-- Id: 17051 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=64096 --+------------------------------------------------------------------+ --| Lucky 7 Divergence Consensus Strategy | --| Copyright © 2016, JetApps USA | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Jim Totaro | --| with special thanks to Apprentice and Gehtsoft | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ local _gSubscription = {} local _gUpdatePeriods = {} local _gLastTime ----------------------------------------------------------- -- Standard strategy init handler for marketscope strategy ----------------------------------------------------------- function Init() strategy:name("Lucky 7 Divergence Consensus Strategy") strategy:type(core.Both) strategy.parameters:addString("Account", "Account", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) strategy.parameters:addBoolean("AllowTrade", "Allow trade", "", true) 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("AllowMultiplePositions", "Allow multiple positions", "", false) strategy.parameters:addString("tf", "tf", "The used timeframe", "H1") strategy.parameters:setFlag("tf", core.FLAG_PERIODS) strategy.parameters:addInteger("amount", "amount", "", 5) strategy.parameters:addDouble("limit", "limit", "", 50) strategy.parameters:addDouble("stop", "stop", "", 20) strategy.parameters:addBoolean("isTrailingStop", "Trailing stop?", "", true) strategy.parameters:addString("Direction", "Type of Signal / Trade", "", "direct") strategy.parameters:addStringAlternative("Direction", "Direct", "", "direct") strategy.parameters:addStringAlternative("Direction", "Reverse", "", "reverse") strategy.parameters:addGroup("SUPER_DIVERGENCE_INDICATOR_JIM_V2 parameters") strategy.parameters:addGroup("Selector") strategy.parameters:addBoolean("One", "Use MACD Divergence", "", true) strategy.parameters:addBoolean("Two", "Use CCI Divergence", "", true) strategy.parameters:addBoolean("Three", "Use ROC Divergence", "", true) strategy.parameters:addBoolean("Four", "Use TSI Divergence", "", true) strategy.parameters:addBoolean("Five", "Use RSI Divergence", "", true) strategy.parameters:addBoolean("Six", "Use MFI Divergence", "", true) strategy.parameters:addBoolean("Seven", "Use Stochastic Divergence", "", true) strategy.parameters:addBoolean("showHidden", "Show Hidden (continuation) divergence?", "", true) strategy.parameters:addGroup("MACD Calculation") strategy.parameters:addInteger("MACD_N", "Period of short EMA for MACD", "", 12) strategy.parameters:addInteger("MACD_N2", "Period of long EMA for MACD", "", 26) strategy.parameters:addInteger("MACD_N3", "Signal period of MACD", "", 9) strategy.parameters:addDouble("MACD_OB", "MACD Overbought Level", "", 0.0002, -0.1, 0.1) strategy.parameters:addDouble("MACD_OS", "MACD Oversold Level", "", -0.0002, -0.1, 0.1) strategy.parameters:addGroup("CCI Calculation") strategy.parameters:addInteger("CCI_N", "Number of periods", "The number of periods.", 14, 2, 1000) strategy.parameters:addDouble("CCI_OB", "CCI Overbought (usually 100)", "", 100, 0, 500) strategy.parameters:addDouble("CCI_OS", "CCI Oversold (usually -100)", "", -100, -500, 0) strategy.parameters:addGroup("ROC Calculation") strategy.parameters:addInteger("ROC_N", "Periods for ROC Indicator ", "", 7) strategy.parameters:addDouble("ROC_OB", "ROC Overbought Level", "", 0.1, -5, 5) strategy.parameters:addDouble("ROC_OS", "ROC Oversold Level", "", -0.1, -5, 5) strategy.parameters:addGroup("TSI Calculation") strategy.parameters:addInteger("TSI_N", "Periods for TSI Indicator 1", "", 7) strategy.parameters:addInteger("TSI_N2", "Periods for TSI Indicator 2", "", 14) strategy.parameters:addDouble("TSI_OB", "TSI Overbought Level", "", 30, -100, 100) strategy.parameters:addDouble("TSI_OS", "TSI Oversold Level", "", -30, -100, 100) strategy.parameters:addGroup("RSI Calculation") strategy.parameters:addInteger("RSI_N", "Periods for