-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=60327 --+------------------------------------------------------------------+ --| 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 Pivot Strategy") 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:addGroup("Strategy Parameters") strategy.parameters:addString("TF", "Strategy Time frame", "", "m5") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addString( "CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "123" ) strategy.parameters:addGroup("Pivot") strategy.parameters:addString("PivotTF", "Pivot Time frame", "", "D1") strategy.parameters:setFlag("PivotTF", core.FLAG_PERIODS) strategy.parameters:addString("CalcMode", "Calculation mode", "The mode of pivot calculation.", "Pivot") strategy.parameters:addStringAlternative("CalcMode", "Classic Pivot", "", "Pivot") strategy.parameters:addStringAlternative("CalcMode", "Camarilla", "", "Camarilla") strategy.parameters:addStringAlternative("CalcMode", "Woodie", "", "Woodie") strategy.parameters:addStringAlternative("CalcMode", "Fibonacci", "", "Fibonacci") strategy.parameters:addStringAlternative("CalcMode", "Floor", "", "Floor") strategy.parameters:addStringAlternative("CalcMode", "Fibonacci Retracement", "", "FibonacciR") strategy.parameters:addGroup("Actions") AddLevel(1, "R4") AddLevel(2, "MR34") AddLevel(3, "R3") AddLevel(4, "MR23") AddLevel(5, "R2") AddLevel(6, "MR12") AddLevel(7, "R1") AddLevel(8, "MR01") AddLevel(9, "P") AddLevel(10, "MS01") AddLevel(11, "S1") AddLevel(12, "MS12") AddLevel(13, "S2") AddLevel(14, "MS23") AddLevel(15, "S3") AddLevel(16, "MS34") AddLevel(17, "S4") CreateTradingParameters() strategy.parameters:addBoolean("add_log", "Add log info to signals", "", false) strategy.parameters:addFile( "log_file", "Log file (csv)", "You can open it in Excel", core.app_path() .. "\\log\\Highly Adaptable Pivot Strategy.csv" ) end function AddLevel(Number, Desc) strategy.parameters:addString("Action" .. Number, Desc .. " Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. Number, "No Action", "", "NO") strategy.parameters:addStringAlternative("Action" .. Number, "Sell", "", "SELL") strategy.parameters:addStringAlternative("Action" .. Number, "Buy", "", "BUY") strategy.parameters:addStringAlternative("Action" .. Number, "Close Position", "", "CLOSE") strategy.parameters:addStringAlternative("Action" .. Number, "Alert", "", "Alert") strategy.parameters:addDouble("Pips" .. Number, Desc .. " Pips", "", 0, -1000.0, 1000.0) 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( "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( "AllowMultiple", "Allow Multiple", "Should we allow multiple positions in the same direction.", true ) strategy.parameters:addInteger( "MultipleLimit", "Open Position Limit", "The number of open positions in the same direction allowed for each instance of this strategy. Zero for unlimited.", 0, 0, 1000 ) strategy.parameters:addInteger( "Throttle", "Position Throttle", "The max number of positions that can be opened within each day. Zero for unlimited.", 0, 0, 1000 ) 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: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, PivotSource local SoundFile = nil local RecurrentSound = false local ALLOWEDSIDE local AllowMultiple local MultipleLimit 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 PipSize local Throttle local Action = {} local Pips = {} local CustomID local CalcMode local O_PIVOT = 1 local O_CAM = 2 local O_WOOD = 3 local O_FIB = 4 local O_FLOOR = 5 local O_FIBR = 6 local PeriodDate local P local S1 local S2 local S3 local S4 local R1 local R2 local R3 local R4 local MS01, MS12, MS23, MS34, MR01, MR12, MR23, MR34 local add_log, log_file; local headers = {}; -- function Prepare(nameOnly) CustomID = instance.parameters.CustomID add_log = instance.parameters.add_log; if instance.parameters.CalcMode == "Pivot" then CalcMode = O_PIVOT elseif instance.parameters.CalcMode == "Camarilla" then CalcMode = O_CAM