-- Id: 8436 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/posting.php?mode=reply&f=31&t=31550 --+------------------------------------------------------------------+ --| 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("Highly adaptable Ichimoku Stategy"); 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", "", "m5"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("Calculation"); 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, "TS/KS 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, "TS/KS 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, "Chinkou / 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, "Chinkou / 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, "Chinkou / 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, "Chinkou / 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 / TL 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 / TL 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"); 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", "HAIS"); 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("Account", "Account to trade on", "", ""); strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT); strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1, 1, 100); 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: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,UseMandatoryClosing; 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 Tenkan; local Kijun; local Senkou; local ICH; local Action={}; local first={}; local Number = 16; -- Don't need to store hour + minute + second for each time local OpenTime, CloseTime, ExitTime; -- 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"; ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; Exit= instance.parameters.Exit; Tenkan = instance.parameters.T; Kijun = instance.parameters.K; Senkou = instance.parameters.S; assert(instance.parameters.TF ~= "t1", "The time frame must not be tick"); local name; name = profile:id() .. "( " .. instance.bid:name() local i; for i = 1, Number, 1 do Action[i]= instance.parameters:getString ("Action" .. i); end name = name .. " )"; instance:name(name); PrepareTrading(); if nameOnly then return ; end 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"); ICH = core.indicators:create("ICH", Source, Tenkan, Kijun, Senkou); first["SL"]=ICH.SL:first(); first["TL"]=ICH.TL:first(); first["SA"]=ICH.SA:first(); first["CS"]=ICH.CS:first(); first["SB"]=ICH.SB:first(); first["PRICE"]=Source:first(); 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 ONE; 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 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 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 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 ICH:update(core.UpdateLast); if period-1 > math.max( first["SL"], first["TL"]) then if core.crossesOver(ICH.SL, ICH.TL, period)then ACTION(1,"TS/KS" ,"Over"); end if core.crossesUnder(ICH.SL, ICH.TL, period) then ACTION(2,"TS/KS" ,"Under"); end end if period-1 > math.max( first["CS"] +Kijun , first["PRICE"] +Kijun) 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-1 > math.max( first["SA"], first["SB"]) then if math.max(ICH.SA[period], ICH.SB[period])< Source.close[period] and math.max(ICH.SA[period-1], ICH.SB[period-1]) > Source.close[period-1] then ACTION(5,"Top Cloud / Price" , "Over"); end if math.max(ICH.SA[period], ICH.SB[period]) > Source.close[period] and math.max(ICH.SA[period-1], ICH.SB[period-1]) < Source.close[period-1] then ACTION(6,"Top Cloud / Price" ,"Under"); end if math.min(ICH.SA[period], ICH.SB[period]) < Source.close[period] and math.min(ICH.SA[period-1], ICH.SB[period-1]) > Source.close[period-1] then ACTION(7,"Bottom Cloud / Price" ,"Over"); end if math.min(ICH.SA[period], ICH.SB[period])> Source.close[period] and math.min(ICH.SA[period-1], ICH.SB[period-1]) < Source.close[period-1] then ACTION(8,"Bottom Cloud / Price" ,"Under"); end end if period-1 > math.max( first["CS"] +Kijun+1 , first["SA"]) 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,"SA / SB" ,"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,"SA / SB" ,"Under"); end end --Price / TL if period > first["TL"] then if core.crossesOver(Source.close,ICH.TL, period ) then ACTION(15,"Price / TL" ,"Over"); end if core.crossesUnder(Source.close,ICH.TL, period ) then ACTION(16,"Price / TL" ,"Over"); end end if period > first["SA"] then if ICH.SA[period+Kijun-1]ICH.SB[period+Kijun] then ACTION(13,"SA /SB" ,"Over"); end if ICH.SA[period+Kijun-1]>ICH.SB[period+Kijun-1] and ICH.SA[period+Kijun]= 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");