-- Id: 11827 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=24198 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("MTF HA Strategy"); strategy:description(""); -- NG: optimizer/backtester hint strategy:setTag("NonOptimizableParameters", "ShowAlert,PlaySound,SoundFile,RecurrentSound,SendMail,Email"); strategy.parameters:addGroup("Price"); strategy.parameters:addString("Type", "Price Type", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); Parameters (1, "m15"); Parameters (2, "m30"); Parameters (3, "H1" ); Parameters (4, "H4"); Parameters (5, "H8" ); strategy.parameters:addGroup("Exit Parameters"); strategy.parameters:addBoolean("EXIT", "Use additional Exit Options", "", true); strategy.parameters:addInteger("Mode", "Type of Exit", "", 1); strategy.parameters:addIntegerAlternative("Mode", "Cumulative (All Selected)", "", 1); strategy.parameters:addIntegerAlternative("Mode", "Single Time Frame (Any Selected)", "", 2) local i; for i = 1, 5,1 do strategy.parameters:addBoolean("ON"..i, i ..". Use This Time Framel in Exit Calculation", "", true); end strategy.parameters:addInteger("BL", "Long Exit Limit", "", 1); strategy.parameters:addInteger("SL", "Short Exit Limit", "", 1); strategy.parameters:addGroup("Strategy Parameters"); strategy.parameters:addBoolean("EntryOrders", "Entry Orders Only", "True for Entry Orders, False for Market Orders", false); strategy.parameters:addInteger("EntryOrdersPips", "Entry Orders Gap", "The number of pips away to place entry orders", 20, 1, 1000); strategy.parameters:addInteger("EntryOrdersTrail", "Entry Orders Trailing", "The number of pips to trail entry orders entry price. Zero to not trail.", 0, 0, 1000); strategy.parameters:addBoolean("EntryOrdersGTC", "Good Till Cancelled", "If true, entry orders remain valid until cancelled. If false, they are only valid until the end of the day.", true); strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "123"); strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "Closes existing positions in one direction when an opposite direction entry signal is generated.", true); strategy.parameters:addString("Direction", "Type of signal", "", "direct"); strategy.parameters:addStringAlternative("Direction", "direct", "", "direct"); strategy.parameters:addStringAlternative("Direction", "reverse", "", "reverse"); strategy.parameters:addGroup("MA Parameters"); strategy.parameters:addBoolean("MVAFilter", "Use MA Filter", "If enabled then only Long positions will be opened when Price > MA, opposite for Short positions.", false); strategy.parameters:addString("MVATimeframe", "MA Filter Time frame", "", "D1"); strategy.parameters:setFlag("MVATimeframe", core.FLAG_PERIODS); strategy.parameters:addInteger("MVAPeriod", "Number of periods", "Number of periods", 200, 2, 1000); strategy.parameters:addString("MVAMethod", "Average Method", "" , "MVA"); strategy.parameters:addStringAlternative("MVAMethod", "MVA", "MVA" , "MVA"); strategy.parameters:addStringAlternative("MVAMethod", "EMA", "EMA" , "EMA"); strategy.parameters:addStringAlternative("MVAMethod", "LWMA", "LWMA" , "LWMA"); strategy.parameters:addStringAlternative("MVAMethod", "TMA", "TMA" , "TMA"); strategy.parameters:addStringAlternative("MVAMethod", "SMMA", "SMMA" , "SMMA"); strategy.parameters:addStringAlternative("MVAMethod", "KAMA", "KAMA" , "KAMA"); strategy.parameters:addStringAlternative("MVAMethod", "VIDYA", "VIDYA" , "VIDYA"); strategy.parameters:addStringAlternative("MVAMethod", "WMA", "WMA" , "WMA"); CreateTradingParameters(); 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 function Parameters (id, TF,MVA,PERIOD) strategy.parameters:addGroup(id..". Time Frame"); if id > 1 then strategy.parameters:addBoolean("USE"..id, "Use This Time Frame", "", true); end strategy.parameters:addString("TF"..id , "Time Frame", "", TF ); strategy.parameters:setFlag("TF"..id , core.FLAG_PERIODS); end function CreateTradingParameters() strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false); -- NG: optimizer/backtester hint 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", "", false); strategy.parameters:addInteger("MultipleLimit", "Open Position Limit", "The number of open positions in the same direction allowed for each instance of this strategy. Zero for unlimited.", 0, 0, 1000); 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); end local Mode; local Source; local EXIT; local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; local AllowMultiple; local MultipleLimit; 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 Price; local