-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=70424 --+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("MACD OverlayBar Strategy") strategy:description("") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Price") strategy.parameters:addString("Type", "Price Type", "", "Bid") strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid") strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask") strategy.parameters:addString("TF", "Time frame", "", "m1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addGroup("Selector") strategy.parameters:addString("Method", "Indicator Method", "Method", "MACD / Zero & MACD Slope") strategy.parameters:addStringAlternative( "Method", "MACD / Zero & MACD Slope", "MACD / Zero & MACD Slope", "MACD / Zero & MACD Slope" ) strategy.parameters:addStringAlternative("Method", "MACD / Signal", "MACD / Signal", "MACD / Signal") strategy.parameters:addStringAlternative( "Method", "Histogram/Zero & Histogram Slope", "Histogram/Zero & Histogram Slope", "Histogram/Zero & Histogram Slope" ) strategy.parameters:addStringAlternative( "Method", "MACD/Signal & MACD/Zero", "MACD/Signal & MACD/Zero", "MACD/Signal & MACD/Zero" ) strategy.parameters:addGroup("Calculation") strategy.parameters:addInteger("SN", "Short EMA", "", 12, 2, 1000) strategy.parameters:addInteger("LN", "Long EMA", "", 26, 2, 1000) strategy.parameters:addInteger("IN", "Signal Line", "", 9, 2, 1000) strategy.parameters:addString("Price", "Price", "", "close") strategy.parameters:addStringAlternative("Price", "close", "", "close") strategy.parameters:addStringAlternative("Price", "open", "", "open") strategy.parameters:addStringAlternative("Price", "high", "", "high") strategy.parameters:addStringAlternative("Price", "low", "", "low") strategy.parameters:addStringAlternative("Price", "median", "", "median") strategy.parameters:addStringAlternative("Price", "typical", "", "typical") strategy.parameters:addStringAlternative("Price", "weighted", "", "weighted") CreateTradingParameters() end function CreateTradingParameters() strategy.parameters:addGroup("Execution Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) strategy.parameters:addString("AccountType", "Account Type", "", "Automatic") strategy.parameters:addStringAlternative("AccountType", "FIFO", "", "FIFO") strategy.parameters:addStringAlternative("AccountType", "non FIFO", "", "NON") strategy.parameters:addStringAlternative("AccountType", "Automatic", "", "Automatic") strategy.parameters:addString("EntryExecutionType", "Entry Execution Type", "", "EndOfTurn") strategy.parameters:addStringAlternative("EntryExecutionType", "End of Turn", "", "EndOfTurn") strategy.parameters:addStringAlternative("EntryExecutionType", "Live", "", "Live") --********************************************************************************************************* strategy.parameters:addString("ExitExecutionType", "Exit Execution Type", "", "EndOfTurn") strategy.parameters:addStringAlternative("ExitExecutionType", "End of Turn", "", "EndOfTurn") strategy.parameters:addStringAlternative("ExitExecutionType", "Live", "", "Live") --********************************************************************************************************* strategy.parameters:addGroup("Trade Parameters") strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true) strategy.parameters:addString( "CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "MACDOBS" ) strategy.parameters:addBoolean("use_own_positions", "Use Own Positions Only", "", true) strategy.parameters:addBoolean("opposite_after_stop", "Only opposite positions after stop", "", false) strategy.parameters:addBoolean("PositionCap", "Use Position Cap", "", false) strategy.parameters:addInteger( "MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2 ) strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1) 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:addString("Direction", "Type of Signal / Trade", "", "direct") strategy.parameters:addStringAlternative("Direction", "Direct", "", "direct") strategy.parameters:addStringAlternative("Direction", "Reverse", "", "reverse") strategy.parameters:addString("Account", "Account to trade on", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1) strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false) strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30) strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false) strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30) strategy.parameters:addString("TRAILING_STOP_TYPE", "Trailing stop type", "", "Dynamic") strategy.parameters:addStringAlternative("TRAILING_STOP_TYPE", "Do not use", "", "No") strategy.parameters:addStringAlternative("TRAILING_STOP_TYPE", "Dynamic", "", "Dynamic") strategy.parameters:addStringAlternative("TRAILING_STOP_TYPE", "Fixed", "", "Fixed") strategy.parameters:addDouble("FIXED_TRAILING_STOP", "% of profit or trailing step", "", 10, 10, 300) --********************************************************************************************************* strategy.parameters:addBoolean("Exit", "Use Optional Exit", "", true) --********************************************************************************************************* strategy.parameters:addGroup("Alerts") strategy.parameters:addBoolean("ShowAlert", "ShowAlert", "", true) strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false) strategy.parameters:addFile("SoundFile", "Sound File", "", "") strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND) strategy.