-- Id: -- More information about this indicator can be found at: -- http://fxcodebase.com --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ local Modules = {}; function Init() --The strategy profile initialization strategy:name("Manual Entry Strategy") strategy:description("") strategy:setTag("Version", "3") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Price") strategy.parameters:addString("Type", "Price Type (main)", "", "Bid") strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid") strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask") strategy.parameters:addBoolean("CTS_type","Price Type (CTS)", "", true); strategy.parameters:setFlag("CTS_type", core.FLAG_BIDASK); strategy.parameters:addInteger("x_shift", "Shift in periods", "", 0, -100000, 0) strategy.parameters:addDouble("y_shift", "Shift in pips", "", 0.0) strategy.parameters:addString("TF", "Time frame", "", "H1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addGroup("Calculation") strategy.parameters:addDouble("Entry", "Entry Level", "", 0, 0, 100000) strategy.parameters:addInteger("Bar", "Min Bar Size in Pips", "", 0, 0, 1000000) strategy.parameters:addInteger("Crossover", "Min Entry Level Crossover in Pips", "", 0, 0, 1000000) strategy.parameters:addInteger("Range", "Range", "", 7) strategy.parameters:addInteger("Shift", "Shift", "", 0) strategy.parameters:addInteger("ATRPeriod", "ATR Period", "", 9) strategy.parameters:addDouble("ATRMultipl", "ATRMultipl", "", 2.5) 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("ExecutionType", "End of Turn / Live", "", "End of Turn") strategy.parameters:addStringAlternative("ExecutionType", "End of Turn", "", "End of Turn") strategy.parameters:addStringAlternative("ExecutionType", "Live", "", "Live") strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true) strategy.parameters:addString( "CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "MES" ) strategy.parameters:addInteger( "MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2, 1, 100 ) strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1, 1, 100) 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, 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("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("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 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 TrailingStop local ShowAlert local Email local SendEmail local BaseSize local ExecutionType local CloseOnOpposite local first local Entry, Bar, Crossover local Direction local CustomID local OpenTime, CloseTime, ExitTime local ValidInterval, UseMandatoryClosing local ToTime local x_shift local y_shift local Range, Shift, ATRPeriod, ATRMultipl local Indicator; function OnClosedTrade(closed_trade) if tables_monitor.closing_order_types[closed_trade.CloseOrderID] == "S" and closed_trade.PL < 0 then core.host:execute("stop"); end end function OnCloseOrder(order) if order.Type == "S" then local closed_trade = trading:FindClosedTrade():WhenCloseOrderID(order.OrderID):First(); if closed_trade ~= nil and closed_trade.PL < 0 then core.host:execute("stop"); end end end local CTS_source; function Prepare(nameOnly) for _, module in pairs(Modules) do module:Prepare(nameOnly); end CustomID = instance.parameters.CustomID ExecutionType = instance.parameters.ExecutionType CloseOnOpposite = instance.parameters.CloseOnOpposite MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition Direction = instance.parameters.Direction == "direct" Entry = instance.parameters.Entry Bar = instance.parameters.Bar Crossover = instance.parameters.Crossover Range = instance.parameters.Range Shift = instance.parameters.Shift ATRPeriod = instance.parameters.ATRPeriod ATRMultipl = instance.parameters.ATRMultipl x_shift = instance.parameters.x_shift y_shift = instance.parameters.y_shift; local name name = profile:id() .. "( " .. instance.bid:name() .. "," .. CustomID .. " )" instance:name(name) PrepareTrading() if nameOnly then return end TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") assert(core.indicators:findIndicator("CHANDELIEREXIT_SS") ~= nil, "Please, download and install CHANDELIEREXIT_SS.LUA indicator"); Source = ExtSubscribe(2, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar") CTS_source = ExtSubscribe(2, nil, instance.parameters.TF, instance.parameters.CTS_type, "bar") first = Source.close:first() ToTime = instance.parameters.ToTime ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing 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 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", 99, math.max(ValidInterval / 2, 1)) end Indicator = core.indicators:create("CHANDELIEREXIT_SS", CTS_source, Range, Shift, ATRPeriod, ATRMultipl, core.rgb(0, 255, 0), core.rgb(255, 0, 0)); tables_monitor:ListenCloseTrade(OnClosedTrade) tables_monitor:ListenCloseOrder(OnCloseOrder) end 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 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 local Last local LAST local ONE local lastCommand; function ReleaseInstance() for _, module in pairs(Modules) do if module.ReleaseInstance ~= nil then module:ReleaseInstance(); end end end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. Indicator:update(core.UpdateLast); for _, module in pairs(Modules) do if module.ExtUpdate ~= nil then module:ExtUpdate(id, source, period); end end if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if ExecutionType == "Live" and id == 1 then period = core.findDate(Source, TickSource:date(period), false) end if ExecutionType == "Live" then if ONE == Source:serial(period) then return end if id == 2 then return end else if id ~= 2 then return end end --ALLOWEDSIDE now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) if not InRange(now, OpenTime, CloseTime) then return end if period < first then return end if Source[period] > Entry + Crossover * Source:pipSize() and Source[period - 1] <= Entry + Crossover * Source:pipSize() and (Source[period] - Source[period - 1]) >= (Bar * Source:pipSize()) then if Direction then BUY() else SELL() end ONE = Source:serial(period) elseif Source[period] < Entry - Crossover * Source:pipSize() and Source[period - 1] >= Entry - Crossover * Source:pipSize() and (Source[period - 1] - Source[period]) >= (Bar * Source:pipSize()) then if Direction then SELL() else BUY() end ONE = Source:serial(period) end end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message, message1, message2) for _, module in pairs(Modules) do if module.AsyncOperationFinished ~= nil then module:AsyncOperationFinished(cookie, success, message, message1, message2); end end if cookie == 99 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 InRange(now, ExitTime, 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 == 42 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 == 43 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) ) end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if CloseOnOpposite 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") else Signal("Buy Signal") end end function SELL() if AllowTrade then if CloseOnOpposite 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") 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, 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 row ~= nil do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID 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 and (row.BS == BuySell or BuySell == nil) then found = true break end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell) -- do not enter if position in the specified direction already exists if tradesCount(BuySell) >= MaxNumberOfPosition or ((tradesCount(nil)) >= MaxNumberOfPositionInAnyDirection) 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) end -- enter into the specified direction function MarketOrder(BuySell) local command = trading:MarketOrder(instance.bid:instrument()) :SetSide(BuySell) :SetAccountID(Account) :SetAmount(Amount) :SetCustomID(CustomID); if SetStop then command = command:SetPipStop(nil, Stop, TrailingStop and 1 or nil); end if SetLimit then command = command:SetPipLimit(nil, Limit); end local result = command:Execute(); if result.Finished and not result.Success then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. result.Error, instance.bid:date(instance.bid:size() - 1) ) return false; end local controller = breakeven:CreateIndicatorTrailingController() :SetTrailingTarget(breakeven.STOP_ID) :SetRequestID(result.RequestID) :SetIndicatorStream(Indicator.DATA, 1, false) :SetIndicatorStreamShift(x_shift, y_shift); return true 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 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 valuemap.CustomID = CustomID success, msg = terminal:execute(43, 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") breakeven = {}; -- public fields breakeven.Name = "Breakeven"; breakeven.Version = "1.14"; breakeven.Debug = false; --private fields breakeven._moved_stops = {}; breakeven._request_id = nil; breakeven._used_stop_orders = {}; breakeven._ids_start = nil; breakeven._trading = nil; breakeven._controllers = {}; function breakeven:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function breakeven:OnNewModule(module) if module.Name == "Trading" then self._trading = module; end if module.Name == "Tables monitor" then module:ListenCloseTrade(BreakevenOnClosedTrade); end end function BreakevenOnClosedTrade(closed_trade) for _, controller in ipairs(breakeven._controllers) do if controller.TradeID == closed_trade.TradeID then controller._trade = core.host:findTable("trades"):find("TradeID", closed_trade.TradeIDRemain); elseif controller.TradeID == closed_trade.TradeIDRemain then controller._executed = true; controller._close_percent = nil; end end end function breakeven:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function breakeven:Init(parameters) end function breakeven:Prepare(nameOnly) end function breakeven:ExtUpdate(id, source, period) for _, controller in ipairs(self._controllers) do controller:DoBreakeven(); end end function breakeven:round(num, idp) if idp and idp > 0 then local mult = 10 ^ idp return math.floor(num * mult + 0.5) / mult end return math.floor(num + 0.5) end function breakeven:CreateBaseController() local controller = {}; controller._parent = self; controller._executed = false; function controller:SetTrade(trade) self._trade = trade; self.TradeID = trade.TradeID; return self; end function controller:GetOffer() if self._offer == nil then self._offer = core.host:findTable("offers"):find("Instrument", self._trade.Instrument); end return