-- Id: 20596 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=61770 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("Genesis System Strategy"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound,ShowAlert"); strategy:description(""); strategy.parameters:addGroup("Price"); strategy.parameters:addString("Type", "Price Type", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); strategy.parameters:addString("TF", "Time frame", "", "H1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("CCI Calculation"); strategy.parameters:addInteger("CCI_Period", "CCI Period", " ", 45); strategy.parameters:addString("CCI_Type", "CCI Period", " ", "CCI Trigger Level"); strategy.parameters:addStringAlternative("CCI_Type", "CCI Trigger Level", "", "CCI Trigger Level"); strategy.parameters:addStringAlternative("CCI_Type", "CCI MA", "", "CCI MA"); strategy.parameters:addInteger("CCI_Trigger_Level", "CCI Trigger Level", "", 0); strategy.parameters:addInteger("CCI_MA_Period", "MA Period", "Period" , 14); strategy.parameters:addString("CCI_Method", "MA Method", "Method" , "MVA"); strategy.parameters:addStringAlternative("CCI_Method", "MVA", "MVA" , "MVA"); strategy.parameters:addStringAlternative("CCI_Method", "EMA", "EMA" , "EMA"); strategy.parameters:addStringAlternative("CCI_Method", "LWMA", "LWMA" , "LWMA"); strategy.parameters:addStringAlternative("CCI_Method", "TMA", "TMA" , "TMA"); strategy.parameters:addStringAlternative("CCI_Method", "SMMA", "SMMA" , "SMMA"); strategy.parameters:addStringAlternative("CCI_Method", "KAMA", "KAMA" , "KAMA"); strategy.parameters:addStringAlternative("CCI_Method", "VIDYA", "VIDYA" , "VIDYA"); strategy.parameters:addStringAlternative("CCI_Method", "WMA", "WMA" , "WMA"); strategy.parameters:addGroup("GannHiLo Calculation"); strategy.parameters:addInteger("Period", "Period", "Period", 10); 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"); strategy.parameters:addGroup("TVI Calculation"); strategy.parameters:addInteger("r", "First Smoothing", "r", 12); strategy.parameters:addInteger("s", "Second Smoothing", "s", 12); strategy.parameters:addGroup("T3 Calculation"); strategy.parameters:addInteger("a", "Period", "", 8, 1 , 2000); strategy.parameters:addDouble("b", "b", "", 0.618); strategy.parameters:addGroup("HTF Price"); strategy.parameters:addBoolean("confirm_with_htf", "Confirm with HTF", "", true); strategy.parameters:addString("BTF_TF", "Higher Time frame", "", "H1"); strategy.parameters:setFlag("BTF_TF", core.FLAG_PERIODS); strategy.parameters:addGroup("HTF CCI Calculation"); strategy.parameters:addInteger("BTF_CCI_Period", "CCI Period", " ", 45); strategy.parameters:addString("BTF_CCI_Type", "CCI Period", " ", "CCI Trigger Level"); strategy.parameters:addStringAlternative("BTF_CCI_Type", "CCI Trigger Level", "", "CCI Trigger Level"); strategy.parameters:addStringAlternative("BTF_CCI_Type", "CCI MA", "", "CCI MA"); strategy.parameters:addInteger("BTF_CCI_Trigger_Level", "CCI Trigger Level", "", 0); strategy.parameters:addInteger("BTF_CCI_MA_Period", "MA Period", "Period" , 14); strategy.parameters:addString("BTF_CCI_Method", "MA Method", "Method" , "MVA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "MVA", "MVA" , "MVA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "EMA", "EMA" , "EMA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "LWMA", "LWMA" , "LWMA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "TMA", "TMA" , "TMA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "SMMA", "SMMA" , "SMMA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "KAMA", "KAMA" , "KAMA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "VIDYA", "VIDYA" , "VIDYA"); strategy.parameters:addStringAlternative("BTF_CCI_Method", "WMA", "WMA" , "WMA"); strategy.parameters:addGroup("HTF GannHiLo Calculation"); strategy.parameters:addInteger("BTF_Period", "Period", "Period", 10); strategy.parameters:addString("BTF_Method", "MA Method", "Method" , "MVA"); strategy.parameters:addStringAlternative("BTF_Method", "MVA", "MVA" , "MVA"); strategy.parameters:addStringAlternative("BTF_Method", "EMA", "EMA" , "EMA"); strategy.parameters:addStringAlternative("BTF_Method", "LWMA", "LWMA" , "LWMA"); strategy.parameters:addStringAlternative("BTF_Method", "TMA", "TMA" , "TMA"); strategy.parameters:addStringAlternative("BTF_Method", "SMMA", "SMMA" , "SMMA"); strategy.parameters:addStringAlternative("BTF_Method", "KAMA", "KAMA" , "KAMA"); strategy.parameters:addStringAlternative("BTF_Method", "VIDYA", "VIDYA" , "VIDYA"); strategy.parameters:addStringAlternative("BTF_Method", "WMA", "WMA" , "WMA"); strategy.parameters:addGroup("HTF