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NR Super Trend Strategy

Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=59291
Forum: 31 · Topic 59291 · 15 post(s)

NR Super Trend Strategy

Apprentice · Sat Aug 24, 2013 4:44 am

NR_Super_Trend Strategy.png

Open Long Super Trend / Price CrossUnder

Open Short Super Trend / Price CrossOver

NR_Super_Trend Strategy.lua

For this strategy you need to install Non Repainting Supertrend Indicator. viewtopic.php?f=17&t=41453

Re: NR Super Trend Strategy

mulligan · Mon Aug 26, 2013 12:15 pm

Thanks so much for the strategy. It looks like the “show alert” is reversed. That is, it reads up trend when it is actually down and down trend when up.

Re: NR Super Trend Strategy

Apprentice · Mon Aug 26, 2013 12:26 pm

Indeed, fixed.

Re: NR Super Trend Strategy

Raygeek · Mon May 11, 2015 7:19 am

Hi Apprentice,

The indicator works perfectly on graphics but the strategy does not trigger trade or alert on the indicator change.

May I ask you to have a look or tell me what I might be missing ?

The setup is straightforward, so I am not showing it here.

Thanks a lot.

Raygeek

Re: NR Super Trend Strategy

Raygeek · Mon May 11, 2015 9:21 am

Hi again Apprentice,

Don’t bother, the strategy is working, it seems that the LuaLib-20130603.exe package that I installed earlier is the culprit.

I reinstalled a clean TS2 and it si working now.

Do you have a LuaLib file to recommend ?

Thanks

Raygeek

Re: NR Super Trend Strategy

Raygeek · Mon Jun 29, 2015 4:47 pm

Hi Apprentice,

Would it be possible to combine the NR Supertrend with a test on a MA like this :

BUY : Price is over EMA (x) AND NR Supertrend ( y,z) turns up CLOSE position on stop/limit reached OR NR Supertrend turns down

SELL : Price is under EMA(x) AND NR Supertrend (y,z) turns down CLOSE position on stop/limit reached OR NR Supertrend turns up

Thanks a lot and sorry for loosing time and energy on other requests.

Best Regards

Re: NR Super Trend Strategy

Apprentice · Tue Jun 30, 2015 3:45 am

Requested can be found here. viewtopic.php?f=31&t=62377

Re: NR Super Trend Strategy

Raygeek · Thu Jul 02, 2015 5:11 am

Thank you, Apprentice, should have looked further myself…. Gonna test it. Best Regards

Raygeek

Re: NR Super Trend Strategy

Raygeek · Thu Jul 02, 2015 11:01 am

Hi Apprentice,

I have tested the strategy and need the following changes :

The position OPENING should happen AT THE END of the bar/candle during which Supertrend changes direction WHILE respecting the MA condition.

Unless the price has reached Stop or Target, the CLOSING should happen at the next (also end of bar/candle) supertrend change ALONE, WITHOUT respecting the MA condition.

I need to test against a 300 MA, which seems out of range in the current setup : can you allow for a larger range ?

Hope that I am understandable, if not, let me know, I will try to explain better. Thanks

Best RegardS

Raygeek

Re: NR Super Trend Strategy

MC. Trend Trader · Sun Jul 05, 2015 1:13 am

Hello,

I want to install an order management for 3 positions.

Where exactly and how shall I put this code in this strategy

for Buy trades

Code: Select all if haveTrades("B") or haveTrades("S") then return; else enter("B", Stop1, Limit1); enter("B", Stop2, Limit2); enter("B", Stop3, Limit3); if ShowAlert then

and Short trades

Code: Select all if haveTrades("B") or haveTrades("S") then return; else enter("S", Stop1, Limit1); enter("S", Stop2, Limit2); enter("S", Stop3, Limit3);

