-- Id: 9803 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=2418 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function AddMvaParam(id, frame, n) strategy.parameters:addGroup("Moving Average Parameters" .. id) strategy.parameters:addString("B" .. id, "Time frame" .. id, "", frame) strategy.parameters:setFlag("B" .. id, core.FLAG_PERIODS) strategy.parameters:addString( "M" .. id, "Methode " .. id, "The methods marked by an asterisk (*) require the appropriate indicators to be loaded.", "MVA" ) strategy.parameters:addStringAlternative("M" .. id, "MVA", "", "MVA") strategy.parameters:addStringAlternative("M" .. id, "EMA", "", "EMA") strategy.parameters:addStringAlternative("M" .. id, "LWMA", "", "LWMA") strategy.parameters:addStringAlternative("M" .. id, "SMMA*", "", "SMMA") strategy.parameters:addStringAlternative("M" .. id, "Vidya (1995)*", "", "VIDYA") strategy.parameters:addStringAlternative("M" .. id, "Vidya (1992)*", "", "VIDYA92") strategy.parameters:addStringAlternative("M" .. id, "Wilders*", "", "WMA") strategy.parameters:addInteger("N" .. id, "Periods", "", n) strategy.parameters:addString("MvaPrice" .. id, "Price to apply MA", "", "close") strategy.parameters:addStringAlternative("MvaPrice" .. id, "Open", "", "open") strategy.parameters:addStringAlternative("MvaPrice" .. id, "High", "", "high") strategy.parameters:addStringAlternative("MvaPrice" .. id, "Low", "", "low") strategy.parameters:addStringAlternative("MvaPrice" .. id, "Close/Tick", "", "close") strategy.parameters:addStringAlternative("MvaPrice" .. id, "Median", "", "median") strategy.parameters:addStringAlternative("MvaPrice" .. id, "Typical", "", "typical") strategy.parameters:addStringAlternative("MvaPrice" .. id, "Weighted", "", "weighted") strategy.parameters:addString("PriceType" .. id, "Price type" .. id, "", "Bid") strategy.parameters:addStringAlternative("PriceType" .. id, "Bid", "", "Bid") strategy.parameters:addStringAlternative("PriceType" .. id, "Ask", "", "Ask") end function Init() local i strategy:name("MFT MVA Direction Oscillator Strategy") strategy:description("MFT MVA Direction Oscillator Strategy") strategy:setTag("Version", "2"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") AddMvaParam(1, "m1", 14) AddMvaParam(2, "m5", 14) AddMvaParam(3, "m15", 14) AddMvaParam(4, "m30", 14) 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( "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:addBoolean("AllowMultiple", "Allow Multiple", "", true) 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", "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("RecurrentSound", "Recurrent Sound", "", false) strategy.parameters:addBoolean("SendEmail", "Send Email", "", false) strategy.parameters:addString("Email", "Email", "", "") strategy.parameters:setFlag("Email", core.FLAG_EMAIL) end --local price = nil; local masource = {} local mva = {} local first = nil local WatchID local ShowAlert local SoundFile = nil local RecurrentSound = false local AllowTrade local Offer local CanClose local Account local Amount local SetLimit local Limit local SetStop local Stop local TrailingStop local BaseSize local Direction local NONE = 0 local SELL = 1 local BUY = 2 local LastSignal = NONE local ALLOWEDSIDE local AllowMultiple local Email local SendEmail function Prepare(onlyName) local name name = profile:id() .. "(" .. instance.bid:instrument() ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE AllowMultiple = instance.parameters.AllowMultiple SendEmail = instance.parameters.SendEmail local i for i = 1, 4, 1 do name = name .. "," .. instance.parameters:getString("M" .. i) .. "(" .. instance.parameters:getString("MvaPrice" .. i) .. "," .. instance.parameters:getInteger("N" .. i) .. ")" assert(instance.parameters:getString("B" .. i) ~= "t1", "timeframe must not be tick") end name = name .. ")" 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 instance:name(name) if onlyName then return ; end 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 if AllowTrade then Account = instance.parameters.Account Amount = instance.parameters.Amount BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account) Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account) SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end local minsize = 10000000000000 local minindex = -1 first = 0 for i = 1, 4, 1 do local isource, type, s, e s, e = core.getcandle(instance.parameters:getString("B" .. i), core.now(), 0, 0) s = e - s if s < minsize then minsize = s minindex = i end masource[i] = ExtSubscribe( i, nil, instance.parameters:getString("B" .. i), instance.parameters:getString("PriceType" .. i) == "Bid", "bar" ) type = instance.parameters:getString("MvaPrice" .. i) if type == "open" then isource = masource[i].open elseif type == "high" then isource = masource[i].high elseif type == "low" then isource = masource[i].low elseif type == "close" then isource = masource[i].close elseif type == "median" then isource = masource[i].median elseif type == "typical" then isource = masource[i].typical elseif type == "weighted" then isource = masource[i].weighted else isource = masource[i].close end mva[i] = core.indicators:create( instance.parameters:getString("M" .. i), isource, instance.parameters:getInteger("N" .. i) ) if mva[i].DATA:first() > first then first = mva[i].DATA:first() end end first = first + 3 assert(minindex >= 1 and minindex <= 4, "error 0001: contact the developer, please") WatchID = minindex 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 ExtUpdate(id, source, period) if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end local i, pos, neg, mvaperiod if id == WatchID then pos = 0 neg = 0 for i = 1, 4, 1 do mva[i]:update(core.UpdateLast) -- use most recently closed candle for smallest timeframe -- and active candle for other timeframes if i == WatchID then mvaperiod = period else mvaperiod = mva[i].DATA:size() - 1 end if mvaperiod >= first then if mva[i].DATA[mvaperiod] >= mva[i].DATA[mvaperiod - 1] then pos = pos + 1 elseif mva[i].DATA[mvaperiod] < mva[i].DATA[mvaperiod - 1] then neg = neg + 1 end end end -- replace condition to if pos == 4 and LastSignal ~= BUY then LastSignal = BUY if AllowTrade then if haveTrades("B") and not AllowMultiple then exit("S") Signal("Close Short") return end if ALLOWEDSIDE == "Sell" and haveTrades("S") then exit("S") Signal("Close Short") return end if haveTrades("S") then exit("S") Signal("Close Short") end enter("B") Signal("Open Long") elseif ShowAlert then Signal("Up Trend") end elseif neg == 4 and LastSignal ~= SELL then LastSignal = SELL if AllowTrade then if haveTrades("S") and not AllowMultiple then exit("B") Signal("Close Long") return end if ALLOWEDSIDE == "Buy" and haveTrades("B") then exit("B") Signal("Close Long") return end if haveTrades("B") then exit("B") Signal("Close Long") end enter("S") Signal("Open Short") else Signal("Down Trend") end end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function checkReady(table) local rc if Account == "TESTACC_ID" then -- run under debugger/simulator rc = true else rc = core.host:execute("isTableFilled", table) end return rc end function tradesCount(BuySell) local enum, row local count = 0 enum = core.host:findTable("trades"):enumerator() row = enum:next() while count == 0 and row ~= nil do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then count = count + 1 end row = enum:next() end return count end function haveTrades(BuySell) local enum, row local found = false enum = core.host:findTable("trades"):enumerator() row = enum:next() while (not found) and (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then found = true end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell) if not (AllowTrade) then return true end -- do not enter if position in the -- specified direction already exists if tradesCount(BuySell) > 0 and not AllowMultiple then return true end local valuemap, success, msg valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.BuySell = BuySell -- add stop/limit valuemap.PegTypeStop = "O" if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end end if TrailingStop then valuemap.TrailStepStop = 1 end valuemap.PegTypeLimit = "O" if SetLimit then if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end if (not CanClose) then valuemap.EntryLimitStop = "Y" end success, msg = terminal:execute(100, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end -- exit from the specified direction function exit(BuySell, use_net) if not (AllowTrade) then return true end if use_net == true then local valuemap, success, msg if tradesCount(BuySell) > 0 then valuemap = core.valuemap() -- switch the direction since the order must be in oppsite direction if BuySell == "B" then BuySell = "S" else BuySell = "B" end valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "Y" valuemap.BuySell = BuySell success, msg = terminal:execute(101, valuemap) if not(success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed"..msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end else local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == BuySell and row.OfferID == Offer then local valuemap = core.valuemap(); valuemap.BuySell = row.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = row.OfferID; valuemap.AcctID = row.AccountID; valuemap.TradeID = row.TradeID; valuemap.Quantity = row.Lot; local success, msg = terminal:execute(101, valuemap); end row = enum: next(); end end return false end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")