TVI Calculation"); strategy.parameters:addInteger("BTF_r", "First Smoothing", "r", 12); strategy.parameters:addInteger("BTF_s", "Second Smoothing", "s", 12); strategy.parameters:addGroup("HTF T3 Calculation"); strategy.parameters:addInteger("BTF_a", "Period", "", 8, 1 , 2000); strategy.parameters:addDouble("BTF_b", "b", "", 0.618); CreateTradingParameters(); end function CreateTradingParameters() strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true); 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", "ETLS"); strategy.parameters:addInteger("MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 10, 1, 100); strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 5, 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", "", true); 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: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 OpenTime, CloseTime, ExitTime,ValidInterval; local Source,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 CCI_Period, CCI_Trigger_Level,CCI_Type, CCI_MA_Period, CCI_Method, CCI; local Gann,Period,Method; local TVI,r,s; local T3,a,b; local Direction; local CustomID; local Exit; -- Don't need to store hour + minute + second for each time local OpenTime, CloseTime, ExitTime; local BTF_Source; local BTF_CCI; local BTF_Gann; local BTF_TVI; local BTF_T3; -- 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"; Exit = instance.parameters.Exit; ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; CCI_Period= instance.parameters.CCI_Period; CCI_Trigger_Level= instance.parameters.CCI_Trigger_Level; CCI_Type= instance.parameters.CCI_Type; CCI_MA_Period= instance.parameters.CCI_MA_Period; CCI_Method= instance.parameters.CCI_Method; Period= instance.parameters.Period; Method= instance.parameters.Method; r= instance.parameters.r; s= instance.parameters.s; a= instance.parameters.a; b= instance.parameters.b; 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("T3_MA") ~= nil, "Please, download and install T3_MA.LUA indicator"); assert(core.indicators:findIndicator("TVI") ~= nil, "Please, download and install TVI.LUA indicator"); assert(core.indicators:findIndicator("CCI_HISTOGRAM") ~= nil, "Please, download and install CCI_HISTOGRAM.LUA indicator"); assert(core.indicators:findIndicator("GANNHILO HISTOGRAM") ~= nil, "Please, download and install GANNHILO HISTOGRAM.LUA indicator"); assert(core.indicators:findIndicator("T3_MA_HISTOGRAM") ~= nil, "Please, download and install T3_MA_HISTOGRAM.LUA indicator"); assert(core.indicators:findIndicator("TVI_HISTOGRAM") ~= nil, "Please, download and install TVI_HISTOGRAM.LUA indicator"); if ExecutionType== "Live" then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close"); end Source = ExtSubscribe(2, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); CCI = core.indicators:create("CCI_HISTOGRAM", Source, CCI_Period,CCI_Type, CCI_Trigger_Level,CCI_MA_Period, CCI_Method, core.rgb(0, 255, 0),core.rgb(255, 0, 0)); Gann = core.indicators:create("GANNHILO HISTOGRAM", Source.close, Period, Method,core.rgb(0, 255, 0),core.rgb(255, 0, 0)); TVI = core.indicators:create("TVI_HISTOGRAM", Source, r,s,core.rgb(0, 255, 0),core.rgb(255, 0, 0)); T3 = core.indicators:create("T3_MA_HISTOGRAM", Source.close, a,b,core.rgb(0, 255, 0),core.rgb(255, 0, 0)); if instance.parameters.confirm_with_htf then BTF_Source = ExtSubscribe(3, nil, instance.parameters.BTF_TF, instance.parameters.Type == "Bid", "bar"); BTF_CCI = core.indicators:create("CCI_HISTOGRAM", BTF_Source, instance.parameters.BTF_CCI_Period, instance.parameters.BTF_CCI_Type, instance.parameters.BTF_CCI_Trigger_Level, instance.parameters.BTF_CCI_MA_Period, instance.parameters.BTF_CCI_Method, core.rgb(0, 255, 0),core.rgb(255, 0, 0)); BTF_Gann = core.indicators:create("GANNHILO HISTOGRAM", BTF_Source.close, instance.parameters.BTF_Period, instance.parameters.BTF_Method, core.rgb(0, 255, 0), core.rgb(255, 0, 0)); BTF_TVI = core.indicators:create("TVI_HISTOGRAM", BTF_Source, instance.parameters.BTF_r, instance.parameters.BTF_s, core.rgb(0, 255, 0), core.rgb(255, 0, 0)); BTF_T3 = core.indicators:create("T3_MA_HISTOGRAM", BTF_Source.close, instance.parameters.BTF_a, instance.parameters.BTF_b, core.rgb(0, 255, 0), core.rgb(255, 0, 0)); end first=math.max(CCI.DATA:first(),Gann.DATA:first(),TVI.DATA:first(),T3.DATA:first())+1; 