-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=69543 --+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ local Modules = {}; local EntryActions = {}; local ExitActions = {}; -- START OF USER DEFINED SECTION local STRATEGY_NAME = "Open Close Strategy"; function CreateParameters() strategy.parameters:addInteger("period_1", "OMA Period", "", 14) strategy.parameters:addInteger("period_2", "CMA Period", "", 14); strategy.parameters:addInteger("Period", "Wilders Trailing Stop Period", "", 5); strategy.parameters:addDouble("Coeff", "Wilders Trailing Stop Coeff", "", 3.5); strategy.parameters:addInteger("rsi_period", "RSI period", "", 14); strategy.parameters:addInteger("ema_rsi_period", "EMA of RSI period", "", 14); end local HA, OMA, CMA, wtt, rsi, ema_rsi; function CreateEntryIndicators(source) HA = core.indicators:create("HA", source); OMA = core.indicators:create("EMA", HA.open, instance.parameters.period_1); CMA = core.indicators:create("EMA", HA.close, instance.parameters.period_2); rsi = core.indicators:create("RSI", source, instance.parameters.rsi_period); ema_rsi = core.indicators:create("EMA", rsi.DATA, instance.parameters.ema_rsi_period); local profile = core.indicators:findIndicator("WILDERS_TRAILING_STOP"); assert(profile ~= nil, "Please, download and install " .. "WILDERS_TRAILING_STOP" .. ".LUA indicator"); local indicatorParams = profile:parameters(); wtt = core.indicators:create("WILDERS_TRAILING_STOP", source, instance.parameters.Period, instance.parameters.Coeff); end function UpdateIndicators() HA:update(core.UpdateLast); wtt:update(core.UpdateLast); OMA:update(core.UpdateLast); CMA:update(core.UpdateLast); rsi:update(core.UpdateLast); ema_rsi:update(core.UpdateLast); end function IsEntryLong(source, period) if not CMA.DATA:hasData(period - 1) or not OMA.DATA:hasData(period - 1) then return; end return core.crossesOver(CMA.DATA, OMA.DATA, period) and wtt.DATA[period] < source.close[period]; end function IsEntryShort(source, period) if not CMA.DATA:hasData(period - 1) or not OMA.DATA:hasData(period - 1) then return; end return core.crossesUnder(CMA.DATA, OMA.DATA, period) and wtt.DATA[period] > source.close[period]; end function IsExitLong1(source, period) if not ema_rsi.DATA:hasData(period - 1) then return; end return core.crossesOver(ema_rsi.DATA, rsi.DATA, period) and rsi.DATA[period] > 75; end function IsExitLong2(source, period) return core.crossesUnder(CMA.DATA, OMA.DATA, period); end function IsExitShort1(source, period) if not ema_rsi.DATA:hasData(period - 1) then return; end return core.crossesUnder(ema_rsi.DATA, rsi.DATA, period) and rsi.DATA[period] > 75; end function IsExitShort2(source, period) return core.crossesOver(CMA.DATA, OMA.DATA, period); end -- END OF USER DEFINED SECTION function Init() strategy:name(STRATEGY_NAME); strategy:description(""); strategy:type(core.Both); strategy:setTag("NonOptimizableParameters", "StartTime,StopTime,ToTime,signaler_ToTime,signaler_show_alert,signaler_play_soundsignaler_sound_file,signaler_recurrent_sound,signaler_send_email,signaler_email,signaler_show_popup,signaler_debug_alert,use_advanced_alert,advanced_alert_key"); strategy.parameters:addBoolean("type", "Price Type", "", true); strategy.parameters:setFlag("type", core.FLAG_BIDASK); strategy.parameters:addString("timeframe", "Timeframe", "", "m1"); strategy.parameters:setFlag("timeframe", core.FLAG_PERIODS); 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:addString("entry_execution_type", "Execution Type", "Once per bar close or on every tick", "Live"); strategy.parameters:addStringAlternative("entry_execution_type", "End of Turn", "", "EndOfTurn"); strategy.parameters:addStringAlternative("entry_execution_type", "Live", "", "Live"); 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:addGroup("Money Management"); strategy.parameters:addBoolean("use_stop", "Set Stop", "", false); strategy.parameters:addDouble("stop_pips", "Stop, pips", "", 10); strategy.parameters:addBoolean("use_trailing", "Trailing