-- Id: 22710 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=13889 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ local Modules = {}; local BAR = true local FRAMES = {"m5", "m15", "m30"} local TfNumber = 3 function Init() --The strategy profile initialization strategy:name("MTF Stochastic Strategy") strategy:description("v2 2018-11-12") -- 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") local i for i = 1, TfNumber, 1 do TIMEFRAME(i, FRAMES[i]) end strategy.parameters:addGroup("Strategy Parameters") strategy.parameters:addBoolean("confirm_trend", "Confirm using trend MA", "", false); AddAverages("trend_method", "Trend MA Method", "MVA"); strategy.parameters:addInteger("trend_period", "Trend MA Period", "", 7); strategy.parameters:addString("trend_timeframe", "Trend MA time frame", "", "W1"); strategy.parameters:setFlag("trend_timeframe", core.FLAG_PERIODS); strategy.parameters:addString("Direction", "Type of signal", "", "direct") strategy.parameters:addStringAlternative("Direction", "direct", "", "direct") strategy.parameters:addStringAlternative("Direction", "reverse", "", "reverse") 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 AddAverages(id, name, default) strategy.parameters:addString(id, name, "", default); strategy.parameters:addStringAlternative(id, "MVA", "", "MVA"); strategy.parameters:addStringAlternative(id, "EMA", "", "EMA"); strategy.parameters:addStringAlternative(id, "Wilder", "", "Wilder"); strategy.parameters:addStringAlternative(id, "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative(id, "SineWMA", "", "SineWMA"); strategy.parameters:addStringAlternative(id, "TriMA", "", "TriMA"); strategy.parameters:addStringAlternative(id, "LSMA", "", "LSMA"); strategy.parameters:addStringAlternative(id, "SMMA", "", "SMMA"); strategy.parameters:addStringAlternative(id, "HMA", "", "HMA"); strategy.parameters:addStringAlternative(id, "ZeroLagEMA", "", "ZeroLagEMA"); strategy.parameters:addStringAlternative(id, "DEMA", "", "DEMA"); strategy.parameters:addStringAlternative(id, "T3", "", "T3"); strategy.parameters:addStringAlternative(id, "ITrend", "", "ITrend"); strategy.parameters:addStringAlternative(id, "Median", "", "Median"); strategy.parameters:addStringAlternative(id, "GeoMean", "", "GeoMean"); strategy.parameters:addStringAlternative(id, "REMA", "", "REMA"); strategy.parameters:addStringAlternative(id, "ILRS", "", "ILRS"); strategy.parameters:addStringAlternative(id, "IE/2", "", "IE/2"); strategy.parameters:addStringAlternative(id, "TriMAgen", "", "TriMAgen"); strategy.parameters:addStringAlternative(id, "JSmooth", "", "JSmooth"); strategy.parameters:addStringAlternative(id, "KAMA", "", "KAMA"); strategy.parameters:addStringAlternative(id, "ARSI", "", "ARSI"); strategy.parameters:addStringAlternative(id, "VIDYA", "", "VIDYA"); strategy.parameters:addStringAlternative(id, "HPF", "", "HPF"); strategy.parameters:addStringAlternative(id, "VAMA", "", "VAMA"); end function TIMEFRAME(id, FRAME) strategy.parameters:addGroup(id .. ". Time Frame") if id > 1 then strategy.parameters:addBoolean(tostring(id * 100 + 10), "Use This Time Frame", "", true) end strategy.parameters:addString(tostring(id * 100 + 1), "Fast MA time frame", "", FRAME) strategy.parameters:setFlag(tostring(id * 100 + 1), core.FLAG_PERIODS) strategy.parameters:addInteger(tostring(id * 100 + 2), "%K Period", "", 5, 2, 1000) strategy.parameters:addInteger(tostring(id * 100 + 3), "%D Periof", "", 3, 1, 1000) strategy.parameters:addInteger(tostring(id * 100 + 4), "%D slowing periods", "", 3, 1, 1000) strategy.parameters:addString(tostring(id * 100 + 5), "Smoothing method for %K", "", "MVA") strategy.parameters:addStringAlternative(tostring(id * 100 + 5), "MVA", "", "MVA") strategy.parameters:addStringAlternative(tostring(id * 100 + 5), "EMA", "", "EMA") strategy.parameters:addStringAlternative(tostring(id * 100 + 5), "MetaTrader", "", "MT") strategy.parameters:addString(tostring(id * 100 + 6), "Smoothing method for %D", "", "MVA") strategy.parameters:addStringAlternative(tostring(id * 100 + 6), "MVA", "", "MVA") strategy.parameters:addStringAlternative(tostring(id * 100 + 6), "EMA", "", "EMA") strategy.parameters:addInteger(tostring(id * 100 + 7), "Oversold level", "", 20, 