; else tick = tick + self._stream_y_shift * offer.PointSize; end end new_level = breakeven:round(tick, offer.Digits); end if self._up_only then if order.BS == "B" then if order.Rate >= new_level then return true; end else if order.Rate <= new_level then return true; end end end if self._min_profit ~= nil then if order.BS == "B" then if (offer.Bid - new_level) / offer.PointSize < self._min_profit then return true; end else if (new_level - offer.Ask) / offer.PointSize < self._min_profit then return true; end end end if order.Rate ~= new_level then self._move_command = self._parent._trading:ChangeOrder(order, new_level, order.TrlMinMove); end end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateIndicatorTrailingController() local controller = self:CreateBaseController(); function controller:SetTrailingTarget(id) self._target_id = id; return self; end function controller:MoveUpOnly() self._up_only = true; return self; end function controller:SetMinProfit(min_profit) self._min_profit = min_profit; return self; end function controller:SetIndicatorStream(stream, multiplicator, is_distance) self._stream = stream; self._stream_in_distance = is_distance; self._stream_multiplicator = multiplicator; return self; end function controller:SetIndicatorStreamShift(x, y) self._stream_x_shift = x; self._stream_y_shift = y; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not trade:refresh() then self._executed = true; return false; end local streamPeriod = NOW; if self._stream_x_shift ~= nil then streamPeriod = streamPeriod - self._stream_x_shift; end if not self._stream:hasData(streamPeriod) then return true; end if self._target_id == breakeven.STOP_ID then return self:DoStopTrailing(trade, streamPeriod); elseif self._target_id == breakeven.LIMIT_ID then return self:DoLimitTrailing(trade, streamPeriod); end return self:DoOrderTrailing(trade, streamPeriod); end function controller:DoStopTrailing(trade, streamPeriod) local new_level; local offer = self:GetOffer(); if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * offer.PointSize; end if trade.BS == "B" then new_level = breakeven:round(trade.Open - tick, offer.Digits); else new_level = breakeven:round(trade.Open + tick, offer.Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if trade.BS == "B" then tick = tick + self._stream_y_shift * offer.PointSize; else tick = tick - self._stream_y_shift * offer.PointSize; end end new_level = breakeven:round(self._stream:tick(streamPeriod), offer.Digits); end if self._min_profit ~= nil then if trade.BS == "B" then if (new_level - trade.Open) / offer.PointSize < self._min_profit then return true; end else if (trade.Open - new_level) / offer.PointSize < self._min_profit then return true; end end end if self._up_only then if trade.BS == "B" then if trade.Stop >= new_level then return true; end else if trade.Stop <= new_level then return true; end end return true; end if trade.Stop ~= new_level then self._move_command = self._parent._trading:MoveStop(trade, new_level); end return true; end function controller:DoLimitTrailing(trade, streamPeriod) assert(self._up_only == nil, "Not implemented!!!"); local new_level; local offer = self:GetOffer(); if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * offer.PointSize; end if trade.BS == "B" then new_level = breakeven:round(trade.Open + tick, offer.Digits); else new_level = breakeven:round(trade.Open - tick, offer.Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if trade.BS == "B" then tick = tick - self._stream_y_shift * offer.PointSize; else tick = tick + self._stream_y_shift * offer.PointSize; end end new_level = breakeven:round(tick, offer.Digits); end if self._min_profit ~= nil then if trade.BS == "B" then if (trade.Open - new_level) / offer.PointSize < self._min_profit then return true; end else if (new_level - trade.Open) / offer.PointSize < self._min_profit then return true; end end end if trade.Limit ~= new_level then self._move_command = self._parent._trading:MoveLimit(trade, new_level); end end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateTrailingLimitController() local controller = self:CreateBaseController(); function controller:SetDirection(direction) self._direction = direction; return self; end function controller:SetTrigger(trigger) self._trigger = trigger; return self; end function controller:SetStep(step) self._step = step; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not trade:refresh() then self._executed = true; return false; end if self._direction == 1 then if trade.PL >= self._trigger then local offer = self:GetOffer(); local target_limit; if trade.BS == "B" then target_limit = self._initial_limit + self._step * offer.PointSize; else target_limit = self._initial_limit - self._step * offer.PointSize; end self._initial_limit = target_limit; self._trigger = self._trigger + self._step; self._move_command = self._parent._trading:MoveLimit(trade, target_limit); return true; end elseif self._direction == -1 then if trade.PL <= -self._trigger then local offer = self:GetOffer(); local target_limit; if trade.BS == "B" then target_limit = self._initial_limit - self._step * offer.PointSize; else target_limit = self._initial_limit + self._step * offer.PointSize; end self._initial_limit = target_limit; self._trigger = self._trigger + self._step; self._move_command = self._parent._trading:MoveLimit(trade, target_limit); return true; end else core.host:trace("No direction is set for the trailing limit"); end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:ActionOnTrade(action) local controller = self:CreateBaseController(); controller._action = action; function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end self._action(trade, self); self._executed = true; return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateOnCandleClose() local controller = self:CreateBaseController(); controller._trailing = 0; function controller:SetSource(source) self._source = source; return self; end function controller:SetBarsToLive(bars_to_live) self._bars_to_live = bars_to_live; return self; end function controller:DoBreakeven() if self._executed then return true; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end