stop order", "", false); strategy.parameters:addInteger("trailing", "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); strategy.parameters:addBoolean("use_limit", "Set Limit", "", false); strategy.parameters:addDouble("limit_pips", "Limit, pips", "", 20); strategy.parameters:addBoolean("use_position_limit", "Use Position limit", "", true); strategy.parameters:addInteger("position_limit", "Limit", "", 1); strategy.parameters:addBoolean("close_on_opposite", "Close on opposite", "", true); strategy.parameters:addString("custom_id", "Custom ID", "", STRATEGY_NAME); CreateParameters(); strategy.parameters:addGroup("Alerts"); strategy.parameters:addInteger("signaler_ToTime", "Convert the date to", "", 6) strategy.parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1) strategy.parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6) strategy.parameters:addBoolean("signaler_show_alert", "Show Alert", "", true); strategy.parameters:addBoolean("signaler_play_sound", "Play Sound", "", false); strategy.parameters:addFile("signaler_sound_file", "Sound File", "", ""); strategy.parameters:setFlag("signaler_sound_file", core.FLAG_SOUND); strategy.parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true); strategy.parameters:addBoolean("signaler_send_email", "Send Email", "", false); strategy.parameters:addString("signaler_email", "Email", "", ""); strategy.parameters:setFlag("signaler_email", core.FLAG_EMAIL); end local MAIN_SOURCE_ID = 1; local TICK_SOURCE_ID = 2; local entry_source_id; local main_source; local base_size, offer_id, Account, Amount, AllowTrade, close_on_opposite, custom_id, AllowedSide; local use_stop, stop_pips, use_limit, limit_pips, entry_execution_type, use_trailing, trailing, use_position_limit, position_limit; local _show_alert, _sound_file, _recurrent_sound, _email; local _ToTime; function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.bid:name() .. ")"; instance:name(name); if nameOnly then return; end use_position_limit = instance.parameters.use_position_limit; position_limit = instance.parameters.position_limit; use_trailing = instance.parameters.use_trailing; trailing = instance.parameters.trailing; AllowedSide = instance.parameters.AllowedSide; entry_execution_type = instance.parameters.entry_execution_type; limit_pips = instance.parameters.limit_pips; use_limit = instance.parameters.use_limit; use_stop = instance.parameters.use_stop; stop_pips = instance.parameters.stop_pips; AllowTrade = instance.parameters.AllowTrade; Account = instance.parameters.Account; Amount = instance.parameters.Amount; close_on_opposite = instance.parameters.close_on_opposite; custom_id = instance.parameters.custom_id; main_source = ExtSubscribe(MAIN_SOURCE_ID, nil, instance.parameters.timeframe, instance.parameters.type, "bar") if entry_execution_type == "Live" then tick_source = ExtSubscribe(TICK_SOURCE_ID, nil, "t1", instance.parameters.type, "bar"); entry_source_id = TICK_SOURCE_ID; else entry_source_id = MAIN_SOURCE_ID; end CreateEntryIndicators(main_source); base_size = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account); offer_id = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID; _ToTime = instance.parameters.signaler_ToTime if _ToTime == 1 then _ToTime = core.TZ_EST elseif _ToTime == 2 then _ToTime = core.TZ_UTC elseif _ToTime == 3 then _ToTime = core.TZ_LOCAL elseif _ToTime == 4 then _ToTime = core.TZ_SERVER elseif _ToTime == 5 then _ToTime = core.TZ_FINANCIAL elseif _ToTime == 6 then _ToTime = core.TZ_TS end if instance.parameters.signaler_play_sound then _sound_file = instance.parameters.signaler_sound_file; assert(_sound_file ~= "", "Sound file must be chosen"); end _show_alert = instance.parameters.signaler_show_alert; _recurrent_sound = instance.parameters.signaler_recurrent_sound; if instance.parameters.signaler_send_email then _email = instance.parameters.signaler_email; assert(_email ~= "", "E-mail address must be specified"); end core.host:execute("subscribeTradeEvents", 