-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=2791 --+------------------------------------------------------------------+ --| Copyright © 2019, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() strategy:name("Set stop by fractals") strategy:description("Strategy changes stop followiung to the fractals") strategy.parameters:addGroup("Fractal Parameters") strategy.parameters:addInteger("Frame", "Number of bars for fractals (Odd)", "", 5, 3, 99) strategy.parameters:addGroup("Stop Parameters") strategy.parameters:addInteger("Indent", "Indent from fractal", "", 0, 0, 1000) strategy.parameters:addBoolean("MoveBack", "Move stop back", "", false) strategy.parameters:addString("Type", "Price type", "", "Bid") strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid") strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask") strategy.parameters:addString("Period", "Timeframe", "", "m1") strategy.parameters:setFlag("Period", core.FLAG_PERIODS) strategy.parameters:addGroup("Trade") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) strategy.parameters:addString("Trade", "Choose Trade", "", "") strategy.parameters:setFlag("Trade", core.FLAG_TRADE) end local tradeExist = true local first = true local stopOrder = nil -- the identifier of the stop order local tsource = nil local timer local minChange local executing = false local CanClose function Prepare(onlyName) local name name = profile:id() .. "(" .. instance.bid:instrument() .. "[" .. instance.parameters.Period .. "]" .. "," .. instance.parameters.Frame .. "," .. "," .. instance.parameters.Indent .. "," .. instance.parameters.Trade .. ")" instance:name(name) if onlyName then return end minChange = math.pow(10, -instance.bid:getPrecision()) trade = core.host:findTable("trades"):find("TradeID", instance.parameters.Trade) if trade ~= nil then CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), trade.AccountID) end ExtSetupSignal(name .. ":", true) tsource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == "Bid", "bar") end function ExtUpdate(id, source, period) if id == 1 and tradeExist and trade ~= nil then local Shift = math.floor(instance.parameters.Frame / 2) if period > tsource:first() + instance.parameters.Frame then -- check whether trade exists local trade, order if not (core.host:execute("isTableFilled", "trades")) then core.host:trace("not filled") -- relogin?? return end trade = core.host:findTable("trades"):find("TradeID", instance.parameters.Trade) if trade == nil then tradeExist = false terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Trade " .. instance.parameters.Trade .. " disappear", instance.bid:date(NOW) ) core.host:execute("stop") return end local stopValue, valuemap, success, msg local stopSide local Fl = true if trade.BS == "B" then for i = 1, Shift, 1 do if tsource.low[period - i - Shift] <= tsource.low[period - Shift] or tsource.low[period + i - Shift] <= tsource.low[period - Shift] then Fl = false end end if Fl == true then stopValue = tsource.low[period - Shift] - instance.parameters.Indent * instance.bid:pipSize() if instance.parameters.MoveBack == false then if trade.StopOrderID ~= "" and trade.StopOrderID ~= nil then if stopValue < trade.Stop then return end end end else return end stopSide = "S" if stopValue >= instance.bid[NOW] then return end else for i = 1, Shift, 1 do if tsource.high[period - i - Shift] >= tsource.high[period - Shift] or tsource.high[period + i - Shift] >= tsource.high[period - Shift] then Fl = false end end if Fl == true then stopValue = tsource.high[period - Shift] + instance.parameters.Indent * instance.bid:pipSize() if instance.parameters.MoveBack == false then if trade.StopOrderID ~= "" and trade.StopOrderID ~= nil then if stopValue > trade.Stop then return end end end else return end stopSide = "B" if stopValue <= instance.ask[NOW] then return end end if instance.parameters.AllowTrade then if CanClose then if trade.StopOrderID == "" or trade.StopOrderID == nil then valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "S" valuemap.OfferID = trade.OfferID valuemap.AcctID = trade.AccountID valuemap.TradeID = trade.TradeID valuemap.Quantity = trade.Lot valuemap.Rate = stopValue valuemap.BuySell = stopSide executing = true success, msg = terminal:execute(200, valuemap) if not (success) then executing = false terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW) ) end else if math.abs(stopValue - trade.Stop) > minChange then -- stop exists valuemap = core.valuemap() valuemap.Command = "EditOrder" valuemap.AcctID = trade.AccountID valuemap.OrderID = trade.StopOrderID valuemap.Rate = stopValue executing = true success, msg = terminal:execute(200, valuemap) if not (success) then executing = false terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Failed change stop " .. msg, instance.bid:date(NOW) ) end end end else local order = nil local rate local enum, row enum = core.host:findTable("orders"):enumerator() row = enum:next() while (row ~= nil) do if row.OfferID == trade.OfferID and row.AccountID == trade.AccountID and row.BS == stopSide and row.NetQuantity and row.Type == "SE" then order = row.OrderID rate = row.Rate end row = enum:next() end if order == nil then valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "SE" valuemap.OfferID = trade.OfferID valuemap.AcctID = trade.AccountID valuemap.TradeID = trade.TradeID valuemap.NetQtyFlag = "y" valuemap.Rate = stopValue valuemap.BuySell = stopSide executing = true success, msg = terminal:execute(200, valuemap) if not (success) then executing = false terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW) ) end else if math.abs(stopValue - trade.Stop) > minChange then -- stop exists valuemap = core.valuemap() valuemap.Command = "EditOrder" valuemap.OfferID = trade.OfferID valuemap.AcctID = trade.AccountID valuemap.OrderID = order valuemap.Rate = stopValue executing = true success, msg = terminal:execute(200, valuemap) if not (success) then executing = false terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Failed change stop " .. msg, instance.bid:date(NOW) ) end end end end end end end end function ExtAsyncOperationFinished(id, success, message) if id == 200 then executing = false if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Failed create/change stop " .. message, instance.bid:date(NOW) ) end end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")