-- Id: 19221
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=31&t=65161

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function Init()
    strategy:name("Set Stop and Limit strategy");
    strategy:description("Set Stop and Limit strategy");

    strategy.parameters:addGroup("Trading Parameters");
    strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true);
    strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE);
    strategy.parameters:addString("Account", "Account to trade on", "", "");
    strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT);
    strategy.parameters: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:addString("AllowDirection", "Allow direction for positions", "", "Both");
    strategy.parameters:addStringAlternative("AllowDirection", "Both", "", "Both");
    strategy.parameters:addStringAlternative("AllowDirection", "Long", "", "Long");
    strategy.parameters:addStringAlternative("AllowDirection", "Short", "", "Short");
end

local Account = nil;
local Amount = nil;
local BaseSize = nil;
local PipSize;
local SetLimit = nil;
local Limit = nil;
local SetStop = nil;
local Stop = nil;
local TrailingStop = nil;
local AllowDirection;

function Prepare(nameOnly)
    AllowDirection = instance.parameters.AllowDirection;

    local name;
    name = profile:id() .. "(" .. instance.bid:name() .. "," .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end

    Account = instance.parameters.Account;
    BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account);
    Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID;
    PipSize = instance.bid:pipSize();
    SetLimit = instance.parameters.SetLimit;
    Limit = instance.parameters.Limit;
    SetStop = instance.parameters.SetStop;
    Stop = instance.parameters.Stop;
    TrailingStop = instance.parameters.TrailingStop;

    Source = ExtSubscribe(2, nil, "t", true, "close");
end

function haveTrades(BuySell)
    local enum = core.host:findTable("trades"):enumerator()
    local row = enum:next()
    while (not found) and (row ~= nil) do
        if row.AccountID == Account and (row.BS == BuySell or BuySell == nil) then
            return true;
        end
        row = enum:next()
    end
    return false
end

function ExtUpdate(id, source, period)
    if not instance.parameters.AllowTrade then
        return;
    end
    local pipSize = instance.bid:pipSize()

    local trades = core.host:findTable("trades");
    
    if (haveTrades()) then
        local enum = trades:enumerator();
        while true do
            local row = enum:next();
            if row == nil then break end

            if row.AccountID == Account and row.OfferID == Offer then
                if row.BS == 'B' and instance.parameters.AllowDirection~="Short" then
                 if (row.StopOrderID == "" or row.StopOrderID == nil) and SetStop then
                  valuemap = core.valuemap();
                  valuemap.Command = "CreateOrder";
                  valuemap.OrderType = "S";
                  valuemap.OfferID = row.OfferID;
                  valuemap.AcctID = row.AccountID;
                  valuemap.TradeID = row.TradeID;
                  valuemap.Quantity = row.Lot;
                  valuemap.Rate = row.Open-Stop*PipSize;
                  valuemap.BuySell = 'S';
                  if TrailingStop then
                   valuemap.TrailUpdatePips = 1;
                  end
                  
                  executing = true;
                  success, msg = terminal:execute(200, valuemap);
                  if not(success) then
                      executing = false;
                      terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW));
                  end
                  
                 end
                 if (row.LimitOrderID == "" or row.LimitOrderID == nil) and SetLimit then
                  valuemap = core.valuemap();
                  valuemap.Command = "CreateOrder";
                  valuemap.OrderType = "L";
                  valuemap.OfferID = row.OfferID;
                  valuemap.AcctID = row.AccountID;
                  valuemap.TradeID = row.TradeID;
                  valuemap.Quantity = row.Lot;
                  valuemap.Rate = row.Open+Limit*source:pipSize();
                  valuemap.BuySell = 'S';
                  
                  executing = true;
                  success, msg = terminal:execute(200, valuemap);
                  if not(success) then
                      executing = false;
                      terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW));
                  end
                  
                 end
                elseif row.BS == 'S' and instance.parameters.AllowDirection~="Long" then
                 if (row.StopOrderID == "" or row.StopOrderID == nil) and SetStop then
                  valuemap = core.valuemap();
                  valuemap.Command = "CreateOrder";
                  valuemap.OrderType = "S";
                  valuemap.OfferID = row.OfferID;
                  valuemap.AcctID = row.AccountID;
                  valuemap.TradeID = row.TradeID;
                  valuemap.Quantity = row.Lot;
                  valuemap.Rate = row.Open+Stop*PipSize;
                  valuemap.BuySell = 'B';
                  if TrailingStop then
                   valuemap.TrailUpdatePips = 1;
                  end
                  
                  executing = true;
                  success, msg = terminal:execute(200, valuemap);
                  if not(success) then
                      executing = false;
                      terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW));
                  end
                  
                 end
                 if (row.LimitOrderID == "" or row.LimitOrderID == nil) and SetLimit then
                  valuemap = core.valuemap();
                  valuemap.Command = "CreateOrder";
                  valuemap.OrderType = "L";
                  valuemap.OfferID = row.OfferID;
                  valuemap.AcctID = row.AccountID;
                  valuemap.TradeID = row.TradeID;
                  valuemap.Quantity = row.Lot;
                  valuemap.Rate = row.Open-Limit*source:pipSize();
                  valuemap.BuySell = 'B';
                  
                  executing = true;
                  success, msg = terminal:execute(200, valuemap);
                  if not(success) then
                      executing = false;
                      terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW));
                  end
                  
                 end
                end

            end
        end
    end
end

function ReleaseInstance()
end

function AsyncOperationFinished(cookie, successful, message)
  if not successful then
    core.host:trace('Error: ' .. message)
  end
end

dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");