Nr_Supertrend Strategy

Code: Select all `local BAR = true;

function Init() –The strategy profile initialization strategy:name(“NR Super Trend Strategy”); strategy:description(“”); – NG: optimizer/backtester hint strategy:setTag(“NonOptimizableParameters”, “ShowAlert,PlaySound,SoundFile,RecurrentSound,SendMail,Email”);

strategy.parameters:addString(“TF”, “Time frame”, “”, “m5”); strategy.parameters:setFlag(“TF”, core.FLAG_PERIODS); strategy.parameters:addGroup(“Calculation”); strategy.parameters:addInteger(“Period”, “Period”, “”, 10); strategy.parameters:addDouble(“Multiplier”, “Multiplier”, “”, 4); strategy.parameters:addGroup(“Strategy Parameters”); strategy.parameters:addString(“Direction”, “Type of signal”, “”, “direct”); strategy.parameters:addStringAlternative(“Direction”, “direct”, “”, “direct”); strategy.parameters:addStringAlternative(“Direction”, “reverse”, “”, “reverse”);

strategy.parameters:addGroup(“Time Parameters”); 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);

CreateTradingParameters(); end

function CreateTradingParameters() strategy.parameters:addGroup(“Trading Parameters”);

strategy.parameters:addBoolean(“AllowTrade”, “Allow strategy to trade”, “”, false); – NG: optimizer/backtester hint strategy.parameters:setFlag(“AllowTrade”, core.FLAG_ALLOW_TRADE); strategy.parameters:addString(“ALLOWEDSIDE”, “Allowed side”, “Allowed side for trading or signaling, can be Sell, Buy or Both”, “Both”); strategy.parameters:addStringAlternative(“ALLOWEDSIDE”, “Both”, “”, “Both”); strategy.parameters:addStringAlternative(“ALLOWEDSIDE”, “Buy”, “”, “Buy”); strategy.parameters:addStringAlternative(“ALLOWEDSIDE”, “Sell”, “”, “Sell”);

strategy.parameters:addBoolean(“AllowMultiple”, “Allow Multiple”, “”, 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:addBoolean(“SetLimit”, “Set Limit Orders”, “”, false); strategy.parameters:addInteger(“Limit”, “Limit Order in pips”, “”, 30, 1, 10000); strategy.parameters:addBoolean(“SetStop”, “Set Stop Orders”, “”, false); strategy.parameters:addInteger(“Stop”, “Stop Order in pips”, “”, 30, 1, 10000); strategy.parameters:addBoolean(“TrailingStop”, “Trailing stop order”, “”, false);

strategy.parameters:addGroup(“Alerts”); strategy.parameters:addBoolean(“ShowAlert”, “ShowAlert”, “”, true); strategy.parameters:addBoolean(“PlaySound”, “Play Sound”, “”, false); strategy.parameters:addFile(“SoundFile”, “Sound File”, “”, “”); strategy.parameters:setFlag(“SoundFile”, core.FLAG_SOUND); strategy.parameters:addBoolean(“RecurrentSound”, “Recurrent Sound”, “”, true); strategy.parameters:addBoolean(“SendEmail”, “Send Email”, “”, false); strategy.parameters:addString(“Email”, “Email”, “”, “”); strategy.parameters:setFlag(“Email”, core.FLAG_EMAIL); end

local Source;

local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; local AllowMultiple; local AllowTrade; local Offer; local CanClose; local Account; local Amount; local SetLimit; local Limit; local SetStop; local Stop; local TrailingStop; local ShowAlert; local Email; local SendEmail; local BaseSize;

local Period,Multiplier;

local Indicator={}; local Short={}; local Source;

local Direction; local UseMandatoryClosing; local ValidInterval;

local first; local Price;

– Don’t need to store hour + minute + second for each time local OpenTime, CloseTime, ExitTime;

– function Prepare(nameOnly)

UseMandatoryClosing = instance.parameters.UseMandatoryClosing; Period= instance.parameters.Period; Multiplier= instance.parameters.Multiplier;

– NG: replace string comparison everytime in future. Direction = instance.parameters.Direction == “direct”; ValidInterval = instance.parameters.ValidInterval;

Indicator[1] = nil;

– NG: check TF1/TF2 instead of TF assert(instance.parameters.TF ~= “t1”, “The time frame must not be tick”);

local name; name = profile:id() .. “( “ .. instance.bid:name(); local i; name = name .. “, “ .. Period.. “, “ .. Multiplier;

assert(core.indicators:findIndicator(“NR_SUPER_TREND”) ~= nil, “Please, download and install NR_SUPER_TREND.LUA indicator”); name = name .. “ )”; instance:name(name);

