-- Id: 15643 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=63248 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("FX Prime Strategy") strategy:description("") strategy:setTag("Version", "2"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Price") strategy.parameters:addString("Type", "Price Type", "", "Bid") strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid") strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask") strategy.parameters:addGroup("1. Time Frame Calculation") strategy.parameters:addString("TF1", "Time frame", "", "H1") strategy.parameters:setFlag("TF1", core.FLAG_PERIODS) strategy.parameters:addDouble("AngleTreshold1", "AngleTreshold", "", 0.2) strategy.parameters:addInteger("RSI_Period1", "RSI_Period", "", 8) strategy.parameters:addString("RSI_Price1", "Price for RSI", "", "close") strategy.parameters:addStringAlternative("RSI_Price1", "open", "", "open") strategy.parameters:addStringAlternative("RSI_Price1", "open", "", "close") strategy.parameters:addStringAlternative("RSI_Price1", "high", "", "high") strategy.parameters:addStringAlternative("RSI_Price1", "low", "", "low") strategy.parameters:addString("chk_rsi1", "chk_rsi", "", "false") strategy.parameters:addStringAlternative("chk_rsi1", "true", "", "true") strategy.parameters:addStringAlternative("chk_rsi1", "false", "", "false") strategy.parameters:addString("check_ema_angle1", "check_ema_angle", "", "true") strategy.parameters:addStringAlternative("check_ema_angle1", "true", "", "true") strategy.parameters:addStringAlternative("check_ema_angle1", "false", "", "false") strategy.parameters:addString("display_fxprime_short1", "display_fxprime_short", "", "true") strategy.parameters:addStringAlternative("display_fxprime_short1", "true", "", "true") strategy.parameters:addStringAlternative("display_fxprime_short1", "false", "", "false") strategy.parameters:addString("display_fxprime_long1", "display_fxprime_long", "", "true") strategy.parameters:addStringAlternative("display_fxprime_long1", "true", "", "true") strategy.parameters:addStringAlternative("display_fxprime_long1", "false", "", "false") strategy.parameters:addString("display_fxprime_exit1", "display_fxprime_exit", "", "true") strategy.parameters:addStringAlternative("display_fxprime_exit1", "true", "", "true") strategy.parameters:addStringAlternative("display_fxprime_exit1", "false", "", "false") strategy.parameters:addInteger("indicator_period1", "indicator_period", "", 0) strategy.parameters:addInteger("previous_shift1", "previous_shift", "", 1) strategy.parameters:addInteger("cci_period1", "cci_period", "", 50) strategy.parameters:addInteger("long_period1", "long_period", "", 170) strategy.parameters:addInteger("short_rsi1", "short_rsi", "", 8) strategy.parameters:addInteger("long_rsi1", "long_rsi", "", 14) strategy.parameters:addInteger("filter_out_cci1", "filter_out_cci", "", 5) strategy.parameters:addDouble("filter_out_long1", "filter_out_long", "", 165) strategy.parameters:addDouble("filter_out_short1", "filter_out_short", "", -165) strategy.parameters:addDouble("exit_cci_cross_long1", "exit_cci_cross_long", "", 0) strategy.parameters:addDouble("exit_cci_cross_short1", "exit_cci_cross_short", "", 0) strategy.parameters:addDouble("long_rsi_cross1", "long_rsi_cross", "", 55) strategy.parameters:addDouble("short_rsi_cross1", "short_rsi_cross", "", 45) strategy.parameters:addDouble("small_long_cci_cross1", "small_long_cci_cross", "", 30) strategy.parameters:addDouble("small_short_cci_cross1", "small_short_cci_cross", "", -30) strategy.parameters:addDouble("large_long_cci_cross1", "large_long_cci_cross", "", 25) strategy.parameters:addDouble("large_short_cci_cross1", "large_short_cci_cross", "", -25) strategy.parameters:addInteger("sto_K1", "sto_K", "", 