local index = core.findDate(self._source, trade.Time, false); if self._source:size() - 1 - index >= self._bars_to_live then self._command = self._parent._trading:Close(trade); self._executed = true; return false; end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:PartialClose() local controller = self:CreateBaseController(); controller._trailing = 0; function controller:SetWhen(when) self._when = when; return self; end function controller:SetPartialClose(amountPercent) self._close_percent = amountPercent; return self; end function controller:DoPartialClose() end function controller:DoBreakeven() if self._close_percent == nil then return true; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._close_percent = nil; return false; end if trade.PL >= self._when then local base_size = core.host:execute("getTradingProperty", "baseUnitSize", trade.Instrument, trade.AccountID); local to_close = breakeven:round(trade.Lot * self._close_percent / 100.0 / base_size) * base_size; trading:ParialClose(trade, to_close); self._close_percent = nil; end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateController() local controller = self:CreateBaseController(); controller._trailing = 0; function controller:SetWhen(when) self._when = when; return self; end function controller:SetTo(to) self._to = to; return self; end function controller:SetTrailing(trailing) self._trailing = trailing return self; end function controller:SetPartialClose(amountPercent) self._close_percent = amountPercent; return self; end function controller:getTo() local trade = self:GetTrade(); local offer = self:GetOffer(); if trade.BS == "B" then return offer.Bid - (trade.PL - self._to) * offer.PointSize; else return offer.Ask + (trade.PL - self._to) * offer.PointSize; end end function controller:DoPartialClose() local trade = self:GetTrade(); if trade == nil then self._close_percent = nil; return true; end if not trade:refresh() then self._close_percent = nil; return false; end local base_size = core.host:execute("getTradingProperty", "baseUnitSize", trade.Instrument, trade.AccountID); local to_close = breakeven:round(trade.Lot * self._close_percent / 100.0 / base_size) * base_size; trading:ParialClose(trade, to_close); self._close_percent = nil; return true; end function controller:DoBreakeven() if self._executed then if self._close_percent ~= nil then if self._command ~= nil and self._command.Finished or self._command == nil then return self:DoPartialClose(); end end return false; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end if trade.PL >= self._when then if self._to ~= nil then self._command = self._parent._trading:MoveStop(trade, self:getTo(), self._trailing); end self._executed = true; return false; end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:RestoreTrailingOnProfitController(controller) controller._parent = self; function controller:SetProfitPercentage(profit_pr, min_profit) self._profit_pr = profit_pr; self._min_profit = min_profit; return self; end function controller:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self._request_id); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function controller:getStopPips(trade) local stop = trading:FindStopOrder(trade); if stop == nil then return nil; end local offer = self:GetOffer(); if trade.BS == "B" then return (stop.Rate - trade.Open) / offer.PointSize; else return (trade.Open - stop.Rate) / offer.PointSize; end end function controller:DoBreakeven() if self._executed then return false; end if self._move_command ~= nil and not self._move_command.Finished then return true; end local trade = self:GetTrade(); if trade == nil then if self:GetClosedTrade() ~= nil then self._executed = true; end return true; end if not trade:refresh() then self._executed = true; return false; end if trade.PL < self._min_profit then return true; end local new_stop = trade.PL * (self._profit_pr / 100); local current_stop = self:getStopPips(trade); if current_stop == nil or current_stop < new_stop then local offer = self:GetOffer(); if trade.BS == "B" then if not trailing_mark:hasData(NOW) then trailing_mark[NOW] = trade.Close; end self._move_command = self._parent._trading:MoveStop(trade, trade.Open + new_stop * offer.PointSize); else if not trailing_mark:hasData(NOW) then trailing_mark[NOW] = trade.Close; end self._move_command = self._parent._trading:MoveStop(trade, trade.Open - new_stop * offer.PointSize); end return true; end return true; end end function breakeven:CreateTrailingOnProfitController() local controller = self:CreateBaseController(); controller._trailing = 0; self:RestoreTrailingOnProfitController(controller); self._controllers[#self._controllers + 1] = controller; return controller; end breakeven:RegisterModule(Modules); signaler = {}; signaler.Name = "Signaler"; signaler.Debug = false; signaler.Version = "1.7"; signaler._show_alert = nil; signaler._sound_file = nil; signaler._recurrent_sound = nil; signaler._email = nil; signaler._ids_start = nil; signaler._advanced_alert_timer = nil; signaler._tz = nil; signaler._alerts = {}; signaler._commands = {}; 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._advanced_alert_timer and (self.last_req == nil or not self.last_req:loading()) then if #self._alerts > 0 then 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._advanced_alert_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("https://profitrobots.com/api/v1/notification", "POST", query); elseif #self._commands > 0 then local data = self:ArrayToJSON(self._commands); self._commands = {}; self.last_req = http_lua.createRequest(); local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}', self._external_executer_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("https://profitrobots.com/api/v1/notification", "POST", query); end 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", core.TZ_EST, self._ToTime, 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(message, source) if source == nil then if instance.source ~= nil then source = instance.source; elseif instance.bid ~= nil then source = instance.bid; else local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); end end if