– NG: parsing of the time is moved to separate function 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”);

PrepareTrading();

if nameOnly then return ; end

Source = ExtSubscribe(1, nil, instance.parameters.TF, instance.parameters.Type == “Bid”, “bar”); Indicator[1] = core.indicators:create(“NR_SUPER_TREND”, Source, Period, Multiplier , core.rgb(0, 255, 0) , core.rgb(255, 0, 0) ); Short[1] = Indicator[1]:getStream(0); first=Short[1]:first();

if UseMandatoryClosing then core.host:execute(“setTimer”, 100, math.max(ValidInterval / 2, 1)); end end

function PrepareTrading() AllowMultiple = instance.parameters.AllowMultiple; ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE;

local PlaySound = instance.parameters.PlaySound; if PlaySound then SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end assert(not(PlaySound) or (PlaySound and SoundFile ~= “”), “Sound file must be chosen”);

ShowAlert = instance.parameters.ShowAlert; RecurrentSound = instance.parameters.RecurrentSound;

SendEmail = instance.parameters.SendEmail;

if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not(SendEmail) or (SendEmail and Email ~= “”), “E-mail address must be specified”);

AllowTrade = instance.parameters.AllowTrade; if AllowTrade then Account = instance.parameters.Account; Amount = instance.parameters.Amount; BaseSize = core.host:execute(“getTradingProperty”, “baseUnitSize”, instance.bid:instrument(), Account); Offer = core.host:findTable(“offers”):find(“Instrument”, instance.bid:instrument()).OfferID; CanClose = core.host:execute(“getTradingProperty”, “canCreateMarketClose”, instance.bid:instrument(), Account); SetLimit = instance.parameters.SetLimit; Limit = instance.parameters.Limit; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TrailingStop = instance.parameters.TrailingStop; end end

– NG: create a function to parse time function ParseTime(time) local Pos = string.find(time, “:”); local h = tonumber(string.sub(time, 1, Pos - 1)); time = string.sub(time, Pos + 1); Pos = string.find(time, “:”); 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 ExtUpdate(id, source, period) – The method called every time when a new bid or ask price appears. if AllowTrade then if not(checkReady(“trades”)) or not(checkReady(“orders”)) then return ; end end

if id ~= 1 then return; end

Indicator[1]:update(core.UpdateLast);

if period < first +1 then return ; end

local now = core.host:execute(“getServerTime”); now = now - math.floor(now);

if now >= OpenTime and now <= CloseTime then if Indicator[1].DATA:colorI(period) == core.rgb(255, 0, 0) and Indicator[1].DATA:colorI(period-1) ~= core.rgb(255, 0, 0) then if Direction then BUY(); else SELL(); end elseif Indicator[1].DATA:colorI(period) == core.rgb(0, 255, 0) and Indicator[1].DATA:colorI(period-1) ~= core.rgb(0, 255, 0) then if Direction then SELL(); else BUY(); end end end end

– NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message) if cookie == 100 then – timer if UseMandatoryClosing and AllowTrade then now = core.host:execute(“getServerTime”); – 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 then if not(checkReady(“trades”)) or not(checkReady(“orders”)) then return ; end if haveTrades(“S”) then exit(“S”); Signal (“Close Short”); end if haveTrades(“B”) then exit(“B”); Signal (“Close Long”); end end end elseif cookie == 200 and not success then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], “Open order failed” .. message, instance.bid:date(instance.bid:size() - 1)); elseif cookie == 201 and not success then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], “Close order failed” .. message, instance.bid:date(instance.bid:size() - 1)); end end