self._offer; end function controller:SetRequestID(trade_request_id) self._request_id = trade_request_id; return self; end function controller:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self._request_id); if self._trade == nil then return nil; end self._initial_limit = self._trade.Limit; self._initial_stop = self._trade.Stop; end return self._trade; end return controller; end breakeven.STOP_ID = 1; breakeven.LIMIT_ID = 2; function breakeven:CreateIndicatorTrailingController() local controller = self:CreateBaseController(); function controller:SetTrailingTarget(id) self._target_id = id; return self; end function controller:MoveUpOnly() self._up_only = true; return self; end function controller:SetMinProfit(min_profit) self._min_profit = min_profit; return self; end function controller:SetIndicatorStream(stream, multiplicator, is_distance) self._stream = stream; self._stream_in_distance = is_distance; self._stream_multiplicator = multiplicator; return self; end function controller:SetIndicatorStreamShift(x, y) self._stream_x_shift = x; self._stream_y_shift = y; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not trade:refresh() then self._executed = true; return false; end local streamPeriod = NOW; if self._stream_x_shift ~= nil then streamPeriod = streamPeriod - self._stream_x_shift; end if not self._stream:hasData(streamPeriod) then return true; end if self._target_id == breakeven.STOP_ID then return self:DoStopTrailing(trade, streamPeriod); end return self:DoLimitTrailing(trade, streamPeriod); end function controller:DoStopTrailing(trade, streamPeriod) local new_level; if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * self:GetOffer().Digits; end if trade.BS == "B" then new_level = breakeven:round(trade.Open - tick, self:GetOffer().Digits); else new_level = breakeven:round(trade.Open + tick, self:GetOffer().Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if trade.BS == "B" then tick = tick + self._stream_y_shift * self:GetOffer().Digits; else tick = tick - self._stream_y_shift * self:GetOffer().Digits; end end new_level = breakeven:round(self._stream:tick(streamPeriod), self:GetOffer().Digits); end if self._min_profit ~= nil then if trade.BS == "B" then if (new_level - trade.Open) / self:GetOffer().PointSize < self._min_profit then return true; end else if (trade.Open - new_level) / self:GetOffer().PointSize < self._min_profit then return true; end end end if self._up_only then if trade.BS == "B" then if trade.Stop >= new_level then return true; end else if trade.Stop <= new_level then return true; end end return true; end if trade.Stop ~= new_level then self._move_command = self._parent._trading:MoveStop(trade, new_level); end return true; end function controller:DoLimitTrailing(trade, streamPeriod) assert(self._up_only == nil, "Not implemented!!!"); local new_level; if self._stream_in_distance then local tick = self._stream:tick(streamPeriod) * self._stream_multiplicator; if self._stream_y_shift ~= nil then tick = tick + self._stream_y_shift * self:GetOffer().Digits; end if trade.BS == "B" then new_level = breakeven:round(trade.Open + tick, self:GetOffer().Digits); else new_level = breakeven:round(trade.Open - tick, self:GetOffer().Digits); end else local tick = self._stream:tick(streamPeriod); if self._stream_y_shift ~= nil then if trade.BS == "B" then tick = tick - self._stream_y_shift * self:GetOffer().Digits; else tick = tick + self._stream_y_shift * self:GetOffer().Digits; end end new_level = breakeven:round(tick, self:GetOffer().Digits); end if self._min_profit ~= nil then if trade.BS == "B" then if (trade.Open - new_level) / self:GetOffer().PointSize < self._min_profit then return true; end else if (new_level - trade.Open) / self:GetOffer().PointSize < self._min_profit then return true; end end end if trade.Limit ~= new_level then self._move_command = self._parent._trading:MoveLimit(trade, self._stream:tick(NOW)); end end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateTrailingLimitController() local controller = self:CreateBaseController(); function controller:SetDirection(direction) self._direction = direction; return self; end function controller:SetTrigger(trigger) self._trigger = trigger; return self; end function controller:SetStep(step) self._step = step; return self; end function controller:DoBreakeven() if self._executed then return false; end local trade = self:GetTrade(); if trade == nil or (self._move_command ~= nil and not self._move_command.Finished) then return true; end if not trade:refresh() then self._executed = true; return false; end if self._direction == 1 then if trade.PL >= self._trigger then local offer = self:GetOffer(); local target_limit; if trade.BS == "B" then target_limit = self._initial_limit + self._step * offer.PointSize; else target_limit = self._initial_limit - self._step * offer.PointSize; end self._initial_limit = target_limit; self._trigger = self._trigger + self._step; self._move_command = self._parent._trading:MoveLimit(trade, target_limit); return true; end elseif self._direction == -1 then if trade.PL <= -self._trigger then local offer = self:GetOffer(); local target_limit; if trade.BS == "B" then target_limit = self._initial_limit - self._step * offer.PointSize; else target_limit = self._initial_limit + self._step * offer.PointSize; end