1, 100) strategy.parameters:addInteger(tostring(id * 100 + 8), "Overbought level", "", 80, 1, 100) strategy.parameters:addBoolean("confirm" .. id, "Confirm using MA", "", false); strategy.parameters:addBoolean("confirm_reversal" .. id, "Confirm using Sign of Reversal", "", false); AddAverages("confirm_method" .. id, "Method", "MVA"); strategy.parameters:addInteger("confirm_period" .. id, "Period", "", 7); strategy.parameters:addBoolean("confirm_cross" .. id, "Confirm using MA Cross", "", false); AddAverages("confirm_cross_slow_method" .. id, "Slow Method", "MVA"); strategy.parameters:addInteger("confirm_cross_slow_period" .. id, "Slow Period", "", 14); AddAverages("confirm_cross_fast_method" .. id, "Fast Method", "MVA"); strategy.parameters:addInteger("confirm_cross_fast_period" .. id, "Fast Period", "", 7); 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( "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:addString("stop_type", "Stop Order", "", "no"); strategy.parameters:addStringAlternative("stop_type", "No stop", "", "no"); strategy.parameters:addStringAlternative("stop_type", "In Pips", "", "pips"); strategy.parameters:addStringAlternative("stop_type", "ATR", "", "atr"); strategy.parameters:addInteger("stop", "Stop Value", "In pips or ATR period", 30); strategy.parameters:addDouble("atr_stop_mult", "ATR Stop Multiplicator", "", 2.0); strategy.parameters:addBoolean("use_trailing", "Trailing stop order", "", false); strategy.parameters:addInteger("trailing", "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); strategy.parameters:addString("limit_type", "Limit Order", "", "no"); strategy.parameters:addStringAlternative("limit_type", "No stop", "", "no"); strategy.parameters:addStringAlternative("limit_type", "In Pips", "", "pips"); strategy.parameters:addStringAlternative("limit_type", "ATR", "", "atr"); strategy.parameters:addInteger("limit", "Limit Value", "In pips or ATR period", 30); strategy.parameters:addDouble("atr_limit_mult", "ATR Limit Multiplicator", "", 2.0); strategy.parameters:addDouble("limit_dist", "Distance to limit for exit confirmation", "", 50); strategy.parameters:addString("StopLimitTimeframe", "Timeframe for ATR stop/limit", "", "m1"); strategy.parameters:setFlag("StopLimitTimeframe", core.FLAG_PERIODS); strategy.parameters:addGroup("Alerts") signaler:Init(strategy.parameters); end local ALLOWEDSIDE local AllowMultiple local AllowTrade local Offer local CanClose local Account local Amount local BaseSize local Direction local Price local Parameters = {} local OpenTime, CloseTime, ExitTime, ValidInterval, UseMandatoryClosing local ToTime local data = {}; local custom_id; local StopLimitSource; local limit_dist; local trend_ma; -- function Prepare(nameOnly) for _, module in pairs(Modules) do module:Prepare(nameOnly); end custom_id = profile:id() .. "_" .. instance.bid:name(); Direction = instance.parameters.Direction == "direct" local i local name = profile:id() .. "( " .. instance.bid:name() if instance.parameters.confirm_trend then trend_source = ExtSubscribe(2345, nil, instance.parameters.trend_timeframe, instance.parameters.Type == "Bid", "bar"); assert(core.indicators:findIndicator("AVERAGES") ~= nil, "AVERAGES" .. " indicator must be installed"); trend_ma = core.indicators:create("AVERAGES", trend_source, instance.parameters.trend_method, instance.parameters.trend_period); end for i = 1, TfNumber, 1 do Parameters[tostring(i * 100 + 1)] = instance.parameters:getString(tostring(i * 100 + 1)) Parameters[tostring(i * 100 + 2)] = instance.parameters:getInteger(tostring(i * 100 + 2)) Parameters[tostring(i * 100 + 3)] = instance.parameters:getInteger(tostring(i * 100 + 3)) Parameters[tostring(i * 100 + 4)] = instance.parameters:getInteger(tostring(i * 100 + 4)) Parameters[tostring(i * 100 + 5)] = instance.parameters:getString(tostring(i * 100 + 5)) Parameters[tostring(i * 100 + 6)] = instance.parameters:getString(tostring(i * 100 + 6)) assert(Parameters[tostring(i * 100 + 1)] ~= "t1", "The time frame must not be tick") name = name .. "(" .. Parameters[tostring(i * 100 + 1)] .. ", " .. Parameters[tostring(i * 100 + 2)] .. ", " .. Parameters[tostring(i * 100 + 3)] .. ", " .. Parameters[tostring(i * 100 + 4)] .. ", " .. Parameters[tostring(i * 100 + 5)] .. ", " .. Parameters[tostring(i * 100 + 6)] .. ") "; if not nameOnly then local item = {}; if i > 1 then item.ON = instance.parameters:getBoolean(tostring(i * 100 + 10)) end item.Source = ExtSubscribe(i, nil, Parameters[tostring(i * 100 + 1)], instance.parameters.Type == "Bid", "bar") item.Indicator = core.indicators:create("STOCHASTIC", item.Source, Parameters[tostring(i * 100 + 2)], Parameters[tostring(i * 100 + 3)], Parameters[tostring(i * 100 + 4)], Parameters[tostring(i * 100 + 5)], Parameters[tostring(i * 100 + 6)]) item.K = item.Indicator:getStream(0) item.D = item.Indicator:getStream(1) item.OB = instance.parameters:getInteger(tostring(i * 100 + 7)); item.OS = instance.parameters:getInteger(tostring(i * 100 + 8)); item.Confirm = instance.parameters:getBoolean("confirm" .. i); item.ConfirmReversal = instance.parameters:getBoolean("confirm_reversal" .. i); item.ConfirmCross = instance.parameters:getBoolean("confirm_cross" .. i); if item.ConfirmCross then item.ConfirmSlowIndi = core.indicators:create("AVERAGES", item.Source , instance.parameters:getString("confirm_cross_slow_method" .. i) , instance.parameters:getInteger("confirm_cross_slow_period" .. i) ); item.ConfirmFastIndi = core.indicators:create("AVERAGES", item.Source , instance.parameters:getString("confirm_cross_fast_method" .. i) , instance.parameters:getInteger("confirm_cross_fast_period" .. i) ); end if item.Confirm or item.ConfirmReversal then item.ConfirmIndi = core.indicators:create("AVERAGES", item.Source , instance.parameters:getString("confirm_method" .. i) , instance.parameters:getInteger("confirm_period" .. i) ); end data[#data + 1] = item; end end name = name .. " )" instance:name(name) PrepareTrading() if nameOnly then return end StopLimitSource = ExtSubscribe(99, nil, instance.parameters.StopLimitTimeframe, instance.parameters.Type == "Bid", "bar") ToTime = instance.parameters.ToTime ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing limit_dist = instance.parameters.limit_dist; 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", 42, math.max(ValidInterval / 2, 1)) end end function PrepareTrading() AllowMultiple = instance.parameters.AllowMultiple ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE 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) end end function ReleaseInstance() for _, module in pairs(Modules) do if module.ReleaseInstance ~= nil then module:ReleaseInstance(); end end core.host:execute("killTimer", 42) 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 ConfirmLong(source, indi, period) if not indi.Confirm then return true; end return source.close[period] > indi.ConfirmIndi.DATA[period]; end function ConfirmShort(source, indi, period) if not indi.Confirm then return true; end return source.close[period] < indi.ConfirmIndi.DATA[period]; end function ConfirmLongTrend(source, period) if trend_ma == nil then return true; end return trend_ma.DATA[period] < source.close[period]; end function ConfirmShortTrend(source, period) if trend_ma == nil then return true; end return trend_ma.DATA[period] > source.close[period]; end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. for _, module in pairs(Modules) do if module.BlockTrading ~= nil and module:BlockTrading(id, source, period) then return; end end 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 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 id ~= 1 then return end if trend_ma ~= nil then trend_ma:update(core.UpdateLast); end local i for i = 1, TfNumber, 1 do data[i].Indicator:update(core.UpdateLast); if data[i].ConfirmIndi ~= nil then data[i].ConfirmIndi:update(core.UpdateLast); end if data[i].ConfirmSlowIndi ~= nil then data[i].ConfirmSlowIndi:update(core.UpdateLast); end if data[i].ConfirmFastIndi ~= nil then data[i].ConfirmFastIndi:update(core.UpdateLast); end end local FLAG = true for i = 1, TfNumber, 1 do if data[i].D:size() <= data[i].D:first() + 2 then FLAG = false end end if not FLAG then return end if core.crossesOver(data[1].K, data[1].D, data[1].K:size() - 2, data[1].D:size() - 2) and (data[2].K[data[2].K:size() - 2] > data[2].D[data[2].D:size() - 2] or not data[2].ON) and (data[3].K[data[3].K:size() - 2] > data[3].D[data[3].D:size() - 2] or not data[3].ON) and