-- Id: 1969
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=31&t=2352

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function Init()
    strategy:name("MVA Difference Strategy");
    strategy:description("MVA Difference Strategy");
	strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert,Account,CanTrade,Email,SendEmail");

	strategy.parameters:addGroup("MVA Parameters"); 
	strategy.parameters:addInteger("S", "Short MVA Period", "", 10, 2, 1000);
	strategy.parameters:addInteger("L", "Long MVA Period", "", 20, 2, 1000);
	 
	strategy.parameters:addGroup("Price Parameters");
    strategy.parameters:addString("TF", "Time Frame", "", "m15");
    strategy.parameters:setFlag("TF", 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: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, 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("Signal Parameters");
    strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true);
    strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false);
    strategy.parameters:addFile("SoundFile", "Sound File", "", "");
    strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND);
	strategy.parameters:addBoolean("Recurrent", "RecurrentSound", "", false);
	
	strategy.parameters:addGroup("Email Parameters");
	strategy.parameters:addBoolean("SendEmail", "Send email", "", false);
    strategy.parameters:addString("Email", "Email address", "", "");
    strategy.parameters:setFlag("Email", core.FLAG_EMAIL);

end

local ShowAlert;
local SoundFile;
local Email;
local AllowTrade;
local Offer;
local CanClose;
local Account;
local Amount;
local SetLimit;
local BaseSize;
local Limit;
local SetStop;
local Stop;
local TrailingStop;
local RecurrentSound;
local RecurrentSound;
local tsource = nil;
local indicator1 = nil;
local indicator2 = nil;
local FLAG;
local ALLOWEDSIDE;
local AllowMultiple;

function Prepare(onlyName)
    
	AllowMultiple =  instance.parameters.AllowMultiple;  
   	RecurrentSound= instance.parameters.Recurrent;   
	 ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE;
	 
    local SendEmail = instance.parameters.SendEmail;
    if SendEmail then
        Email = instance.parameters.Email;
    else
        Email = nil;
    end
    assert(not(SendEmail) or (SendEmail and Email ~= ""), "Email address must be specified");


    assert(instance.parameters.TF ~= "t1", "The time frame must not be tick");
    assert(not(instance.parameters.PlaySound) or (instance.parameters.PlaySound and instance.parameters.SoundFile ~= ""), "Sound file must be chosen");


    local name;
    name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. ")";
    instance:name(name);

    ShowAlert = instance.parameters.ShowAlert;
    if instance.parameters.PlaySound then
        SoundFile = instance.parameters.SoundFile;
    else
        SoundFile = nil;
    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
   
    if onlyName then
        return ;
    end

    tsource = ExtSubscribe(1, nil, instance.parameters.TF, true, "bar");
      
    indicator1 = core.indicators:create("MVA", tsource.close, instance.parameters.S);
	indicator2 = core.indicators:create("MVA", tsource.close, instance.parameters.L);
	
end


function ExtUpdate(id, source, period)


     if AllowTrade then
        if not(checkReady("trades")) or not(checkReady("orders")) then
            return ;
        end
    end
	 

    if id == 1 and period > indicator1.MVA:first() and  period >indicator2.MVA:first() then
        indicator1:update(core.UpdateLast);
		indicator2:update(core.UpdateLast);
		
		if   core.crossesUnder(indicator1.MVA, indicator2.MVA, period)   then
			
			FLAG="Sell"
			
			
			 
						if AllowTrade then
						
						       if haveTrades('S')  and not  AllowMultiple then
									
										exit('B');
										Signal ("Close Long");
									
						         return;
						        end
						
						        if ALLOWEDSIDE == "Buy"  then
										if  haveTrades('B') then
										exit('B');
										Signal ("Close Long");
										end
										
						        return;
						        end



							
							if haveTrades('B') then
							exit('B');
							Signal ("Close Long");
							end
							enter('S');
							Signal ("Open Short");																				
						else  
							Signal ("Down Trend");	
						end				

         
			
			
		   elseif core.crossesOver(indicator1.MVA, indicator2.MVA, period)    then  
		   
        
			FLAG="Buy"
			
				if AllowTrade then
						
						       		if haveTrades('B')  and not  AllowMultiple then
											
											exit('S');
											Signal ("Close Short");
											
						               return;
					              	end
						
					             	if ALLOWEDSIDE == "Sell"   then
											if   haveTrades('S') then
											exit('S');
											Signal ("Close Short");
											end
										
						            return;
						              end 
						
								if haveTrades('S') then
								exit('S');
								Signal ("Close Short");
								end
								enter('B');
								Signal ("Open Long");
								
						elseif ShowAlert then
						         Signal ("Up Trend");		  
						end
			
            
        end
		
		if indicator1.MVA[period] > indicator2.MVA[period] then
		
		   if indicator1.MVA[period-1] - indicator2.MVA[period-1]>indicator1.MVA[period] - indicator2.MVA[period]  and FLAG == "Buy" then
		   
		   FLAG= "Neutral"
		   
		                     if haveTrades('B') then
							exit('B');
							Signal ("Close Long");
							end
		   end
		 
        elseif indicator1.MVA[period] < indicator2.MVA[period]  then
		
		   if indicator2.MVA[period-1] - indicator1.MVA[period-1] >  indicator2.MVA[period] - indicator1.MVA[period] and FLAG == "Sell" then
		  
		   FLAG= "Neutral"
		                        if haveTrades('S') then
								exit('S');
								Signal ("Close Short");
								end
		   end
		
        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");