-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=31&t=72587 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2022, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ --Your donations will allow the service to continue onward. --+------------------------------------------------------------------------------------------------+ --|BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --|Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --|SOL Address : 4tJXw7JfwF3KUPSzrTm1CoVq6Xu4hYd1vLk3VF2mjMYh | --|Cardano/ADA : addr1v868jza77crzdc87khzpppecmhmrg224qyumud6utqf6f4s99fvqv | --|Dogecoin Address : DBGXP1Nc18ZusSRNsj49oMEYFQgAvgBVA8 | --|SHIB Address : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735 | --|Binance(ERC20 & BSC only) : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c | --|BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --|LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("Multiple instruments Price MA Cross Strategy"); strategy:description(""); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); strategy.parameters:addGroup("Price"); strategy.parameters:addString("Type", "Price Type", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); strategy.parameters:addString("Instrument1" , "1. Instrument (Trade on) ", "", "CAD/CHF"); strategy.parameters:setFlag("Instrument1" , core.FLAG_INSTRUMENTS); strategy.parameters:addString("Instrument2" , "2. Instrument", "", "USD/CAD"); strategy.parameters:setFlag("Instrument2" , core.FLAG_INSTRUMENTS); strategy.parameters:addString("Instrument3" , "3. Instrument", "", "CAD/CHF"); strategy.parameters:setFlag("Instrument3" , core.FLAG_INSTRUMENTS); strategy.parameters:addString("TF", "Time frame", "", "H1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("Calculation"); strategy.parameters:addInteger("Period", "MA Period", "", 14, 1, 2000); strategy.parameters:addString("Method", "MA Method", "Method" , "MVA"); strategy.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA"); strategy.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA"); strategy.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA"); strategy.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA"); strategy.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA"); strategy.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA"); strategy.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA"); strategy.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA"); strategy.parameters:addBoolean("CrossOnly", "1. Instrument Cross Only", "", true); CreateTradingParameters(); 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:addInteger("Amount", "Trade Amount (in Lots)", "", 1, 1, 20000); strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false); strategy.parameters:addDouble("Limit", "Limit (in Pips)", "", 30, 1, 20000); strategy.parameters:addBoolean("SetStop", "Set Stop", "", false); strategy.parameters:addDouble("Stop", "Stop (in Pips)", "", 30, 1, 20000); strategy.parameters:addBoolean("TrailingStop", "Use Trailing Stop", "", false); strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true); strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "MIPMCS"); strategy.parameters:addBoolean("PositionCap", "Use Position Cap", "", true); strategy.parameters:addInteger("MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2, 1, 100); strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1, 1, 100); 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:addString("Account", "Account to trade on", "", ""); strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT); strategy.parameters:addGroup("Alerts"); strategy.parameters:addBoolean("ShowAlert", "ShowAlert", "", true); strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false); strategy.parameters:addFile("SoundFile", "Sound File", "", ""); strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND); strategy.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", true); strategy.parameters:addBoolean("SendEmail", "Send Email", "", false); strategy.parameters:addString("Email", "Email", "", ""); strategy.parameters:setFlag("Email", core.FLAG_EMAIL); end local Source,TickSource; local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition; local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; local AllowTrade; local ShowAlert; local Email; local SendEmail; local BaseSize; local CloseOnOpposite local first; local CustomID; -- function Prepare( nameOnly) CustomID = instance.parameters.CustomID; MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection; MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition; TheAmount = instance.parameters.Amount; TheSetLimit= instance.parameters.SetLimit; TheLimit = instance.parameters.Limit; TheSetStop = instance.parameters.SetStop; TheStop = instance.parameters.Stop; TheTrailingStop = instance.parameters.TrailingStop; PositionCap = instance.parameters.PositionCap; CloseOnOpposite = instance.parameters.CloseOnOpposite; Instrument1 = instance.parameters.Instrument1; Instrument2 = instance.parameters.Instrument2; Instrument3 = instance.parameters.Instrument3; Period=instance.parameters.Period; Method=instance.parameters.Method; CrossOnly = instance.parameters.CrossOnly; assert(instance.parameters.TF ~= "t1", "The time frame must not be tick"); local name; name = profile:id() .. "," .. CustomID .. ""; instance:name(name); PrepareTrading(); if nameOnly then return ; end Source1 = ExtSubscribe(1, Instrument1, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); Source2 = ExtSubscribe(2, Instrument2, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); Source3 = ExtSubscribe(3, Instrument3, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); Indicator1 = core.indicators:create(Method, Source1.close, Period ); Indicator2 = core.indicators:create(Method, Source2.close, Period ); Indicator3 = core.indicators:create(Method, Source3.close, Period ); end function PrepareTrading() ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE; local PlaySound = instance.parameters.PlaySound; if PlaySound then SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end assert(not(PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be chosen"); ShowAlert = instance.parameters.ShowAlert; RecurrentSound = instance.parameters.RecurrentSound; SendEmail = instance.parameters.SendEmail; if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not(SendEmail) or (SendEmail and Email ~= ""), "E-mail address must be specified"); AllowTrade = instance.parameters.AllowTrade; Account = instance.parameters.Account; end local LastTrade; function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end Indicator1:update(core.UpdateLast); Indicator2:update(core.UpdateLast); Indicator3:update(core.UpdateLast); if