self._show_alert then terminal:alertMessage(source:instrument(), source[NOW], message, 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().. " : " .. message, self:FormatEmail(source, NOW, message)); end if self._advanced_alert_key ~= nil then self:AlertTelegram(message, source:instrument(), source:barSize()); end if self._signaler_debug_alert then core.host:trace(message); end if self._show_popup then local subject, text = self:FormatEmail(source, NOW, message); core.host:execute("prompt", self._ids_start + 2, subject, text); end if self._dde_alerts then dde_server:set(self.dde_topic, self.dde_alerts, message); end end function signaler:SendCommand(command) if self._external_executer_key == nil or core.host.Trading:getTradingProperty("isSimulation") or command == "" then return; end local command = { Text = command }; self._commands[#self._commands + 1] = command; 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:addInteger("signaler_ToTime", "Convert the date to", "", 6) parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1) parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2) parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3) parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4) parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5) parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6) 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); if indicator ~= nil and strategy == nil then parameters:addBoolean("signaler_show_popup", "Show Popup", "", false); end parameters:addBoolean("signaler_debug_alert", "Print Into Log", "", false); if DDEAlertsSupport then parameters:addBoolean("signaler_dde_export", "DDE Export", "You can export the alert into the Excel or any other application with DDE support (=Service Name|DDE Topic!Alerts)", false); parameters:addString("signaler_dde_service", "Service Name", "The service name must be unique amoung all running instances of the strategy", "TS2ALERTS"); parameters:addString("signaler_dde_topic", "DDE Topic", "", ""); end parameters:addGroup(" Telegram/Discord/Other platforms"); parameters:addBoolean("use_advanced_alert", "Send Advanced Alert", "Telegram/Discord/other platform (like MT4)", false) parameters:addString("advanced_alert_key", "Advanced Alert Key", "You can get a key via @profit_robots_bot Telegram Bot. Visit ProfitRobots.com for discord/other platform keys", ""); parameters:addGroup(" Trade coping"); parameters:addBoolean("use_external_executer", "Send Command To Another Platform", "Like MT4/MT5/FXTS2", false) parameters:addString("external_executer_key", "Platform Key", "You can get a key on ProfitRobots.com", ""); end function signaler:Prepare(name_only) self._ToTime = instance.parameters.signaler_ToTime if self._ToTime == 1 then self._ToTime = core.TZ_EST elseif self._ToTime == 2 then self._ToTime = core.TZ_UTC elseif self._ToTime == 3 then self._ToTime = core.TZ_LOCAL elseif self._ToTime == 4 then self._ToTime = core.TZ_SERVER elseif self._ToTime == 5 then self._ToTime = core.TZ_FINANCIAL elseif self._ToTime == 6 then self._ToTime = core.TZ_TS end self._dde_alerts = instance.parameters.signaler_dde_export; if self._dde_alerts then assert(instance.parameters.signaler_dde_topic ~= "", "You need to specify the DDE topic"); require("ddeserver_lua"); self.dde_server = ddeserver_lua.new(instance.parameters.signaler_dde_service); self.dde_topic = self.dde_server:addTopic(instance.parameters.signaler_dde_topic); self.dde_alerts = self.dde_server:addValue(self.dde_topic, "Alerts"); end 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; self._show_popup = instance.parameters.signaler_show_popup; self._signaler_debug_alert = instance.parameters.signaler_debug_alert; 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.advanced_alert_key ~= "" and instance.parameters.use_advanced_alert then self._advanced_alert_key = instance.parameters.advanced_alert_key; end if instance.parameters.external_executer_key ~= "" and instance.parameters.use_external_executer then self._external_executer_key = instance.parameters.external_executer_key; end if self.external_executer_key ~= nil or self._advanced_alert_key ~= nil then require("http_lua"); self._advanced_alert_timer = self._ids_start + 1; core.host:execute("setTimer", self._advanced_alert_timer, 1); end end function signaler:ReleaseInstance() if self.dde_server ~= nil then self.dde_server:close(); end end signaler:RegisterModule(Modules); tables_monitor = {}; tables_monitor.Name = "Tables monitor"; tables_monitor.Version = "1.2"; tables_monitor.Debug = false; tables_monitor._ids_start = nil; tables_monitor._new_trade_id = nil; tables_monitor._trade_listeners = {}; tables_monitor._closed_trade_listeners = {}; tables_monitor._close_order_listeners = {}; tables_monitor.closing_order_types = {}; function tables_monitor:ListenTrade(func) self._trade_listeners[#self._trade_listeners + 1] = func; end function tables_monitor:ListenCloseTrade(func) self._closed_trade_listeners[#self._closed_trade_listeners + 1] = func; end function tables_monitor:ListenCloseOrder(func) self._close_order_listeners[#self._close_order_listeners + 1] = func; end function tables_monitor:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function tables_monitor:Init(parameters) end function tables_monitor:Prepare(name_only) if name_only then return; end self._new_trade_id = self._ids_start; self._order_change_id = self._ids_start + 1; self._ids_start = self._ids_start + 2; core.host:execute("subscribeTradeEvents", self._order_change_id, "orders"); core.host:execute("subscribeTradeEvents", self._new_trade_id, "trades"); end function tables_monitor:OnNewModule(module) end function tables_monitor: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 tables_monitor:ReleaseInstance() end function tables_monitor:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._new_trade_id then local trade_id = message; local close_trade = success; if close_trade then local closed_trade = core.host:findTable("closed trades"):find("TradeID", trade_id); if closed_trade ~= nil then for _, callback in ipairs(self._closed_trade_listeners) do callback(closed_trade); end end else local trade = core.host:findTable("trades"):find("TradeID", message); if trade ~= nil then for _, callback in ipairs(self._trade_listeners) do callback(trade); end end end elseif cookie == self._order_change_id then local order_id = message; local order = core.host:findTable("orders"):find("OrderID", order_id); local fix_status = message1; if order ~= nil then if order.Stage == "C" then self.closing_order_types[order.OrderID] = order.Type; for _, callback in ipairs(self._close_order_listeners) do callback(order); end end end end end function tables_monitor:ExtUpdate(id, source, period) end function tables_monitor:BlockTrading(id, source, period) return false; end function tables_monitor:BlockOrder(order_value_map) return false; end function tables_monitor:OnOrder(order_value_map) end tables_monitor:RegisterModule(Modules); trading_logic = {}; -- public fields trading_logic.Name = "Trading logic"; trading_logic.Version = "1.13"; trading_logic.Debug = false; trading_logic.DoTrading = nil; trading_logic.DoExit = nil; trading_logic.MainSource = nil; trading_logic.HistoryPreloadBars = 300; trading_logic.RequestBidAsk = false; --private fields trading_logic._histories = {}; trading_logic._ids_start = nil; trading_logic._last_id = nil; trading_logic._trading_source_id = nil; function trading_logic:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function trading_logic:OnNewModule(module) end function trading_logic:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; self._last_id = self._ids_start - 1; end function trading_logic:Init(parameters) if not CustomTimeframeDefined then parameters:addBoolean("is_bid", "Price Type", "", true); parameters:setFlag("is_bid", core.FLAG_BIDASK); if not DISABLE_HA_SOURCE then parameters:addBoolean("ha_as_source", "Use HA as source", "", false); end parameters:addString("timeframe", "Entry Time frame", "", "m5"); if USE_CUSTOM_TIMEFRAMES then parameters:setFlag("timeframe", core.FLAG_BARPERIODS_EDIT); else parameters:setFlag("timeframe", core.FLAG_BARPERIODS); end end if ENFORCE_entry_execution_type == nil then parameters:addString("entry_execution_type", "Entry Execution Type", "Once per bar close or on every tick", "EndOfTurn"); parameters:addStringAlternative("entry_execution_type", "End of Turn", "", "EndOfTurn"); parameters:addStringAlternative("entry_execution_type", "Live", "", "Live"); end if not CustomTimeframeDefined and not DISABLE_EXIT and EXIT_TIMEFRAME_IN_PARAMS then parameters:addString("exit_timeframe", "Exit Time frame", "", "m5"); if USE_CUSTOM_TIMEFRAMES then parameters:setFlag("exit_timeframe", core.FLAG_BARPERIODS_EDIT); else parameters:setFlag("exit_timeframe", core.FLAG_BARPERIODS); end end if ENFORCE_exit_execution_type == nil and not DISABLE_EXIT then parameters:addString("exit_execution_type", "Exit Execution Type", "Once per bar close or on every tick", "Live"); parameters:addStringAlternative("exit_execution_type", "End of Turn", "", "EndOfTurn"); parameters:addStringAlternative("exit_execution_type", "Live", "", "Live"); end end function trading_logic:GetLastPeriod(source_period, source, target) if source_period < 0 or target:size() < 2 then return nil; end local s1, e1 = core.getcandle(source:barSize(), source:date(source_period), -7, 0); local s2, e2 = core.getcandle(target:barSize(), target:date(NOW - 1), -7, 0); if e1 == e2 then return target:size() - 2; else return target:size() - 1; end end function trading_logic:GetPeriod(source_period, source, target) if source_period < 0 then return nil; end local source_date = source:date(source_period); local index = core.findDate(target, source_date, false); if index == -1 then return nil; end return index; end function trading_logic:SubscribeHistory(instrument, timeframe, is_bid) if instrument == nil then instrument = instance.bid:instrument(); end if self._histories[instrument] == nil then self._histories[instrument] = {}; end if self._histories[instrument][timeframe] == nil then self._histories[instrument][timeframe] = {}; end local data = self._histories[instrument][timeframe][is_bid]; if data == nil then data = {}; data.id = self._last_id + 1; data.source = ExtSubscribe1(data.id, instrument, timeframe, self.HistoryPreloadBars, is_bid, "bar"); self._last_id = self._last_id + 1; self._histories[instrument][timeframe][is_bid] = data; end return data.source, data.id; end function trading_logic:Prepare(name_only) if name_only then return; end local exit_timeframe = instance.parameters.exit_timeframe or instance.parameters.timeframe; if instance.parameters.ha_as_source then local MainSource, mainId = self:SubscribeHistory(nil, instance.parameters.timeframe, instance.parameters.is_bid); local ExitSource, exitId = self:SubscribeHistory(nil, exit_timeframe, instance.parameters.is_bid); local mainHA = core.indicators:create("HA", MainSource); self.MainSourceHA = mainHA; self.MainSource = mainHA:getCandleOutput(0); self._trading_source_id = mainId; local exitHA = core.indicators:create("HA", ExitSource); self.ExitSourceHA = exitHA; self.ExitSource = exitHA:getCandleOutput(0); self._exit_source_id = exitId; else self.MainSource, self._trading_source_id = self:SubscribeHistory(nil, instance.parameters.timeframe, instance.parameters.is_bid); self.ExitSource, self._exit_source_id = self:SubscribeHistory(nil, exit_timeframe, instance.parameters.is_bid); end if instance.parameters.entry_execution_type == "Live" or ENFORCE_entry_execution_type == "Live" then _, self._trading_source_id = self:SubscribeHistory(nil, "t1", instance.parameters.is_bid); end if instance.parameters.exit_execution_type == "Live" or ENFORCE_exit_execution_type == "Live" then _, self._exit_source_id = self:SubscribeHistory(nil, "t1", instance.parameters.is_bid); end if self.RequestBidAsk then if instance.parameters.is_bid then self.MainSourceBid = self.MainSource; self.MainSourceAsk, _ = self:SubscribeHistory(nil, instance.parameters.timeframe, not instance.parameters.is_bid); else self.MainSourceAsk = self.MainSource; self.MainSourceBid, _ = self:SubscribeHistory(nil, instance.parameters.timeframe, not instance.parameters.is_bid); end end end function trading_logic:ExtUpdate(id, source, period) if