data[1].K[data[1].K:size() - 2] < data[1].OS and (data[2].K[data[2].K:size() - 2] < data[2].OS or not data[2].ON) and (data[3].K[data[3].K:size() - 2] < data[3].OS or not data[3].ON) and ConfirmLong(source, data[1], NOW) and ConfirmLong(source, data[2], NOW) and ConfirmLong(source, data[3], NOW) and not SignOfLongFalling(data[1], NOW) and not SignOfLongFalling(data[2], NOW) and not SignOfLongFalling(data[3], NOW) and ConfirmLongCross(data[1], NOW) and ConfirmLongCross(data[2], NOW) and ConfirmLongCross(data[3], NOW) and ConfirmLongTrend(source, NOW) then if Direction then BUY() else SELL() end elseif core.crossesUnder(data[1].K, data[1].D, data[1].K:size() - 2, data[1].D:size() - 2) and (data[2].K[data[2].K:size() - 2] < data[2].D[data[2].D:size() - 2] or not data[2].ON) and (data[3].K[data[3].K:size() - 2] < data[3].D[data[3].D:size() - 2] or not data[3].ON) and data[1].K[data[1].K:size() - 2] > data[1].OB and (data[2].K[data[2].K:size() - 2] > data[2].OB or not data[2].ON) and (data[3].K[data[3].K:size() - 2] > data[3].OB or not data[3].ON) and ConfirmShort(source, data[1], NOW) and ConfirmShort(source, data[2], NOW) and ConfirmShort(source, data[3], NOW) and not SignOfShortFalling(data[1], NOW) and not SignOfShortFalling(data[2], NOW) and not SignOfShortFalling(data[3], NOW) and ConfirmShortCross(data[1], NOW) and ConfirmShortCross(data[2], NOW) and ConfirmShortCross(data[3], NOW) and ConfirmShortTrend(source, NOW) then if Direction then SELL() else BUY() end end --in a current open position long and and 50 pts away from TP and price closes --through MVA in a reverse would alert possible trend reversal and pop up box alert would say Exit confirmed end function ConfirmLongCross(indi, period) if not indi.ConfirmCross then return true; end return indi.ConfirmSlowIndi.DATA[period] < indi.ConfirmFastIndi.DATA[period]; end function ConfirmShortCross(indi, period) if not indi.ConfirmCross then return true; end return indi.ConfirmSlowIndi.DATA[period] > indi.ConfirmFastIndi.DATA[period]; end function SignOfLongFalling(indi, period) if not indi.ConfirmReversal then return false; end if indi.K[period] < indi.OB then return false; end if trading.LimitATR ~= nil then local distanceToLimit = (trading.LimitATR.DATA[period] * instance.parameters.atr_limit_mult) / instance.bid:pipSize(); if distanceToLimit < limit_dist then return false; end end local result = core.crossesUnder(indi.Source.close, indi.ConfirmIndi.DATA, period); if result then core.host:trace("Signs of long falling"); end return result; end function SignOfShortFalling(indi, period) if not indi.ConfirmReversal then return false; end if indi.K[period] > indi.OS then return false; end if trading.LimitATR then local distanceToLimit = (trading.LimitATR.DATA[period] * instance.parameters.atr_limit_mult) / instance.bid:pipSize(); if distanceToLimit < limit_dist then return false; end end local result = core.crossesOver(indi.Source.close, indi.ConfirmIndi.DATA, period); if result then core.host:trace("Signs of short falling"); end return result; end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) for _, module in pairs(Modules) do if module.AsyncOperationFinished ~= nil then module:AsyncOperationFinished(cookie, success, message, message1, message2); end end if cookie == 42 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") signaler:Signal("Close Long") end if haveTrades("S") then exit("S") signaler:Signal("Close Short") end end end end if 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) ) end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if haveTrades("B") and not AllowMultiple then if haveTrades("S") then exit("S") signaler:Signal("Close Short") end return end if ALLOWEDSIDE == "Sell" then if haveTrades("S") then exit("S") signaler:Signal("Close Short") end return end if haveTrades("S") then exit("S") signaler:Signal("Close Short") end enter("B") else signaler:Signal("Up Trend") end end function SELL() if AllowTrade then if haveTrades("S") and not AllowMultiple then if haveTrades("B") then exit("B") signaler:Signal("Close Long") end return end if ALLOWEDSIDE == "Buy" then if haveTrades("B") then exit("B") signaler:Signal("Close Long") end return end if haveTrades("B") then exit("B") signaler:Signal("Close Long") end