id ~=1 then return; end if LastTrade == Source1:serial(period) then return; end period1= period; period2= core.findDate (Source2, Source1:date(period), false); period3= core.findDate (Source3, Source1:date(period), false); if Source1.close[period1]> Indicator1.DATA[period1] and ((Source1.close[period1-1]<= Indicator1.DATA[period1-1] and CrossOnly) or not CrossOnly) and Source2.close[period2]> Indicator2.DATA[period2] and Source3.close[period3]> Indicator3.DATA[period3] then BUY(Instrument1 , TheAmount ,TheSetLimit , TheLimit , TheSetStop ,TheStop , TheTrailingStop ); LastTrade = Source1:serial(period1) elseif Source1.close[period1]< Indicator1.DATA[period1] and ((Source1.close[period1-1]>= Indicator1.DATA[period1-1] and CrossOnly) or not CrossOnly) and Source2.close[period2]< Indicator2.DATA[period2] and Source3.close[period3]< Indicator3.DATA[period3] then SELL(Instrument1, TheAmount ,TheSetLimit , TheLimit , TheSetStop ,TheStop , TheTrailingStop ); LastTrade = Source1:serial(period1) end end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if cookie == 200 and not success then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. message, instance.bid:date(instance.bid:size() - 1)); elseif cookie == 201 and not success then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. message, instance.bid:date(instance.bid:size() - 1)); end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY( Instrument, Amount, SetLimit, Limit , SetStop , Stop , TrailingStop) if AllowTrade then if CloseOnOpposite and haveTrades("S", Instrument) then -- close on opposite signal exitSpecific("S", Instrument); Signal ("Close Short","Close Short :" .. Instrument ); end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return; end enter("B", Instrument, Amount, SetLimit, Limit , SetStop , Stop , TrailingStop); else Signal ("Buy Signal", "Buy Signal :" .. Instrument ); end end function SELL( Instrument, Amount, SetLimit, Limit , SetStop , Stop , TrailingStop) if AllowTrade then if CloseOnOpposite and haveTrades("B", Instrument) then -- close on opposite signal exitSpecific("B", Instrument); Signal ("Close Long", "Close Long :" .. Instrument ); end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return; end enter("S", Instrument, Amount, SetLimit, Limit , SetStop , Stop , TrailingStop); else Signal ("Sell Signal", "Sell Signal :" .. Instrument ); end end function Signal (Subject, Text ) if ShowAlert then terminal:alertMessage(Subject, Source1.close[ Source1.close:size()-1], Text, instance.bid:date(NOW)); end if SoundFile ~= nil then terminal:alertSound(SoundFile, RecurrentSound); end if Email ~= nil then terminal:alertEmail(Email, Subject, Text); 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,Instrument) local enum, row; local count = 0; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while row ~= nil do if row.AccountID == Account and row.Instrument == Instrument and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then count = count + 1; end row = enum:next(); end return count; end function haveTrades(BuySell,Instrument) local enum, row; local found = false; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (row ~= nil) do if row.AccountID == Account and row.Instrument == Instrument and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then found = true; break; end row = enum:next(); end return found; end -- enter into the specified direction function enter(BuySell,Instrument,Amount, SetLimit, Limit , SetStop ,Stop , TrailingStop) -- do not enter if position in the specified direction already exists if (tradesCount(BuySell,Instrument) >= MaxNumberOfPosition or tradesCount(nil,Instrument) >= MaxNumberOfPositionInAnyDirection) and PositionCap then return true; end -- send the alert after the checks to see if we can trade. if (BuySell == "S") then Signal ("Sell Signal","Sell Signal" ); else Signal ("Buy Signal","Buy Signal" ); end return MarketOrder(BuySell,Instrument,Amount, Limit , SetStop ,Stop , TrailingStop ); end -- enter into the specified direction function MarketOrder(BuySell,Instrument,Amount, Limit , SetStop ,Stop , TrailingStop) local Offer = core.host:findTable("offers"):find("Instrument", Instrument).OfferID; if Offer== nil then return; end local BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", Instrument, Account); local CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", Instrument, Account); local valuemap, success, msg; valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; -- add stop/limit valuemap.PegTypeStop = "O"; if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop; else valuemap.PegPriceOffsetPipsStop = Stop; end end if TrailingStop then valuemap.TrailStepStop = 1; end valuemap.PegTypeLimit = "O"; if SetLimit then if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit; else valuemap.PegPriceOffsetPipsLimit = -Limit; end end if (not CanClose) then valuemap.EntryLimitStop = 'Y' end success, msg = terminal:execute(200, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. msg, instance.bid:date(instance.bid:size() - 1)); return false; end return true; end -- exit from the specified trade using the direction as a key function exitSpecific(BuySell, Instrument) -- we have to loop through to exit all trades in each direction instead -- of using the net qty flag because we may be running multiple strategies on the same account. local enum, row; local found = false; local Offer = core.host:findTable("offers"):find("Instrument", Instrument).OfferID; local CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", Instrument, Account); enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (not found) and (row ~= nil) do -- for every trade for this instance. if row.AccountID == Account and row.Instrument == Instrument and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then exitTrade(row,Offer,CanClose); end row = enum:next(); end end -- exit from the specified direction function exitTrade(tradeRow, Offer,CanClose) if not(AllowTrade) then return true; end local valuemap, success, msg; valuemap = core.valuemap(); -- switch the direction since the order must be in oppsite direction if tradeRow.BS == "B" then BuySell = "S"; else BuySell = "B"; end valuemap.OrderType = "CM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; if (CanClose) then -- Non-FIFO can close each trade independantly. valuemap.TradeID = tradeRow.TradeID; valuemap.Quantity = tradeRow.Lot; else -- FIFO. valuemap.NetQtyFlag = "Y"; -- this forces all trades to close in the opposite direction. end valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; success, msg = terminal:execute(201, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1)); return false; end return true; end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");