-- Id: 4130 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=3833 --+------------------------------------------------------------------+ --| 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() strategy:name("MTF Stochastic Strategy"); strategy:description("Signal in generated when All Time Frames Have the same indication"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); Parameters (1 , "H1" ); Parameters (2 , "H4" ); Parameters (3 , "H8" ); Parameters (4 , "D1" ); Parameters (5 , "W1" ); strategy.parameters:addGroup("Price Parameters"); strategy.parameters:addString("Type", "Price type", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); strategy.parameters:addString("Period", "Timeframe", "", "m5"); strategy.parameters:setFlag("Period", core.FLAG_PERIODS); strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); strategy.parameters:addBoolean("AllowMultiple", "Allow Multiple Positions in the same direction", "", true); strategy.parameters:addString("SIDE", "Allow Short/Long/Both Positions", "", "BOTH"); strategy.parameters:addStringAlternative("SIDE", "Both", "", "BOTH"); strategy.parameters:addStringAlternative("SIDE", "Short", "", "SHORT"); strategy.parameters:addStringAlternative("SIDE", "Long", "", "LONG"); 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("Notification"); strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", false); strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false); strategy.parameters:addBoolean("RecurSound", "Recurrent Sound", "", false); strategy.parameters:addFile("SoundFile", "Sound File", "", ""); strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND); strategy.parameters:addBoolean("SendEmail", "Send Email", "", false); strategy.parameters:addString("Email", "Email", "", ""); strategy.parameters:setFlag("Email", core.FLAG_EMAIL); end function Parameters (id , FRAME ) strategy.parameters:addGroup(id..". STOCHASTIC TIME FRAME"); strategy.parameters:addInteger("K"..id, "Number of periods for %K", "", 5, 2, 1000); strategy.parameters:addInteger("SD"..id, "%D slowing periods", "", 3, 2, 1000); strategy.parameters:addInteger("D"..id, "The number of periods for %D.", "", 3, 2, 1000); strategy.parameters:addString("KS"..id, "Smoothing type for %K", "", "MVA"); strategy.parameters:addStringAlternative("KS"..id, "MVA", "", "MVA"); strategy.parameters:addStringAlternative("KS"..id, "EMA","", "EMA"); strategy.parameters:addStringAlternative("KS"..id, "MT4","", "MT"); strategy.parameters:addString("DS"..id, "Smoothing type for %D", "", "MVA"); strategy.parameters:addStringAlternative("DS"..id, "MVA", "", "MVA"); strategy.parameters:addStringAlternative("DS"..id, "EMA", "", "EMA"); strategy.parameters:addString("B"..id, "Stochastic Time frame", "", FRAME); strategy.parameters:setFlag("B"..id, core.FLAG_PERIODS); end local first=1; local SIDE; local gSource = nil; -- the source stream local PlaySound; local RecurrentSound; local SoundFile; local Email; local SendEmail; local AllowTrade; local Account; local Amount; local BaseSize; local SetLimit; local Limit; local SetStop; local Stop; local TrailingStop; local Offer; local CanClose; local AllowMultiple; local ShowAlert; local DS={}; local KS={}; local K={}; local SD={}; local D={}; local stream={}; local Indicator={}; local Flag; function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.bid:name() .. ")"; instance:name(name); if (nameOnly) then return; end SIDE= instance.parameters.SIDE; AllowMultiple= instance.parameters.AllowMultiple; local i; for i= 1, 5, 1 do DS[i]=instance.parameters:getString ("DS"..i); KS[i]=instance.parameters:getString ("KS"..i); K[i]=instance.parameters:getInteger ("K"..i); SD[i]=instance.parameters:getInteger ("SD"..i); D[i]=instance.parameters:getInteger ("D"..i); end ShowAlert = instance.parameters.ShowAlert; if ShowAlert then PlaySound = instance.parameters.PlaySound; if PlaySound then RecurrentSound = instance.parameters.RecurSound; SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end assert(not(PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be specified"); 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"); end AllowTrade = instance.parameters.AllowTrade; if AllowTrade then Account = instance.parameters.Account; Amount = instance.parameters.Amount; BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account); Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID; CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account); SetLimit = instance.parameters.SetLimit; Limit = instance.parameters.Limit; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TrailingStop = instance.parameters.TrailingStop; end local i; for i = 1, 5 , 1 do