-- Id: 4164 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=4741 --+------------------------------------------------------------------+ --| 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() strategy:name("KST Strategy") strategy:description("Know Sure Thing Oscillator Signal") strategy:setTag("Version", "2"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Price Parameters") strategy.parameters:addString("TF", "TF", "Time frame ('t1', 'm1', 'm5', etc.)", "m5") 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") AddParam(1, "First", 9, 6) AddParam(2, "Second", 12, 6) AddParam(3, "Third", 18, 6) AddParam(4, "Fourth", 24, 9) AddParam(5, "Signal", nil, 9) 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", "", 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("Notification") strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true) strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false) strategy.parameters:addBoolean("RecurSound", "Recurrent Sound", "", true) strategy.parameters:addFile("SoundFile", "Sound File", "", "") strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND) strategy.parameters:addBoolean("SendEmail", "Send Email", "", false) strategy.parameters:addString("Email", "Email", "", "") strategy.parameters:setFlag("Email", core.FLAG_EMAIL) 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", "", "MVA") strategy.parameters:addStringAlternative("MET" .. id, "MVA", "", "MVA") strategy.parameters:addStringAlternative("MET" .. id, "EMA", "", "EMA") 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 -- strategy instance initialization routine -- Processes strategy parameters and creates output streams -- TODO: Calculate all constants, create instances all necessary indicators and load all required libraries -- Parameters block -- Notification local PlaySound local RecurrentSound local SoundFile local Email local SendEmail -- Trading parameters local AllowTrade local Account local Amount local BaseSize local Limit local Stop local TrailingStop local Offer local CanClose local ALLOWEDSIDE local AllowMultiple local SetStop local SetLimit local gSource -- streams local first local KST = nil local RP = {} local MP = {} local MT = {} -- Routine function Prepare(nameOnly) AllowMultiple = instance.parameters.AllowMultiple local i for i = 1, 5, 1 do if i ~= 5 then RP[i] = instance.parameters:getInteger("ROC" .. i) end MP[i] = instance.parameters:getInteger("MA" .. i) MT[i] = instance.parameters:getString("MET" .. i) end assert(core.indicators:findIndicator("KST") ~= nil, "Please, download and install KST.LUA indicator") for i = 1, 5, 1 do assert(core.indicators:findIndicator(MT[i]) ~= nil, "Please, download and install " .. MT[i] .. " indicator") end local name = profile:id() .. "(" .. instance.bid:instrument() .. ")" instance:name(name) if nameOnly then return end ShowAlert = instance.parameters.ShowAlert PlaySound = instance.parameters.PlaySound if PlaySound then RecurrentSound = instance.parameters.RecurSound SoundFile = instance.parameters.SoundFile else SoundFile = nil end assert(not (PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be specified") ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE 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) Limit = instance.parameters.Limit Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop SetStop = instance.parameters.SetStop SetLimit = instance.parameters.SetLimit end gSource = ExtSubscribe(1, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar") KST = core.indicators:create( "KST", gSource.close, RP[1], MP[1], MT[1], RP[2], MP[2], MT[2], RP[3], MP[3], MT[3], RP[4], MP[4], MT[4], MP[5], MT[5] ) first = KST.SIG:first() + 1 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 -- strategy calculation routine function ExtUpdate(id, source, period) if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if period < first or id ~= 1 then return end KST:update(core.UpdateLast) if core.crossesOver(KST.KST, KST.SIG, period) then 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 elseif core.crossesUnder(KST.KST, KST.SIG, period) then 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 end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- 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")