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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
Open Long Super Trend / Price CrossUnder
Open Short Super Trend / Price CrossOver
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
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
if haveTrades("B") or haveTrades("S") then
return;
else
enter("S", Stop1, Limit1);
enter("S", Stop2, Limit2);
enter("S", Stop3, Limit3);
Nr_Supertrend Strategy
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:addGroup("Price");
strategy.parameters:addString("Type", "Price Type", "", "Bid");
strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid");
strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask");
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);
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
return false;
end
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?
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);
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 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;
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");
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
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, 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);
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
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.