RSI Indicator ", "", 7) strategy.parameters:addDouble("RSI_OB", "RSI Overbought Level", "", 70) strategy.parameters:addDouble("RSI_OS", "RSI Oversold Level", "", 30) strategy.parameters:addGroup("MFI Calculation") strategy.parameters:addInteger("MFI_N", "MFI Periods ", "", 7) strategy.parameters:addDouble("MFI_OB", "MFI Overbought Level", "", 70) strategy.parameters:addDouble("MFI_OS", "MFI Oversold Level", "", 30) strategy.parameters:addGroup("Stochastic Calculation") strategy.parameters:addInteger("STOCH_N", "periods for %K", "", 5, 2, 1000) strategy.parameters:addInteger("STOCH_N2", "D smoothing periods", "", 3, 2, 1000) strategy.parameters:addInteger("STOCH_N3", "periods for %D", "", 3, 2, 1000) strategy.parameters:addDouble("STOCH_OB", "Stochastic Overbought Level", "", 70, 20, 100) strategy.parameters:addDouble("STOCH_OS", "Stochastic Oversold Level", "", 30, 1, 80) end local mCID = "L7DCS_STRATEGY" local mAccount local mLotSize local mAllowTrade = false local mAllowedSide = "Both" local mPlaySound = false local mReccurentSound = false local mSendEmail = false local mShowAlert = false local mEmail local mAllowMultiplePositions = true local tf local symbol local source local id_source = 101 local Direction local amount local limit local stop local first local buySignal local sellSignal local isTrailingStop local One, Two, Three, Four, Five, Six, Seven local SUPER_DIVERGENCE_INDICATOR = nil local Parameters = {} local Indicator = {} local showHidden ----------------------------------------------------------- -- Standard prepare handler for marketscope strategy ----------------------------------------------------------- function Prepare(onlyName) assert(instance.parameters.tf ~= "t1", "Tick is not allowed for tf parameter") -- collect parameters mAccount = instance.parameters.Account mLotSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), mAccount) mAllowTrade = instance.parameters.AllowTrade mAllowedSide = instance.parameters.AllowedSide mAllowMultiplePositions = instance.parameters.AllowMultiplePositions tf = instance.parameters.tf symbol = instance.bid:instrument() amount = instance.parameters.amount limit = instance.parameters.limit stop = instance.parameters.stop isTrailingStop = instance.parameters.isTrailingStop One = instance.parameters.One Two = instance.parameters.Two Three = instance.parameters.Three Four = instance.parameters.Four Five = instance.parameters.Five Six = instance.parameters.Six Seven = instance.parameters.Seven showHidden = instance.parameters.showHidden Direction = instance.parameters.Direction == "direct" Parameters["MACD_N"] = instance.parameters.MACD_N Parameters["MACD_N2"] = instance.parameters.MACD_N2 Parameters["MACD_N3"] = instance.parameters.MACD_N3 Parameters["MACD_OB"] = instance.parameters.MACD_OB Parameters["MACD_OS"] = instance.parameters.MACD_OS Parameters["CCI_N"] = instance.parameters.CCI_N Parameters["CCI_OB"] = instance.parameters.CCI_OB Parameters["CCI_OS"] = instance.parameters.CCI_OS Parameters["ROC_N"] = instance.parameters.ROC_N Parameters["ROC_OB"] = instance.parameters.ROC_OB Parameters["ROC_OS"] = instance.parameters.ROC_OS Parameters["TSI_N"] = instance.parameters.TSI_N Parameters["TSI_N2"] = instance.parameters.TSI_N2 Parameters["TSI_OB"] = instance.parameters.TSI_OB Parameters["TSI_OS"] = instance.parameters.TSI_OS Parameters["RSI_N"] = instance.parameters.RSI_N Parameters["RSI_OB"] = instance.parameters.RSI_OB Parameters["RSI_OS"] = instance.parameters.RSI_OS Parameters["MFI_N"] = instance.parameters.MFI_N Parameters["MFI_OB"] = instance.parameters.MFI_OB Parameters["MFI_OS"] = instance.parameters.MFI_OS Parameters["STOCH_N"] = instance.parameters.STOCH_N Parameters["STOCH_N2"] = instance.parameters.STOCH_N2 Parameters["STOCH_N3"] = instance.parameters.STOCH_N3 Parameters["STOCH_OB"] = instance.parameters.STOCH_OB Parameters["STOCH_OS"] = instance.parameters.STOCH_OS --set