enter("S") else signaler:Signal("Down Trend") end end function checkReady(table) return core.host:execute("isTableFilled", table) end function tradesCount(BuySell) local count = 0 local enum = core.host:findTable("trades"):enumerator() local row = enum:next() -- NG: to get the true count we must NOT stop when count is not a zero or -- the function will return 1 or 0 only and will work as "haveTrades" -- while count == 0 and row ~= nil do while 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 command = trading:MarketOrder(StopLimitSource:instrument()) :SetSide(BuySell) :SetAccountID(Account) :SetAmount(Amount) :SetCustomID(custom_id); if instance.parameters.stop_type == "pips" then command = command:SetPipStop(nil, instance.parameters.stop, instance.parameters.use_trailing and instance.parameters.trailing); stop = instance.parameters.stop; end if instance.parameters.limit_type == "pips" then command = command:SetPipLimit(nil, instance.parameters.limit); limit = instance.parameters.limit; end local result = command:Execute(); if instance.parameters.stop_type == "atr" then breakeven:CreateIndicatorTrailingController() :SetRequestID(result.RequestID) :SetTrailingTarget(breakeven.STOP_ID) :SetIndicatorStream(trading.StopATR.DATA, instance.parameters.atr_stop_mult, true) ; end if instance.parameters.limit_type == "atr" then breakeven:CreateIndicatorTrailingController() :SetRequestID(result.RequestID) :SetTrailingTarget(breakeven.LIMIT_ID) :SetIndicatorStream(trading.LimitATR.DATA, instance.parameters.atr_limit_mult, true) ; end if BuySell == "B" then local stop = ""; local limit = ""; if instance.parameters.stop_type == "pips" then stop = instance.ask:tick(NOW) - instance.parameters.stop * instance.bid:pipSize(); end if instance.parameters.limit_type == "pips" then limit = instance.ask:tick(NOW) + instance.parameters.limit * instance.bid:pipSize(); end if instance.parameters.stop_type == "atr" then stop = instance.ask:tick(NOW) - trading.StopATR.DATA[NOW] * instance.parameters.atr_stop_mult; end if instance.parameters.limit_type == "atr" then limit = instance.ask:tick(NOW) + trading.LimitATR.DATA[NOW] * instance.parameters.atr_stop_mult; end signaler:Signal("Long " .. instance.ask:tick(NOW) .. " SL " .. stop .. " TP " .. limit); else local stop = ""; local limit = ""; if instance.parameters.stop_type == "pips" then stop = instance.bid:tick(NOW) + instance.parameters.stop * instance.bid:pipSize(); end if instance.parameters.limit_type == "pips" then limit = instance.bid:tick(NOW) - instance.parameters.limit * instance.bid:pipSize(); end if instance.parameters.stop_type == "atr" then stop = instance.bid:tick(NOW) + trading.StopATR.DATA[NOW] * instance.parameters.atr_stop_mult; end if instance.parameters.limit_type == "atr" then limit = instance.bid:tick(NOW) - trading.LimitATR.DATA[NOW] * instance.parameters.atr_stop_mult; end signaler:Signal("Short " .. instance.bid:tick(NOW) .. " SL " .. stop .. " TP " .. limit); 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") trading = {}; trading.Name = "Trading"; trading.Version = "4.10"; trading.Debug = false; trading.AddAmountParameter = true; trading.AddStopParameter = true; trading.AddLimitParameter = true; trading._ids_start = nil; trading._signaler = nil; trading._account = nil; trading._amount = 1; trading._all_modules = {}; trading._limit = nil; trading._stop = nil; trading._trailing_stop = nil; 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:Init(parameters) 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); if self.AddAmountParameter then parameters:addInteger("amount", "Trade Amount in Lots", "", 1); end if self.AddStopParameter then parameters:addBoolean("set_stop", "Set Stop Orders", "", false); parameters:addInteger("stop", "Stop Order in pips", "", 30); parameters:addBoolean("use_trailing", "Trailing stop order", "", false); parameters:addInteger("trailing", "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); end if self.AddLimitParameter then parameters:addBoolean("set_limit", "Set Limit Orders", "", false); parameters:addInteger("limit", "Limit Order in pips", "", 30); end parameters:addBoolean("close_on_opposite", "Close on Opposite", "", true); parameters:addBoolean("position_cap", "Position