elseif instance.parameters.CalcMode == "Woodie" then CalcMode = O_WOOD elseif instance.parameters.CalcMode == "Fibonacci" then CalcMode = O_FIB elseif instance.parameters.CalcMode == "Floor" then CalcMode = O_FLOOR elseif instance.parameters.CalcMode == "FibonacciR" then CalcMode = O_FIBR else assert(false, "Unknown calculation mode: " .. instance.parameters.CalcMode) end assert(instance.parameters.PivotTF ~= "t1", "The pivot time frame must not be tick") local name = profile:id() .. "( " .. instance.bid:name() .. "," .. instance.parameters.CalcMode .. "," .. CustomID .. " )" instance:name(name) PrepareTrading() if nameOnly then return end if add_log then log_file = io.open(instance.parameters.log_file, "w"); headers[#headers + 1] = "date"; headers[#headers + 1] = "price"; headers[#headers + 1] = "R4"; headers[#headers + 1] = "MR34"; headers[#headers + 1] = "R3"; headers[#headers + 1] = "MR23"; headers[#headers + 1] = "R2"; headers[#headers + 1] = "MR12"; headers[#headers + 1] = "R1"; headers[#headers + 1] = "MR01"; headers[#headers + 1] = "P"; headers[#headers + 1] = "MS01"; headers[#headers + 1] = "S1"; headers[#headers + 1] = "MS12"; headers[#headers + 1] = "S2"; headers[#headers + 1] = "MS23"; headers[#headers + 1] = "S3"; headers[#headers + 1] = "MS34"; headers[#headers + 1] = "S4"; headers[#headers + 1] = "Buy"; headers[#headers + 1] = "Sell"; headers[#headers + 1] = "Close"; for i, header in ipairs(headers) do log_file:write(header .. ";") end log_file:write("\n"); end PivotSource = ExtSubscribe(1, nil, instance.parameters.PivotTF, instance.parameters.Type == "Bid", "bar") PipSize = PivotSource.close:pipSize() if (instance.parameters.TF == "t1") then TriggerSource = ExtSubscribe(2, nil, "t1", instance.parameters.Type == "Bid", "close") else TriggerSource = ExtSubscribe(2, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar") end local i = 1 while (i <= 17) do Pips[i] = instance.parameters:getDouble("Pips" .. i) * PipSize Action[i] = instance.parameters:getString("Action" .. i) i = i + 1 end end function UpdateStream(period) CalcLevels(PivotSource, period) end function PrepareTrading() AllowMultiple = instance.parameters.AllowMultiple MultipleLimit = instance.parameters.MultipleLimit ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE Throttle = instance.parameters.Throttle 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 log_values = {}; function DumpLog() if log_file ~= nil then for i, header in ipairs(headers) do log_file:write(tostring(log_values[header]) .. ";"); end log_file:write("\n"); log_file:flush(); 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 log_file ~= nil then log_values = {}; log_values["date"] = core.formatDate(core.host:execute("getServerTime")); end if (id == 1) then -- pivot source so calculate pivot levels. CalcLevels(PivotSource, period) elseif (id == 2) then -- trigger source so check the actions if (INDEX == nil) then -- we don't have the pivots calculated yet -- find the latest period of the pivot source that is closed. local pp = PivotSource:size() - 2 if (pp - 1 < PivotSource:first()) then -- not enough data to calculate pivot. DumpLog(); return else -- got enough data, calculate! CalcLevels(PivotSource, pp) if (INDEX == nil) then -- if this happens, chances are the period chosen was non-trading so go back one more. CalcLevels(PivotSource, pp - 1) end end end if (INDEX == nil) then -- if we still don't have pivot data then I don't know. DumpLog(); return end if (TriggerSource:isBar()) then stream = TriggerSource.close else stream = TriggerSource end log_values["price"] = stream:tick(period); log_values["R4"] = R4; log_values["MR34"] = MR34; log_values["R3"] = R3; log_values["MR23"] = MR23; log_values["R2"] = R2; if core.crosses(stream, R4, period) then ACTION(1, "R4", period) end if core.crosses(stream, MR34, period) then ACTION(2, "MR34", period) end if core.crosses(stream, R3, period) then ACTION(3, "R3", period) end if core.crosses(stream, MR23, period) then