stream[i] = ExtSubscribe(i, nil, instance.parameters:getString ("B"..i), instance.parameters.Type == "Bid", "bar"); Indicator[i] = core.indicators:create("STOCHASTIC", stream[i], K[i],SD[i],D[i],KS[i],DS[i]); first= math.max(first,Indicator[i].DATA:first() ); end end -- when tick source is updated function ExtUpdate(id, source, period) if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end local i; local Count=0; for i = 1, 5 , 1 do Indicator[i]:update(core.UpdateLast); if Indicator[i].DATA:hasData(Indicator[i].DATA:size()-1) and Indicator[i].DATA:hasData(Indicator[i].DATA:size()-2) then if Indicator[i].DATA[Indicator[i].DATA:size()-1] > Indicator[i].DATA[Indicator[i].DATA:size()-2] then Count= Count+1; elseif Indicator[i].DATA[Indicator[i].DATA:size()-1] < Indicator[i].DATA[Indicator[i].DATA:size()-2] then Count= Count-1; end end end if Count == 5 and Flag~= "Long" then Flag= "Long"; if haveTrades('B') and not AllowMultiple then if haveTrades('S') then exit('S'); Signal ("Close Short"); end return; end if SIDE == "SHORT" then if haveTrades('S') then exit('S'); Signal ("Close Short"); end return; end if AllowTrade then if haveTrades('S') then exit('S'); Signal ("Close Short"); end enter('B'); Signal ("Open Long"); end if ShowAlert and not AllowTrade then if haveTrades('S') then Signal ("Close Short"); end Signal ("Open Long"); end elseif Count == -5 and Flag~= "Short" then Flag= "Short"; if haveTrades('S') and not AllowMultiple then if haveTrades('B') then exit('B'); Signal ("Close Long"); end return; end if SIDE == "LONG" then if haveTrades('B') then exit('B'); Signal ("Close Long"); end return; end if AllowTrade then if haveTrades('B') then exit('B'); Signal ("Close Long"); end enter('S'); Signal ("Open Short"); end if ShowAlert and not AllowTrade then if haveTrades('B') then Signal ("Close Long"); end Signal ("Open Short"); end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- 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) local rc; if Account == "TESTACC_ID" then -- run under debugger/simulator rc = true; else rc = core.host:execute("isTableFilled", table); end return rc; end function tradesCount(BuySell) local enum, row; local count = 0; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while count == 0 and row ~= nil do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then count = count + 1; end row = enum:next(); end return count end function haveTrades(BuySell) local enum, row; local found = false; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (not found) and (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then found = true; end row = enum:next(); end return found end -- enter into the specified direction function enter(BuySell) if not(AllowTrade) then return true; end -- do not enter if position in the -- specified direction already exists if tradesCount(BuySell) > 0 and not AllowMultiple then return true; end local valuemap, success, msg; valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; -- add stop/limit valuemap.PegTypeStop = "O"; if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop; else valuemap.PegPriceOffsetPipsStop = Stop; end end if TrailingStop then valuemap.TrailStepStop = 1; end valuemap.PegTypeLimit = "O"; if SetLimit then if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit; else valuemap.PegPriceOffsetPipsLimit = -Limit; end end if (not CanClose) then valuemap.EntryLimitStop = 'Y' end success, msg = terminal:execute(100, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. msg, instance.bid:date(instance.bid:size() - 1)); return false; end return true; end -- exit from the specified direction function exit(BuySell, use_net) if not (AllowTrade) then return true end if use_net == true then local valuemap, success, msg if tradesCount(BuySell) > 0 then valuemap = core.valuemap() -- switch the direction since the order must be in oppsite direction if BuySell == "B" then BuySell = "S" else BuySell = "B" end valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "Y" valuemap.BuySell = BuySell success, msg = terminal:execute(101, valuemap) if not(success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed"..msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end else local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == BuySell and row.OfferID == Offer then local valuemap = core.valuemap(); valuemap.BuySell = row.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = row.OfferID; valuemap.AcctID = row.AccountID; valuemap.TradeID = row.TradeID; valuemap.Quantity = row.Lot; local success, msg = terminal:execute(101, valuemap); end row = enum: next(); end end return false end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");