-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=31&t=19945
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--|                                            http://fxcodebase.com |
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function Init()
    strategy:name("Trailing limits")
    strategy:description("Trailing limit")
    strategy:setTag("strategy_type", "Money management");

    strategy.parameters:addGroup("Limit Parameters")
    strategy.parameters:addInteger("LimitLevel", "Limit level", "", 100)
    strategy.parameters:addInteger("TrailingStep", "Trailing step", "", 20)

    strategy.parameters:addString("Type", "Price type", "", "Bid")
    strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid")
    strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask")
    strategy.parameters:addString("Period", "Timeframe", "", "m1")
    strategy.parameters:setFlag("Period", core.FLAG_PERIODS)

    strategy.parameters:addGroup("Trading Parameters")
    strategy.parameters:addString("Account", "Account to trade on", "", "")
    strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT)
    strategy.parameters:addString("Symbol", "Choose Symbol", "", "")
    strategy.parameters:setFlag("Symbol", core.FLAG_INSTRUMENTS)
end

local tradeExist = true
local first = true
local limitOrder = nil -- the identifier of the limit order
local tsource = nil
local timer
local minChange
local executing = false
local CanClose
local PriceS

function Prepare(onlyName)
    local name
    name =
        profile:id() ..
        "(" ..
            instance.bid:instrument() ..
                "[" ..
                    instance.parameters.Period ..
                        "]" ..
                            "," ..
                                instance.parameters.LimitLevel ..
                                    "," ..
                                        "," ..
                                            instance.parameters.TrailingStep .. "," .. instance.parameters.Symbol .. ")"
    instance:name(name)
    if onlyName then
        return
    end

    minChange = math.pow(10, -instance.bid:getPrecision())

    CanClose =
        core.host:execute(
        "getTradingProperty",
        "canCreateMarketClose",
        instance.bid:instrument(),
        instance.parameters.Account
    )

    ExtSetupSignal(name .. ":", true)
    tsource =
        ExtSubscribe(
        1,
        instance.parameters.Symbol,
        instance.parameters.Period,
        instance.parameters.Type == "Bid",
        "bar"
    )
    if instance.parameters.Type == "Bid" then
        PriceS = instance.bid
    else
        PriceS = instance.ask
    end
end

function SetLimit(source, period)
    local limitValue

    local trades = core.host:findTable("trades")
    local enum = trades:enumerator()
    while true do
        local trade = enum:next()
        if trade == nil then
            break
        end
        if trade.Instrument == instance.parameters.Symbol then
            if trade.BS == "B" then
                limitValue = PriceS[NOW] + instance.parameters.LimitLevel * instance.bid:pipSize()
                setLimit(trade, limitValue, "S")
            else
                limitValue = PriceS[NOW] - instance.parameters.LimitLevel * instance.bid:pipSize()
                setLimit(trade, limitValue, "B")
            end
        end
    end
end

function setLimit(trade, limitValue, limitSide)
    if CanClose then
        if trade.LimitOrderID == "" or trade.LimitOrderID == nil then
            valuemap = core.valuemap()
            valuemap.Command = "CreateOrder"
            valuemap.OrderType = "L"
            valuemap.OfferID = trade.OfferID
            valuemap.AcctID = trade.AccountID
            valuemap.TradeID = trade.TradeID
            valuemap.Quantity = trade.Lot
            valuemap.Rate = limitValue
            valuemap.BuySell = limitSide
            executing = true
            success, msg = terminal:execute(200, valuemap)
            if not (success) then
                executing = false
                terminal:alertMessage(
                    instance.bid:instrument(),
                    instance.bid[NOW],
                    "Failed create limit " .. msg,
                    instance.bid:date(NOW)
                )
            end
        else
            if trade.BS == "B" then
                if limitValue > trade.Limit - instance.parameters.TrailingStep * instance.bid:pipSize() then
                    return
                end
            else
                if limitValue < trade.Limit + instance.parameters.TrailingStep * instance.bid:pipSize() then
                    return
                end
            end
            if math.abs(limitValue - trade.Limit) > minChange then
                -- limit exists
                valuemap = core.valuemap()
                valuemap.Command = "EditOrder"
                valuemap.AcctID = trade.AccountID
                valuemap.OrderID = trade.LimitOrderID
                valuemap.Rate = limitValue
                executing = true
                success, msg = terminal:execute(200, valuemap)
                if not (success) then
                    executing = false
                    terminal:alertMessage(
                        instance.bid:instrument(),
                        instance.bid[NOW],
                        "Failed change limit " .. msg,
                        instance.bid:date(NOW)
                    )
                end
            end
        end
    else
        local order = nil
        local rate

        local enum, row
        enum = core.host:findTable("orders"):enumerator()
        row = enum:next()
        while (row ~= nil) do
            if
                row.OfferID == trade.OfferID and row.AccountID == trade.AccountID and row.BS == limitSide and
                    row.NetQuantity and
                    row.Type == "LE"
             then
                order = row.OrderID
                rate = row.Rate
            end
            row = enum:next()
        end

        if order == nil then
            valuemap = core.valuemap()
            valuemap.Command = "CreateOrder"
            valuemap.OrderType = "LE"
            valuemap.OfferID = trade.OfferID
            valuemap.AcctID = trade.AccountID
            valuemap.TradeID = trade.TradeID
            valuemap.NetQtyFlag = "y"
            valuemap.Rate = limitValue
            valuemap.BuySell = limitSide
            executing = true
            success, msg = terminal:execute(200, valuemap)
            if not (success) then
                executing = false
                terminal:alertMessage(
                    instance.bid:instrument(),
                    instance.bid[NOW],
                    "Failed create liit " .. msg,
                    instance.bid:date(NOW)
                )
            end
        else
            if trade.BS == "B" then
                if limitValue > rate - instance.parameters.TrailingStep * instance.bid:pipSize() then
                    return
                end
            else
                if limitValue < rate + instance.parameters.TrailingStep * instance.bid:pipSize() then
                    return
                end
            end
            if math.abs(limitValue - rate) > minChange then
                -- limit exists
                valuemap = core.valuemap()
                valuemap.Command = "EditOrder"
                valuemap.OfferID = trade.OfferID
                valuemap.AcctID = trade.AccountID
                valuemap.OrderID = order
                valuemap.Rate = limitValue
                executing = true
                success, msg = terminal:execute(200, valuemap)
                if not (success) then
                    executing = false
                    terminal:alertMessage(
                        instance.bid:instrument(),
                        instance.bid[NOW],
                        "Failed change limit " .. msg,
                        instance.bid:date(NOW)
                    )
                end
            end
        end
    end
end

function ExtUpdate(id, source, period)
    if id == 1 and tradeExist then
        if period > tsource:first() then
            -- check whether trade exists
            local trade, order

            SetLimit(source, period)
        end
    end
end

function ExtAsyncOperationFinished(id, success, message)
    if id == 200 then
        executing = false
        if not (success) then
            terminal:alertMessage(
                instance.bid:instrument(),
                instance.bid[NOW],
                "Failed create/change limit " .. message,
                instance.bid:date(NOW)
            )
        end
    end
end

dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")