-- Id: 19805 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("Highly adaptable Bollinger Band Strategy with Trend Stop Filter"); strategy:description(""); 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:addString("TF", "Time frame", "", "H1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("Calculation"); strategy.parameters:addInteger("Period", "Period", "", 20); strategy.parameters:addDouble("Deviation", "Deviation", "", 2); strategy.parameters:addGroup("Selector"); strategy.parameters:addString("Action".. 1, "Top Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 1, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 1, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 1, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 1, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 1, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 2, "Top Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 2, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 2, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 2, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 2, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 2, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 3, "Central Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 3, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 3, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 3, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 3, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 3, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 4, "Central Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 4, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 4, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 4, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 4, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 4, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 5, "Bottom Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 5, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 5, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 5, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 5, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 5, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 6, "Bottom Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 6, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 6, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 6, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 6, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 6, "Alert", "", "Alert"); strategy.parameters:addGroup("Trend Stop Selector"); strategy.parameters:addBoolean("confirm_with_trendstop", "Confirm Using Trendstop", "", true); strategy.parameters:addString("trendstop_tf", "Trendstop's Time Frame", "", "H1"); strategy.parameters:setFlag("trendstop_tf", core.FLAG_PERIODS); strategy.parameters:addInteger("trendstop_period", "Trendstop's Period", "Period", 10); strategy.parameters:addString("trendstop_type" ,"Triger", "", "Close"); strategy.parameters:addStringAlternative("trendstop_type", "Close", "", "Close"); strategy.parameters:addStringAlternative("trendstop_type", "High/Low", "", "High"); strategy.parameters:addGroup("Trailing Stop Parameters"); strategy.parameters:addBoolean("use_multilevel_trailing", "Use multi-level trailing", "", false); strategy.parameters:addInteger("TPLevel1", "Trade Profit level1 (pips)", "", 20, 0.1, 1000); strategy.parameters:addInteger("TPLevel2", "Trade Profit level2 (pips)", "", 20, 0.1, 1000); strategy.parameters:addInteger("TPLevel3", "Trade Profit level3 (pips)", "", 20, 0.1, 1000); strategy.parameters:addInteger("TPLevel4", "Trade Profit level4 (pips)", "", 20, 0.1, 1000); strategy.parameters:addInteger("TPLevel5", "Trade Profit level5 (pips)", "", 30, 0.1, 1000); 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", "HABBS"); 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: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 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 Exit; local Direction; local CustomID; local Action={}; local Indicators; local Deviation, Period; local OpenTime, CloseTime, ExitTime; local ValidInterval,UseMandatoryClosing; local ToTime; local trend_stop; local trendstop_source; local TICK_SOURCE_ID = 1; local MAIN_SOURCE_ID = 2; local TRENDSTOP_SOURCE_ID = 3; function CreateTrailingController() local controller = {}; controller._profitLevels = {}; controller._limit = nil; controller._stop = 0; controller._trade_id = nil; controller._request_id = nil; function controller:AddTrailing(level) if self._limit == nil then self._limit = level; end self._profitLevels[#self._profitLevels + 1] = level; return self; end function controller:SetTradeID(trade_id) self._trade_id = trade_id; return self; end function controller:SetRequestID(request_id) self._request_id = request_id; return self; end function controller:DoCheck() local trade; if self._trade_id == nil then trade = core.host:findTable("trades"):find("OpenOrderReqID", self._request_id); else trade = core.host:findTable("trades"):find("TradeID", self._trade_id); end if trade == nil then return false; end DistTradeStop = core.host:execute("getTradingProperty", "conditionalDistanceStopForTrade", trade.Instrument); local offer = core.host:findTable("offers"):find("Instrument", trade.Instrument); local min_change = offer.PointSize; local stopValue = nil; if trade.BS == "B" then stopValue = trade.Open + self._stop; if stopValue > offer.Bid - DistTradeStop * min_change then stopValue = offer.Bid - (DistTradeStop - 1) * min_change; end if offer.Ask >= trade.Open + self._limit then if #self._profitLevels > 0 then self._stop = self._stop + self._limit; self._limit = self._limit + self._profitLevels[1]; table.remove(self._profitLevels, 1) else self:closeTrade(trade); return true; end else return true; end if stopValue >= offer.Bid then return true; end else stopValue = trade.Open - self._stop; if stopValue < offer.Ask + DistTradeStop * min_change then stopValue = offer.Ask + (DistTradeStop + 1) * min_change; end if offer.Bid <= trade.Open - self._limit then if #self._profitLevels > 0 then self._stop = self._stop + self._limit; self._limit = self._limit + self._profitLevels[1]; table.remove(self._profitLevels, 1) else self:closeTrade(trade); return true; end else return true; end if stopValue <= offer.Ask then return true; end end self:MoveStop(stopValue, trade); return true; end function controller:closeTrade(row) local valuemap, success, msg; valuemap = core.valuemap(); valuemap.OrderType = "CM"; valuemap.OfferID = row.OfferID; valuemap.AcctID = row.AccountID; valuemap.NetQtyFlag = "N"; valuemap.TradeID = row.TradeID; valuemap.Quantity = row.Lot; valuemap.BuySell = row.BS == "B" and "S" or "B"; success, msg = terminal:execute(101, 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)); end end controller._request_id = nil; function controller:CreateStopOrder(stop_rate, trade) 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; else valuemap.OrderType = "SE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local success, msg = terminal:execute(200, valuemap); if not(success) then terminal:alertMessage(trade.Instrument, stop_rate, "Failed create stop " .. msg, core.now()); else self._request_id = msg; end end function controller:ChangeStopOrder(stop_rate, order) local min_change = core.host:findTable("offers"):find("Instrument", order.Instrument).PointSize; if math.abs(stop_rate - order.Rate) > min_change then -- stop exists local valuemap = core.valuemap(); valuemap.Command = "EditOrder"; valuemap.AcctID = order.AccountID; valuemap.OrderID = order.OrderID; valuemap.Rate = stop_rate; local success, msg = terminal:execute(200, valuemap); if not(success) then terminal:alertMessage(order.Instrument, stop_rate, "Failed change stop " .. msg, core.now()); end end end function controller:IsStopOrderType(order_type) return order_type == "S" or order_type == "SE" or order_type == "ST" or order_type == "STE"; end controller._used_stop_orders = {}; function controller: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; elseif _request_id ~= nil then local order = core.host:findTable("orders"):find("RequestID", _request_id); if order ~= nil then order_id = order.OrderID; _request_id = 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 row.ContingencyType == 3 and self:IsStopOrderType(row.Type) 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 controller:MoveStop(stop_rate, trade) local order = self:FindStopOrder(trade); if order == nil then -- ======================================================================= -- CREATE NEW ORDER -- -- ======================================================================= self:CreateStopOrder(stop_rate, trade); else -- ======================================================================= -- CHANGE EXISTING ORDER -- -- ======================================================================= self:ChangeStopOrder(stop_rate, order); end end return controller; end local controllers = {}; -- 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"; Deviation= instance.parameters.Deviation; Period= instance.parameters.Period; for i = 1, 6, 1 do Action[i]= instance.parameters:getString ("Action" .. i); end 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("TRENDSTOP") ~= nil, "Please, download and install TRENDSTOP.LUA indicator"); if ExecutionType== "Live" then TickSource = ExtSubscribe(TICK_SOURCE_ID, nil, "t1", instance.parameters.Type == "Bid", "close"); end Source = ExtSubscribe(MAIN_SOURCE_ID, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); Indicators= core.indicators:create("BB", Source.close, Period,Deviation); first= Indicators.DATA:first(); if