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", true) strategy.parameters:addBoolean("SendEmail", "Send Email", "", false) strategy.parameters:addString("Email", "Email", "", "") strategy.parameters:setFlag("Email", core.FLAG_EMAIL) strategy.parameters:addGroup("Time Parameters") strategy.parameters:addInteger("ToTime", "Convert the date to", "", 6) strategy.parameters:addIntegerAlternative("ToTime", "EST", "", 1) strategy.parameters:addIntegerAlternative("ToTime", "UTC", "", 2) strategy.parameters:addIntegerAlternative("ToTime", "Local", "", 3) strategy.parameters:addIntegerAlternative("ToTime", "Server", "", 4) strategy.parameters:addIntegerAlternative("ToTime", "Financial", "", 5) strategy.parameters:addIntegerAlternative("ToTime", "Display", "", 6) strategy.parameters:addString("StartTime", "Start Time for Trading", "", "00:00:00") strategy.parameters:addString("StopTime", "Stop Time for Trading", "", "24:00:00") --********************************************************************************************************* strategy.parameters:addBoolean("ManageExit", "Use Exit after Stop Time", "", true) --********************************************************************************************************* strategy.parameters:addBoolean("UseMandatoryClosing", "Use Mandatory Closing", "", false) strategy.parameters:addString("ExitTime", "Mandatory Closing Time", "", "23:59:00") strategy.parameters:addInteger("ValidInterval", "Valid interval for operation in second", "", 60) end local AccountType local Source, TickSource local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition local SoundFile = nil local RecurrentSound = false local ALLOWEDSIDE local AllowTrade local Offer local CanClose local Account local Amount local SetLimit local Limit local SetStop local Stop local TRAILING_STOP_TYPE local FIXED_TRAILING_STOP local ShowAlert local Email local SendEmail local BaseSize local EntyExecutionType, ExitExecutionType local CloseOnOpposite local first local Direction local CustomID local use_own_positions local PositionCap local TF local OpenTime, CloseTime, ExitTime local LastEntry, LastExit local ToTime local ValidInterval, UseMandatoryClosing --********************************************************************************************************* --local ManageExit,Exit; --********************************************************************************************************* local opposite_after_stop local TRADES_UPDATE = 3 local ORDERS_UPDATE = 4 local closing_order_types = {} local last_closed_trade_info = {} --Indicator parameters local Indicator local Method, SN, LN, IN, Price function Prepare(nameOnly) CustomID = instance.parameters.CustomID use_own_positions = instance.parameters.use_own_positions name = profile:id() .. ", " .. instance.bid:name() .. ", " .. CustomID instance:name(name) if nameOnly then return end AccountType = instance.parameters.AccountType EntryExecutionType = instance.parameters.EntryExecutionType ExitExecutionType = instance.parameters.ExitExecutionType CloseOnOpposite = instance.parameters.CloseOnOpposite MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition Direction = instance.parameters.Direction == "direct" TF = instance.parameters.TF ToTime = instance.parameters.ToTime if ToTime == 1 then ToTime = core.TZ_EST elseif ToTime == 2 then ToTime = core.TZ_UTC elseif ToTime == 3 then ToTime = core.TZ_LOCAL elseif ToTime == 4 then ToTime = core.TZ_SERVER elseif ToTime == 5 then ToTime = core.TZ_FINANCIAL elseif ToTime == 6 then ToTime = core.TZ_TS end PositionCap = instance.parameters.PositionCap ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing opposite_after_stop = instance.parameters.opposite_after_stop LastEntry = nil LastExit = nil --********************************************************************************************************* ManageExit = instance.parameters.ManageExit Exit = instance.parameters.Exit --********************************************************************************************************* --Indicator parameters Method = instance.parameters.Method SN = instance.parameters.SN LN = instance.parameters.LN IN = instance.parameters.IN Price = instance.parameters.Price assert(TF ~= "t1", "The time frame must not be tick") PrepareTrading() assert( core.indicators:findIndicator("MACD OVERLAY") ~= nil, "Please, download and install MACD OVERLAY.LUA indicator" ) if EntryExecutionType == "Live" or --**************************************************************************************************** ExitExecutionType == "Live" then --****************************************************************************************************** TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") end Source = ExtSubscribe(2, nil, TF, instance.parameters.Type == "Bid", "bar") Indicator = core.indicators:create( "MACD OVERLAY", Source, Method, SN, LN, IN, Price, core.rgb(0, 200, 0), core.rgb(0, 200, 0), core.rgb(200, 0, 