-- Id: 11838 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=60749 --+------------------------------------------------------------------+ --| http://fxcodebase.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("Highly Adaptable Ichimoku Renko Strategy") strategy:description("Highly Adaptable Ichimoku Renko Strategy") strategy:setTag("Version", "2"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Renko") 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", "The timeframe for the renko. It is best to leave this as fine as possible (m1). Tick is currently not supported.", "m1" ) strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addInteger("Step", "Brick Size", "", 100) strategy.parameters:addBoolean("PrintDebug", "Print Debug", "", false) strategy.parameters:addGroup("Strategy Parameters") strategy.parameters:addInteger("T", "Tenkan Period", "Tenkan Period", 9) strategy.parameters:addInteger("K", "Kijun Period", "Kijun Period", 26) strategy.parameters:addInteger("S", "Senkou Period", "Senkou Period", 52) strategy.parameters:addGroup("Selector") strategy.parameters:addString("Action" .. 1, "TL / KL 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, "TL / KL 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, "CS / Price 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, "CS / Price 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, "Top Cloud / Price 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, "Top Cloud / Price 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:addString("Action" .. 7, "Bottom Cloud / Price Cross Over", "", "NO") strategy.parameters:addStringAlternative("Action" .. 7, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 7, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 7, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 7, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 7, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 8, "Bottom Cloud / Price Cross Under", "", "NO") strategy.parameters:addStringAlternative("Action" .. 8, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 8, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 8, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 8, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 8, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 9, "CS / Top Cloud Cross Over", "", "NO") strategy.parameters:addStringAlternative("Action" .. 9, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 9, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 9, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 9, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 9, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 10, "CS / Top Cloud Cross Under", "", "NO") strategy.parameters:addStringAlternative("Action" .. 10, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 10, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 10, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 10, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 10, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 11, "CS / Bottom Cloud Cross Over", "", "NO") strategy.parameters:addStringAlternative("Action" .. 11, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 11, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 11, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 11, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 11, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 12, "CS / Bottom Cloud Cross Under", "", "NO") strategy.parameters:addStringAlternative("Action" .. 12, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 12, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 12, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 12, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 12, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 13, "SA / SB Cross Over", "", "NO") strategy.parameters:addStringAlternative("Action" .. 13, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 13, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 13, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 13, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 13, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 14, "SA / SB Cross Under", "", "NO") strategy.parameters:addStringAlternative("Action" .. 14, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 14, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 14, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 14, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 14, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 15, "Price / KL Cross Over", "", "NO") strategy.parameters:addStringAlternative("Action" .. 15, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 15, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 15, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 15, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 15, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 16, "Price / KL Cross Under", "", "NO") strategy.parameters:addStringAlternative("Action" .. 16, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 16, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 16, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 16, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 16, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 17, "CS / TL Cross Over", "", "NO") strategy.parameters:addStringAlternative("Action" .. 17, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 17, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 17, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 17, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 17, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 18, "CS / TL Cross Under", "", "NO") strategy.parameters:addStringAlternative("Action" .. 18, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 18, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 18, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 18, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 18, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 19, "CS / KL Cross Over", "", "NO") strategy.parameters:addStringAlternative("Action" .. 19, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 19, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 19, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 19, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 19, "Alert", "", "Alert") strategy.parameters:addString("Action" .. 20, "CS / KL Cross Under", "", "NO") strategy.parameters:addStringAlternative("Action" .. 20, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. 20, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. 20, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. 20, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. 20, "Alert", "", "Alert") strategy.parameters:addGroup("Strategy Parameters") strategy.parameters:addString("Direction", "Type of signal", "", "direct") strategy.parameters:addStringAlternative("Direction", "direct", "", "direct") strategy.parameters:addStringAlternative("Direction", "reverse", "", "reverse") CreateTradingParameters() 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 function CreateTradingParameters() strategy.parameters:addGroup("Trading Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false) -- NG: optimizer/backtester hint strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) 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:addBoolean("CloseOnOpposite", "Close On Opposite", "", true) strategy.parameters:addBoolean("AllowMultiple", "Allow Multiple", "", true) 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) end local TriggerSource local SoundFile = nil local RecurrentSound = false local ALLOWEDSIDE local AllowMultiple 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 CloseOnOpposite local Action = {} local Direction local first = {} local Tenkan local Kijun local Senkou local ICH local TL local KL local Number = 20 local OpenTime, CloseTime, ExitTime local ValidInterval, UseMandatoryClosing local ToTime local renkoFirst local RenkoView local candles local Step local PrintDebug -- function Prepare(nameOnly) Step = instance.parameters.Step PrintDebug = instance.parameters.PrintDebug Direction = instance.parameters.Direction Tenkan = instance.parameters.T Kijun = instance.parameters.K Senkou = instance.parameters.S assert(instance.parameters.TF ~= "t1", "Tick time frame is not supported.") local name = profile:id() .. "( " .. instance.bid:name() .. "," .. Step .. " )" instance:name(name) local i for i = 1, Number, 1 do Action[i] = instance.parameters:getString("Action" .. i) end PrepareTrading() if nameOnly then return end -- trigger source. Since the renko chart does not produce events when it creates a new bar -- it is best if we always run in tick mode. TriggerSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") PipSize = TriggerSource:pipSize() -- before we create the view, we need to know how many bars we will need. -- this is tricky because we cannot instantiate the indicator without the renkoView -- and we cannot start the view without knowing how many bars the indicator needs. renkoFirst = math.max(Tenkan, Kijun * 2) assert( core.indicators:findIndicator("RENKO_CANDLES_NEW") ~= nil, "Please, download and install RENKO_CANDLES_NEW.LUA indicator" ) -- create the RenkoView local renkoProf = core.indicators:findIndicator("RENKO_CANDLES_NEW") local params = renkoProf:parameters() core.host:trace("Instrument: " .. instance.bid:instrument()) params:setString("instrument", instance.bid:instrument()) core.host:trace("TF: " .. instance.parameters.TF) params:setString("frame", instance.parameters.TF) params:setBoolean("type", instance.parameters.Type == "Bid") params:setInteger("Step", Step) params:setInteger("barLimit", renkoFirst) params:setBoolean("PrintDebug", PrintDebug) RenkoView = renkoProf:createInstance(nil, params) -- keep a global reference to the renko candles or it