instance.parameters.confirm_with_trendstop then trendstop_source = ExtSubscribe(TRENDSTOP_SOURCE_ID, nil, instance.parameters.trendstop_tf, instance.parameters.Type == "Bid", "bar"); trend_stop = core.indicators:create("TRENDSTOP", trendstop_source, instance.parameters.trendstop_period, instance.parameters.trendstop_type); end local s, e, s1, e1; s, e = core.getcandle(instance.parameters.TF, core.now(), 0, 0); s1, e1 = core.getcandle(instance.parameters.trendstop_tf, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), "Trend Stop time frame must be equal to or bigger than the chart time frame!"); 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), -- 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 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 ConfirmLongWithTrendstop() if not instance.parameters.confirm_with_trendstop then return true; end if(trendstop_source.close[NOW]> trend_stop.DATA[NOW] ) then return true; else return false; end end function ConfirmShortWithTrendstop() if not instance.parameters.confirm_with_trendstop then return true; end ---core.host:trace("test sell"); if(trendstop_source.close[NOW]< trend_stop.DATA[NOW] ) then return true; else return false; end end 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 for i, controller in ipairs(controllers) do controller:DoCheck(); end if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if id == TRENDSTOP_SOURCE_ID then return; end if period < 0 then return; end if ExecutionType == "Live" and id == 1 then period = core.findDate (Source.close, TickSource:date(period), false ); end if period < 0 then return; 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 -- update indicators. if trend_stop ~= nil then trend_stop:update(core.UpdateAll ); end Indicators:update(core.UpdateLast); if period < first then return; end if core.crossesOver(Source.close, Indicators:getStream(0), period) then ACTION(1,"Top " ,"Over"); ONE= Source:serial(period); end if core.crossesUnder(Source.close, Indicators:getStream(0), period) then ACTION(2,"Top " ,"Under"); ONE= Source:serial(period); end if core.crossesOver(Source.close, Indicators:getStream(2), period) then ACTION(3,"Central " ,"Over"); ONE= Source:serial(period); end if core.crossesUnder(Source.close, Indicators:getStream(2), period) then ACTION(4,"Central " ,"Under"); ONE= Source:serial(period); end if core.crossesOver(Source.close, Indicators:getStream(1), period) then ACTION(5,"Bottom " ,"Over"); ONE= Source:serial(period); end if core.crossesUnder(Source.close, Indicators:getStream(1), period) then ACTION(6,"Bottom " ,"Under"); ONE= Source:serial(period); 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; else if instance.parameters.use_multilevel_trailing then local controller = CreateTrailingController(); controller:SetRequestID(msg); for i = 1, 5 do controller:AddTrailing(instance.parameters:getInteger("TPLevel" .. i) * instance.bid:pipSize()); end controllers[#controllers + 1] = controller; end end return true; end function exitSpecific(BuySell) if not AllowTrade then return; end --side -- closes all positions of the specified direction (B for buy, S for sell) local enum, row, valuemap; enum = core.host:findTable("trades"):enumerator(); while true do row = enum:next(); if row == nil then break; end if row.AccountID == Account and row.OfferID == Offer and row.BS == BuySell and row.QTXT == CustomID then -- if trade has to be closed if CanClose then -- non-FIFO account, create a close market order valuemap = core.valuemap(); valuemap.OrderType = "CM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = row.Lot; valuemap.TradeID = row.TradeID; valuemap.CustomID = CustomID; if row.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end 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 else -- FIFO account, create an opposite market order valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; --valuemap.Quantity = Amount*BaseSize; valuemap.Quantity = row.Lot; valuemap.CustomID = CustomID; if row.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end 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 end end end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua"); function ACTION (Flag, Line, Label) if Action[Flag] == "NO" then return; elseif Action[Flag] == "BUY" and ConfirmLongWithTrendstop() then BUY(); elseif Action[Flag] == "SELL" and ConfirmShortWithTrendstop() then SELL(); elseif Action[Flag] == "CLOSE" then if AllowTrade then if haveTrades('B') then exitSpecific("B"); Signal ("Close Long"); end if haveTrades('S') then exitSpecific("S"); Signal ("Close Short"); end else Signal ("Close All"); end elseif Action[Flag] == "Alert" then Signal (Line .. " Line Cross" .. Label ); end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");