name instance:name(profile:id() .. "(" .. instance.bid:instrument() .. "(" .. tf .. "))") if onlyName then return end --datasources source = ExtSubscribe(id_source, symbol, tf, true, "bar") first = source.close:first() --indicators assert( core.indicators:findIndicator("DIVERGENCE CONSENSUS 7 INDICATOR") ~= nil, "Please, download and install DIVERGENCE CONSENSUS 7 INDICATOR.LUA indicator" ) assert( core.indicators:findIndicator("SUPER DIVERGENCE INDICATOR V3") ~= nil, "Please, download and install SUPER DIVERGENCE INDICATOR V3.LUA indicator" ) assert(core.indicators:findIndicator("MFI") ~= nil, "Please, download and install MFI.LUA indicator") SUPER_DIVERGENCE_INDICATOR = core.indicators:create( "DIVERGENCE CONSENSUS 7 INDICATOR", source, One, Two, Three, Four, Five, Six, Seven, Parameters["MACD_N"], Parameters["MACD_N2"], Parameters["MACD_N3"], Parameters["MACD_OB"], Parameters["MACD_OS"], Parameters["CCI_N"], Parameters["CCI_OB"], Parameters["CCI_OS"], Parameters["ROC_N"], Parameters["ROC_OB"], Parameters["ROC_OS"], Parameters["TSI_N"], Parameters["TSI_N2"], Parameters["TSI_OB"], Parameters["TSI_OS"], Parameters["RSI_N"], Parameters["RSI_OB"], Parameters["RSI_OS"], Parameters["MFI_N"], Parameters["MFI_OB"], Parameters["MFI_OS"], Parameters["STOCH_N"], Parameters["STOCH_N2"], Parameters["STOCH_N3"], Parameters["STOCH_OB"], Parameters["STOCH_OS"], showHidden, core.rgb(0, 255, 0), core.rgb(255, 0, 0), core.rgb(0, 0, 255), 40 ) _gUpdatePeriods[SUPER_DIVERGENCE_INDICATOR.DATA] = _gUpdatePeriods[source] first = math.max(first, SUPER_DIVERGENCE_INDICATOR.DATA:first()) end ----------------------------------------------------------- -- 'Event handler' that is called when a datasource is updated ----------------------------------------------------------- function ExtUpdate(id, updatedSource, period) if not checkReady("trades") or not checkReady("summary") then return end -- update indicators values if id == id_source then --Updates handler of 'source' datasource ('tf' timeframe) SUPER_DIVERGENCE_INDICATOR:update(core.UpdateLast) if period < first + 1 then return end buySignal = false sellSignal = false --check for positive divergence if SUPER_DIVERGENCE_INDICATOR.open[period] == 1 then if Direction then buySignal = true sellSignal = false else sellSignal = true buySignal = false end end --Check for negative divergence if SUPER_DIVERGENCE_INDICATOR.open[period] == -1 then if Direction then sellSignal = true buySignal = false else buySignal = true sellSignal = false end end -- processing of Activation points --'Buy' activation point logic if buySignal then if mAllowTrade then close("S", core.host:findTable("offers"):find("Instrument", symbol).OfferID) end if mAllowTrade then createTrueMarketOrder("B", amount, symbol, stop, isTrailingStop, limit) end end --'Sell' activation point logic if sellSignal then if mAllowTrade then close("B", core.host:findTable("offers"):find("Instrument", symbol).OfferID) end if mAllowTrade then createTrueMarketOrder("S", amount, symbol, stop, isTrailingStop, limit) end end end end function checkReady(tableName) return core.host:execute("isTableFilled", tableName) end ----------------------------------------------------------- --Enters to the market -- side: B - BUY or S - SELL -- amount: order amount -- instrumentName: instrument of order -- stop: 0, 1 or greater value -- isTrailingStop: true/false -- limit: 0, 1 or greater value ----------------------------------------------------------- function createTrueMarketOrder(side, amount, instrumentName, stop, isTrailingStop, limit) if not mAllowTrade then return end local offerId = core.host:findTable("offers"):find("Instrument", instrumentName).OfferID if not (mAllowedSide == "Both" or (mAllowedSide == "Buy" and side == "B") or (mAllowedSide == "Sell" and side == "S")) then return end if not mAllowMultiplePositions then if (side == "B" and countLongPositions(instrumentName) > 