–===========================================================================– – TRADING UTILITY FUNCTIONS – –============================================================================–

function BUY() if AllowTrade then if haveTrades(“B”) and not AllowMultiple then if haveTrades(“S”) then exit(“S”); Signal (“Close Short”); end 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

function SELL() if AllowTrade then if haveTrades(“S”) and not AllowMultiple then if haveTrades(“B”) then exit(“B”); Signal (“Close Long”); end 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 end

function Signal(Label) if ShowAlert then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], Label, instance.bid:date(NOW)); end

if SoundFile ~= nil then terminal:alertSound(SoundFile, RecurrentSound); end

if Email ~= nil then terminal:alertEmail(Email, Label, profile:id() .. “(“ .. instance.bid:instrument() .. “)” .. instance.bid[NOW]..”, “ .. Label..”, “ .. instance.bid:date(NOW)); end end

function checkReady(table) return core.host:execute(“isTableFilled”, table); end

function tradesCount(BuySell) local enum, row; local count = 0; enum = core.host:findTable(“trades”):enumerator(); row = enum:next(); – 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 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(200, valuemap);

if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], “Open order failed” .. msg, instance.bid:date(instance.bid:size() - 1)); return false; end

return true; end

– exit from the specified direction function exit(BuySell) if not(AllowTrade) then return true; end

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(201, valuemap);

dofile(core.app_path() .. “\strategies\standard\include\helper.lua”);`

Thanks in advance

MC.Trend Trader

Re: NR Super Trend Strategy

Apprentice · Mon Jul 06, 2015 4:34 am

Unfortunately you can not copy / past code. NR Super Trend Strategy uses a simple enter funkciju. enter(“B”) You use enter(“B”, Stop1, Limit1); enter(“B”, Stop2, Limit2); enter(“B”, Stop3, Limit3);

You can use enter function from my MCP Strategy Template. enter(BuySell,Instrument,Amount, Limit , SetStop ,Stop , TrailingStop) viewtopic.php?f=28&t=2712 Some modifications will be required.

Re: NR Super Trend Strategy

MC. Trend Trader · Mon Jul 06, 2015 4:48 pm

Hello Apprentice

I want this Position/Ordermanager in NR_Supertrend Strategy.

Here is a example Ordermanagement strategy that works, but I can not get to rewrite it for this strategy, it just will not work properly,

Can you Help?

Code: Select all `function Init() –The strategy profile initialization strategy:name(“Order Management”); strategy:description(“”); 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”); if not BAR then strategy.parameters:addString(“Price”, “Price Source”, “”, “close”); strategy.parameters:addStringAlternative(“Price”, “OPEN”, “”, “open”); strategy.parameters:addStringAlternative(“Price”, “HIGH”, “”, “high”); strategy.parameters:addStringAlternative(“Price”, “LOW”, “”, “low”); strategy.parameters:addStringAlternative(“Price”,”CLOSE”, “”, “close”); strategy.parameters:addStringAlternative(“Price”, “MEDIAN”, “”, “median”); strategy.parameters:addStringAlternative(“Price”, “TYPICAL”, “”, “typical”); strategy.parameters:addStringAlternative(“Price”, “WEIGHTED”, “”, “weighted”); end strategy.parameters:addString(“TF”, “Time frame”, “”, “m5”); strategy.parameters:setFlag(“TF”, core.FLAG_PERIODS); strategy.parameters:addGroup(“Strategy Parameters”);

strategy.parameters:addInteger(“amount”, “Amount in lots”, “”, 1, 1, 100);

strategy.parameters:addInteger(“Limit1”, “1st limit order (in pips)”, “”, 10, 1, 10000); strategy.parameters:addInteger(“Limit2”, “2nd limit order (in pips)”, “”, 20, 1, 10000); strategy.parameters:addInteger(“Limit3”, “3d limit order (in pips)”, “”, 30, 1, 10000);

strategy.parameters:addInteger(“Stop1”, “1st stop order (in pips)”, “”, 10, 1, 10000); strategy.parameters:addInteger(“Stop2”, “2nd stop order (in pips)”, “”, 20, 1, 10000); strategy.parameters:addInteger(“Stop3”, “3d stop order (in pips)”, “”, 30, 1, 10000);

– strategy.parameters:addBoolean(“TrailingStop”, “Trailing stop order”, “”, false);

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: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);

local Source;

local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; local AllowMultiple; local AllowTrade; local Offer; local CanClose; local Account; local Amount; local Limit; local Stop; local TrailingStop; local ShowAlert; local Email; local SendEmail; local BaseSize;

local Indicator={}; local Short={}; local Source;

local first; local Price;

local FastMA; local SlowMA;

local Limit1, Limit2, Limit3; local Stop1, Stop2, Stop3;