self._initial_limit = target_limit; self._trigger = self._trigger + self._step; self._move_command = self._parent._trading:MoveLimit(trade, target_limit); return true; end else core.host:trace("No direction is set for the trailing limit"); end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:CreateController() local controller = self:CreateBaseController(); controller._trailing = 0; function controller:SetWhen(when) self._when = when; return self; end function controller:SetTo(to) self._to = to; return self; end function controller:SetTrailing(trailing) self._trailing = trailing return self; end function controller:SetPartialClose(amountPercent) self._close_percent = amountPercent; return self; end function controller:getTo() local trade = self:GetTrade(); local offer = self:GetOffer(); if trade.BS == "B" then return offer.Bid - (trade.PL - self._to) * offer.PointSize; else return offer.Ask + (trade.PL - self._to) * offer.PointSize; end end function controller:DoPartialClose() local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._close_percent = nil; return false; end local base_size = core.host:execute("getTradingProperty", "baseUnitSize", trade.Instrument, trade.AccountID); local to_close = breakeven:round(trade.Lot * self._close_percent / 100.0 / base_size) * base_size; trading:ParialClose(trade, to_close); self._close_percent = nil; return true; end function controller:DoBreakeven() if self._executed then if self._close_percent ~= nil then if self._command ~= nil and self._command.Finished or self._command == nil then self._close_percent = nil; return self:DoPartialClose(); end end return false; end local trade = self:GetTrade(); if trade == nil then return true; end if not trade:refresh() then self._executed = true; return false; end if trade.PL >= self._when then if self._to ~= nil then self._command = self._parent._trading:MoveStop(trade, self:getTo(), self._trailing); end self._executed = true; return false; end return true; end self._controllers[#self._controllers + 1] = controller; return controller; end function breakeven:RestoreTrailingOnProfitController(controller) controller._parent = self; function controller:SetProfitPercentage(profit_pr, min_profit) self._profit_pr = profit_pr; self._min_profit = min_profit; return self; end function controller:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self._request_id); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function controller:getStopPips(trade) local stop = trading:FindStopOrder(trade); if stop == nil then return nil; end local offer = self:GetOffer(); if trade.BS == "B" then return (stop.Rate - trade.Open) / offer.PointSize; else return (trade.Open - stop.Rate) / offer.PointSize; end end function controller:DoBreakeven() if self._executed then return false; end if self._move_command ~= nil and not self._move_command.Finished then return true; end local trade = self:GetTrade(); if trade == nil then if self:GetClosedTrade() ~= nil then self._executed = true; end return true; end if not trade:refresh() then self._executed = true; return false; end if trade.PL < self._min_profit then return true; end local new_stop = trade.PL * (self._profit_pr / 100); local current_stop = self:getStopPips(trade); if current_stop == nil or current_stop < new_stop then local offer = self:GetOffer(); if trade.BS == "B" then if not trailing_mark:hasData(NOW) then trailing_mark[NOW] = trade.Close; end self._move_command = self._parent._trading:MoveStop(trade, trade.Open + new_stop * offer.PointSize); core.host:trace("Moving stop for " .. trade.TradeID .. " to " .. trade.Open + new_stop * offer.PointSize); else if not trailing_mark:hasData(NOW) then trailing_mark[NOW] = trade.Close; end self._move_command = self._parent._trading:MoveStop(trade, trade.Open - new_stop * offer.PointSize); core.host:trace("Moving stop for " .. trade.TradeID .. " to " .. trade.Open - new_stop * offer.PointSize); end return true; end return true; end end function breakeven:CreateTrailingOnProfitController() local controller = self:CreateBaseController(); controller._trailing = 0; self:RestoreTrailingOnProfitController(controller); self._controllers[#self._controllers + 1] = controller; return controller; end breakeven:RegisterModule(Modules); trading = {}; trading.Name = "Trading"; trading.Version = "4.15"; trading.Debug = false; trading.AddAmountParameter = true; trading.AddStopParameter = true; trading.AddLimitParameter = true; trading._ids_start = nil; trading._signaler = nil; trading._account = nil; trading._all_modules = {}; trading._request_id = {}; trading._waiting_requests = {}; trading._used_stop_orders = {}; trading._used_limit_orders = {}; function trading:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function trading:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function trading:AddPositionParameters(parameters, id) if self.AddAmountParameter then parameters:addInteger("amount" .. id, "Trade Amount in Lots", "", 1); end if self.AddStopParameter then parameters:addString("stop_type" .. id, "Stop Order", "", "no"); parameters:addStringAlternative("stop_type" .. id, "No stop", "", "no"); parameters:addStringAlternative("stop_type" .. id, "In Pips", "", "pips"); parameters:addStringAlternative("stop_type" .. id, "ATR", "", "atr"); parameters:addDouble("stop" .. id, "Stop