5) strategy.parameters:addInteger("sto_D1", "sto_D", "", 3) strategy.parameters:addInteger("sto_S1", "sto_S", "", 3) strategy.parameters:addInteger("adx_period1", "adx_period", "", 20) strategy.parameters:addDouble("adx_level1", "adx_level", "", 15) strategy.parameters:addString("chk_adx1", "chk_adx", "", "false") strategy.parameters:addStringAlternative("chk_adx1", "true", "", "true") strategy.parameters:addStringAlternative("chk_adx1", "false", "", "false") strategy.parameters:addString("CCI_Price1", "Price for CCI", "", "typical") strategy.parameters:addStringAlternative("CCI_Price1", "open", "", "open") strategy.parameters:addStringAlternative("CCI_Price1", "open", "", "close") strategy.parameters:addStringAlternative("CCI_Price1", "high", "", "high") strategy.parameters:addStringAlternative("CCI_Price1", "low", "", "low") strategy.parameters:addStringAlternative("CCI_Price1", "low", "", "typical") strategy.parameters:addInteger("ea_EMAPeriod1", "ea_EMAPeriod", "", 34) strategy.parameters:addDouble("ea_AngleTreshold1", "ea_AngleTreshold", "", 0.2) strategy.parameters:addInteger("ea_StartEMAShift1", "ea_StartEMAShift", "", 6) strategy.parameters:addInteger("ea_EndEMAShift1", "ea_EndEMAShift", "", 0) strategy.parameters:addString("display_ema_angle1", "display_ema_angle", "", "false") strategy.parameters:addStringAlternative("display_ema_angle1", "true", "", "true") strategy.parameters:addStringAlternative("display_ema_angle1", "false", "", "false") strategy.parameters:addInteger("EMAPeriod1", "EMAPeriod", "", 34) strategy.parameters:addInteger("StartEMAShift1", "StartEMAShift", "", 6) strategy.parameters:addInteger("EndEMAShift1", "EndEMAShift", "", 0) strategy.parameters:addGroup("2. Time Frame Calculation") strategy.parameters:addString("TF2", "Time frame", "", "H4") strategy.parameters:setFlag("TF2", core.FLAG_PERIODS) strategy.parameters:addDouble("AngleTreshold2", "AngleTreshold", "", 0.2) strategy.parameters:addInteger("RSI_Period2", "RSI_Period", "", 8) strategy.parameters:addString("RSI_Price2", "Price for RSI", "", "close") strategy.parameters:addStringAlternative("RSI_Price2", "open", "", "open") strategy.parameters:addStringAlternative("RSI_Price2", "open", "", "close") strategy.parameters:addStringAlternative("RSI_Price2", "high", "", "high") strategy.parameters:addStringAlternative("RSI_Price2", "low", "", "low") strategy.parameters:addString("chk_rsi2", "chk_rsi", "", "false") strategy.parameters:addStringAlternative("chk_rsi2", "true", "", "true") strategy.parameters:addStringAlternative("chk_rsi2", "false", "", "false") strategy.parameters:addString("check_ema_angle2", "check_ema_angle", "", "true") strategy.parameters:addStringAlternative("check_ema_angle2", "true", "", "true") strategy.parameters:addStringAlternative("check_ema_angle2", "false", "", "false") strategy.parameters:addString("display_fxprime_short2", "display_fxprime_short", "", "true") strategy.parameters:addStringAlternative("display_fxprime_short2", "true", "", "true") strategy.parameters:addStringAlternative("display_fxprime_short2", "false", "", "false") strategy.parameters:addString("display_fxprime_long2", "display_fxprime_long", "", "true") strategy.parameters:addStringAlternative("display_fxprime_long2", "true", "", "true") strategy.parameters:addStringAlternative("display_fxprime_long2", "false", "", "false") strategy.parameters:addString("display_fxprime_exit2", "display_fxprime_exit", "", "true") strategy.parameters:addStringAlternative("display_fxprime_exit2", "true", "", "true") strategy.parameters:addStringAlternative("display_fxprime_exit2", "false", "", "false") strategy.parameters:addInteger("indicator_period2", "indicator_period", "", 0) strategy.parameters:addInteger("previous_shift2", "previous_shift", "", 