– function Prepare(nameOnly)

if not BAR then Price = instance.parameters.Price; end assert(instance.parameters.TF ~= “t1”, “The time frame must not be tick”);

local name; name = profile:id() .. “( “ .. instance.bid:name() .. “)”; local i;

instance:name(name);

PrepareTrading();

if nameOnly then return ; end

Source = ExtSubscribe(1, nil, instance.parameters.TF, instance.parameters.Type == “Bid”, “close”); FastMA = core.indicators:create(“MVA”, Source, 5); SlowMA = core.indicators:create(“MVA”, Source, 20);

end

function PrepareTrading() ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE;

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”);

ExtSetupSignal(profile:id() .. “:”, ShowAlert); ExtSetupSignalMail(name);

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); Limit1 = instance.parameters.Limit1; Limit2 = instance.parameters.Limit2; Limit3 = instance.parameters.Limit3; Stop1 = instance.parameters.Stop1; Stop2 = instance.parameters.Stop2; Stop3 = instance.parameters.Stop3; – TrailingStop = instance.parameters.TrailingStop; end end

function ExtUpdate(id, source, period) – The method called every time when a new bid or ask price appears.

– update moving average FastMA:update(core.UpdateLast); SlowMA:update(core.UpdateLast);

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

if period < 1 or not(SlowMA.DATA:hasData(period - 1)) then return ; end

– specify your conditions for entering the market (long): if core.crossesOver(FastMA.DATA, SlowMA.DATA, period) then if haveTrades(“B”) or haveTrades(“S”) then return; else enter(“B”, Stop1, Limit1); enter(“B”, Stop2, Limit2); enter(“B”, Stop3, Limit3); if ShowAlert then ExtSignal(source, period, “BUY”, SoundFile, Email, RecurrentSound); end

end

– specify your conditions for entering the market (short): elseif core.crossesOver(SlowMA.DATA, FastMA.DATA, period) then if haveTrades(“B”) or haveTrades(“S”) then return; else enter(“S”, Stop1, Limit1); enter(“S”, Stop2, Limit2); enter(“S”, Stop3, Limit3); if ShowAlert then ExtSignal(source, period, “SELL”, SoundFile, Email, RecurrentSound); end end end

end

function ExtAsyncOperationFinished(cookie, success, message) if cookie == 100 then – timer elseif cookie == 200 and not success then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], “Open order failed” .. message, instance.bid:date(instance.bid:size() - 1)); elseif cookie == 201 and not success then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], “Close order failed” .. message, instance.bid:date(instance.bid:size() - 1)); end end

–===========================================================================– – TRADING UTILITY FUNCTIONS – –============================================================================–

function checkReady(table) return core.host:execute(“isTableFilled”, table); end

– enter into the specified direction function enter(BuySell, Stop, Limit) if not(AllowTrade) 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;

local StopTrade = Stop; local LimitTrade = Limit;

– add stop/limit

valuemap.PegTypeStop = “O”; if BuySell == “B” then valuemap.PegPriceOffsetPipsStop = -StopTrade; else valuemap.PegPriceOffsetPipsStop = StopTrade; end

– if TrailingStop then – valuemap.TrailStepStop = 1; – end

valuemap.PegTypeLimit = “O”; if BuySell == “B” then valuemap.PegPriceOffsetPipsLimit = LimitTrade; else valuemap.PegPriceOffsetPipsLimit = -LimitTrade; end

if (not CanClose) then valuemap.EntryLimitStop = “Y”; end

success, msg = terminal:execute(200, valuemap);

return true; end

dofile(core.app_path() .. “\strategies\standard\include\helper.lua”);`

Regards

MC. Trend Trader

Re: NR Super Trend Strategy

Apprentice · Mon Jul 13, 2015 4:49 am

Your request is added to the development list.

Re: NR Super Trend Strategy

Stance · Tue Jul 14, 2015 1:48 am

Would it be possible to add Relative Currency Strength ( viewtopic.php?f=17&t=59518&hilit=currency+strength ) to this strategy so that it would only take a trade if it matches the currency strength?

ie go long on AUDUSD only if AUD is stronger than USD.

Re: NR Super Trend Strategy

Apprentice · Fri Jan 26, 2018 1:52 pm

The strategy was revised and updated.

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