0), core.rgb(200, 0, 0) ) first = Indicator.DATA:first() ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing local valid OpenTime, valid = ParseTime(instance.parameters.StartTime) assert(valid, "Time " .. instance.parameters.StartTime .. " is invalid") CloseTime, valid = ParseTime(instance.parameters.StopTime) assert(valid, "Time " .. instance.parameters.StopTime .. " is invalid") ExitTime, valid = ParseTime(instance.parameters.ExitTime) assert(valid, "Time " .. instance.parameters.ExitTime .. " is invalid") if UseMandatoryClosing then core.host:execute("setTimer", 100, math.max(ValidInterval / 2, 1)) end core.host:execute("subscribeTradeEvents", TRADES_UPDATE, "trades") core.host:execute("subscribeTradeEvents", ORDERS_UPDATE, "orders") end function ReleaseInstance() core.host:execute("killTimer", 100) end -- NG: create a function to parse time function ParseTime(time) local Pos = string.find(time, ":") if Pos == nil then return nil, false end local h = tonumber(string.sub(time, 1, Pos - 1)) time = string.sub(time, Pos + 1) Pos = string.find(time, ":") if Pos == nil then return nil, false end local m = tonumber(string.sub(time, 1, Pos - 1)) local s = tonumber(string.sub(time, Pos + 1)) return (h / 24.0 + m / 1440.0 + s / 86400.0), ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or -- time in ole format (h == 24 and m == 0 and s == 0)) -- validity flag end function PrepareTrading() ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE local PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile else SoundFile = nil end assert(not (PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be chosen") ShowAlert = instance.parameters.ShowAlert RecurrentSound = instance.parameters.RecurrentSound 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 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); if AccountType == "FIFO" then CanClose = false elseif AccountType == "NON" then CanClose = true else CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account) end SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TRAILING_STOP_TYPE = instance.parameters.TRAILING_STOP_TYPE FIXED_TRAILING_STOP = instance.parameters.FIXED_TRAILING_STOP end function InRange(now, openTime, closeTime) if openTime < closeTime then return now >= openTime and now <= closeTime end if openTime > closeTime then return now > openTime or now < closeTime end return now == openTime end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if period < 0 then return end now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) -- update indicators. Indicator:update(core.UpdateLast) EntryFunction(id, now, period) ExitFunction(id, now, period) end function ExitFunction(id, now, period) if not Exit then return end if not InRange(now, OpenTime, CloseTime) and not ManageExit then return end if (ExitExecutionType == "EndOfTurn" and id == 2) then period = period elseif (ExitExecutionType == "Live" and id == 1) then period = core.findDate(Source, TickSource:date(period), false) else return end --///////////////////////////////////////////////////////////////// if LastExit == Source:serial(period) then --or not MA.DATA:hasData(period) return end --///////////////////////////////////////////////////////////////////// if Indicator.DATA:colorI(period) ~= core.rgb(0, 200, 0) then if Direction then if haveTrades("B") then exitSpecific("B") Signal("Close Long") end else if haveTrades("S") then exitSpecific("S") Signal("Close Short") end end LastExit = Source:serial(period) end if Indicator.DATA:colorI(period) ~= core.rgb(200, 0, 0) then if Direction then if haveTrades("S") then exitSpecific("S") Signal("Close Short") end else if haveTrades("B") then exitSpecific("B") Signal("Close Long") end end LastExit = Source:serial(period) end end function EntryFunction(id, now, period) if not InRange(now, OpenTime, CloseTime) then return end if (EntryExecutionType == "EndOfTurn" and id == 2) then --///////////////////////////////////////////////////////////////// period = period elseif (EntryExecutionType == "Live" and id == 1) then period = core.findDate(Source, TickSource:date(period), false) else return end --///////////////////////////////////////////////////////////////// if LastEntry == Source:serial(period) then --or not MA.DATA:hasData(period) return end --///////////////////////////////////////////////////////////////// local Return = false -- only buy if we have a fast cross over slow and the price is above the moving averages. if Indicator.DATA:colorI(period) == core.rgb(0, 200, 0) and Indicator.DATA:colorI(period - 1) ~= core.rgb(0, 200, 0) then if Direction then BUY() else SELL() end LastEntry = Source:serial(period) Return = true elseif Indicator.DATA:colorI(period) == core.rgb(200, 0, 0) and Indicator.DATA:colorI(period - 1) ~= core.rgb(200, 0, 0) then if Direction then SELL() else BUY() end LastEntry = Source:serial(period) Return = true end return Return end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if cookie == 100 then -- timer if UseMandatoryClosing and AllowTrade then now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) -- check whether the time is in the exit time period if now >= ExitTime and now < ExitTime + (ValidInterval / 86400.0) then if not checkReady("trades") then return