-- Id: 3526 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=3834 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.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(resources:get("R_NAME")); strategy:description(resources:get("R_DESCRIPTION")); strategy:setTag("group", "Moving Averages"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound,ShowAlert,Account,CanTrade,Email,SendEmail"); strategy:setTag("Version", "1.1"); strategy.parameters:addGroup(resources:get("R_PARAMS_FMA")); strategy.parameters:addString("FMA_M", resources:get("R_MA_METHOD"), resources:get("R_MA_METHOD_D"), "MVA"); strategy.parameters:addStringAlternative("FMA_M", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("FMA_M", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("FMA_M", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("FMA_M", "TMA", "", "TMA"); strategy.parameters:addStringAlternative("FMA_M", "SMMA*", "", "SMMA"); strategy.parameters:addStringAlternative("FMA_M", "Vidya (1995)*", "", "VIDYA"); strategy.parameters:addStringAlternative("FMA_M", "Vidya (1992)*", "", "VIDYA92"); strategy.parameters:addStringAlternative("FMA_M", "Wilders*", "", "WMA"); strategy.parameters:addStringAlternative("FMA_M", "TEMA*", "", "TEMA1"); strategy.parameters:addStringAlternative("FMA_M", "KAMA", "", "KAMA"); strategy.parameters:addInteger("FMA_N", resources:get("R_MA_N"), "", 5, 1, 300); strategy.parameters:addInteger("FMA_S", resources:get("R_MA_S"), resources:get("R_MA_S_D"), 0, 0, 300); strategy.parameters:addString("FMA_P", resources:get("R_MA_P"), "", "C"); strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_OPEN"), "", "O"); strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_HIGH"), "", "H"); strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_LOW"), "", "L"); strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_CLOSE"), "", "C"); strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_MEDIAN"), "", "M"); strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_TYPICAL"), "", "T"); strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_WEIGHTED"), "", "W"); strategy.parameters:addGroup("Medium Moving Average Parameters"); strategy.parameters:addString("MMA_M", "Moving Average method", "Moving Average method", "MVA"); strategy.parameters:addStringAlternative("MMA_M", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("MMA_M", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("MMA_M", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("MMA_M", "TMA", "", "TMA"); strategy.parameters:addStringAlternative("MMA_M", "SMMA*", "", "SMMA"); strategy.parameters:addStringAlternative("MMA_M", "Vidya (1995)*", "", "VIDYA"); strategy.parameters:addStringAlternative("MMA_M", "Vidya (1992)*", "", "VIDYA92"); strategy.parameters:addStringAlternative("MMA_M", "Wilders*", "", "WMA"); strategy.parameters:addStringAlternative("MMA_M", "TEMA*", "", "TEMA1"); strategy.parameters:addStringAlternative("MMA_M", "KAMA", "", "KAMA"); strategy.parameters:addInteger("MMA_N", resources:get("R_MA_N"), "", 15, 1, 300); strategy.parameters:addInteger("MMA_S", resources:get("R_MA_S"), resources:get("R_MA_S_D"), 0, 0, 