Value", "In pips or ATR period", 30); parameters:addDouble("atr_stop_mult" .. id, "ATR Stop Multiplicator", "", 2.0); parameters:addBoolean("use_trailing" .. id, "Trailing stop order", "", false); parameters:addInteger("trailing" .. id, "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); end if self.AddLimitParameter then parameters:addString("limit_type" .. id, "Limit Order", "", "no"); parameters:addStringAlternative("limit_type" .. id, "No limit", "", "no"); parameters:addStringAlternative("limit_type" .. id, "In Pips", "", "pips"); parameters:addStringAlternative("limit_type" .. id, "ATR", "", "atr"); parameters:addStringAlternative("limit_type" .. id, "Multiplicator of stop", "", "stop"); parameters:addDouble("limit" .. id, "Limit Value", "In pips or ATR period", 30); parameters:addDouble("atr_limit_mult" .. id, "ATR Limit Multiplicator", "", 2.0); parameters:addString("TRAILING_LIMIT_TYPE" .. id, "Trailing Limit", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Off", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Favorable", "moves limit up for long/buy positions, vice versa for short/sell", "Favorable"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Unfavorable", "moves limit down for long/buy positions, vice versa for short/sell", "Unfavorable"); parameters:addDouble("TRAILING_LIMIT_TRIGGER" .. id, "Trailing Limit Trigger in Pips", "", 0); parameters:addDouble("TRAILING_LIMIT_STEP" .. id, "Trailing Limit Step in Pips", "", 10); end parameters:addBoolean("use_breakeven" .. id, "Use Breakeven", "", false); parameters:addDouble("breakeven_when" .. id, "Breakeven Activation Value, in pips", "", 10); parameters:addDouble("breakeven_to" .. id, "Breakeven To, in pips", "", 0); parameters:addString("breakeven_trailing" .. id, "Trailing after breakeven", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Do not change", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Set trailing", "", "set"); parameters:addBoolean("breakeven_close" .. id, "Partial close on breakeven", "", false); parameters:addDouble("breakeven_close_amount" .. id, "Partial close amount, %", "", 50); end function trading:Init(parameters, count) parameters:addBoolean("allow_trade", "Allow strategy to trade", "", true); parameters:setFlag("allow_trade", core.FLAG_ALLOW_TRADE); parameters:addString("account", "Account to trade on", "", ""); parameters:setFlag("account", core.FLAG_ACCOUNT); parameters:addBoolean("close_on_opposite", "Close on Opposite", "", true); parameters:addBoolean("position_cap", "Position Cap", "", false); parameters:addInteger("no_of_positions", "Max # of open positions", "", 1); parameters:addInteger("no_of_buy_position", "Max # of buy positions", "", 1); parameters:addInteger("no_of_sell_position", "Max # of sell positions", "", 1); if count == nil or count == 1 then parameters:addGroup("Position"); self:AddPositionParameters(parameters, ""); else for i = 1, count do parameters:addGroup("Position #" .. i); parameters:addBoolean("use_position_" .. i, "Open position #" .. i, "", i == 1); self:AddPositionParameters(parameters, "_" .. i); end end end function trading:Prepare(name_only) if name_only then return; end end function trading:ExtUpdate(id, source, period) end function trading:OnNewModule(module) if module.Name == "Signaler" then self._signaler = module; end self._all_modules[#self._all_modules + 1] = module; end function trading:AsyncOperationFinished(cookie, success, message, message1, message2) local res = self._waiting_requests[cookie]; if res ~= nil then res.Finished = true; res.Success = success; res.Error = not success and message or nil; if not success then if self._signaler ~= nil then self._signaler:Signal(res.Error); else self:trace(res.Error); end end self._waiting_requests[cookie] = nil; elseif cookie == self._order_update_id then for _, order in ipairs(self._monitored_orders) do if order.RequestID == message2 then order.FixStatus = message1; end end elseif cookie == self._ids_start + 2 then if not success then if self._signaler ~= nil then self._signaler:Signal("Close order failed: " .. message); else self:trace("Close order failed: " .. message); end end end end function trading:getOppositeSide(side) if side == "B" then return "S"; end return "B"; end function trading:getId() for id = self._ids_start, self._ids_start + 100 do if self._waiting_requests[id] == nil then return id; end end return self._ids_start; end function trading:CreateStopOrder(trade, stop_rate, trailing) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = stop_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "S"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; valuemap.TrailUpdatePips = trailing; else valuemap.OrderType = "SE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed create stop " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; self._request_id[trade.TradeID] = msg; return res; end function trading:CreateLimitOrder(trade, limit_rate) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = limit_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "L"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; else valuemap.OrderType = "LE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local success, msg = terminal:execute(42, valuemap); if