end if haveTrades("B") then exitSpecific("B") Signal("Close Long") end if haveTrades("S") then exitSpecific("S") Signal("Close Short") end end end elseif cookie == 200 and not success then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. message, instance.bid:date(instance.bid:size() - 1) ) elseif cookie == 201 and not success then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. message, instance.bid:date(instance.bid:size() - 1) ) elseif cookie == TRADES_UPDATE then local trade_id = message local close_trade = success if close_trade then local closed_trade = core.host:findTable("closed trades"):find("TradeID", trade_id) if closed_trade ~= nil then last_closed_trade_info.side = closed_trade.BS last_closed_trade_info.close_order_type = closing_order_types[closed_trade.CloseOrderID] end end elseif cookie == ORDERS_UPDATE then local order_id = message local order = core.host:findTable("orders"):find("OrderID", order_id) if order ~= nil then if order.Stage == "C" then closing_order_types[order.OrderID] = order.Type end end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then --if CanClose and CloseOnOpposite and haveTrades("S") then if (CloseOnOpposite or Hedge) and haveTrades("S") then -- close on opposite signal exitSpecific("S") Signal("Close Short") end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return end enter("B", 0) else Signal("Buy Signal") end end function HEDGELONG() if ALLOWEDSIDE == "Buy" and haveTrades("B") then -- we are not allowed sells. return end if not haveTrades("B") then return end if AllowTrade then local bCount = tradesCount("B") if bCount > 0 then exitSpecific("B") Signal("Hedge Long") enter("S", bCount) end else Signal("Hedge Long") end end function HEDGESHORT() if ALLOWEDSIDE == "Sell" and haveTrades("S") then -- we are not allowed buys. return end if not haveTrades("S") then return end if AllowTrade then local sCount = tradesCount("S") if sCount > 0 then exitSpecific("S") Signal("Hedge Short") enter("B", sCount) end else Signal("Hedge Short") end end function SELL() if AllowTrade then --if CanClose and CloseOnOpposite and haveTrades("B") then if (CloseOnOpposite or Hedge) and haveTrades("B") then -- close on opposite signal exitSpecific("B") Signal("Close Long") end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return end enter("S", 0) else Signal("Sell Signal") end 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, profile:id() .. " : " .. Label, FormatEmail(Source, NOW, Label)) 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 row ~= nil do if row.AccountID == Account and row.OfferID == Offer and (row.QTXT == CustomID or not use_own_positions) 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 (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and (row.QTXT == CustomID or not use_own_positions) and (row.BS == BuySell or BuySell == nil) then found = true break end row = enum:next() end return found end function AllowThisSize(side) if not opposite_after_stop then return true end if last_closed_trade_info.side == nil then return true end return last_closed_trade_info.side ~= side or last_closed_trade_info.close_order_type ~= "S" end -- enter into the specified direction function enter(BuySell, hCount) -- do not enter if position in the specified direction already exists if (tradesCount(BuySell) >= MaxNumberOfPosition or (tradesCount(nil) >= MaxNumberOfPositionInAnyDirection)) and PositionCap or not AllowThisSize(BuySell) then return true end -- send the alert after the checks to see if we can trade. if (BuySell == "S") then Signal("Sell Signal") else Signal("Buy Signal") end return MarketOrder(BuySell, hCount) end -- enter into the specified direction function MarketOrder(BuySell, hCount) -- if trade_in_progress then --return; --end -- trade_in_progress=true; local valuemap, success, msg valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account if hCount > 0 then valuemap.Quantity = hCount * BaseSize else valuemap.Quantity = Amount * BaseSize end valuemap.BuySell = BuySell valuemap.CustomID = CustomID -- add stop/limit valuemap.PegTypeStop = "O" if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end end if TRAILING_STOP_TYPE == "Dynamic" then valuemap.TrailStepStop = 1 elseif TRAILING_STOP_TYPE ~= "No" then valuemap.TrailStepStop = FIXED_TRAILING_STOP 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(200, 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 function exitSpecific(BuySell) if not AllowTrade then return end --side -- closes all positions of the specified direction (B for buy, S for sell) 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 == BuySell and (row.QTXT == CustomID or not use_own_positions) 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 = CustomID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(201, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end else -- FIFO account, create an opposite market order valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account --valuemap.Quantity = Amount*BaseSize; valuemap.Quantity = row.Lot valuemap.CustomID = CustomID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(201, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end end end end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")