-- Id: 1981 -- More information about this indicator can be found at: -- http://fxcodebase.com --+------------------------------------------------------------------+ --| Copyright © 2019, 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, m) strategy.parameters:addGroup(id .. ". Time Frame Parameters") strategy.parameters:addString("B" .. id, "Time frame" .. id, "", frame) strategy.parameters:setFlag("B" .. id, core.FLAG_PERIODS) strategy.parameters:addString("PriceType" .. id, "Price type" .. id, "", "Bid") strategy.parameters:addStringAlternative("PriceType" .. id, "Bid", "", "Bid") strategy.parameters:addStringAlternative("PriceType" .. id, "Ask", "", "Ask") strategy.parameters:addGroup("Moving Average Parameters" .. id) 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:addGroup("EHLERS CG Parameters" .. id) strategy.parameters:addInteger("R" .. id, "Periods", "", m) end function Init() local i strategy:name("MFT MVA EHLERS CG Strategy") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound,ShowAlert"); strategy:description("MFT MVA EHLERS CG Strategy") AddMvaParam(1, "m1", 14, 10) AddMvaParam(2, "m5", 14, 10) AddMvaParam(3, "m15", 14, 10) AddMvaParam(4, "m30", 14, 10) 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, 100) strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false) strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false) strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false) strategy.parameters:addGroup("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) end --local price = nil; local masource = {} local mva = {} local cog = {} local first = nil local WatchID local ShowMessage local SoundFile = nil local RecurrentSound = false local ALLOWEDSIDE local AllowMultiple local AllowTrade local Offer local CanClose local Account local Amount local SetLimit local Limit local SetStop local Stop local TrailingStop local BaseSize local Email local SendEmail local Direction local NONE = 0 local SELL = 1 local BUY = 2 local LastSignal = NONE function Prepare(onlyName) local name AllowMultiple = instance.parameters.AllowMultiple ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE name = profile:id() .. "(" .. instance.bid:instrument() assert(core.indicators:findIndicator("EHLERS_CG") ~= nil, "Download EHLERS CG from FXCODEBASE.COM") 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) .. ", " .. instance.parameters:getInteger("R" .. 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 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 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) ) cog[i] = core.indicators:create("EHLERS_CG", masource[i], instance.parameters:getInteger("R" .. i)) if mva[i].DATA:first() > first then first = mva[i].DATA:first() end if cog[i].DATA:first() > first then first = cog[i].DATA:first() end end first = first + 3 assert(minindex >= 1 and minindex <= 4, "error 0001: contact the developer, please") WatchID = minindex 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, cogperiod if id == WatchID then pos = 0 neg = 0 for i = 1, 4, 1 do mva[i]:update(core.UpdateLast) cog[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 i == WatchID then cogperiod = period else cogperiod = cog[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 if cogperiod >= first then if cog[i].DATA[cogperiod] >= cog[i].DATA[cogperiod - 1] then pos = pos + 1 elseif cog[i].DATA[cogperiod] < cog[i].DATA[cogperiod - 1] then neg = neg + 1 end end end -- replace condition to if pos == 8 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" then if haveTrades("S") then exit("S") Signal("Close Short") end 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 == 8 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" then if haveTrades("B") then exit("B") Signal("Close Long") end 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 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 --===========================================================================-- -- 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")