self.MainSourceHA ~= nil then self.MainSourceHA:update(core.UpdateLast); end if self.ExitSourceHA ~= nil then self.ExitSourceHA:update(core.UpdateLast); end if id == self._trading_source_id and self.DoTrading ~= nil then local period2 = period; if source ~= self.MainSource then period2 = core.findDate(self.MainSource, source:date(period), false); if period2 == -1 then return; end end self.DoTrading(self.MainSource, period2); end if id == self._exit_source_id and self.DoExit ~= nil then local period2 = period; if source ~= self.ExitSource then period2 = core.findDate(self.ExitSource, source:date(period), false); if period2 == -1 then return; end end self.DoExit(self.ExitSource, period2); end end trading_logic:RegisterModule(Modules); trading = {}; trading.Name = "Trading"; trading.Version = "4.30"; trading.Debug = false; trading.AddAmountParameter = true; trading.AddStopParameter = true; trading.AddLimitParameter = true; trading._ids_start = nil; trading._signaler = nil; trading._account = nil; trading._all_modules = {}; trading._request_id = {}; trading._waiting_requests = {}; trading._used_stop_orders = {}; trading._used_limit_orders = {}; function trading:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function trading: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 trading:AddPositionParameters(parameters, id, section_id) if self.AddAmountParameter then parameters:addDouble("amount" .. id, "Trade Amount", "", 1); parameters:addString("amount_type" .. id, "Amount Unit", "", "lots"); parameters:addStringAlternative("amount_type" .. id, "In Lots", "", "lots"); parameters:addStringAlternative("amount_type" .. id, "% of Equity", "", "equity"); parameters:addStringAlternative("amount_type" .. id, "Risk % of Equity", "", "risk_equity"); end if CreateStopParameters == nil or not CreateStopParameters(parameters, id) then parameters:addGroup(" Stop parameters " .. section_id); parameters:addString("stop_type" .. id, "Stop Order", "", "no"); parameters:addStringAlternative("stop_type" .. id, "No stop", "", "no"); parameters:addStringAlternative("stop_type" .. id, "In Pips", "", "pips"); if not DISABLE_ATR_STOP_LIMIT then parameters:addStringAlternative("stop_type" .. id, "ATR", "", "atr"); end parameters:addStringAlternative("stop_type" .. id, "High/low", "", "highlow"); parameters:addDouble("stop" .. id, "Stop Value", "In pips or ATR period", 30); if not DISABLE_ATR_STOP_LIMIT then parameters:addDouble("atr_stop_mult" .. id, "ATR Stop Multiplicator", "", 2.0); end parameters:addBoolean("use_trailing" .. id, "Trailing stop order", "", false); parameters:addInteger("trailing" .. id, "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); end if CreateLimitParameters == nil or not CreateLimitParameters(parameters, id) then parameters:addGroup(" Limit parameters " .. section_id); parameters:addString("limit_type" .. id, "Limit Order", "", "no"); parameters:addStringAlternative("limit_type" .. id, "No limit", "", "no"); parameters:addStringAlternative("limit_type" .. id, "In Pips", "", "pips"); if not DISABLE_ATR_STOP_LIMIT then parameters:addStringAlternative("limit_type" .. id, "ATR", "", "atr"); end parameters:addStringAlternative("limit_type" .. id, "Multiplicator of stop", "", "stop"); parameters:addStringAlternative("limit_type" .. id, "High/low", "", "highlow"); parameters:addDouble("limit" .. id, "Limit Value", "In pips or ATR period", 30); if not DISABLE_ATR_STOP_LIMIT then parameters:addDouble("atr_limit_mult" .. id, "ATR Limit Multiplicator", "", 2.0); end if not DISABLE_LIMIT_TRAILING then parameters:addString("TRAILING_LIMIT_TYPE" .. id, "Trailing Limit", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Off", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Favorable", "moves limit up for long/buy positions, vice versa for short/sell", "Favorable"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Unfavorable", "moves limit down for long/buy positions, vice versa for short/sell", "Unfavorable"); parameters:addDouble("TRAILING_LIMIT_TRIGGER" .. id, "Trailing Limit Trigger in Pips", "", 0); parameters:addDouble("TRAILING_LIMIT_STEP" .. id, "Trailing Limit Step in Pips", "", 10); end end if CreateCustomBreakeven == nil then parameters:addGroup(" Breakeven parameters " .. section_id); parameters:addBoolean("use_breakeven" .. id, "Use Breakeven", "", false); parameters:addDouble("breakeven_when" .. id, "Breakeven Activation Value, in pips", "", 10); parameters:addDouble("breakeven_to" .. id, "Breakeven To, in pips", "", 0); parameters:addString("breakeven_trailing" .. id, "Trailing after breakeven", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Do not change", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Set trailing", "", "set"); parameters:addBoolean("breakeven_close" .. id, "Partial close on breakeven", "", false); parameters:addDouble("breakeven_close_amount" .. id, "Partial close amount, %", "", 50); end end function trading:Init(parameters, count) parameters:addBoolean("allow_trade", "Allow strategy to trade", "", true); parameters:setFlag("allow_trade", core.FLAG_ALLOW_TRADE); parameters:addString("account", "Account to trade on", "", ""); parameters:setFlag("account", core.FLAG_ACCOUNT); parameters:addString("allow_side", "Allow side", "", "both") parameters:addStringAlternative("allow_side", "Both", "", "both") parameters:addStringAlternative("allow_side", "Long/buy only", "", "buy") parameters:addStringAlternative("allow_side", "Short/sell only", "", "sell") parameters:addString("custom_id", "Custom ID", "", "id"); parameters:addBoolean("close_on_opposite", "Close on Opposite", "", true); if ENFORCE_POSITION_CAP ~= true then parameters:addBoolean("position_cap", "Position Cap", "", false); parameters:addInteger("no_of_positions", "Max # of open positions", "", 1); parameters:addInteger("no_of_buy_position", "Max # of buy positions", "", 1); parameters:addInteger("no_of_sell_position", "Max # of sell positions", "", 1); end if count == nil or count == 1 then parameters:addGroup("Position"); self:AddPositionParameters(parameters, "", ""); else for i = 1, count do parameters:addGroup("Position #" .. i); parameters:addBoolean("use_position_" .. i, "Open