not(success) then terminal:alertMessage(trade.Instrument, limit_rate, "Failed create limit " .. msg, core.now()); else self._request_id[trade.TradeID] = msg; end end function trading:ChangeOrder(order, rate, trailing) local min_change = core.host:findTable("offers"):find("Instrument", order.Instrument).PointSize; if math.abs(rate - order.Rate) > min_change then self:trace(string.format("Changing an order to %s", tostring(rate))); -- stop exists local valuemap = core.valuemap(); valuemap.Command = "EditOrder"; valuemap.AcctID = order.AccountID; valuemap.OrderID = order.OrderID; valuemap.TrailUpdatePips = trailing; valuemap.Rate = rate; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed change order " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end local res = {}; res.Finished = true; res.Success = true; return res; end function trading:IsLimitOrderType(order_type) return order_type == "L" or order_type == "LE" or order_type == "LT" or order_type == "LTE"; end function trading:IsStopOrderType(order_type) return order_type == "S" or order_type == "SE" or order_type == "ST" or order_type == "STE"; end function trading:FindLimitOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.LimitOrderID ~= nil and trade.LimitOrderID ~= "" then order_id = trade.LimitOrderID; self:trace("Using limit order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching limit order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if row.ContingencyType == 3 and IsLimitOrderType(row.Type) and self._used_limit_orders[row.OrderID] ~= true then self._used_limit_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:FindStopOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.StopOrderID ~= nil and trade.StopOrderID ~= "" then order_id = trade.StopOrderID; self:trace("Using stop order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching stop order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if row.ContingencyType == 3 and self:IsStopOrderType(row.Type) and self._used_stop_orders[row.OrderID] ~= true then self._used_stop_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:MoveStop(trade, stop_rate, trailing) local order = self:FindStopOrder(trade); if order == nil then if trailing == 0 then trailing = nil; end return self:CreateStopOrder(trade, stop_rate, trailing); else if trailing == 0 then if order.TrlMinMove ~= 0 then trailing = order.TrlMinMove else trailing = nil; end end return self:ChangeOrder(order, stop_rate, trailing); end end function trading:MoveLimit(trade, limit_rate) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("Limit order not found, creating a new one"); return self:CreateLimitOrder(trade, limit_rate); else return self:ChangeOrder(order, limit_rate); end end function trading:RemoveStop(trade) self:trace("Searching for a stop"); local order = self:FindStopOrder(trade); if order == nil then self:trace("No stop"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:RemoveLimit(trade) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("No limit"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:DeleteOrder(order) self:trace(string.format("Deleting order %s", order.OrderID)); local valuemap = core.valuemap(); valuemap.Command = "DeleteOrder"; valuemap.OrderID = order.OrderID; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Delete order failed: " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end function trading:GetCustomID(qtxt) if qtxt == nil then return nil; end local metadata = self:GetMetadata(qtxt); if metadata == nil then return qtxt; end return metadata.CustomID; end function trading:FindOrder() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenRate(rate) self.Rate = rate; return self; end function search:WhenOrderType(orderType) self.OrderType = orderType; return self; end function search:Do(action) local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Rate == self.Rate or not self.Rate) and (row.Type == self.OrderType or not self.OrderType); end function search:All() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local orders = {}; while (row ~= nil) do if self:PassFilter(row) then orders[#orders + 1] = row; end row = enum:next(); end return orders; end function search:First() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:FindTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpen(open) self.Open = open; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:Do(action) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Open == self.Open or not self.Open) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:All() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:Any() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:Count() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0; while (row ~= nil) do if self:PassFilter(row) then count = count + 1; end row = enum:next(); end return count; end function search:First() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:FindClosedTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:WhenTradeIDRemain(trade_id_remain) self.TradeIDRemain = trade_id_remain; return self; end function search:WhenCloseOrderID(close_order_id) self.CloseOrderID = close_order_id; return self; end function search:PassFilter(row) if self.TradeIDRemain ~= nil and row.TradeIDRemain ~= self.TradeIDRemain then