Cap", "", false); parameters:addInteger("no_of_positions", "No 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); end function trading:Prepare(name_only) --do what you usually do in prepare assert(instance.parameters.stop_type ~= "atr" or not instance.parameters.use_trailing, "ATR stop with trailing is not supported"); if name_only then return; end end function trading:ExtUpdate(id, source, period) if instance.parameters.stop_type == "atr" then if self.StopATR == nil then self.StopATR = core.indicators:create("ATR", StopLimitSource, instance.parameters.stop); end self.StopATR:update(core.UpdateLast); end if instance.parameters.limit_type == "atr" then if self.LimitATR == nil then self.LimitATR = core.indicators:create("ATR", StopLimitSource, instance.parameters.limit); end self.LimitATR:update(core.UpdateLast); end 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:calculateAmount() return self._amount; 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(200, 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(); while (row ~= nil) do if self:PassFilter(row) then action(row); end row = enum:next(); end 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(); while (row ~= nil) do if self:PassFilter(row) then action(row); end row = enum:next(); end 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: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.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); 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: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: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:SetDefaultAmount() self.valuemap.Quantity = self.Parent:calculateAmount() * self:_GetBaseUnitSize(); 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:set_limit(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:set_stop(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:SetDefaultAmount() local base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.Parent._account); self.valuemap.Quantity = self.Parent:calculateAmount() * 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:set_limit(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:set_stop(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); breakeven = {}; -- public fields breakeven.Name = "Breakeven"; breakeven.Version = "1.8"; breakeven.Debug = false; breakeven.Default_breakeven_when = 10; breakeven.Default_use_breakeven = false; breakeven.Default_breaeven_to = 1; --private fields breakeven._breakeven_when = 10; breakeven._use_breakeven = false; breakeven._breaeven_to = 1; breakeven._moved_stops = {}; breakeven._request_id = nil; breakeven._used_stop_orders = {}; breakeven._ids_start = nil; breakeven._source_id = 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 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) parameters:addBoolean("use_breakeven", "Use Breakeven", "", self.Default_use_breakeven); parameters:addDouble("breakeven_when", "Breakeven Activation Value, in pips", "", self.Default_breakeven_when); parameters:addDouble("breakeven_to", "Breakeven To, in pips", "", self.Default_breaeven_to); parameters:addString("TRAILING_LIMIT_TYPE", "Trailing Limit", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE", "Off", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE", "Favorable", "moves limit up for long/buy positions, vice versa for short/sell", "Favorable"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE", "Unfavorable", "moves limit down for long/buy positions, vice versa for short/sell", "Unfavorable"); parameters:addDouble("TRAILING_LIMIT_TRIGGER", "Trailing Limit Trigger in Pips", "", 0); parameters:addDouble("TRAILING_LIMIT_STEP", "Trailing Limit Step in Pips", "", 10); end function breakeven:Prepare(nameOnly) self._breakeven_when = instance.parameters.breakeven_when; self._use_breakeven = instance.parameters.use_breakeven; self._breaeven_to = instance.parameters.breakeven_to; if self._use_breakeven == nil or self._use_breakeven == true then self._source_id = self._ids_start + 1; ExtSubscribe(self._source_id, nil, "t1", true, "tick"); end self:trace(string.format("Use breakeven: %s. Profit for trigger breakeven: %s. Breakeven target: %s", tostring(self._use_breakeven), tostring(self._breakeven_when), tostring(self._breaeven_to))); end