position #" .. i, "", i == 1); self:AddPositionParameters(parameters, "_" .. i, "#" .. i); end end end function trading:Prepare(name_only) if name_only then return; end end function trading:ExtUpdate(id, source, period) end function trading:OnNewModule(module) if module.Name == "Signaler" then self._signaler = module; end self._all_modules[#self._all_modules + 1] = module; end function trading:AsyncOperationFinished(cookie, success, message, message1, message2) local res = self._waiting_requests[cookie]; if res ~= nil then res.Finished = true; res.Success = success; if not success then res.Error = message; if self._signaler ~= nil then self._signaler:Signal(res.Error); else self:trace(res.Error); end elseif res.OnSuccess ~= nil then res:OnSuccess(); end self._waiting_requests[cookie] = nil; elseif cookie == self._order_update_id then for _, order in ipairs(self._monitored_orders) do if order.RequestID == message2 then order.FixStatus = message1; end end elseif cookie == self._ids_start + 2 then if not success then if self._signaler ~= nil then self._signaler:Signal("Close order failed: " .. message); else self:trace("Close order failed: " .. message); end end end end function trading:getOppositeSide(side) if side == "B" then return "S"; end return "B"; end function trading:getId() for id = self._ids_start, self._ids_start + 100 do if self._waiting_requests[id] == nil then return id; end end return self._ids_start; end function trading:CreateStopOrder(trade, stop_rate, trailing) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = stop_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "S"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; valuemap.TrailUpdatePips = trailing; else valuemap.OrderType = "SE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed create stop " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; self._request_id[trade.TradeID] = msg; return res; end function trading:CreateLimitOrder(trade, limit_rate) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = limit_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "L"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; else valuemap.OrderType = "LE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local success, msg = terminal:execute(200, valuemap); if not(success) then terminal:alertMessage(trade.Instrument, limit_rate, "Failed create limit " .. msg, core.now()); else self._request_id[trade.TradeID] = msg; end end function trading:ChangeOrder(order, rate, trailing) local min_change = core.host:findTable("offers"):find("Instrument", order.Instrument).PointSize; if math.abs(rate - order.Rate) > min_change then self:trace(string.format("Changing an order to %s", tostring(rate))); -- stop exists local valuemap = core.valuemap(); valuemap.Command = "EditOrder"; valuemap.AcctID = order.AccountID; valuemap.OrderID = order.OrderID; valuemap.TrailUpdatePips = trailing; valuemap.Rate = rate; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed change order " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end local res = {}; res.Finished = true; res.Success = true; return res; end function trading:IsLimitOrder(order) local order_type = order.Type; if order_type == "L" or order_type == "LT" or order_type == "LTE" then return true; end return order.ContingencyType == 3 and order_type == "LE"; end function trading:IsStopOrder(order) local order_type = order.Type; if order_type == "S" or order_type == "ST" or order_type == "STE" then return true; end return order.ContingencyType == 3 and order_type == "SE"; end function trading:IsLimitOrderType(order_type) return order_type == "L" or order_type == "LE" or order_type == "LT" or order_type == "LTE"; end function trading:IsStopOrderType(order_type) return order_type == "S" or order_type == "SE" or order_type == "ST" or order_type == "STE"; end function trading:FindLimitOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.LimitOrderID ~= nil and trade.LimitOrderID ~= "" then order_id = trade.LimitOrderID; self:trace("Using limit order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching limit order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:IsLimitOrder(row) and self._used_limit_orders[row.OrderID] ~= true then self._used_limit_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:FindStopOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.StopOrderID ~= nil and trade.StopOrderID ~= "" then order_id = trade.StopOrderID; self:trace("Using stop order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching stop order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:IsStopOrder(row) and self._used_stop_orders[row.OrderID] ~= true then self._used_stop_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:MoveStop(trade, stop_rate, trailing) local order = self:FindStopOrder(trade); if order == nil then if trailing == 0 then trailing = nil; end return self:CreateStopOrder(trade, stop_rate, trailing); else if trailing == 0 then if order.TrlMinMove ~= 0 then trailing = order.TrlMinMove else trailing = nil; end end return self:ChangeOrder(order, stop_rate, trailing); end end function trading:MoveLimit(trade, limit_rate) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("Limit order not found, creating a new one"); return self:CreateLimitOrder(trade, limit_rate); else return self:ChangeOrder(order, limit_rate); end end function trading:RemoveStop(trade) self:trace("Searching for a stop"); local order = self:FindStopOrder(trade); if order == nil then self:trace("No stop"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:RemoveLimit(trade) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("No limit"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:DeleteOrder(order) self:trace(string.format("Deleting order %s", order.OrderID)); local valuemap = core.valuemap(); valuemap.Command = "DeleteOrder"; valuemap.OrderID = order.OrderID; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Delete order failed: " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end function trading:GetCustomID(qtxt) if qtxt == nil then return nil; end local metadata = self:GetMetadata(qtxt); if metadata == nil then