Indicator={}; local Short={}; local Source={}; local MVAIndicator, MVASource; local Direction; local BL, SL; local MVAFilter; local MVATimeframe; local MVAPeriod; local MVAMethod; local CustomID; local EntryOrders; local EntryOrdersPips; local EntryOrdersGTC; local EntryOrdersTrail; local CloseOnOpposite; local OpenTime, CloseTime, ExitTime; local ValidInterval,UseMandatoryClosing; local ToTime; local TF={}; local Open={}; local Close={}; local USE={}; local ON={}; function Prepare(nameOnly) CustomID = instance.parameters.CustomID; local name = profile:id() .. "( " .. instance.bid:name() .. "," .. CustomID .. " )"; instance:name(name); if nameOnly then return ; end --Price = instance.parameters.Price; EXIT= instance.parameters.EXIT; -- NG: replace string comparison everytime in future. Direction = instance.parameters.Direction == "direct"; Mode = instance.parameters.Mode; BL = instance.parameters.BL; SL = instance.parameters.SL; MVAFilter = instance.parameters.MVAFilter; MVATimeframe = instance.parameters.MVATimeframe; MVAPeriod = instance.parameters.MVAPeriod; MVAMethod = instance.parameters.MVAMethod; EntryOrders = instance.parameters.EntryOrders; EntryOrdersPips = instance.parameters.EntryOrdersPips; EntryOrdersGTC = instance.parameters.EntryOrdersGTC; EntryOrdersTrail = instance.parameters.EntryOrdersTrail; CloseOnOpposite = instance.parameters.CloseOnOpposite; -- NG: check TF1/TF2 instead of TF local i; for i = 1 , 5, 1 do TF[i]= instance.parameters:getString("TF" .. i) ON[i]= instance.parameters:getBoolean("ON" .. i); if i > 1 then USE[i]= instance.parameters:getBoolean("USE" .. i); end assert(TF[i] ~= "t1", i..". The time frame must not be tick"); end PrepareTrading(); if (EntryOrders) then -- check trading properties local property property = "canUseDynamicTrailingForEntryLimit"; if core.host:execute("getTradingProperty", property, nil, nil) then core.host:trace("TradingProperty '" .. property .. "' is true."); else core.host:trace("TradingProperty '" .. property .. "' is false!!"); end property = "canUseDynamicTrailingForEntryStop"; if core.host:execute("getTradingProperty", property, nil, nil) then core.host:trace("TradingProperty '" .. property .. "' is true."); else core.host:trace("TradingProperty '" .. property .. "' is false!!"); end property = "canUseFluctuateTrailingForEntryLimit"; if core.host:execute("getTradingProperty", property, nil, nil) then core.host:trace("TradingProperty '" .. property .. "' is true."); else core.host:trace("TradingProperty '" .. property .. "' is false!!"); end property = "canUseFluctuateTrailingForEntryStop"; if core.host:execute("getTradingProperty", property, nil, nil) then core.host:trace("TradingProperty '" .. property .. "' is true."); else core.host:trace("TradingProperty '" .. property .. "' is false!!"); end end for i = 1 , 5, 1 do Source[i] = ExtSubscribe(i, nil, TF[i], instance.parameters.Type == "Bid", "bar"); Indicator[i] = core.indicators:create( "HA", Source[i] ); Open[i] = Indicator[i]:getStream(0); Close[i] = Indicator[i]:getStream(3); end if (MVAFilter) then MVASource = ExtSubscribe(10, nil, instance.parameters.MVATimeframe, instance.parameters.Type == "Bid", "bar"); assert(core.indicators:findIndicator(MVAMethod) ~= nil, MVAMethod .. " indicator must be installed"); MVAIndicator = core.indicators:create(MVAMethod, MVASource["close"], MVAPeriod); end 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", 100, math.max(ValidInterval / 2, 1)); end end function PrepareTrading() AllowMultiple = instance.parameters.AllowMultiple; MultipleLimit = instance.parameters.MultipleLimit; 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; 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 end -- NG: create a function to parse time function ParseTime(time) local Pos = string.find(time, ":"); if Pos == nil then return nil, false; end local h = tonumber(string.sub(time, 1, Pos - 1)); time = string.sub(time, Pos + 1); Pos = string.find(time, ":"); if Pos == nil then return nil, false; end local m = tonumber(string.sub(time, 1, Pos - 1)); local s = tonumber(string.sub(time, Pos + 1)); return (h / 24.0 + m / 1440.0 + s / 86400.0), -- time in ole format ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or (h == 24 and m == 0 and s == 0)); -- validity flag end function InRange(now, openTime, closeTime) if openTime < closeTime then return now >= openTime and now <= closeTime; end if openTime > closeTime then return now > openTime or now < closeTime; end return now == openTime; end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if