function breakeven:ExtUpdate(id, source, period) if id ~= self._source_id then return; end 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; 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:SetIndicatorStream(stream, distance) self._stream = stream; self._stream_in_distance = distance; 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 not self._stream:hasData(NOW) then return true; end if self._target_id == breakeven.STOP_ID then local new_level; if self._stream_in_distance then if trade.BS == "B" then new_level = breakeven:round(trade.Open - self._stream:tick(NOW), self:GetOffer().Digits); else new_level = breakeven:round(trade.Open + self._stream:tick(NOW), self:GetOffer().Digits); end else new_level = breakeven:round(self._stream:tick(NOW), self:GetOffer().Digits); end if self._move_command ~= nil and self._move_command.Finished and not self._move_command.Success then core.host:trace(self._move_command.Error) end if trade.Stop ~= new_level then self._move_command = self._parent._trading:MoveStop(trade, new_level); end else local new_level; if self._stream_in_distance then if trade.BS == "B" then new_level = breakeven:round(trade.Open + self._stream:tick(NOW), self:GetOffer().Digits); else new_level = breakeven:round(trade.Open - self._stream:tick(NOW), self:GetOffer().Digits); end else new_level = breakeven:round(self._stream:tick(NOW), self:GetOffer().Digits); end if trade.Limit ~= new_level then self._move_command = self._parent._trading:MoveLimit(trade, new_level); end end return true; 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:SetDynamicTo(dynamicTo) self._dynamicTo = dynamicTo; 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:getTo() local trade = self:GetTrade(); if self._dynamicTo ~= nil then return self._dynamicTo(trade); end 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:DoBreakeven() if self._executed then 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 self._parent._trading:MoveStop(trade, self:getTo(), self._trailing); 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); signaler = {}; signaler.Name = "Signaler"; signaler.Debug = false; signaler.Version = "1.4"; signaler._show_alert = nil; signaler._sound_file = nil; signaler._recurrent_sound = nil; signaler._email = nil; signaler._ids_start = nil; signaler._advanced_alert_timer = nil; signaler._tz = nil; signaler._alerts = {}; function signaler:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function signaler:OnNewModule(module) end function signaler: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 signaler:ToJSON(item) 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(item) 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 signaler:ArrayToJSON(arr) local str = "["; for i, t in ipairs(self._alerts) do local json = self:ToJSON(t); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function signaler:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._advanced_alert_timer and #self._alerts > 0 and (self.last_req == nil or not self.last_req:loading()) then if self._advanced_alert_key == nil then return; end local data = self:ArrayToJSON(self._alerts); self._alerts = {}; self.last_req = http_lua.createRequest(); local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}', self._advanced_alert_key, string.gsub(self.StrategyName or "", '"', '\\"'), data); self.last_req:setRequestHeader("Content-Type", "application/json"); self.last_req:setRequestHeader("Content-Length", tostring(string.len(query))); self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query); end end function signaler:FormatEmail(source, period, message) --format email subject local subject = message .. "(" .. source:instrument() .. ")"; --format email text local delim = "\013\010"; local signalDescr = "Signal: " .. (self.StrategyName or ""); local symbolDescr = "Symbol: " .. source:instrument(); local messageDescr = "Message: " .. message; local ttime = core.dateToTable(core.host:execute("convertTime", core.TZ_EST, self._ToTime, source:date(period))); local dateDescr = string.format("Time: %02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min); local priceDescr = "Price: " .. source[period]; local text = "You have received