0) then return elseif (side == "S" and countShortPositions(instrumentName) > 0) then return end end local valuemap valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "OM" valuemap.OfferID = offerId valuemap.AcctID = mAccount valuemap.GTC = "FOK" --Fill or Kill order to avoid partial execution valuemap.Quantity = amount * mLotSize valuemap.BuySell = side valuemap.CustomID = mCID if stop >= 1 then valuemap.PegTypeStop = "M" if side == "B" then valuemap.PegPriceOffsetPipsStop = -stop else valuemap.PegPriceOffsetPipsStop = stop end if isTrailingStop then valuemap.TrailStepStop = 1 end end if limit >= 1 then valuemap.PegTypeLimit = "M" if side == "B" then valuemap.PegPriceOffsetPipsLimit = limit else valuemap.PegPriceOffsetPipsLimit = -limit end end if (not canClose(instrumentName)) and (stop >= 1 or limit >= 1) then valuemap.EntryLimitStop = "Y" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end ----------------------------------------------------------- -- closes all positions of the specified direction (B for buy, S for sell) ----------------------------------------------------------- function canClose(instrumentName) return core.host:execute("getTradingProperty", "canCreateMarketClose", instrumentName, mAccount) end function close(side, offer) local enum, row, valuemap enum = core.host:findTable("trades"):enumerator() while true do row = enum:next() if row == nil then break end if row.AccountID == mAccount and row.OfferID == offer and row.BS == side and row.QTXT == mCID then -- if trade has to be closed if canClose(row.Instrument) then -- create a close market order when hedging is allowed valuemap = core.valuemap() valuemap.OrderType = "CM" valuemap.OfferID = offer valuemap.AcctID = mAccount valuemap.Quantity = row.Lot valuemap.TradeID = row.TradeID valuemap.CustomID = mCID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) else -- create an opposite market order when FIFO valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = offer valuemap.AcctID = mAccount valuemap.Quantity = row.Lot valuemap.CustomID = mCID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end end end end ----------------------------------------------------------- --Handle command execution result ----------------------------------------------------------- function ExtAsyncOperationFinished(cookie, success, message) if cookie == 1 then loaded = true elseif cookie == 200 then assert(success, message) end end ----------------------------------------------------------- -- Helper functions ----------------------------------------------------------- function getOppositeSide(side) if (side == "B") then return "S" else return "B" end end function getDSPeriod(ds, updatedSource, period) local p if ds:isBar() then p = core.findDate(ds.open, updatedSource:date(period), false) else p = core.findDate(ds, updatedSource:date(period), false) end if (p > ds:size() - 1) then p = ds:size() - 1 elseif (p < ds:first()) then p = ds:first() end return p end ----------------------------------------------------------- -- Allow to calculate last closed bar period for ds datasource -- which has not tick frequency updates ----------------------------------------------------------- function getClosedPeriod(ds, supposedPeriod) --Check if datasource lastdate is closed on updatePeriod or shift supposedPeriod to -1 if _gUpdatePeriods[ds] == "t1" or _gUpdatePeriods[ds] == nil then return supposedPeriod else return supposedPeriod - 1 end end ----------------------------------------------------------- --Helper functions to wrap the table's method call into the simple function call ----------------------------------------------------------- function streamSize(stream) return stream:size() end function streamHasData(stream, period) return stream:hasData(period) end function canCalculate(stream, period) return (period >= 0) and (period > stream:first()) and streamHasData(stream, period) end ----------------------------------------------------------- -- Helper functions to be sure that you work with a tick stream ----------------------------------------------------------- function getTickStreamOfPriceType(stream, priceType) if stream:isBar() then if priceType == "open" then return stream.open elseif priceType == "high" then return stream.high elseif priceType == "low" then return stream.low elseif priceType == "close" then return stream.close elseif priceType == "typical" then return stream.typical elseif priceType == "weighted" then return stream.weighted elseif priceType == "volume" then return stream.volume else return stream.close end else return stream end end function selectStream(safeStream, subStream) if safeStream:isBar() then return subStream else return safeStream end end --------------------------------------------------------- -- Subscription for updates by datasource timeframe --------------------------------------------------------- -- subscribe for the price data function ExtSubscribe(id, instrument, period, bid, type) local sub = {} if instrument == nil and period == "t1" then if bid then sub.stream = instance.bid else sub.stream = instance.ask end sub.tick = true sub.loaded = true sub.lastSerial = -1 _gSubscription[id] = sub elseif instrument == nil then sub.stream = core.host:execute("getHistory", id, instance.bid:instrument(), period, 0, 0, bid) sub.tick = false sub.loaded = false sub.lastSerial = -1 _gSubscription[id] = sub else sub.stream = core.host:execute("getHistory", id, instrument, period, 0, 0, bid) sub.tick = (period == "t1") sub.loaded = false sub.lastSerial = -1 _gSubscription[id] = sub end _gUpdatePeriods[sub.stream] = period if sub.tick then return sub.stream else if type == "open" then _gUpdatePeriods[sub.stream.open] = period return sub.stream.open elseif type == "high" then _gUpdatePeriods[sub.stream.high] = period return sub.stream.high elseif type == "low" then _gUpdatePeriods[sub.stream.low] = period return sub.stream.low elseif type == "close" then _gUpdatePeriods[sub.stream.close] = period return sub.stream.close elseif type == "bar" then _gUpdatePeriods[sub.stream.open] = period _gUpdatePeriods[sub.stream.high] = period _gUpdatePeriods[sub.stream.low] = period _gUpdatePeriods[sub.stream.close] = period _gUpdatePeriods[sub.stream.median] = period _gUpdatePeriods[sub.stream.typical] = period _gUpdatePeriods[sub.stream.volume] = period _gUpdatePeriods[sub.stream.weighted] = period return sub.stream else assert(false, type .. " is unknown") end end end function AsyncOperationFinished(cookie, success, message) local sub sub = _gSubscription[cookie] if sub ~= nil then sub.loaded = true if sub.stream:size() > 1 then sub.lastSerial = sub.stream:serial(sub.stream:size() - 1) end else -- unknown cookie if ExtAsyncOperationFinished ~= nil then ExtAsyncOperationFinished(cookie, success, message) end end end function Update() if instance.bid:size() > 0 then _gLastTime = instance.bid:date(instance.bid:size() - 1) end for k, v in pairs(_gSubscription) do if v.loaded and v.stream:size() > 1 then local s = v.stream:serial(v.stream:size() - 1) local p if s ~= v.lastSerial then if v.tick then p = v.stream:size() - 1 -- the last tick else p = v.stream:size() - 2 -- the previous candle end ExtUpdate(k, v.stream, p) v.lastSerial = s end end end end --------------------------------------------------------- -- Additional functions --------------------------------------------------------- local mAccountRow = nil local mSummaries = {} function checkAccountRow() if mAccountRow == nil then mAccountRow = core.host:findTable("accounts"):find("AccountID", mAccount) else mAccountRow:refresh() end end function checkSummaryRow(sInstrument) local sOfferID, summaryIter, summaryRow if mSummaries[sInstrument] ~= nil then --try refresh if not (mSummaries[sInstrument]:refresh()) then mSummaries[sInstrument] = nil