-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=3518 --+------------------------------------------------------------------+ --| Copyright © 2016, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("MACD-Stochastic strategy") strategy:description("MACD-Stochastic strategy") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("MACD indicator parameters") strategy.parameters:addInteger("FastPeriod", "Fast period", "Fast period", 12, 1, 1000) strategy.parameters:addInteger("SlowPeriod", "Slow period", "Slow period", 26, 1, 1000) strategy.parameters:addInteger("SignalPeriod", "Signal period", "Signal period", 9, 1, 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") strategy.parameters:addGroup("Stochastic indicator parameters") strategy.parameters:addInteger("K", "K period", "K period", 5, 2, 1000) strategy.parameters:addInteger("SD", "SD period", "SD period", 3, 2, 1000) strategy.parameters:addInteger("D", "D period", "D period", 3, 2, 1000) strategy.parameters:addString("MVAT_K", "Smoothing K", "", "MVA") strategy.parameters:addStringAlternative("MVAT_K", "MVA", "", "MVA") strategy.parameters:addStringAlternative("MVAT_K", "EMA", "", "EMA") strategy.parameters:addStringAlternative("MVAT_K", "MT", "", "MT") strategy.parameters:addString("MVAT_D", "Smoothing D", "", "MVA") strategy.parameters:addStringAlternative("MVAT_D", "MVA", "", "MVA") strategy.parameters:addStringAlternative("MVAT_D", "EMA", "", "EMA") strategy.parameters:addGroup("Strategy Parameters") strategy.parameters:addDouble("StLevelB", "Stoch level B", "Stoch level B", 20) strategy.parameters:addDouble("StLevelS", "Stoch level S", "Stoch level S", 80) strategy.parameters:addString("TypeSignal", "Type of signal", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "direct", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "reverse", "", "reverse") strategy.parameters:addGroup("Price Parameters") strategy.parameters:addString("TF", "Time Frame", "", "m15") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addGroup("Trading Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) 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, 100) 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("Signal Parameters") strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true) strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false) strategy.parameters:addFile("SoundFile", "Sound File", "", "") strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND) strategy.parameters:addBoolean("Recurrent", "RecurrentSound", "", false) strategy.parameters:addGroup("Email Parameters") strategy.parameters:addBoolean("SendEmail", "Send email", "", false) strategy.parameters:addString("Email", "Email address", "", "") strategy.parameters:setFlag("Email", core.FLAG_EMAIL) end -- Signal Parameters local ShowAlert local SoundFile local RecurrentSound local SendEmail, Email -- Internal indicators local MACD = nil local St = nil -- Strategy parameters local openLevel = 0 local closeLevel = 0 local confirmTrend -- Trading parameters local AllowTrade = nil local Account = nil local Amount = nil local BaseSize = nil local PipSize local SetLimit = nil local Limit = nil local SetStop = nil local Stop = nil local TrailingStop = nil local CanClose = nil -- -- -- function Prepare() ShowAlert = instance.parameters.ShowAlert local PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile else SoundFile = nil end assert(not (PlaySound) or SoundFile ~= "", "Sound file must be chosen") RecurrentSound = instance.parameters.Recurrent local SendEmail = instance.parameters.SendEmail if SendEmail then Email = instance.parameters.Email else Email = nil end assert(not (SendEmail) or Email ~= "", "Email address must be specified") assert(instance.parameters.TF ~= "t1", "The time frame must not be tick") local name name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. "," .. "MACD(" .. instance.parameters.FastPeriod .. ", " .. instance.parameters.SlowPeriod .. ", " .. instance.parameters.SignalPeriod .. "))" instance:name(name) 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) PipSize = instance.bid:pipSize() SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end Source = ExtSubscribe(2, nil, instance.parameters.TF, true, "bar") Price = instance.parameters.Price if Price == "close" then MACD = core.indicators:create( "MACD", Source.close, instance.parameters.FastPeriod, instance.parameters.SlowPeriod, instance.parameters.SignalPeriod ) elseif Price == "open" then MACD = core.indicators:create( "MACD", Source.open, instance.parameters.FastPeriod, instance.parameters.SlowPeriod, instance.parameters.SignalPeriod ) elseif Price == "high" then MACD = core.indicators:create( "MACD", Source.high, instance.parameters.FastPeriod, instance.parameters.SlowPeriod, instance.parameters.SignalPeriod ) elseif Price == "low" then MACD = core.indicators:create( "MACD", Source.low, instance.parameters.FastPeriod, instance.parameters.SlowPeriod, instance.parameters.SignalPeriod ) elseif Price == "typical" then MACD = core.indicators:create( "MACD", Source.typical, instance.parameters.FastPeriod, instance.parameters.SlowPeriod, instance.parameters.SignalPeriod ) elseif Price == "median" then MACD = core.indicators:create( "MACD", Source.median, instance.parameters.FastPeriod, instance.parameters.SlowPeriod, instance.parameters.SignalPeriod ) else MACD = core.indicators:create( "MACD", Source.weighted, instance.parameters.FastPeriod, instance.parameters.SlowPeriod, instance.parameters.SignalPeriod ) end St = core.indicators:create( "STOCHASTIC", Source, instance.parameters.K, instance.parameters.SD, instance.parameters.D, instance.parameters.MVAT_K, instance.parameters.MVAT_D ) ExtSetupSignal(profile:id() .. ":", ShowAlert) ExtSetupSignalMail(name) end function haveTrades(BuySell) local enum = core.host:findTable("trades"):enumerator() local row = enum:next() while (not found) and (row ~= nil) do if row.AccountID == Account and (row.BS == BuySell or BuySell == nil) then return true end row = enum:next() end return false end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. MACD:update(core.UpdateLast) St:update(core.UpdateLast) -- Check that we have enough data if (MACD.DATA:first() > (period - 1)) then return end if (St.DATA:first() > (period - 1)) then return end local pipSize = instance.bid:pipSize() local trades = core.host:findTable("trades") local MustB = false local MustS = false if MACD.HISTOGRAM[period - 1] < 0 and MACD.HISTOGRAM[period] > 0 and St.D[period] > instance.parameters.StLevelB then if instance.parameters.TypeSignal == "direct" then MustB = true else MustS = true end end if MACD.HISTOGRAM[period - 1] > 0 and MACD.HISTOGRAM[period] < 0 and St.D[period] < instance.parameters.StLevelS then if instance.parameters.TypeSignal == "direct" then MustS = true else MustB = true end end if (haveTrades()) then local enum = trades:enumerator() while true do local row = enum:next() if row == nil then break end if row.AccountID == Account and row.OfferID == Offer then -- Close position if we have corresponding closing conditions. if row.BS == "B" then if MustS == true then if ShowAlert then ExtSignal(source, period, "Close BUY and SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Close(row) Open("S") end end elseif row.BS == "S" then if MustB == true then if ShowAlert then ExtSignal(source, period, "Close SELL and BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Close(row) Open("B") end end end end end else if MustB == true then if ShowAlert then ExtSignal(source, period, "BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("B") end end if MustS == true then if ShowAlert then ExtSignal(source, period, "SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("S") end end end end -- The strategy instance finalization. function ReleaseInstance() end -- The method enters to the market function Open(side) local valuemap valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.CustomID = CID valuemap.BuySell = side if SetStop and CanClose then valuemap.PegTypeStop = "O" if side == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end if TrailingStop then valuemap.TrailStepStop = 1 end end if SetLimit and CanClose then valuemap.PegTypeLimit = "O" if side == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end success, msg = terminal:execute(200, valuemap) assert(success, msg) -- FIFO Account, in that case we have to open Net Limit and Stop Orders if not (CanClose) then if SetStop then valuemap = core.valuemap() valuemap.OrderType = "SE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] - Stop * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] + Stop * PipSize valuemap.Rate = rate end if TrailingStop then valuemap.TrailUpdatePips = 1 end success, msg = terminal:execute(200, valuemap) --core.host:trace('Set stop @ ' .. rate); assert(success, msg) end if SetLimit then valuemap = core.valuemap() valuemap.OrderType = "LE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] + Limit * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] - Limit * PipSize valuemap.Rate = rate end success, msg = terminal:execute(200, valuemap) --core.host:trace('Set limit @ ' .. rate); assert(success, msg) end end end -- Closes specific position function Close(trade) local valuemap valuemap = core.valuemap() if CanClose then -- non-FIFO account, create a close market order valuemap.OrderType = "CM" valuemap.TradeID = trade.TradeID else -- FIFO account, create an opposite market order valuemap.OrderType = "OM" end valuemap.OfferID = trade.OfferID valuemap.AcctID = trade.AccountID valuemap.Quantity = trade.Lot valuemap.CustomID = trade.QTXT if trade.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end function AsyncOperationFinished(cookie, successful, message) if not successful then core.host:trace("Error: " .. message) end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")