return qtxt; end return metadata.CustomID; end function trading:FindOrder() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenRate(rate) self.Rate = rate; return self; end function search:WhenOrderType(orderType) self.OrderType = orderType; return self; end function search:Do(action) local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Summ(action) local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local summ = 0 while (row ~= nil) do if self:PassFilter(row) then summ = summ + action(row); end row = enum:next(); end return summ; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Rate == self.Rate or not self.Rate) and (row.Type == self.OrderType or not self.OrderType); end function search:All() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local orders = {}; while (row ~= nil) do if self:PassFilter(row) then orders[#orders + 1] = row; end row = enum:next(); end return orders; end function search:First() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end function search:Count() local count = 0; local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then count = count + 1; end row = enum:next(); end return count; end return search; end function trading:FindTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpen(open) self.Open = open; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:Do(action) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Summ(action) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local summ = 0 while (row ~= nil) do if self:PassFilter(row) then summ = summ + action(row); end row = enum:next(); end return summ; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Open == self.Open or not self.Open) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:All() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:Any() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:Count() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0; while (row ~= nil) do if self:PassFilter(row) then count = count + 1; end row = enum:next(); end return count; end function search:First() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:FindClosedTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:WhenTradeIDRemain(trade_id_remain) self.TradeIDRemain = trade_id_remain; return self; end function search:WhenCloseOrderID(close_order_id) self.CloseOrderID = close_order_id; return self; end function search:PassFilter(row) if self.TradeIDRemain ~= nil and row.TradeIDRemain ~= self.TradeIDRemain then return false; end if self.CloseOrderID ~= nil and row.CloseOrderID ~= self.CloseOrderID then return false; end return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:Do(action) local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Any() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:All() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:First() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:ParialClose(trade, amount) -- not finished local account = core.host:findTable("accounts"):find("AccountID", trade.AccountID); local id = self:getId(); if account.Hedging == "Y" then 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 = math.min(amount, trade.Lot); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end local valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.Quantity = math.min(amount, trade.Lot); valuemap.BuySell = trading:getOppositeSide(trade.BS); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end function trading:ClosePartialSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:ClosePartialFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end function trading:Close(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(self._ids_start + 3, valuemap); if not(success) then if self._signaler ~= nil then self._signaler:Signal("Close failed: " .. msg); end return false; end return true; end function trading:ObjectToJson(obj) 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:AddTable(name, value) local str = trading:ObjectToJson(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(str)); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(obj) 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" then --do nothing elseif stype == "table" then json:AddTable(idx, t); else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end function trading:CreateEntryOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:IsOrderExecuted() return self.FixStatus ~= nil and self.FixStatus == "F"; end function res:GetOrder() if self._order == nil then self._order = core.host:findTable("orders"):find("RequestID", self.RequestID); if self._order == nil then return nil; end end if not self._order:refresh() then return nil; end return self._order; end function res:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:CreateEntryOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetOrder() return nil; end function res:GetTrade() return nil; end function res:GetClosedTrade() return nil; end function res:IsOrderExecuted() return false; end return res; end function trading:EntryOrder(instrument) local builder = {}; builder.Offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OfferID = builder.Offer.OfferID; builder.valuemap.AcctID = self._account; function builder:_GetBaseUnitSize() if self._base_size == nil then self._base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); end return self._base_size; end function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) self.amount = amount; return self; end function builder:SetRiskPercentOfEquityAmount(percent) self._RiskPercentOfEquityAmount = percent; return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; return self; end function builder:UpdateOrderType() if self.valuemap.BuySell == nil or self.valuemap.Rate == nil then return; end if self.valuemap.BuySell == "B" then self.valuemap.OrderType = self.Offer.Ask > self.valuemap.Rate and "LE" or "SE"; else self.valuemap.OrderType = self.Offer.Bid > self.valuemap.Rate and "SE" or "LE"; end end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; self:UpdateOrderType(); return self; end function builder:SetRate(rate) self.valuemap.Rate = rate; self:UpdateOrderType(); return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "M"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:UseDefaultCustomId() self.valuemap.CustomID = self.Parent.CustomID; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:BuildValueMap() self.valuemap.Quantity = self.amount * self:_GetBaseUnitSize(); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local used_equity = equity * self._PercentOfEquityAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * self:_GetBaseUnitSize(); elseif self._RiskPercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._RiskPercentOfEquityAmount / 100.0; assert(self.valuemap.RateStop ~= nil, "Only absolute stop is supported"); local stop = math.abs(self.valuemap.RateStop - self.valuemap.Rate) / self.Offer.PointSize; local possible_loss = self.Offer.PipCost * stop; self.valuemap.Quantity = math.floor(affordable_loss / possible_loss) * self:_GetBaseUnitSize(); end return self.valuemap; end function builder:Execute() self:BuildValueMap(); local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateEntryOrderFailResult(message); end local res = trading:CreateEntryOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:StoreMarketOrderResults(res) local str = "["; for i, t in ipairs(res) do local json = t:ToJSON(); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function trading:RestoreMarketOrderResults(str) local results = {}; local position = 2; local result; while (position < str:len()) do local ch = string.sub(str, position, position); if ch == "{" then result = trading:CreateMarketOrderSuccessResult(); position = position + 1; elseif ch == "}" then results[#results + 1] = result; result = nil; position = position + 1; elseif ch == "," then position = position + 1; else local name, value = string.match(str, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return results; end function trading:CreateMarketOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() 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(self) 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 return res; end function trading:CreateMarketOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetTrade() return nil; end return res; end function trading:MarketOrder(instrument) local builder = {}; local offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Offer = offer; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OrderType = "OM"; builder.valuemap.OfferID = offer.OfferID; builder.valuemap.AcctID = self._account; function builder:_GetBaseUnitSize() if self._base_size == nil then self._base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); end return self._base_size; end function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) self._amount = amount; return self; end function builder:SetRiskPercentOfEquityAmount(percent) self._RiskPercentOfEquityAmount = percent; return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; return self; end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "O"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:FillFields() local base_size = self:_GetBaseUnitSize(); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local used_equity = equity * self._PercentOfEquityAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * base_size; elseif self._RiskPercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._RiskPercentOfEquityAmount / 100.0; assert(self.valuemap.PegPriceOffsetPipsStop ~= nil, "Only pip stop are supported"); local possible_loss = self.Offer.PipCost * self.valuemap.PegPriceOffsetPipsStop; self.valuemap.Quantity = math.floor(affordable_loss / possible_loss) * base_size; else self.valuemap.Quantity = self._amount * base_size; end end function builder:Execute() self.Parent:trace(string.format("Creating %s OM for %s", self.valuemap.BuySell, self.Instrument)); self:FillFields(); local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateMarketOrderFailResult(message); end local res = trading:CreateMarketOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:ReadValue(json, position) local whaitFor = ""; local start = position; while (position < json:len() + 1) do local ch = string.sub(json, position, position); position = position + 1; if ch == "\"" then start = position - 1; whaitFor = ch; break; elseif ch == "{" then start = position - 1; whaitFor = "}"; break; elseif ch == "," or ch == "}" then return string.sub(json, start, position - 2), position - 1; end end while (position < json:len() + 1) do local ch = string.sub(json, position, position); position = position + 1; if ch == whaitFor then return string.sub(json, start, position - 1), position; end end return "", position; end function trading:JsonToObject(json) local position = 1; local result; local results; while (position < json:len() + 1) do local ch = string.sub(json, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then if results ~= nil then position = position + 1; results[#results + 1] = result; else return result; end elseif ch == "," then position = position + 1; elseif ch == "[" then position = position + 1; results = {}; elseif ch == "]" then return results; else if result == nil then return nil; end local name = string.match(json, '"([^"]+)":', position); local value, new_pos = trading:ReadValue(json, position + name:len() + 3); position = new_pos; if value == "false" then result[name] = false; elseif value == "true" then result[name] = true; else if string.sub(value, 1, 1) == "\"" then result[name] = value:sub(2, value:len() - 1); elseif string.sub(value, 1, 1) == "{" then result[name] = trading:JsonToObject(value); else result[name] = tonumber(value); end end end end return nil; end function trading:GetMetadata(qtxt) if qtxt == "" then return nil; end local position = 1; local result; while (position < qtxt:len() + 1) do local ch = string.sub(qtxt, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then return result; elseif ch == "," then position = position + 1; else if result == nil then return nil; end local name, value = string.match(qtxt, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return nil; end function trading:GetTradeMetadata(trade) return self:GetMetadata(trade.QTXT); end trading:RegisterModule(Modules);