end end --re-read all cache if mSummaries[sInstrument] == nil then sOfferID = core.host:findTable("offers"):find("Instrument", sInstrument).OfferID summaryIter = core.host:findTable("summary"):enumerator() summaryRow = summaryIter:next() while summaryRow ~= nil do if summaryRow.OfferID == sOfferID then mSummaries[sInstrument] = summaryRow break end summaryRow = summaryIter:next() end end end function getEquity() checkAccountRow() return mAccountRow.Equity end function getBalance() checkAccountRow() return mAccountRow.Balance end function getProfit() checkAccountRow() return mAccountRow.Equity - mAccountRow.Balance end function getAmountK(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.AmountK end end function getGrossPL(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.GrossPL end end function getNetPL(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.NetPL end end function getSellAmountK(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.SellAmountK end end function getBuyAmountK(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.BuyAmountK end end function getBuyNetPLPip(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.BuyNetPLPip end end function getSellNetPLPip(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.SellNetPLPip end end function getBuyNetPL(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.BuyNetPL end end function getSellNetPL(sInstrument) local res checkSummaryRow(sInstrument) res = mSummaries[sInstrument] if res == nil then return 0 else return res.SellNetPL end end function countPositions(sInstrument) local tradesIter, tradeRow, count, sOfferID count = 0 if sInstrument ~= nil then sOfferID = core.host:findTable("offers"):find("Instrument", sInstrument).OfferID end tradesIter = core.host:findTable("trades"):enumerator() tradeRow = tradesIter:next() while tradeRow ~= nil do if (sInstrument == nil or tradeRow.OfferID == sOfferID) then count = count + 1 end tradeRow = tradesIter:next() end return count end function countLongPositions(sInstrument) local tradesIter, tradeRow, count, sOfferID count = 0 if sInstrument ~= nil then sOfferID = core.host:findTable("offers"):find("Instrument", sInstrument).OfferID end tradesIter = core.host:findTable("trades"):enumerator() tradeRow = tradesIter:next() while tradeRow ~= nil do if ((sInstrument == nil or tradeRow.OfferID == sOfferID) and tradeRow.BS == "B") then count = count + 1 end tradeRow = tradesIter:next() end return count end function countShortPositions(sInstrument) local tradesIter, tradeRow, count, sOfferID count = 0 if sInstrument ~= nil then sOfferID = core.host:findTable("offers"):find("Instrument", sInstrument).OfferID end tradesIter = core.host:findTable("trades"):enumerator() tradeRow = tradesIter:next() while tradeRow ~= nil do if ((sInstrument == nil or tradeRow.OfferID == sOfferID) and tradeRow.BS == "S") then count = count + 1 end tradeRow = tradesIter:next() end return count end function getLastUpdateTime() if (_gLastTime == nil) then return 0 else return _gLastTime end end function time(hours, minutes, seconds) local dtLast dtLast = core.dateToTable(_gLastTime) if seconds == nil then seconds = 0 end return core.datetime(dtLast.year, dtLast.month, dtLast.day, hours, minutes, seconds) end function isValidDate(checkDate) if (checkDate < 1) then return false else return true end end function parseTime(sTime) local iDelimHMPos = string.find(sTime, ":") local h = tonumber(string.sub(sTime, 1, iDelimHMPos - 1)) local sTimeTile = string.sub(sTime, iDelimHMPos + 1) local iDelimMSPos = string.find(sTimeTile, ":") local m, s s = 0 if iDelimMSPos == nil then m = tonumber(sTimeTile) else m = tonumber(string.sub(sTimeTile, 1, iDelimMSPos - 1)) s = tonumber(string.sub(sTimeTile, iDelimMSPos + 1)) end return time(h, m, s) end function getPipSize(sInstrument) return core.host:findTable("offers"):find("Instrument", sInstrument).PointSize end