300); strategy.parameters:addString("MMA_P", resources:get("R_MA_P"), "", "C"); strategy.parameters:addStringAlternative("MMA_P", resources:get("R_MA_P_OPEN"), "", "O"); strategy.parameters:addStringAlternative("MMA_P", resources:get("R_MA_P_HIGH"), "", "H"); strategy.parameters:addStringAlternative("MMA_P", resources:get("R_MA_P_LOW"), "", "L"); strategy.parameters:addStringAlternative("MMA_P", resources:get("R_MA_P_CLOSE"), "", "C"); strategy.parameters:addStringAlternative("MMA_P", resources:get("R_MA_P_MEDIAN"), "", "M"); strategy.parameters:addStringAlternative("MMA_P", resources:get("R_MA_P_TYPICAL"), "", "T"); strategy.parameters:addStringAlternative("MMA_P", resources:get("R_MA_P_WEIGHTED"), "", "W"); strategy.parameters:addGroup(resources:get("R_PARAMS_SMA")); strategy.parameters:addString("SMA_M", resources:get("R_MA_METHOD"), resources:get("R_MA_METHOD_D"), "MVA"); strategy.parameters:addStringAlternative("SMA_M", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("SMA_M", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("SMA_M", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("SMA_M", "TMA", "", "TMA"); strategy.parameters:addStringAlternative("SMA_M", "SMMA*", "", "SMMA"); strategy.parameters:addStringAlternative("SMA_M", "Vidya (1995)*", "", "VIDYA"); strategy.parameters:addStringAlternative("SMA_M", "Vidya (1992)*", "", "VIDYA92"); strategy.parameters:addStringAlternative("SMA_M", "Wilders*", "", "WMA"); strategy.parameters:addStringAlternative("SMA_M", "TEMA*", "", "TEMA1"); strategy.parameters:addStringAlternative("SMA_M", "KAMA", "", "KAMA"); strategy.parameters:addInteger("SMA_N", resources:get("R_MA_N"), "", 20, 1, 300); strategy.parameters:addInteger("SMA_S", resources:get("R_MA_S"), resources:get("R_MA_S_D"), 0, 0, 300); strategy.parameters:addString("SMA_P", resources:get("R_MA_P"), "", "C"); strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_OPEN"), "", "O"); strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_HIGH"), "", "H"); strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_LOW"), "", "L"); strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_CLOSE"), "", "C"); strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_MEDIAN"), "", "M"); strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_TYPICAL"), "", "T"); strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_WEIGHTED"), "", "W"); strategy.parameters:addGroup(resources:get("R_PARAMS_PRICE")); strategy.parameters:addString("TF", resources:get("R_TF"), "", "m1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addString("TYPE", resources:get("R_TYPE"), "", "Bid"); strategy.parameters:addStringAlternative("TYPE", resources:get("R_BID"), "", "Bid"); strategy.parameters:addStringAlternative("TYPE", resources:get("R_ASK"), "", "Ask"); strategy.parameters:addGroup(resources:get("R_PARAMS_TRADING")); strategy.parameters:addBoolean("CANTRADE", resources:get("R_TR_ALLOWED"), resources:get("R_TR_ALLOWED_D"), false); strategy.parameters:setFlag("CANTRADE", core.FLAG_ALLOW_TRADE); strategy.parameters:addString("ACCOUNT", resources:get("R_ACCOUNT"), "", ""); strategy.parameters:setFlag("ACCOUNT", core.FLAG_ACCOUNT); strategy.parameters:addString("ALLOWEDSIDE", resources:get("R_ALLOWEDSIDE"), resources:get("R_ALLOWEDSIDE_D"), "Both"); strategy.parameters:addStringAlternative("ALLOWEDSIDE", resources:get("R_BOTH"), "", "Both"); strategy.parameters:addStringAlternative("ALLOWEDSIDE", resources:get("R_BUY"), "", "Buy"); strategy.parameters:addStringAlternative("ALLOWEDSIDE", resources:get("R_SELL"), "", "Sell"); strategy.parameters:addInteger("AMOUNT", resources:get("R_AMOUNT"), "", 1, 1, 1000000); strategy.parameters:addInteger("LIMIT", resources:get("R_TR_L"), resources:get("R_TR_L_D"), 0, 0, 300); strategy.parameters:addInteger("STOP", resources:get("R_TR_S"), resources:get("R_TR_S_D"), 0, 0, 