1) strategy.parameters:addInteger("cci_period2", "cci_period", "", 50) strategy.parameters:addInteger("long_period2", "long_period", "", 170) strategy.parameters:addInteger("short_rsi2", "short_rsi", "", 8) strategy.parameters:addInteger("long_rsi2", "long_rsi", "", 14) strategy.parameters:addInteger("filter_out_cci2", "filter_out_cci", "", 5) strategy.parameters:addDouble("filter_out_long2", "filter_out_long", "", 165) strategy.parameters:addDouble("filter_out_short2", "filter_out_short", "", -165) strategy.parameters:addDouble("exit_cci_cross_long2", "exit_cci_cross_long", "", 0) strategy.parameters:addDouble("exit_cci_cross_short2", "exit_cci_cross_short", "", 0) strategy.parameters:addDouble("long_rsi_cross2", "long_rsi_cross", "", 55) strategy.parameters:addDouble("short_rsi_cross2", "short_rsi_cross", "", 45) strategy.parameters:addDouble("small_long_cci_cross2", "small_long_cci_cross", "", 30) strategy.parameters:addDouble("small_short_cci_cross2", "small_short_cci_cross", "", -30) strategy.parameters:addDouble("large_long_cci_cross2", "large_long_cci_cross", "", 25) strategy.parameters:addDouble("large_short_cci_cross2", "large_short_cci_cross", "", -25) strategy.parameters:addInteger("sto_K2", "sto_K", "", 5) strategy.parameters:addInteger("sto_D2", "sto_D", "", 3) strategy.parameters:addInteger("sto_S2", "sto_S", "", 3) strategy.parameters:addInteger("adx_period2", "adx_period", "", 20) strategy.parameters:addDouble("adx_level2", "adx_level", "", 15) strategy.parameters:addString("chk_adx2", "chk_adx2", "", "false") strategy.parameters:addStringAlternative("chk_adx2", "true", "", "true") strategy.parameters:addStringAlternative("chk_adx2", "false", "", "false") strategy.parameters:addString("CCI_Price2", "Price for CCI", "", "typical") strategy.parameters:addStringAlternative("CCI_Price2", "open", "", "open") strategy.parameters:addStringAlternative("CCI_Price2", "open", "", "close") strategy.parameters:addStringAlternative("CCI_Price2", "high", "", "high") strategy.parameters:addStringAlternative("CCI_Price2", "low", "", "low") strategy.parameters:addStringAlternative("CCI_Price2", "low", "", "typical") strategy.parameters:addInteger("ea_EMAPeriod2", "ea_EMAPeriod", "", 34) strategy.parameters:addDouble("ea_AngleTreshold2", "ea_AngleTreshold", "", 0.2) strategy.parameters:addInteger("ea_StartEMAShift2", "ea_StartEMAShift", "", 6) strategy.parameters:addInteger("ea_EndEMAShift2", "ea_EndEMAShift", "", 0) strategy.parameters:addString("display_ema_angle2", "display_ema_angle", "", "false") strategy.parameters:addStringAlternative("display_ema_angle2", "true", "", "true") strategy.parameters:addStringAlternative("display_ema_angle2", "false", "", "false") strategy.parameters:addInteger("EMAPeriod2", "EMAPeriod", "", 34) strategy.parameters:addInteger("StartEMAShift2", "StartEMAShift", "", 6) strategy.parameters:addInteger("EndEMAShift2", "EndEMAShift", "", 0) CreateTradingParameters() end function CreateTradingParameters() strategy.parameters:addGroup("Trading Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) strategy.parameters:addString("ExecutionType", "End of Turn / Live", "", "End of Turn") strategy.parameters:addStringAlternative("ExecutionType", "End of Turn", "", "End of Turn") strategy.parameters:addStringAlternative("ExecutionType", "Live", "", "Live") strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true) strategy.parameters:addString( "CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "MTFTMA" ) strategy.parameters:addInteger( "MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2, 1, 100 ) strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1, 1, 100) strategy.parameters:addString( "ALLOWEDSIDE", "Allowed side", "Allowed side for trading or signaling, can be Sell, Buy or