-- Id: 3412 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=3708 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ -- Strategy profile initialization routine -- Defines Strategy profile properties and Strategy parameters function Init() strategy:name("KST Bollinger Strategy"); strategy:description(""); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert,Account,CanTrade,Email,SendEmail"); strategy.parameters:addGroup("Price Parameters"); strategy.parameters:addString("TF", "TF", "Time frame ('t1', 'm1', 'm5', etc.)", "m1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addString("Type", "Bid/Ask", "Bid", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); strategy.parameters:addGroup("KST Parameters"); AddParam(1, "First", 10, 10); AddParam(2, "Second", 15, 10); AddParam(3, "Third", 20, 10); AddParam(4, "Fourth", 30, 15); AddParam("S", "Signal", nil, 5); strategy.parameters:addGroup("BB Parameters"); strategy.parameters:addInteger("N", "Number of periods", "", 20, 1, 10000); strategy.parameters:addDouble("Dev", "Number of standard deviations", "", 1.2, 0.0001, 1000.0); Trading_Parameters(); end function AddParam(id, name, defROC, defMA) if defROC ~= nil then strategy.parameters:addInteger("ROC" .. id, name .. " ROC Periods", "", defROC, 2, 300); end strategy.parameters:addInteger("MA" .. id, name .. " MA Periods", "The methods marked with (*) must be downloaded and installed", defMA, 1, 300); strategy.parameters:addString("MET" .. id, name .. " Method", "", "EMA"); strategy.parameters:addStringAlternative("MET" .. id, "EMA", "", "EMA"); strategy.parameters:addStringAlternative("MET" .. id, "MVA", "", "MVA"); strategy.parameters:addStringAlternative("MET" .. id, "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("MET" .. id, "TMA", "", "TMA"); strategy.parameters:addStringAlternative("MET" .. id, "SMMA(*)", "", "SMMA"); strategy.parameters:addStringAlternative("MET" .. id, "Vidya (1995)*", "", "VIDYA"); strategy.parameters:addStringAlternative("MET" .. id, "Vidya (1992)*", "", "VIDYA92"); strategy.parameters:addStringAlternative("MET" .. id, "Wilders*", "", "WMA"); end -- Parameters block local gSource = nil; -- the source stream --TODO: Add variable(s) for your strategy if needed local indicator={}; local first=1; 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 Exit; -- strategy instance initialization routine -- Processes strategy parameters and subscribe to price streams -- TODO: Calculate all constants, create instances all necessary indicators and load all required libraries function Prepare(nameOnly) Initialization(); SC = instance.parameters.SC; SH = instance.parameters.SH; SL = instance.parameters.SL; FC = instance.parameters.FC; local name = profile:id() .. "(" .. instance.bid:instrument() .. ")"; instance:name(name); if nameOnly then return ; end Exit=instance.parameters.Exit; assert(instance.parameters.TF ~= "t1", "The strategy cannot be applied on ticks."); assert(core.indicators:findIndicator("KST") ~= nil, "Please download and install KST Indicator!"); --TODO: Find indicator's profile, intialize parameters, and create indicator's instance (if needed) gSource = ExtSubscribe(1, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); local iprofile = core.indicators:findIndicator("KST"); local iparams = iprofile:parameters(); local i; for i = 1, 4, 1 do if i~= 4 then iparams:setInteger("ROC"..i, instance.parameters:getInteger("ROC"..i)); end iparams:setInteger("MA"..i, instance.parameters:getInteger("MA"..i)); iparams:setString("MET"..i, instance.parameters:getString("MET"..i)); end indicator[1] = iprofile:createInstance(gSource.close, iparams); local iprofile2 = core.indicators:findIndicator("BB"); local iparams2 = iprofile2:parameters(); iparams2:setInteger("N", instance.parameters:getInteger("N")); iparams2:setDouble("Dev", instance.parameters:getDouble("Dev")); indicator[2] = iprofile2:createInstance(indicator[1].KST, iparams2); first = math.max(indicator[1].DATA:first() ,indicator[2].DATA:first()); end -- strategy calculation routine -- TODO: Add your code for decision making -- TODO: Update the instance of your indicator(s) if needed function ExtUpdate(id, source, period) if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if period < first +1 or id ~= 1 then return; end indicator[1]:update(core.UpdateLast); indicator[2]:update(core.UpdateLast); if not indicator[1].KST:hasData(period - 1) or not indicator[2].TL:hasData(period - 1) then return; end if core.crossesOver(indicator[1].KST, indicator[2].TL, period) then BUY(); elseif core.crossesUnder(indicator[1].KST, indicator[2].BL, period) then SELL(); end if Exit then if core.crossesUnder(indicator[1].KST, indicator[2].TL, period) then if haveTrades('B') then exit('B'); Signal ("Close Long"); end elseif core.crossesOver(indicator[1].KST, indicator[2].BL, period) then if haveTrades('S') then exit('S'); Signal ("Close Short"); end end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if haveTrades('B') and not AllowMultiple then exit('S'); Signal ("Close Short"); return; end if ALLOWEDSIDE == "Sell" then if haveTrades('S') then exit('S'); Signal ("Close Short"); end return; end if haveTrades('S') then exit('S'); Signal ("Close Short"); end enter('B'); Signal ("Open Long"); elseif ShowAlert then Signal ("Up Trend"); end end function SELL () if AllowTrade then if haveTrades('S') and not AllowMultiple then exit('B'); Signal ("Close Long"); return; end if ALLOWEDSIDE == "Buy" then if haveTrades('B') then exit('B'); Signal ("Close Long"); end return; end if haveTrades('B') then exit('B'); Signal ("Close Long"); end enter('S'); Signal ("Open Short"); else Signal ("Down Trend"); end end function Trading_Parameters() strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); strategy.parameters:addBoolean("Exit", "Optinal Exit", "", true); 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", "", 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, 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 function Initialization() AllowMultiple = instance.parameters.AllowMultiple; 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 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 dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");