ACTION(4, "MR23", period) end if core.crosses(stream, R2, period) then ACTION(5, "R2", period) end log_values["MR12"] = MR12; log_values["R1"] = R1; log_values["MR01"] = MR01; log_values["P"] = P; log_values["MS01"] = MS01; if core.crosses(stream, MR12, period) then ACTION(6, "MR12", period) end if core.crosses(stream, R1, period) then ACTION(7, "R1", period) end if core.crosses(stream, MR01, period) then ACTION(8, "MR01", period) end -- pivot line so check for cross. if core.crosses(stream, P, period) then ACTION(9, "P", period) end log_values["S1"] = S1; log_values["MS12"] = MS12; log_values["S2"] = S2; log_values["MS23"] = MS23; if core.crosses(stream, MS01, period) then ACTION(10, "MS01", period) end if core.crosses(stream, S1, period) then ACTION(11, "S1", period) end if core.crosses(stream, MS12, period) then ACTION(12, "MS12", period) end if core.crosses(stream, S2, period) then ACTION(13, "S2", period) end if core.crosses(stream, MS23, period) then ACTION(14, "MS23", period) end log_values["S3"] = S3; log_values["MS34"] = MS34; log_values["S4"] = S4; if core.crosses(stream, S3, period) then ACTION(15, "S3", period) end if core.crosses(stream, MS34, period) then ACTION(16, "MS34", period) end if core.crosses(stream, S4, period) then ACTION(17, "S4", period) end end DumpLog(); end function CalcLevels(ref, period) if (period - 1 < ref:first()) then -- not enough data return end if (ref:serial(period) == INDEX) then -- already calculated; return end -- if we are daily or less, ignore saturdays. if (ref:barSize() ~= "M1" and ref:barSize() ~= "W1") then offset = core.host:execute("getTradingDayOffset") if (core.isnontrading(ref:date(period), offset)) then return end --[[ local theDate = core.dateToTable(ref:date(period)); if (theDate.wday == 7) then -- need to ignore saturday's or it messes up the pivots. return; end ]] -- end local prev_i = period INDEX = ref:serial(period) -- calculate the pivot level if CalcMode == O_PIVOT or CalcMode == O_FIB or CalcMode == O_FLOOR then P = (ref.high[prev_i] + ref.close[prev_i] + ref.low[prev_i]) / 3 elseif CalcMode == O_CAM then -- P[period] = (ref.high[prev_i] + ref.close[prev_i] + ref.low[prev_i]) / 3; P = ref.close[prev_i] elseif CalcMode == O_FIBR then P = (ref.high[prev_i] + ref.low[prev_i]) / 2 elseif CalcMode == O_WOOD then local open if (prev_i == ref:size() - 1) then -- for a live day take close as open of the next period open = ref.open[prev_i] else open = ref.open[prev_i + 1] end P = (ref.high[prev_i] + ref.low[prev_i] + open * 2) / 4 end local h, l, r, p h = ref.high[prev_i] l = ref.low[prev_i] r = h - l p = P -- calculate the other levels if CalcMode == O_PIVOT then R4 = p + r * 3 R3 = p + r * 2 R2 = p + r R1 = p * 2 - l S1 = p * 2 - h S2 = p - r S3 = p - r * 2 S4 = p - r * 3 elseif CalcMode == O_CAM then R4 = p + r * 1.1 / 2 R3 = p + r * 1.1 / 4 R2 = p + r * 1.1 / 6 R1 = p + r * 1.1 / 12 S1 = p - r * 1.1 / 12 S2 = p - r * 1.1 / 6 S3 = p - r * 1.1 / 4 S4 = p - r * 1.1 / 2 elseif CalcMode == O_WOOD then R4 = h + (2 * (p - l) + r) R3 = h + 2 * (p - l) R2 = p + r R1 = p * 2 - l S1 = p * 2 - h S2 = p - r S3 = l - 2 * (h - p) S4 = l - (r + 2 * (h - p)) elseif CalcMode == O_FIB then R4 = p + 1.618 * (h - l) R3 = p + 1 * (h - l) R2 = p + 0.618 * (h - l) R1 = p + 0.382 * (h - l) S1 = p - 0.382 * (h - l) S2 = p - 0.618 * (h - l) S3 = p - 1 * (h - l) S4 = p - 1.618 * (h - l) elseif CalcMode == O_FLOOR then R4 = 0 R3 = h + (p - l) * 2 R2 = p + r R1 = p * 2 - l S1 = p * 2 - h S2 = p - r S3 = l - (h - p) * 2 S4 = 0 elseif CalcMode == O_FIBR then R4 = l + (h - l) * 1.272 R3 = l + (h - l) * 1.0 R2 = l + (h - l) * 0.764 R1 = l + (h - l) * 0.618 S1 = l + (h - l) * 0.382 S2 = l + (h - l) * 0.236 S3 = l + (h - l) * 0.0 S4 = l + (h - l) * -0.272 end -- calculate mid points MR01 = 0.5 * (P + R1) MR12 = 0.5 * (R1 + R2) MR23 = 0.5 * (R2 + R3) MR34 = 0.5 * (R3 + R4) MS01 = 0.5 * (P + S1) MS12 = 0.5 * (S1 + S2) MS23 = 0.5 * (S2 + S3) MS34 = 0.5 * (S3 + S4) -- apply pip modifications R4 = R4 + Pips[1] MR34 = MR34 + Pips[2] R3 = R3 + Pips[3] MR23 = MR23 + Pips[4] R2 = R2 + Pips[5] MR12 = MR12 + Pips[6] R1 = R1 + Pips[7] MR01 = MR01 + Pips[8] P = P + Pips[9] MS01 = MS01 + Pips[10] S1 = S1 + Pips[11] MS12 = MS12 + Pips[12] S2 = S2 + Pips[13] MS23 = MS23 + Pips[14] S3 = S3 + Pips[15] MS34 = MS34 + Pips[16] S4 = S4 + Pips[17] ExtTrace( "Pivot Values: \013\010" .. string.format("R4: %.5f", R4) .. " \013\010" .. string.format("R3: %.5f", R3) .. " \013\010" .. string.format("R2: %.5f", R2) .. " \013\010" .. string.format("R1: %.5f", R1) .. " \013\010" .. string.format("P: %.5f", P) .. " \013\010" .. string.format("S1: %.5f", S1) .. " \013\010" .. string.format("S2: %.5f", S2) .. " \013\010" .. string.format("S3: %.5f", S3) .. " \013\010" .. string.format("S4: %.5f", S4) .. " \013\010" ) end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if 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, period) if Action[Flag] == "NO" then return elseif Action[Flag] == "BUY" then log_values["Buy"] = "true"; BUY() Signal("Pivot Level " .. Line .. " Crossed - Buy") elseif Action[Flag] == "SELL" then log_values["Sell"] = "true"; SELL() Signal("Pivot Level " .. Line .. " Crossed - Sell") elseif Action[Flag] == "CLOSE" then log_values["Close"] = "true"; if AllowTrade then if haveTrades("B") then exitTrade("B") Signal("Pivot Level " .. Line .. " Crossed - Close Long") end if haveTrades("S") then exitTrade("S") Signal("Pivot Level " .. Line .. " Crossed - Close Short") end else Signal("Pivot Level " .. Line .. " Crossed - Close Trades!") end elseif Action[Flag] == "Alert" then Signal("Pivot Level " .. Line .. " Crossed!") end end -- --------------------------------------------------------- -- Trace helper function -- --------------------------------------------------------- function ExtTrace(message) local theDate = core.dateToTable( core.host:execute( "convertTime", 1, 4, math.max(instance.bid:date(instance.bid:size() - 1), instance.ask:date(instance.ask:size() - 1)) ) ) core.host:trace( string.format( "%d/%02d/%02d %02d:%02d:%02d ", theDate.year, theDate.month, theDate.day, theDate.hour, theDate.min, theDate.sec ) .. " " .. message ) end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return end enter("B") end end function SELL() if AllowTrade then if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return end enter("S") 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 local lastTradeTime = 0 local throttleCount = 0 function CheckThrottle() if (Throttle > 0) then -- if we have to check the throttle. local now = core.host:execute("getServerTime") local diff = now - lastTradeTime if (diff > 1) then -- throttle exceeded, reset. lastTradeTime = math.floor(now) throttleCount = 1 return true end -- we are still within the throttle window. Make sure we haven't exceeded the throttle. if (throttleCount < Throttle) then throttleCount = throttleCount + 1 return true end -- hit the throttle already. return false end -- throttle disabled. return true 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 local count = tradesCount(BuySell) if (AllowMultiple) then -- if we allow multiple trades if (MultipleLimit > 0 and (count >= MultipleLimit)) then -- we have exceeded our multiple limit count. return true end else if count > 0 then -- if we have more than one trade and we aren't allowed multiple, abort. return true end end if (CheckThrottle()) then return MarketOrder(BuySell) end return false 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 direction function exitTrade(BS) 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 BS == "B" then BuySell = "S" else BuySell = "B" end valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "Y" -- this forces all trades to close in the opposite direction. valuemap.BuySell = BuySell valuemap.CustomID = CustomID success, msg = terminal:execute(201, valuemap) if not (success) then core.host:trace("Close order failed" .. msg) 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")