300); strategy.parameters:addBoolean("USE_TRAILING_STOP", resources:get("R_USE_TRAILING_STOP"), "", true); strategy.parameters:addBoolean("PLAY", resources:get("R_SOUND"), "", false); strategy.parameters:addBoolean("RECURRENTSOUND", resources:get("R_RECURRENTSOUND"), "", false); strategy.parameters:addFile("SOUND", resources:get("R_SOUND_FILE"), "", ""); strategy.parameters:setFlag("SOUND", core.FLAG_SOUND); strategy.parameters:addBoolean("SENDEMAIL", resources:get("R_SENDEMAIL"), "", false); strategy.parameters:addString("EMAIL", resources:get("R_EMAIL"), resources:get("R_EMAIL_D"),""); strategy.parameters:setFlag("EMAIL", core.FLAG_EMAIL); end -- check parameters and set advisor name local name; function Prepare(onlyName) -- set the name name = profile:id() .. "(" .. instance.bid:instrument() .. "." .. instance.parameters.TF .. "." .. instance.parameters.TYPE .. "," .. instance.parameters.FMA_M .. "(" .. instance.parameters.FMA_P .. "," .. instance.parameters.FMA_N .. "," .. instance.parameters.FMA_S .. ")," .. instance.parameters.MMA_M .. "(" .. instance.parameters.MMA_P .. "," .. instance.parameters.MMA_N .. "," .. instance.parameters.MMA_S .. ")," .. instance.parameters.SMA_M .. "(" .. instance.parameters.SMA_P .. "," .. instance.parameters.SMA_N .. "," .. instance.parameters.SMA_S .. "))"; instance:name(name); if onlyName then return; end -- check time frame -- assert(instance.parameters.TF ~= "t1", resources:get("R_ERROR_TICK")); -- check sound alert params assert(not(instance.parameters.PLAY) or (instance.parameters.PLAY and instance.parameters.SOUND ~= ""), resources:get("R_ERROR_SOUND")); -- check trading params if instance.parameters.CANTRADE then assert(core.host:findTable("Accounts"):find("AccountID", instance.parameters.ACCOUNT) ~= nil, resources:get("R_ERROR_ACCOUNT")); assert(core.host:findTable("offers"):find("Instrument", instance.bid:instrument()) ~= nil, resources:get("R_ERROR_OFFER")); end -- check methods assert(core.indicators:findIndicator(instance.parameters.FMA_M) ~= nil, resources:get("R_ERROR_METHOD")); assert(core.indicators:findIndicator(instance.parameters.MMA_M) ~= nil, resources:get("R_ERROR_METHOD")); assert(core.indicators:findIndicator(instance.parameters.SMA_M) ~= nil, resources:get("R_ERROR_METHOD")); end -- global data block start local init = false; local loaded = false; local priorbar = nil; -- price and MVA data (indicator, data and shift) local TICKSRC; local SRC; local SMA, SMADATA, SMASHIFT; local FMA, FMADATA, FMASHIFT; local MMA, MMADATA, MMASHIFT; -- trade data local OFFER; local CANTRADE; local ACCOUNT; local AMOUNT; local PLAY; local RECURRENTSOUND; local SOUND; local LIMIT; local STOP; local SELL; local BUY; local CANCLOSE; local SENDEMAIL; local EMAIL; local ALLOWEDSIDE; local CID = "MACROSS"; local USE_TRAILING_STOP; -- global data block end function Update() if not(init) then TICKSRC = instance.bid; -- collect the trading parameters CANTRADE = (instance.parameters.CANTRADE); if CANTRADE then ACCOUNT = instance.parameters.ACCOUNT; USE_TRAILING_STOP = instance.parameters.USE_TRAILING_STOP; AMOUNT = instance.parameters.AMOUNT * core.host:execute("getTradingProperty", "baseUnitSize", TICKSRC:instrument(), ACCOUNT); LIMIT = math.floor(instance.parameters.LIMIT + 0.5); STOP = math.floor(instance.parameters.STOP + 0.5); OFFER = core.host:findTable("offers"):find("Instrument", TICKSRC:instrument()).OfferID; CANCLOSE = core.host:execute("getTradingProperty", "canCreateMarketClose", TICKSRC:instrument(), ACCOUNT); end ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE; SELL = resources:get("R_SELL"); BUY = resources:get("R_BUY"); PLAY = instance.parameters.PLAY; SOUND = instance.parameters.SOUND; RECURRENTSOUND = instance.parameters.RECURRENTSOUND; SENDEMAIL = instance.parameters.SENDEMAIL EMAIL = instance.parameters.EMAIL -- load the price data SRC = core.host:execute("getHistory", 1, TICKSRC:instrument(), instance.parameters.TF, 0, 0, instance.parameters.TYPE == "Bid"); FMA, FMADATA = CreateMA(instance.parameters.FMA_M, instance.parameters.FMA_N, instance.parameters.FMA_P, SRC); MMA, MMADATA = CreateMA(instance.parameters.MMA_M, instance.parameters.MMA_N, instance.parameters.MMA_P, SRC); SMA, SMADATA = CreateMA(instance.parameters.SMA_M, instance.parameters.SMA_N, instance.parameters.SMA_P, SRC); FMASHIFT = instance.parameters.FMA_S; SMASHIFT = instance.parameters.SMA_S; MMASHIFT = instance.parameters.MMA_S; init = true; return ; end -- return if the data is not loaded yet if not(loaded) or SRC:size() < 2 then return ; end -- the index of the bar to be processed local p = SRC:size() - 2; -- check if the same bar is still updating if priorbar ~= nil and SRC:serial(p) == priorbar then return ; end -- remember the last processed bar priorbar = SRC:serial(p); -- update moving average FMA:update(core.UpdateLast); MMA:update(core.UpdateLast); SMA:update(core.UpdateLast); -- check whether here is enough data to check the -- signal conditions if p <= FMADATA:first() + FMASHIFT or p <= SMADATA:first() + SMASHIFT or p <= MMADATA:first() + MMASHIFT then return ; end if core.crossesOver(FMADATA, SMADATA, p - FMASHIFT, p - SMASHIFT) and (ALLOWEDSIDE == "Both" or ALLOWEDSIDE == "Buy") then -- buy condition met (fast crosses over slow) if CANTRADE then close("S"); -- closes all existing shorts on the account enter("B"); -- and the enter long end terminal:alertMessage(TICKSRC:instrument(), TICKSRC[NOW], name .. ":" .. BUY, TICKSRC:date(NOW)); if PLAY then terminal:alertSound(SOUND, RECURRENTSOUND); end if SENDEMAIL then terminal:alertEmail(EMAIL, name .. ":" .. BUY, FormatEmail(TICKSRC, NOW, BUY)); end elseif core.crossesUnder(FMADATA, SMADATA, p - FMASHIFT, p - SMASHIFT) and (ALLOWEDSIDE == "Both" or ALLOWEDSIDE == "Sell") then -- sell condition met (slow crosses over fast) if CANTRADE then close("B"); -- closes all existing longs on the account enter("S"); -- and the enter short end terminal:alertMessage(TICKSRC:instrument(), TICKSRC[NOW], name .. ":" .. SELL, TICKSRC:date(NOW)); if PLAY then terminal:alertSound(SOUND, RECURRENTSOUND); end elseif core.crossesUnder(FMADATA, MMADATA, p - FMASHIFT, p - MMASHIFT) and (ALLOWEDSIDE == "Both" or ALLOWEDSIDE == "Sell") then -- sell condition met (medium crosses over fast) if CANTRADE then close("B"); -- closes all existing longs on the account end terminal:alertMessage(TICKSRC:instrument(), TICKSRC[NOW], name .. ":" .. SELL, TICKSRC:date(NOW)); if PLAY then terminal:alertSound(SOUND, RECURRENTSOUND); end elseif core.crossesOver(FMADATA, MMADATA, p - FMASHIFT, p - MMASHIFT) and (ALLOWEDSIDE == "Both" or ALLOWEDSIDE == "Buy") then -- buy condition met (fast crosses over slow) if CANTRADE then close("S"); -- closes all existing longs on the account end terminal:alertMessage(TICKSRC:instrument(), TICKSRC[NOW], name .. ":" .. SELL, TICKSRC:date(NOW)); if PLAY then terminal:alertSound(SOUND, RECURRENTSOUND); end if SENDEMAIL then terminal:alertEmail(EMAIL, name .. ":" .. SELL, FormatEmail(TICKSRC, NOW, SELL)); end end end -- creates moving average with the specified parameters for the specified price function CreateMA(method, n, price, src) local p; if price == "O" then p = src.open; elseif price == "H" then p = src.high; elseif price == "L" then p = src.low; elseif price == "M" then p = src.median; elseif