id ~= 1 then return; end 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 local i; for i = 1 , 5, 1 do Indicator[i]:update(core.UpdateLast); end if (MVAFilter) then MVAIndicator:update(core.UpdateLast); if (MVAIndicator.DATA:size() <= MVAIndicator.DATA:first() + 2) then return; end end -- NG: condition to check the presense of the data is changed to proper -- crossover functions if Open[1]:size() <= Open[1]:first() + 2 or Open[2]:size() <= Open[2]:first() + 2 or Open[3]:size() <= Open[3]:first() + 2 or Open[4]:size() <= Open[4]:first() + 2 or Open[5]:size() <= Open[5]:first() + 2 then return ; end -- NG: 1) different time frame may have different dimensions -- 2) bar strategies must check cross at the closed bar -- not the recently closed bar -- if core.crossesOver(Short[1], Short[2], Short[1]:size() - 2, Short[2]:size() - 2) then if Open[1][ Open[1]:size() - 2] < Close[1][ Open[1]:size() - 2] and (( Open[2][ Open[2]:size() - 2] < Close[2][ Open[2]:size() - 2]) or not USE[2]) and (( Open[3][ Open[3]:size() - 2] < Close[3][ Open[3]:size() - 2]) or not USE[3]) and (( Open[4][ Open[4]:size() - 2] < Close[4][ Open[4]:size() - 2]) or not USE[4]) and (( Open[5][ Open[5]:size() - 2] < Close[5][ Open[5]:size() - 2]) or not USE[5]) then if (not MVAFilter or (MVASource.close[MVASource:size() - 1] > MVAIndicator.DATA[MVAIndicator.DATA:size() - 1])) then if Direction then BUY(); else SELL(); end end elseif Open[1][ Open[1]:size() - 2] > Close[1][ Open[1]:size() - 2] and (( Open[2][ Open[2]:size() - 2] > Close[2][ Open[2]:size() - 2]) or not USE[2] ) and ((Open[3][ Open[3]:size() - 2] > Close[3][ Open[3]:size() - 2]) or not USE[3] ) and ((Open[4][ Open[4]:size() - 2] > Close[4][ Open[4]:size() - 2]) or not USE[4] ) and ((Open[5][ Open[5]:size() - 2] > Close[5][ Open[5]:size() - 2]) or not USE[5] ) then if (not MVAFilter or (MVASource.close[MVASource:size() - 1] < MVAIndicator.DATA[MVAIndicator.DATA:size() - 1])) then if Direction then SELL(); else BUY(); end end end if EXIT then local S=0; local B=0; if Mode == 1 then if ((Open[1][ Open[1]:size() - 2] > Close[1][ Open[1]:size() - 2]) and ON[1]) then B=B+1; end if (( Open[2][ Open[2]:size() - 2] > Close[2][ Open[2]:size() - 2]) and ON[2]) then B=B+1; end if (( Open[3][ Open[3]:size() - 2] > Close[3][ Open[3]:size() - 2]) and ON[3]) then B=B+1; end if (( Open[4][ Open[4]:size() - 2] > Close[4][ Open[4]:size() - 2]) and ON[4]) then B=B+1; end if (( Open[5][ Open[5]:size() - 2] > Close[5][ Open[5]:size() - 2]) and ON[5]) then B=B+1; end if ((Open[1][ Open[1]:size() - 2] < Close[1][ Open[1]:size() - 2]) and ON[1]) then S=S+1; end if (( Open[2][ Open[2]:size() - 2] < Close[2][ Open[2]:size() - 2]) and ON[2]) then S=S+1; end if (( Open[3][ Open[3]:size() - 2] < Close[3][ Open[3]:size() - 2]) and ON[3]) then S=S+1; end if (( Open[4][ Open[4]:size() - 2] < Close[4][ Open[4]:size() - 2]) and ON[4]) then S=S+1; end if (( Open[5][ Open[5]:size() - 2] < Close[5][ Open[5]:size() - 2]) and ON[5]) then S=S+1; end if B >= BL then if Direction then if haveTrades("B") then exit("B"); Signal ("Close Long"); end else if haveTrades("S") then exit("S"); Signal ("Close Short"); end end end if S >= SL then if Direction then if haveTrades("S") then exit("S"); Signal ("Close Short"); end else if haveTrades("B") then exit("B"); Signal ("Close Long"); end end end else if ((Open[1][ Open[1]:size() - 2] > Close[1][ Open[1]:size() - 2]) and ON[1]) or (( Open[2][ Open[2]:size() - 2] > Close[2][ Open[2]:size() - 2]) and ON[2]) or (( Open[3][ Open[3]:size() - 2] > Close[3][ Open[3]:size() - 2]) and ON[3]) or (( Open[4][ Open[4]:size() - 2] > Close[4][ Open[4]:size() - 2]) and ON[4]) or (( Open[5][ Open[5]:size() - 2] > Close[5][ Open[5]:size() - 2]) and ON[5]) then if Direction then if haveTrades("B") then exit("B"); Signal ("Close Long"); end else if haveTrades("S") then exit("S"); Signal ("Close Short"); end end end if ((Open[1][ Open[1]:size() - 2] < Close[1][ Open[1]:size() - 2]) and ON[1]) or (( Open[2][ Open[2]:size() - 2] < Close[2][ Open[2]:size() - 2]) and ON[2]) or (( Open[3][ Open[3]:size() - 2] < Close[3][ Open[3]:size() - 2]) and ON[3]) or (( Open[4][ Open[4]:size() - 2] < Close[4][ Open[4]:size() - 2]) and ON[4]) or (( Open[5][ Open[5]:size() - 2] < Close[5][ Open[5]:size() - 2]) and ON[5]) then if Direction then if haveTrades("S") then exit("S"); Signal ("Close Short"); end else if haveTrades("B") then exit("B"); Signal ("Close Long"); end end end end end end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if cookie == 100 