crashes. candles = RenkoView:getCandleOutput(0) -- create the indicator on the renko view ICH = core.indicators:create("ICH", candles, Tenkan, Kijun, Senkou) TL = ICH.SL -- adjust for the poor naming in the indicator KL = ICH.TL -- adjust for the poor naming in the indicator first["TL"] = TL:first() first["KL"] = KL:first() first["SA"] = ICH.SA:first() first["CS"] = ICH.CS:first() first["SB"] = ICH.SB:first() first["PRICE"] = candles:first() 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 PrepareTrading() AllowMultiple = instance.parameters.AllowMultiple CloseOnOpposite = instance.parameters.CloseOnOpposite 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 if AllowTrade then 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 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 local lastPeriod = -100 function ExtUpdate(id, source, tickPeriod) -- 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 id ~= 1 then return end -- redirect the strategy to use the renko bar stream. local Source = candles -- get the latest period. local renkoSize = Source.open:size() - 1 if (renkoSize <= renkoFirst) then -- not enough data. return end if (RenkoView.close:serial(renkoSize) == lastPeriod) then -- the renko has not been updated. return end -- if the renko has been updated -- check how many bars we have missed. -- this is required because sometimes the price can move very quickly in multiples of the brick size -- therefore, we need to check the trade conditions on every renko brick -- otherwise, we might miss a signal (like a cross-over) local fromPeriod local toPeriod = renkoSize if (lastPeriod == -100) then fromPeriod = renkoSize else local i = renkoSize while (RenkoView.close:serial(i) ~= lastPeriod) do i = i - 1 end fromPeriod = i + 1 end lastPeriod = RenkoView.close:serial(renkoSize) -- if (PrintDebug) then -- ExtTrace("Period: " .. period .. " RenkoSize: " .. renkoSize .. " First: " .. first .. " From: " .. fromPeriod .. " To: " .. toPeriod); -- end local timeCheck = false 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 ICH:update(core.UpdateLast) local period = fromPeriod while (period <= toPeriod) do -- for every new renko bar, check the trade signals. -- TODO: This should really be enhanced to handle if multiple/opposite signals are going to be generated in the same set of new renko bars. if period > (math.max(first["TL"], first["KL"]) + 1) then if core.crossesOver(TL, KL, period) then ACTION(1, "TL / KL", "Over") end if core.crossesUnder(TL, KL, period) then ACTION(2, "TL / KL", "Under") end end if period > (math.max(first["CS"] + Kijun, first["PRICE"] + Kijun) + 1) then if core.crossesOver(ICH.CS, Source.close, period - Kijun, period - Kijun - 1) then ACTION(3, "CS / Price", "Over") end if core.crossesUnder(ICH.CS, Source.close, period - Kijun, period - Kijun - 1) then ACTION(4, "CS / Price", "Under") end end if period > (math.max(first["SA"], first["SB"]) + 1) then local topCloudNow = math.max(ICH.SA[period], ICH.SB[period]) local topCloudBefore = math.max(ICH.SA[period - 1], ICH.SB[period - 1]) local bottomCloudNow = math.min(ICH.SA[period], ICH.SB[period]) local bottomCloudBefore = math.min(ICH.SA[period - 1], ICH.SB[period - 1]) local renkoNow = Source.close[period] local renkoBefore = Source.close[period - 1] -- ExtTrace("Renko Now: " .. renkoNow .. " Before " .. renkoBefore .. " BottomCloud Now " .. bottomCloudNow .. " BottomCloud Before " .. bottomCloudBefore); if topCloudNow < renkoNow and topCloudBefore > renkoBefore then ACTION(5, "Top Cloud / Price", "Over") end if topCloudNow > renkoNow and topCloudBefore < renkoBefore then ACTION(6, "Top Cloud / Price", "Under") end if bottomCloudNow < renkoNow and bottomCloudBefore > renkoBefore then ACTION(7, "Bottom Cloud / Price", "Over") end if bottomCloudNow > renkoNow and bottomCloudBefore < renkoBefore then ACTION(8, "Bottom Cloud / Price", "Under") end end if period > (math.max(first["CS"] + Kijun, first["SA"]) + 1) then if ICH.CS[period - Kijun - 1] < math.max(ICH.SA[period - 1 - Kijun], ICH.SB[period - 1 - Kijun]) and ICH.CS[period - Kijun] > math.max(ICH.SA[period - Kijun], ICH.SB[period - Kijun]) then ACTION(9, "CS / Top Cloud", "Over") end if ICH.CS[period - Kijun - 1] > math.max(ICH.SA[period - 1 - Kijun], ICH.SB[period - 1 - Kijun]) and ICH.CS[period - Kijun] < math.max(ICH.SA[period - Kijun], ICH.SB[period - Kijun]) then ACTION(10, "CS / Top Cloud", "Under") end if ICH.CS[period - Kijun - 1] < math.min(ICH.SA[period - 1 - Kijun], ICH.SB[period - 1 - Kijun]) and ICH.CS[period - Kijun] > math.min(ICH.SA[period - Kijun], ICH.SB[period - Kijun]) then ACTION(11, "CS / Bottom Cloud", "Over") end if ICH.CS[period - Kijun - 1] > math.min(ICH.SA[period - 1 - Kijun], ICH.SB[period - 1 - Kijun]) and ICH.CS[period - Kijun] < math.min(ICH.SA[period - Kijun], ICH.SB[period - Kijun]) then ACTION(12, "CS / Bottom Cloud", "Under") end end --Price / KL if period > (first["KL"] + 1) then if core.crossesOver(Source.close, KL, period) then