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 -- NG: create a function to parse time function ParseTime(time) local Pos = string.find(time, ":"); if Pos == nil then return nil, false; end local h = tonumber(string.sub(time, 1, Pos - 1)); time = string.sub(time, Pos + 1); Pos = string.find(time, ":"); if Pos == nil then return nil, false; end local m = tonumber(string.sub(time, 1, Pos - 1)); local s = tonumber(string.sub(time, Pos + 1)); return (h / 24.0 + m / 1440.0 + s / 86400.0), -- time in ole format ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or (h == 24 and m == 0 and s == 0)); -- validity flag end function PrepareTrading() ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE; local PlaySound = instance.parameters.PlaySound; if PlaySound then SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end assert(not(PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be chosen"); ShowAlert = instance.parameters.ShowAlert; RecurrentSound = instance.parameters.RecurrentSound; SendEmail = instance.parameters.SendEmail; if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not(SendEmail) or (SendEmail and Email ~= ""), "E-mail address must be specified"); AllowTrade = instance.parameters.AllowTrade; Account = instance.parameters.Account; Amount = instance.parameters.Amount; BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account); Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID; CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account); SetLimit = instance.parameters.SetLimit; Limit = instance.parameters.Limit; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TrailingStop = instance.parameters.TrailingStop; end local Last; local LAST; local ONE; function GetDirection(indi_stream, period) if indi_stream:colorI(period) == core.rgb(0, 255, 0) then return 1; elseif indi_stream:colorI(period) == core.rgb(255, 0, 0) then return -1; end return 0; end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if (BTF_Source:size() == 0) then return; end if ExecutionType == "Live" and id == 1 then period= core.findDate (Source.close, TickSource:date(period), false ); end if ExecutionType == "Live" then if ONE == Source:serial(period) then return; end if id == 2 then return; end else if id ~= 2 then return; end end CCI:update(core.UpdateLast); Gann:update(core.UpdateLast); TVI:update(core.UpdateLast); T3:update(core.UpdateLast); if (BTF_Source ~= nil) then BTF_CCI:update(core.UpdateLast); BTF_Gann:update(core.UpdateLast); BTF_TVI:update(core.UpdateLast); BTF_T3:update(core.UpdateLast); end if period < first then return; end local CountNow = GetDirection(CCI.DATA, period) + GetDirection(Gann.DATA, period) + GetDirection(TVI.DATA, period) + GetDirection(T3.DATA, period); local CountPrevious = GetDirection(CCI.DATA, period - 1) + GetDirection(Gann.DATA, period - 1) + GetDirection(TVI.DATA, period - 1) + GetDirection(T3.DATA, period - 1); local confirm_count; if BTF_Source ~= nil then local btf_period = BTF_CCI.DATA:size() - 1; if BTF_Source:date(NOW) == Source:date(NOW) then btf_period = btf_period - 1; end confirm_count = GetDirection(BTF_CCI.DATA, btf_period) + GetDirection(BTF_Gann.DATA, btf_period) + GetDirection(BTF_TVI.DATA, btf_period) + GetDirection(BTF_T3.DATA, btf_period); else confirm_count = 4; end -- only buy if we have a fast cross over slow and the price is above the moving averages. if CountNow == 4 and CountPrevious ~= 4 and confirm_count == 4 then if Direction then BUY(); else SELL(); end ONE= Source:serial(period); elseif CountNow == -4 and CountPrevious ~= -4 and confirm_count == -4 then if Direction then SELL(); else BUY(); end ONE= Source:serial(period); end if Exit then if CountNow ~= 4 then if Direction then if haveTrades("B") then exitSpecific("B"); Signal ("Close Long"); end else if haveTrades("S") then exitSpecific("S"); Signal ("Close Short"); end end end if CountNow ~= -4 then if Direction then if haveTrades("S") then exitSpecific("S"); Signal ("Close Short"); end else if haveTrades("B") then exitSpecific("B"); Signal ("Close Long"); end end end 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"); -- 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 then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end if haveTrades("S") then exitSpecific("S"); Signal ("Close Short"); end if haveTrades("B") then exitSpecific("B"); Signal ("Close Long"); 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");