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 now >= ExitTime and now < ExitTime +(ValidInterval / 86400.0) then if not checkReady("trades") then return ; end if haveTrades("B") then exit("B"); Signal ("Close Long"); end if haveTrades("S") then exit("S"); Signal ("Close Short"); end end end elseif cookie == 200 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 == 201 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)); elseif cookie == 300 and not success then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Create entry 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 exit("S"); Signal ("Close Short"); end if haveTrades("B") and not AllowMultiple then return; end if ALLOWEDSIDE == "Sell" then return; end enter("B"); elseif ShowAlert then Signal ("Up Trend"); end end function SELL() if AllowTrade then if CloseOnOpposite and haveTrades("B") then exit("B"); Signal ("Close Long"); end if haveTrades("S") and not AllowMultiple then return; end if ALLOWEDSIDE == "Buy" then return; end enter("S"); elseif ShowAlert then Signal ("Down Trend"); 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) return core.host:execute("isTableFilled", table); 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) if not(AllowTrade) then return true; end -- do not enter if position in the -- specified direction already exists local count = tradesCount(BuySell); if (AllowMultiple) then -- if we allow multiple trades if (MultipleLimit > 0 and (count >= MultipleLimit)) then -- we have exceeded our multiple limit count. return true; end else if count > 0 then -- if we have more than one trade and we aren't allowed multiple, abort. return true; end 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 -- support for entry orders. if (EntryOrders) then local distance = EntryOrdersPips; if (BuySell == "S") then distance = -1 * distance; end return EntryOrder(BuySell, distance); end return MarketOrder(BuySell); end -- creates and send an entry order function EntryOrder(BuySell, Distance) -- create order local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; -- get the order type if BuySell == "B" and Distance < 0 then valuemap.OrderType = "LE"; elseif BuySell == "B" and Distance > 0 then valuemap.OrderType = "SE"; elseif BuySell == "S" and Distance < 0 then valuemap.OrderType = "SE"; elseif BuySell == "S" and Distance > 0 then valuemap.OrderType = "LE"; end if SetLimit then valuemap.PegTypeLimit = "O"; if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit; else valuemap.PegPriceOffsetPipsLimit = -Limit; end end if SetStop then valuemap.PegTypeStop = "O"; if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop; else valuemap.PegPriceOffsetPipsStop = Stop; end if TrailingStop then valuemap.TrailStepStop = 1; end end if not(CanClose) and (SetStop or SetLimit) then -- if regular s/l orders aren't allowed - create ELS order valuemap.EntryLimitStop = "Y"; end if Distance >= 0 then valuemap.Rate = instance.ask[NOW] + Distance * instance.ask:pipSize(); else valuemap.Rate = instance.bid[NOW] + Distance * instance.ask:pipSize(); end if (EntryOrdersTrail > 0) then valuemap.TrailUpdatePips = EntryOrdersTrail; end valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; if (EntryOrdersGTC) then valuemap.GTC = "GTC"; else valuemap.GTC = "DAY"; end local success, msg = terminal:execute(300, valuemap); if not (success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Failed to create order" .. msg, instance.bid:date(instance.bid:size() - 1)); else requestId = core.parseCsv(msg, ",")[0]; end end -- enter into the specified direction function MarketOrder(BuySell) local valuemap, success, msg; valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; -- 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(200, 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) if not(AllowTrade) then return true; end if (CanClose) then -- 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 else 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; valuemap.CustomID = CustomID; success, msg = terminal:execute(201, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1)); return false; end end end end -- exit from the specified direction function exitTrade(tradeRow) 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; valuemap.TradeID = tradeRow.TradeID; valuemap.Quantity = tradeRow.Lot; valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; success, msg = terminal:execute(201, valuemap); if not(success) then core.host:trace("Close order failed" .. msg); 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");