this message because the following signal alert was received:" .. delim .. signalDescr .. delim .. symbolDescr .. delim .. messageDescr .. delim .. dateDescr .. delim .. priceDescr; return subject, text; end function signaler:Signal(label, source) if source == nil then source = instance.bid; if instance.bid == nil then local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); else source = instance.bid; end end if self._show_alert then terminal:alertMessage(source:instrument(), source[NOW], label, source:date(NOW)); end if self._sound_file ~= nil then terminal:alertSound(self._sound_file, self._recurrent_sound); end if self._email ~= nil then terminal:alertEmail(self._email, profile:id().. " : " .. label, self:FormatEmail(source, NOW, label)); end if self._advanced_alert_key ~= nil then self:AlertTelegram(label, source:instrument(), source:barSize()); end if self._signaler_debug_alert then core.host:trace(label); end if self._show_popup == true then local subject, text = self:FormatEmail(source, NOW, label); core.host:execute("prompt", self._ids_start + 2, subject, text); end end function signaler:AlertTelegram(message, instrument, timeframe) if core.host.Trading:getTradingProperty("isSimulation") then return; end local alert = {}; alert.Text = message or ""; alert.Instrument = instrument or ""; alert.TimeFrame = timeframe or ""; self._alerts[#self._alerts + 1] = alert; end function signaler:Init(parameters) parameters:addInteger("signaler_ToTime", "Convert the date to", "", 6) parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1) parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2) parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3) parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4) parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5) parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6) parameters:addBoolean("signaler_show_alert", "Show Alert", "", true); parameters:addBoolean("signaler_play_sound", "Play Sound", "", false); parameters:addFile("signaler_sound_file", "Sound File", "", ""); parameters:setFlag("signaler_sound_file", core.FLAG_SOUND); parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true); parameters:addBoolean("signaler_send_email", "Send Email", "", false); parameters:addString("signaler_email", "Email", "", ""); parameters:setFlag("signaler_email", core.FLAG_EMAIL); if indicator ~= nil and strategy == nil then parameters:addBoolean("signaler_show_popup", "Show Popup", "", false); end parameters:addBoolean("signaler_debug_alert", "Print into log", "", false); parameters:addBoolean("use_advanced_alert", "Send Advanced Alert", "Telegram message or Channel post", false); parameters:addString("advanced_alert_key", "Advanced Alert Key", "You can get it via @profit_robots_bot Telegram bot", ""); end function signaler:Prepare(name_only) self._ToTime = instance.parameters.signaler_ToTime if self._ToTime == 1 then self._ToTime = core.TZ_EST elseif self._ToTime == 2 then self._ToTime = core.TZ_UTC elseif self._ToTime == 3 then self._ToTime = core.TZ_LOCAL elseif self._ToTime == 4 then self._ToTime = core.TZ_SERVER elseif self._ToTime == 5 then self._ToTime = core.TZ_FINANCIAL elseif self._ToTime == 6 then self._ToTime = core.TZ_TS end if instance.parameters.signaler_play_sound then self._sound_file = instance.parameters.signaler_sound_file; assert(self._sound_file ~= "", "Sound file must be chosen"); end self._show_alert = instance.parameters.signaler_show_alert; self._recurrent_sound = instance.parameters.signaler_recurrent_sound; self._show_popup = instance.parameters.signaler_show_popup; self._signaler_debug_alert = instance.parameters.signaler_debug_alert; if instance.parameters.signaler_send_email then self._email = instance.parameters.signaler_email; assert(self._email ~= "", "E-mail address must be specified"); end --do what you usually do in prepare if name_only then return; end if instance.parameters.advanced_alert_key ~= "" and instance.parameters.use_advanced_alert then self._advanced_alert_key = instance.parameters.advanced_alert_key; require("http_lua"); self._advanced_alert_timer = self._ids_start + 1; core.host:execute("setTimer", self._advanced_alert_timer, 1); end end signaler:RegisterModule(Modules);