-- Id: 17116 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=64152 --+------------------------------------------------------------------+ --| 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 | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("MandatoryClosing"); strategy:description(""); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); 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); CreateTradingParameters(); end function CreateTradingParameters() 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("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:addBoolean("UseIdentifier", "Use Custom Identifier", "", false); strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "CATR"); 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("Account", "Account to trade on", "", ""); strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT); 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:addBoolean("UseMandatoryClosing", "Use Mandatory Closing", "", true); strategy.parameters:addBoolean("Exit", "Close Strategy after first Trade Execution", "", false); strategy.parameters:addString("ExitTime", "Mandatory Closing Time", "", "23:59:00"); strategy.parameters:addInteger("ValidInterval", "Valid interval for operation (in second)", "", 60); end local ExitTime,ValidInterval; local Source; local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; local AllowTrade; local Offer; local CanClose; local Account; local ShowAlert; local Email; local SendEmail; local BaseSize; local first; local Exit; local Direction; local CustomID; local UseIdentifier; local ToTime; -- Don't need to store hour + minute + second for each time local ExitTime; local AccountType; function Prepare( nameOnly) CustomID = instance.parameters.CustomID; local name = profile:id() .. "( " .. instance.bid:name() .. "," .. CustomID .. " )"; instance:name(name); if nameOnly then return ; end Direction = instance.parameters.Direction == "direct"; AccountType= instance.parameters.AccountType; ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; UseIdentifier = instance.parameters.UseIdentifier; Exit= instance.parameters.Exit; ToTime= instance.parameters.ToTime; --[[ 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); ]] 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 PrepareTrading(); local valid; 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 end -- when indicator is being released 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), -- time in ole format ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or (h == 24 and m == 0 and s == 0)); -- validity flag 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 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; Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID; if AccountType== "FIFO" then CanClose=false; elseif AccountType== "NON" then CanClose=true; else CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account); end end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if cookie ~= 100 or not UseMandatoryClosing or not AllowTrade then return; end if not(checkReady("trades")) or not(checkReady("orders")) then return ; end -- timer 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 not ((now >= ExitTime) and (now < (ExitTime + (ValidInterval/86400.0)))) then return; end if haveTrades("S") and ALLOWEDSIDE ~= "Buy" then exitSpecific("S"); Signal ("Close Short"); end if haveTrades("B") and ALLOWEDSIDE ~= "Sell" then exitSpecific("B"); Signal ("Close Long"); end if Exit then core.host:execute ("stop"); end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- 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 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 UseIdentifier ) and (row.BS == BuySell or BuySell == nil) then found = true; break; end row = enum:next(); end return found; end -- exit from the specified trade using the direction as a key function exitSpecific(BuySell) -- we have to loop through to exit all trades in each direction instead -- of using the net qty flag because we may be running multiple strategies on the same account. local enum, row; local found = false; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (not found) and (row ~= nil) do -- for every trade for this instance. if row.AccountID == Account and row.OfferID == Offer and (row.QTXT == CustomID or not UseIdentifier )and (row.BS == BuySell or BuySell == nil) then exitTrade(row); end row = enum:next(); end end -- exit from the specified direction function exitTrade(tradeRow) if not(AllowTrade) then return true; end local valuemap, success, msg; valuemap = core.valuemap(); -- switch the direction since the order must be in oppsite direction if tradeRow.BS == "B" then BuySell = "S"; else BuySell = "B"; end valuemap.OrderType = "CM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; if (CanClose) then -- Non-FIFO can close each trade independantly. valuemap.TradeID = tradeRow.TradeID; valuemap.Quantity = tradeRow.Lot; else -- FIFO. valuemap.NetQtyFlag = "Y"; -- this forces all trades to close in the opposite direction. end valuemap.BuySell = BuySell; if UseIdentifier then valuemap.CustomID = CustomID; 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 return true; end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");