Both", "Both" ) strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Both", "", "Both") strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Buy", "", "Buy") strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Sell", "", "Sell") strategy.parameters:addString("Direction", "Type of Signal / Trade", "", "direct") strategy.parameters:addStringAlternative("Direction", "Direct", "", "direct") strategy.parameters:addStringAlternative("Direction", "Reverse", "", "reverse") strategy.parameters:addString("Account", "Account to trade on", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1, 1, 1000000); strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false) strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false) strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false) -- strategy.parameters:addBoolean("Exit", "Use Optional Exit", "", false); strategy.parameters:addGroup("Alerts") strategy.parameters:addBoolean("ShowAlert", "ShowAlert", "", true) strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false) strategy.parameters:addFile("SoundFile", "Sound File", "", "") strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND) strategy.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", true) strategy.parameters:addBoolean("SendEmail", "Send Email", "", false) strategy.parameters:addString("Email", "Email", "", "") strategy.parameters:setFlag("Email", core.FLAG_EMAIL) strategy.parameters:addGroup("Time Parameters") strategy.parameters:addInteger("ToTime", "Convert the date to", "", 6) strategy.parameters:addIntegerAlternative("ToTime", "EST", "", 1) strategy.parameters:addIntegerAlternative("ToTime", "UTC", "", 2) strategy.parameters:addIntegerAlternative("ToTime", "Local", "", 3) strategy.parameters:addIntegerAlternative("ToTime", "Server", "", 4) strategy.parameters:addIntegerAlternative("ToTime", "Financial", "", 5) strategy.parameters:addIntegerAlternative("ToTime", "Display", "", 6) strategy.parameters:addString("StartTime", "Start Time for Trading", "", "00:00:00") strategy.parameters:addString("StopTime", "Stop Time for Trading", "", "24:00:00") strategy.parameters:addBoolean("UseMandatoryClosing", "Use Mandatory Closing", "", false) strategy.parameters:addString("ExitTime", "Mandatory Closing Time", "", "23:59:00") strategy.parameters:addInteger("ValidInterval", "Valid interval for operation in second", "", 60) end local Source1, Source2, TickSource local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition local SoundFile = nil local RecurrentSound = false local ALLOWEDSIDE local AllowTrade local Offer local CanClose local Account local Amount local SetLimit local Limit local SetStop local Stop local TrailingStop local ShowAlert local Email local SendEmail local BaseSize local ExecutionType local CloseOnOpposite local first local Direction local CustomID local LongColor local ShortColor local ExitColor local NeutralColor local Indicator1, Indicator2 local Parameters1 = {} local Parameters2 = {} local OpenTime, CloseTime, ExitTime local ValidInterval, UseMandatoryClosing local ToTime function Add1() Parameters1[1] = instance.parameters.RSI_Price1 Parameters1[2] = instance.parameters.chk_rsi1 Parameters1[3] = instance.parameters.check_ema_angle1 Parameters1[4] = instance.parameters.display_fxprime_short1 Parameters1[5] = instance.parameters.display_fxprime_long1 Parameters1[6] = instance.parameters.display_fxprime_exit1 Parameters1[7] = instance.parameters.indicator_period1 Parameters1[8] = instance.parameters.previous_shift1 Parameters1[9] = instance.parameters.cci_period1 Parameters1[10] = instance.parameters.long_period1 Parameters1[11] = instance.parameters.short_rsi1 Parameters1[12] = instance.parameters.long_rsi1 Parameters1[13] = instance.parameters.filter_out_cci1 