return false; end if self.CloseOrderID ~= nil and row.CloseOrderID ~= self.CloseOrderID then return false; end return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:Any() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:All() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:First() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:ParialClose(trade, amount) -- not finished local account = core.host:findTable("accounts"):find("AccountID", trade.AccountID); local id = self:getId(); if account.Hedging == "Y" then local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = math.min(amount, trade.Lot); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end local valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.Quantity = math.min(amount, trade.Lot); valuemap.BuySell = trading:getOppositeSide(trade.BS); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end function trading:ClosePartialSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:ClosePartialFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end function trading:Close(trade) local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; local success, msg = terminal:execute(self._ids_start + 3, valuemap); if not(success) then if self._signaler ~= nil then self._signaler:Signal("Close failed: " .. msg); end return false; end return true; end function trading:ObjectToJson(obj) local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(obj) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" or stype == "table" then --do nothing else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end function trading:CreateEntryOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:IsOrderExecuted() return self.FixStatus ~= nil and self.FixStatus == "F"; end function res:GetOrder() if self._order == nil then self._order = core.host:findTable("orders"):find("RequestID", self.RequestID); if self._order == nil then return nil; end end if not self._order:refresh() then return nil; end return self._order; end function res:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:CreateEntryOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetOrder() return nil; end function res:GetClosedTrade() return nil; end function res:IsOrderExecuted() return false; end return res; end function trading:EntryOrder(instrument) local builder = {}; builder.Offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OfferID = builder.Offer.OfferID; builder.valuemap.AcctID = self._account; function builder:_GetBaseUnitSize() if self._base_size == nil then self._base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); end return self._base_size; end function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) self.valuemap.Quantity = amount * self:_GetBaseUnitSize(); return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; return self; end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; return self; end function builder:SetRate(rate) if self.valuemap.BuySell == "B" then self.valuemap.OrderType = self.Offer.Ask > rate and "LE" or "SE"; else self.valuemap.OrderType = self.Offer.Bid > rate and "SE" or "LE"; end self.valuemap.Rate = rate; return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "M"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:UseDefaultCustomId() self.valuemap.CustomID = self.Parent.CustomID; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:Execute() local desc = string.format("Creating %s %s for %s at %f", self.valuemap.BuySell, self.valuemap.OrderType, self.Instrument, self.valuemap.Rate); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self.valuemap.RateStop ~= nil then desc = desc .. " stop " .. self.valuemap.RateStop; end if self.valuemap.RateLimit ~= nil then desc = desc .. " limit " .. self.valuemap.RateLimit; end self.Parent:trace(desc); if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._PercentOfEquityAmount / 100.0; local stop = math.abs(self.valuemap.RateStop - self.valuemap.Rate) / self.Offer.PointSize; local possible_loss = self.Offer.PipCost * stop; self.valuemap.Quantity = math.floor(affordable_loss / possible_loss) * self:_GetBaseUnitSize(); end for _, module in pairs(self.Parent._all_modules) do if module.BlockOrder ~= nil and module:BlockOrder(self.valuemap) then self.Parent:trace("Creation of order blocked by " .. module.Name); return trading:CreateEntryOrderFailResult("Creation of order blocked by " .. module.Name); end end for _, module in pairs(self.Parent._all_modules) do if module.OnOrder ~= nil then module:OnOrder(self.valuemap); end end local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateEntryOrderFailResult(message); end local res = trading:CreateEntryOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:StoreMarketOrderResults(res) local str = "["; for i, t in ipairs(res) do local json = t:ToJSON(); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function trading:RestoreMarketOrderResults(str) local results = {}; local position = 2; local result; while (position < str:len()) do local ch = string.sub(str, position, position); if ch == "{" then result = trading:CreateMarketOrderSuccessResult(); position = position + 1; elseif ch == "}" then results[#results + 1] = result; result = nil; position = position + 1; elseif ch == "," then position = position + 1; else local name, value = string.match(str, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return results; end function trading:CreateMarketOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(self) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" or stype == "table" then --do nothing else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end return res; end function trading:CreateMarketOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetTrade() return nil; end return res; end function trading:MarketOrder(instrument) local builder = {}; local offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OrderType = "OM"; builder.valuemap.OfferID = offer.OfferID; builder.valuemap.AcctID = self._account; function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) local base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = amount * base_size; return self; end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "O"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:Execute() self.Parent:trace(string.format("Creating %s OM for %s", self.valuemap.BuySell, self.Instrument)); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end for _, module in pairs(self.Parent._all_modules) do if module.BlockOrder ~= nil and module:BlockOrder(self.valuemap) then self.Parent:trace("Creation of order blocked by " .. module.Name); return trading:CreateMarketOrderFailResult("Creation of order blocked by " .. module.Name); end end for _, module in pairs(self.Parent._all_modules) do if module.OnOrder ~= nil then module:OnOrder(self.valuemap); end end local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateMarketOrderFailResult(message); end local res = trading:CreateMarketOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:JsonToObject(json) local position = 1; local result; local results; while (position < json:len() + 1) do local ch = string.sub(json, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then if results ~= nil then position = position + 1; results[#results + 1] = result; else return result; end elseif ch == "," then position = position + 1; elseif ch == "[" then position = position + 1; results = {}; elseif ch == "]" then return results; else if result == nil then return nil; end local name, value = string.match(json, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return nil; end function trading:GetMetadata(qtxt) if qtxt == "" then return nil; end local position = 1; local result; while (position < qtxt:len() + 1) do local ch = string.sub(qtxt, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then return result; elseif ch == "," then position = position + 1; else if result == nil then return nil; end local name, value = string.match(qtxt, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return nil; end function trading:GetTradeMetadata(trade) return self:GetMetadata(trade.QTXT); end trading:RegisterModule(Modules); tables_monitor = {}; tables_monitor.Name = "Tables monitor"; tables_monitor.Version = "1.1"; tables_monitor.Debug = false; tables_monitor._ids_start = nil; tables_monitor._new_trade_id = nil; tables_monitor._trade_listeners = {}; tables_monitor._closed_trade_listeners = {}; tables_monitor._close_order_listeners = {}; tables_monitor.closing_order_types = {}; function tables_monitor:ListenTrade(func) self._trade_listeners[#self.tables_monitor + 1] = func; end function tables_monitor:ListenCloseTrade(func) self._closed_trade_listeners[#self._closed_trade_listeners + 1] = func; end function tables_monitor:ListenCloseOrder(func) self._close_order_listeners[#self._close_order_listeners + 1] = func; end function tables_monitor:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function tables_monitor:Init(parameters) end function tables_monitor:Prepare(name_only) if name_only then return; end self._new_trade_id = self._ids_start; self._order_change_id = self._ids_start + 1; self._ids_start = self._ids_start + 2; core.host:execute("subscribeTradeEvents", self._order_change_id, "orders"); core.host:execute("subscribeTradeEvents", self._new_trade_id, "trades"); end function tables_monitor:OnNewModule(module) end function tables_monitor:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function tables_monitor:ReleaseInstance() end function tables_monitor:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._new_trade_id 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 for _, callback in ipairs(self._closed_trade_listeners) do callback(closed_trade); end end else local trade = core.host:findTable("trades"):find("TradeID", message); if trade ~= nil then for _, callback in ipairs(self._trade_listeners) do callback(trade); end end end elseif cookie == self._order_change_id then local order_id = message; local order = core.host:findTable("orders"):find("OrderID", order_id); local fix_status = message1; if order ~= nil then if order.Stage == "C" then self.closing_order_types[order.OrderID] = order.Type; for _, callback in ipairs(self._close_order_listeners) do callback(order); end end end end end function tables_monitor:ExtUpdate(id, source, period) end function tables_monitor:BlockTrading(id, source, period) return false; end function tables_monitor:BlockOrder(order_value_map) return false; end function tables_monitor:OnOrder(order_value_map) end tables_monitor:RegisterModule(Modules);