ACTION(15, "Price / KL", "Over") end if core.crossesUnder(Source.close, KL, period) then ACTION(16, "Price / KL", "Under") end end if period > (first["SA"] + 1) then if core.crossesOver(ICH.SA, ICH.SB, period + Kijun) then ACTION(13, "SA / SB", "Over") end if core.crossesUnder(ICH.SA, ICH.SB, period + Kijun) then ACTION(14, "SA / SB", "Under") end end if (period - Kijun) > (math.max(first["CS"], first["TL"]) + 1) then local csPeriod = period - Kijun if core.crossesOver(ICH.CS, TL, csPeriod) then -- if ICH.CS[csPeriod - 1] < TL[csPeriod - 1] and ICH.CS[csPeriod] > TL[csPeriod] then ACTION(17, "CS / TL", "Over") end if core.crossesUnder(ICH.CS, TL, csPeriod) then -- if ICH.CS[csPeriod - 1] > TL[csPeriod - 1] and ICH.CS[csPeriod] < TL[csPeriod] then ACTION(18, "CS / TL", "Under") end end if (period - Kijun) > (math.max(first["CS"], first["KL"]) + 1) then local csPeriod = period - Kijun if core.crossesOver(ICH.CS, KL, csPeriod) then -- if ICH.CS[csPeriod - 1] < KL[csPeriod - 1] and ICH.CS[csPeriod] > KL[csPeriod] then ACTION(19, "CS / KL", "Over") end -- if ICH.CS[csPeriod - 1] > KL[csPeriod - 1] and ICH.CS[csPeriod] < KL[csPeriod] then if core.crossesUnder(ICH.CS, KL, csPeriod) then ACTION(20, "CS / KL", "Under") end end -- move to the next renko period. period = period + 1 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 exit("B") Signal("Close Long") end if haveTrades("S") then exit("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 function ACTION(Flag, Line, Label) if Action[Flag] == "NO" then return elseif Action[Flag] == "BUY" then BUY() elseif Action[Flag] == "SELL" then SELL() elseif Action[Flag] == "CLOSE" then if AllowTrade then if haveTrades("B") then exit("B") Signal("Close Long") end if haveTrades("S") then exit("S") Signal("Close Short") end else Signal("Close All") end elseif Action[Flag] == "Alert" then Signal(Line .. " Line Cross" .. Label) end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if CloseOnOpposite and haveTrades("S") then exit("S") Signal("Close Short") end if haveTrades("B") and not AllowMultiple then return end if ALLOWEDSIDE == "Sell" then return end enter("B") Signal("Open Long") elseif ShowAlert then Signal("Up Trend") end end function SELL() if AllowTrade then if CloseOnOpposite and haveTrades("B") then exit("B") Signal("Close Long") end if haveTrades("S") and not AllowMultiple then return end if ALLOWEDSIDE == "Buy" then return end enter("S") Signal("Open Short") elseif ShowAlert then Signal("Down Trend") 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 count == 0 and row ~= nil do if row.AccountID == Account and row.OfferID == Offer 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 (not found) and (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then found = true end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell) if not (AllowTrade) then return true end -- do not enter if position in the -- specified direction already exists if tradesCount(BuySell) > 0 and not AllowMultiple then return true end local valuemap, success, msg valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.BuySell = BuySell -- 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(100, 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 direction function exit(BuySell, use_net) if not (AllowTrade) then return true end if use_net == true then local valuemap, success, msg if tradesCount(BuySell) > 0 then valuemap = core.valuemap() -- switch the direction since the order must be in oppsite direction if BuySell == "B" then BuySell = "S" else BuySell = "B" end valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "Y" valuemap.BuySell = BuySell 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) ) return false end return true end else local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == BuySell and row.OfferID == Offer then local valuemap = core.valuemap(); valuemap.BuySell = row.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = row.OfferID; valuemap.AcctID = row.AccountID; valuemap.TradeID = row.TradeID; valuemap.Quantity = row.Lot; local success, msg = terminal:execute(101, valuemap); end row = enum: next(); end end return false end -- --------------------------------------------------------- -- Trace helper function -- --------------------------------------------------------- function ExtTrace(message) core.host:trace(ExtTimeNow() .. " Renko (" .. ExtRenkoTimeNow() .. ") " .. message) end function ExtRenkoTimeNow() return ExtFormatDate(candles.close:date(candles.close:size() - 1)) end function ExtTimeNow() return ExtFormatDate( math.max(instance.bid:date(instance.bid:size() - 1), instance.ask:date(instance.ask:size() - 1)) ) end function ExtFormatDate(inputDate) local theDate = core.dateToTable(core.host:execute("convertTime", 1, 4, inputDate)) return string.format( "%d/%02d/%02d %02d:%02d:%02d", theDate.year, theDate.month, theDate.day, theDate.hour, theDate.min, theDate.sec ) end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")