Parameters1[14] = instance.parameters.filter_out_long1 Parameters1[15] = instance.parameters.filter_out_short1 Parameters1[16] = instance.parameters.exit_cci_cross_long1 Parameters1[17] = instance.parameters.exit_cci_cross_short1 Parameters1[18] = instance.parameters.long_rsi_cross1 Parameters1[19] = instance.parameters.short_rsi_cross1 Parameters1[20] = instance.parameters.small_long_cci_cross1 Parameters1[21] = instance.parameters.small_short_cci_cross1 Parameters1[22] = instance.parameters.large_long_cci_cross1 Parameters1[23] = instance.parameters.large_short_cci_cross1 Parameters1[24] = instance.parameters.sto_K1 Parameters1[25] = instance.parameters.sto_D1 Parameters1[26] = instance.parameters.sto_S1 Parameters1[27] = instance.parameters.adx_period1 Parameters1[28] = instance.parameters.adx_level1 Parameters1[29] = instance.parameters.chk_adx1 Parameters1[30] = instance.parameters.CCI_Price1 Parameters1[31] = instance.parameters.ea_EMAPeriod1 Parameters1[32] = instance.parameters.ea_AngleTreshold1 Parameters1[33] = instance.parameters.ea_StartEMAShift1 Parameters1[34] = instance.parameters.ea_EndEMAShift1 Parameters1[35] = instance.parameters.display_ema_angle1 Parameters1[36] = instance.parameters.EMAPeriod1 Parameters1[37] = instance.parameters.StartEMAShift1 Parameters1[38] = instance.parameters.EndEMAShift1 Parameters1[39] = instance.parameters.AngleTreshold1 Parameters1[40] = instance.parameters.RSI_Period1 end function Add2() Parameters2[1] = instance.parameters.RSI_Price2 Parameters2[2] = instance.parameters.chk_rsi2 Parameters2[3] = instance.parameters.check_ema_angle2 Parameters2[4] = instance.parameters.display_fxprime_short2 Parameters2[5] = instance.parameters.display_fxprime_long2 Parameters2[6] = instance.parameters.display_fxprime_exit2 Parameters2[7] = instance.parameters.indicator_period2 Parameters2[8] = instance.parameters.previous_shift2 Parameters2[9] = instance.parameters.cci_period2 Parameters2[10] = instance.parameters.long_period2 Parameters2[11] = instance.parameters.short_rsi2 Parameters2[12] = instance.parameters.long_rsi2 Parameters2[13] = instance.parameters.filter_out_cci2 Parameters2[14] = instance.parameters.filter_out_long2 Parameters2[15] = instance.parameters.filter_out_short2 Parameters2[16] = instance.parameters.exit_cci_cross_long2 Parameters2[17] = instance.parameters.exit_cci_cross_short2 Parameters2[18] = instance.parameters.long_rsi_cross2 Parameters2[19] = instance.parameters.short_rsi_cross2 Parameters2[20] = instance.parameters.small_long_cci_cross2 Parameters2[21] = instance.parameters.small_short_cci_cross2 Parameters2[22] = instance.parameters.large_long_cci_cross2 Parameters2[23] = instance.parameters.large_short_cci_cross2 Parameters2[24] = instance.parameters.sto_K2 Parameters2[25] = instance.parameters.sto_D2 Parameters2[26] = instance.parameters.sto_S2 Parameters2[27] = instance.parameters.adx_period2 Parameters2[28] = instance.parameters.adx_level2 Parameters2[29] = instance.parameters.chk_adx2 Parameters2[30] = instance.parameters.CCI_Price2 Parameters2[31] = instance.parameters.ea_EMAPeriod2 Parameters2[32] = instance.parameters.ea_AngleTreshold2 Parameters2[33] = instance.parameters.ea_StartEMAShift2 Parameters2[34] = instance.parameters.ea_EndEMAShift2 Parameters2[35] = instance.parameters.display_ema_angle2 Parameters2[36] = instance.parameters.EMAPeriod2 Parameters2[37] = instance.parameters.StartEMAShift2 Parameters2[38] = instance.parameters.EndEMAShift2 Parameters2[39] = instance.parameters.AngleTreshold2 Parameters2[40] = instance.parameters.RSI_Period2 end function Prepare(nameOnly) CustomID = instance.parameters.CustomID ExecutionType = instance.parameters.ExecutionType CloseOnOpposite = instance.parameters.CloseOnOpposite MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition Direction = instance.parameters.Direction == "direct" LongColor = core.rgb(0, 255, 0) ShortColor = core.rgb(255, 0, 0) ExitColor = core.rgb(0, 0, 255) NeutralColor = core.rgb(128, 128, 128) --parameters 1 Add1() Add2() assert(instance.parameters.TF ~= "t1", "The time frame must not be tick") local name name = profile:id() .. "( " .. instance.bid:name() .. "," .. CustomID .. " )" instance:name(name) PrepareTrading() if nameOnly then return end assert(core.indicators:findIndicator("FXPRIMEBAR") ~= nil, "Please, download and install FXPRIMEBAR.LUA indicator") if ExecutionType == "Live" then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") end Source1 = ExtSubscribe(2, nil, instance.parameters.TF1, instance.parameters.Type == "Bid", "bar") Source2 = ExtSubscribe(3, nil, instance.parameters.TF2, instance.parameters.Type == "Bid", "bar") Indicator1 = core.indicators:create( "FXPRIMEBAR", Source1, Parameters1[39], Parameters1[40], Parameters1[1], Parameters1[2], Parameters1[3], Parameters1[4], Parameters1[5], Parameters1[6], Parameters1[7], Parameters1[8], Parameters1[9], Parameters1[10], Parameters1[11], Parameters1[12], Parameters1[13], Parameters1[14], Parameters1[15], Parameters1[16], Parameters1[17], Parameters1[18], Parameters1[19], Parameters1[20], Parameters1[21], Parameters1[22], Parameters1[23], Parameters1[24], Parameters1[25], Parameters1[26], Parameters1[27], Parameters1[28], Parameters1[29], Parameters1[30], Parameters1[31], Parameters1[32], Parameters1[33], Parameters1[34], Parameters1[35], Parameters1[36], Parameters1[37], Parameters1[38], LongColor, ShortColor, ExitColor, NeutralColor ) Indicator2 = core.indicators:create( "FXPRIMEBAR", Source2, Parameters2[39], Parameters2[40], Parameters2[1], Parameters2[2], Parameters2[3], Parameters2[4], Parameters2[5], Parameters2[6], Parameters2[7], Parameters2[8], Parameters2[9], Parameters2[10], Parameters2[11], Parameters2[12], Parameters2[13], Parameters2[14], Parameters2[15], Parameters2[16], Parameters2[17], Parameters2[18], Parameters2[19], Parameters2[20], Parameters2[21], Parameters2[22], Parameters2[23], Parameters2[24], Parameters2[25], Parameters2[26], Parameters2[27], Parameters2[28], Parameters2[29], Parameters2[30], Parameters2[31], Parameters2[32], Parameters2[33], Parameters2[34], Parameters2[35], Parameters2[36], Parameters2[37], Parameters2[38], LongColor, ShortColor, ExitColor, NeutralColor ) ToTime = instance.parameters.ToTime ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing if ToTime == 1 then ToTime = core.TZ_EST elseif ToTime == 2 then ToTime = core.TZ_UTC elseif ToTime == 3 then ToTime = core.TZ_LOCAL elseif ToTime == 4 then ToTime = core.TZ_SERVER elseif ToTime == 5 then ToTime = core.TZ_FINANCIAL elseif ToTime == 6 then ToTime = core.TZ_TS end local valid OpenTime, valid = ParseTime(instance.parameters.StartTime) assert(valid, "Time " .. instance.parameters.StartTime .. " is invalid") CloseTime, valid = ParseTime(instance.parameters.StopTime) assert(valid, "Time " .. instance.parameters.StopTime .. " is invalid") ExitTime, valid = ParseTime(instance.parameters.ExitTime) assert(valid, "Time " .. instance.parameters.ExitTime .. " is invalid") if UseMandatoryClosing then core.host:execute("setTimer", 100, math.max(ValidInterval / 2, 1)) end end function ParseTime(time) local pos = string.find(time, ":") if pos == nil then return nil, false end local h = tonumber(string.sub(time, 1, pos - 1)) time = string.sub(time, pos + 1) pos = string.find(time, ":") if pos == nil then return nil, false end local m = tonumber(string.sub(time, 1, pos - 1)) local s = tonumber(string.sub(time, pos + 1)) return (h / 24.0 + m / 1440.0 + s / 86400.0), ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or -- time in ole format (h == 24 and m == 0 and s == 0)) -- validity flag end function InRange(now, openTime, closeTime) if openTime < closeTime then return now >= openTime and now <= closeTime; end if openTime > closeTime then return now > openTime or now < closeTime; end return now == openTime; end function PrepareTrading() ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE local PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile else SoundFile = nil end assert(not (PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be chosen") ShowAlert = instance.parameters.ShowAlert RecurrentSound = instance.parameters.RecurrentSound SendEmail = instance.parameters.SendEmail if SendEmail then Email = instance.parameters.Email else Email = nil end assert(not (SendEmail) or (SendEmail and Email ~= ""), "E-mail address must be specified") AllowTrade = instance.parameters.AllowTrade Account = instance.parameters.Account Amount = instance.parameters.Amount BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account) Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account) SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end local Last local LAST local ONE function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) if not InRange(now, OpenTime, CloseTime) then return end if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if ExecutionType == "Live" and id == 1 then period1 = core.findDate(Source1.close, TickSource:date(period), false) period2 = core.findDate(Source2.close, TickSource:date(period), false) end if ExecutionType == "Live" then if ONE == Source1:serial(period1) then return end if id == 2 then return end else if id ~= 2 then return end period1 = period period2 = core.findDate(Source2.close, Source1:date(period1), false) end if (Indicator1.DATA:first()) > period1 or (Indicator2.DATA:first()) > period2 then return end -- update indicators. Indicator1:update(core.UpdateLast) Indicator2:update(core.UpdateLast) --[[ BUY; H4 FX PRIME BAR IS HAVING GREEN IN PAST 3 BARS AND H1 FX PRIME BAR OF CLOSED CANDLE IS GREEN H1 FX PRIME BAR OF PREVIOUS CANDLE IS GREY OR BLUE. SELL: H4 FX PRIME BAR IS HAVING RED IN PAST 3 BARS AND H1 FX PRIME BAR OF CLOSED CANDLE IS RED H1 FX PRIME BAR OF PREVIOUS CANDLE IS GREY OR BLUE. ]] -- only buy if we have a fast cross over slow and the price is above the moving averages. if Indicator2.DATA:colorI(period2) == LongColor and Indicator1.DATA:colorI(period1) == LongColor and Indicator1.DATA:colorI(period1 - 1) ~= LongColor then if Direction then BUY() else SELL() end ONE = Source1:serial(period1) elseif Indicator2.DATA:colorI(period2) == ShortColor and Indicator1.DATA:colorI(period1) == ShortColor and Indicator1.DATA:colorI(period1 - 1) ~= ShortColor then if Direction then SELL() else BUY() end ONE = Source1:serial(period1) end end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if cookie == 100 then -- timer if UseMandatoryClosing and AllowTrade then now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) -- check whether the time is in the exit time period if now >= ExitTime and now < ExitTime + (ValidInterval / 86400.0) then if not checkReady("trades") then return end if haveTrades("B") then exitSpecific("B") Signal("Close Long") end if haveTrades("S") then exitSpecific("S") Signal("Close Short") end end end elseif cookie == 200 and not success then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. message, instance.bid:date(instance.bid:size() - 1) ) elseif cookie == 201 and not success then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. message, instance.bid:date(instance.bid:size() - 1) ) end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if CloseOnOpposite and haveTrades("S") then -- close on opposite signal exitSpecific("S") Signal("Close