price == "T" then p = src.typical; elseif price == "W" then p = src.weighted; else p = src.close; end assert(core.indicators:findIndicator(method) ~= nil, method .. " indicator must be installed"); local indicator = core.indicators:create(method, p, n); return indicator, indicator.DATA; end -- closes all positions of the specified direction (B for buy, S for sell) function close(side) 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 == ACCOUNT and row.OfferID == OFFER and row.BS == side and row.QTXT == CID then -- if trade has to be closed if CANCLOSE then -- non-FIFO account, create a close market order valuemap = core.valuemap(); valuemap.OrderType = "CM"; valuemap.OfferID = OFFER; valuemap.AcctID = ACCOUNT; valuemap.Quantity = row.Lot; valuemap.TradeID = row.TradeID; valuemap.CustomID = CID; if row.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end success, msg = terminal:execute(200, valuemap); assert(success, msg); else -- FIFO account, create an opposite market order valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = OFFER; valuemap.AcctID = ACCOUNT; valuemap.Quantity = AMOUNT; valuemap.CustomID = CID; 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 -- the method enters to the market function enter(side) local valuemap; valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = OFFER; valuemap.AcctID = ACCOUNT; valuemap.Quantity = AMOUNT; valuemap.CustomID = CID; valuemap.BuySell = side; if STOP >= 1 then valuemap.PegTypeStop = "O"; if side == "B" then valuemap.PegPriceOffsetPipsStop = -STOP; else valuemap.PegPriceOffsetPipsStop = STOP; end if USE_TRAILING_STOP then valuemap.TrailStepStop = 1; end end if LIMIT >= 1 then valuemap.PegTypeLimit = "O"; if side == "B" then valuemap.PegPriceOffsetPipsLimit = LIMIT; else valuemap.PegPriceOffsetPipsLimit = -LIMIT; end end if (not CANCLOSE) and (STOP >= 1 or LIMIT >= 1) then valuemap.EntryLimitStop = 'Y' end success, msg = terminal:execute(200, valuemap); assert(success, msg); end function AsyncOperationFinished(cookie, success, message) if cookie == 1 then loaded = true; elseif cookie == 200 then assert(success, message); end end local emailInit = false; local delim; local signalDescr; local symbolDescr; local messageDescr; local dateDescr local priceDescr; local introDescr; local priceFormat; -- --------------------------------------------------------- -- Formats the email subject and text -- @param source The signal source -- @param period The number of the period -- @param message The rest of the message to be added to the signal -- --------------------------------------------------------- function FormatEmail(source, period, message) --format email text if not(emailInit) then emailInit = true; delim = "\013\010"; signalDescr = resources:get("R_MAIL_SIGNAL_DESCR"); symbolDescr = resources:get("R_MAIL_SYMBOL_HEADER"); messageDescr = resources:get("R_MAIL_MESSAGE_DESCR"); dateDescr = resources:get("R_MAIL_TIME_HEADER"); priceDescr = resources:get("R_MAIL_PRICE_HEADER"); introDescr = resources:get("R_MAIL_INTRODUCTION"); priceFormat = "%." .. instance.bid:getPrecision() .. "f"; end local ttime = core.dateToTable(core.host:execute("convertTime", 1, 4, math.max(instance.bid:date(NOW), instance.ask:date(NOW)))); local r = delim .. introDescr .. delim .. signalDescr .. name .. delim .. symbolDescr .. instance.bid:instrument() .. delim .. messageDescr .. message .. delim .. dateDescr .. string.format("%02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min) .. delim .. priceDescr .. string.format(priceFormat, source[period]) .. delim; return r; end