-- Id: 2195 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=2602 --+------------------------------------------------------------------+ --| 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("Sample moving average strategy") strategy:description("") strategy:setTag("Version", "2") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Fast Moving Average") strategy.parameters:addString("FMA_M", "Method", "", "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", "PPMA*", "", "PPMA") 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", "HMA", "", "HMA") strategy.parameters:addInteger("FMA_N", "Period", "", 5, 1, 300) strategy.parameters:addInteger("FMA_S", "Shift", "", 0, 0, 300) strategy.parameters:addString("FMA_P", "Price Type", "", "C") strategy.parameters:addStringAlternative("FMA_P", "Open", "", "O") strategy.parameters:addStringAlternative("FMA_P", "High", "", "H") strategy.parameters:addStringAlternative("FMA_P", "Low", "", "L") strategy.parameters:addStringAlternative("FMA_P", "Close", "", "C") strategy.parameters:addStringAlternative("FMA_P", "Median", "", "M") strategy.parameters:addStringAlternative("FMA_P", "Typical", "", "T") strategy.parameters:addStringAlternative("FMA_P", "Weighted", "", "W") strategy.parameters:addGroup("Slow Moving Average") strategy.parameters:addString("SMA_M", "Method", "", "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", "PPMA*", "", "PPMA") 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", "HMA", "", "HMA") strategy.parameters:addInteger("SMA_N", "Period", "", 20, 1, 300) strategy.parameters:addInteger("SMA_S", "Shift", "", 0, 0, 300) strategy.parameters:addString("SMA_P", "Price Type", "", "C") strategy.parameters:addStringAlternative("SMA_P", "Open", "", "O") strategy.parameters:addStringAlternative("SMA_P", "High", "", "H") strategy.parameters:addStringAlternative("SMA_P", "Low", "", "L") strategy.parameters:addStringAlternative("SMA_P", "Close", "", "C") strategy.parameters:addStringAlternative("SMA_P", "Median", "", "M") strategy.parameters:addStringAlternative("SMA_P", "Typical", "", "T") strategy.parameters:addStringAlternative("SMA_P", "Weighted", "", "W") strategy.parameters:addGroup("Price") strategy.parameters:addString("TF", "Time Frame", "", "m1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addString("TYPE", "Price type", "", "Bid") strategy.parameters:addStringAlternative("TYPE", "Bid", "", "Bid") strategy.parameters:addStringAlternative("TYPE", "Ask", "", "Ask") 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("AllowMultiple", "Allow Multiple Positions in the same direction", "", true) strategy.parameters:addString("SIDE", "Allow Short/Long/Both Positions", "", "BOTH") strategy.parameters:addStringAlternative("SIDE", "Both", "", "BOTH") strategy.parameters:addStringAlternative("SIDE", "Short", "", "SHORT") strategy.parameters:addStringAlternative("SIDE", "Long", "", "LONG") 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", "", false) strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false) strategy.parameters:addBoolean("RecurSound", "Recurrent Sound", "", false) 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 -- check parameters and set advisor name local name local SIDE local gSource = nil -- the source stream local PlaySound local RecurrentSound local SoundFile local Email local SendEmail local AllowTrade local Account local Amount local BaseSize local SetLimit local Limit local SetStop local Stop local TrailingStop local Offer local CanClose local AllowMultiple local ShowAlert local first -- global data block start local priorbar = nil -- price and MVA data (indicator, data and shift) local SRC local SMA, SMADATA, SMASHIFT local FMA, FMADATA, FMASHIFT local indicator = {} function Prepare(onlyName) assert( not (instance.parameters.FMA_N > instance.parameters.SMA_N), "Fast MA Must have a shorter period from the slow MA." ) assert(instance.parameters.TF ~= "t1", "timeframe must not be tick") SIDE = instance.parameters.side -- 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.SMA_M .. "(" .. instance.parameters.SMA_P .. "," .. instance.parameters.SMA_N .. "," .. instance.parameters.SMA_S .. "))" instance:name(name) if onlyName then return end ShowAlert = instance.parameters.ShowAlert if ShowAlert then 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") 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") end 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 -- check methods assert( core.indicators:findIndicator(instance.parameters.SMA_M) ~= nil, "The chosen moving average method is not installed. Please use fxcodebase.com site to download the approriate moving average method." ) assert( core.indicators:findIndicator(instance.parameters.FMA_M) ~= nil, "The chosen moving average method is not installed. Please use fxcodebase.com site to download the approriate moving average method." ) SRC = ExtSubscribe(1, nil, instance.parameters.TF, instance.parameters.TYPE == "Bid", "bar") FMA, FMADATA = CreateMA(1, instance.parameters.FMA_M, instance.parameters.FMA_N, instance.parameters.FMA_P, SRC) SMA, SMADATA = CreateMA(2, instance.parameters.SMA_M, instance.parameters.SMA_N, instance.parameters.SMA_P, SRC) FMASHIFT = instance.parameters.FMA_S SMASHIFT = instance.parameters.SMA_S end -- global data block end function ExtUpdate(id, source, period) if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if id ~= 1 then return end -- return if the data is not loaded yet if 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) 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 then return end if core.crossesOver(FMADATA, SMADATA, p - FMASHIFT, p - SMASHIFT) then if haveTrades("B") and not AllowMultiple then if AllowTrade then if haveTrades("S") then exit("S") Signal("Close Short") end elseif ShowAlert then Signal("Close Short") end return end if SIDE == "SHORT" then if AllowTrade then if haveTrades("S") then exit("S") Signal("Close Short") end elseif ShowAlert then Signal("Close Short") end return end if AllowTrade then if haveTrades("S") then exit("S") Signal("Close Short") end enter("B") Signal("Open Long") elseif ShowAlert then Signal("Close Short") Signal("Open Long") end elseif core.crossesUnder(FMADATA, SMADATA, p - FMASHIFT, p - SMASHIFT) then if haveTrades("S") and not AllowMultiple then if AllowTrade then if haveTrades("B") then exit("B") Signal("Close Long") end elseif ShowAlert then Signal("Close Long") end return end if SIDE == "LONG" then if AllowTrade then if haveTrades("B") then exit("B") Signal("Close Long") end elseif ShowAlert then Signal("Close Long") end return end if AllowTrade then if haveTrades("B") then exit("B") Signal("Close Long") end enter("S") Signal("Open Short") elseif ShowAlert then Signal("Close Long") Signal("Open Short") end end end -- creates moving average with the specified parameters for the specified price function CreateMA(id, 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 elseif method == "PPMA" then p = src else p = src.close end assert(core.indicators:findIndicator(method) ~= nil, method .. " indicator must be installed"); indicator[id] = core.indicators:create(method, p, n) return indicator[id], indicator[id].DATA 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")