Short") end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return end enter("B") else Signal("Buy Signal") end end function SELL() if AllowTrade then if CloseOnOpposite and haveTrades("B") then -- close on opposite signal exitSpecific("B") Signal("Close Long") end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return end enter("S") else Signal("Sell Signal") end end function Signal(Label) if ShowAlert then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], Label, instance.bid:date(NOW)) end if SoundFile ~= nil then terminal:alertSound(SoundFile, RecurrentSound) end if Email ~= nil then terminal:alertEmail( Email, Label, profile:id() .. "(" .. instance.bid:instrument() .. ")" .. instance.bid[NOW] .. ", " .. Label .. ", " .. instance.bid:date(NOW) ) end end function checkReady(table) local rc if Account == "TESTACC_ID" then -- run under debugger/simulator rc = true else rc = core.host:execute("isTableFilled", table) end return rc end function tradesCount(BuySell) local enum, row local count = 0 enum = core.host:findTable("trades"):enumerator() row = enum:next() while row ~= nil do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then count = count + 1 end row = enum:next() end return count end function haveTrades(BuySell) local enum, row local found = false enum = core.host:findTable("trades"):enumerator() row = enum:next() while (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then found = true break end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell) -- do not enter if position in the specified direction already exists if tradesCount(BuySell) >= MaxNumberOfPosition or ((tradesCount(nil)) >= MaxNumberOfPositionInAnyDirection) then return true end -- send the alert after the checks to see if we can trade. if (BuySell == "S") then Signal("Sell Signal") else Signal("Buy Signal") end return MarketOrder(BuySell) end -- enter into the specified direction function MarketOrder(BuySell) local valuemap, success, msg valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.BuySell = BuySell valuemap.CustomID = CustomID -- add stop/limit valuemap.PegTypeStop = "O" if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end end if TrailingStop then valuemap.TrailStepStop = 1 end valuemap.PegTypeLimit = "O" if SetLimit then if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end if (not CanClose) then valuemap.EntryLimitStop = "Y" end success, msg = terminal:execute(200, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end -- exit from the specified trade using the direction as a key function exitSpecific(BuySell) -- we have to loop through to exit all trades in each direction instead -- of using the net qty flag because we may be running multiple strategies on the same account. local enum, row local found = false enum = core.host:findTable("trades"):enumerator() row = enum:next() while (not found) and (row ~= nil) do -- for every trade for this instance. if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then exitTrade(row) end row = enum:next() end end -- exit from the specified direction function exitTrade(tradeRow) if not (AllowTrade) then return true end local valuemap, success, msg valuemap = core.valuemap() -- switch the direction since the order must be in oppsite direction if tradeRow.BS == "B" then BuySell = "S" else BuySell = "B" end valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account if (CanClose) then -- Non-FIFO can close each trade independantly. valuemap.TradeID = tradeRow.TradeID valuemap.Quantity = tradeRow.Lot else -- FIFO. valuemap.NetQtyFlag = "Y" -- this forces all trades to close in the opposite direction. end valuemap.BuySell = BuySell valuemap.CustomID = CustomID success, msg = terminal:execute(201, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")