2000, "trades"); end local last_entry, last_exit; function ExtUpdate(id, source, period) if id ~= entry_source_id then return; end local entry_period; if entry_execution_type == "Live" then entry_period = main_source:size() - 1; else entry_period = period; end UpdateIndicators(); if IsEntryLong(main_source, entry_period) and last_entry ~= main_source:date(NOW) and not PositionsLimitHit() then if AllowTrade then if close_on_opposite then CloseTrades("S"); end OpenTrade("B", 1, true); OpenTrade("B", 2, false); OpenTrade("B", 3, false); else Signal("Entry long", main_source); end last_entry = main_source:date(NOW); end if IsExitLong1(main_source, entry_period) and last_exit ~= main_source:date(NOW) then if AllowTrade then CloseTrades("B"); OpenTrade("B", 1, true); OpenTrade("B", 2, false); OpenTrade("B", 3, false); else Signal("Exit long", main_source); end last_exit = main_source:date(NOW); end if IsExitLong2(main_source, entry_period) and last_exit ~= main_source:date(NOW) then if AllowTrade then local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.Instrument == main_source:instrument() and row.QTXT == custom_id .. "1" or row.QTXT == custom_id .. "2" or row.QTXT == custom_id .. "3" then trading:Close(row); end row = enum:next(); end OpenTrade("B", 1, true); OpenTrade("B", 2, false); OpenTrade("B", 3, false); else Signal("Exit long", main_source); end last_exit = main_source:date(NOW); end if IsEntryShort(main_source, entry_period) and last_entry ~= main_source:date(NOW) and not PositionsLimitHit() then if AllowTrade then if close_on_opposite then CloseTrades("B"); end OpenTrade("S", 1, true); OpenTrade("S", 2, false); OpenTrade("S", 3, false); else Signal("Entry short", main_source); end last_entry = main_source:date(NOW); end if IsExitShort1(main_source, entry_period) and last_exit ~= main_source:date(NOW) then if AllowTrade then CloseTrades("S"); OpenTrade("S", 1, true); OpenTrade("S", 2, false); OpenTrade("S", 3, false); else Signal("Exit short", main_source); end last_exit = main_source:date(NOW); end if IsExitShort2(main_source, entry_period) and last_exit ~= main_source:date(NOW) then if AllowTrade then local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.Instrument == main_source:instrument() and row.QTXT == custom_id .. "1" or row.QTXT == custom_id .. "2" or row.QTXT == custom_id .. "3" then trading:Close(row); end row = enum:next(); end OpenTrade("S", 1, true); OpenTrade("S", 2, false); OpenTrade("S", 3, false); else Signal("Exit short", main_source); end last_exit = main_source:date(NOW); end end function PositionsLimitHit() if not use_position_limit then return false; end local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0; while row ~= nil do if row.BS == side and row.Instrument == main_source:instrument() and (row.QTXT == custom_id or custom_id == "") then count = count + 1; end row = enum:next(); end local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == side and row.Instrument == main_source:instrument() and (row.QTXT == custom_id or custom_id == "") then count = count + 1; end row = enum:next(); end return count >= position_limit; end function CloseTrades(side) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == side and row.Instrument == main_source:instrument() and row.QTXT == custom_id .. "2" then CloseTrade(row); end row = enum:next(); end end function ExtAsyncOperationFinished(cookie, success, message, message1, message2) if cookie == 2000 then local trade_id = message; local close_trade = success; if close_trade then local closed_trade = core.host:findTable("closed trades"):find("TradeID", trade_id); if closed_trade ~= nil and closed_trade.OQTXT == custom_id .. "1" then local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.QTXT == custom_id .. "2" or row.QTXT == custom_id .. "3" then trading:MoveStop(row, math.max(row.Open, wtt.DATA[NOW])) end row = enum:next(); end end end end end function OpenTrade(side, id, allow_limit) if AllowedSide ~= "Both" then if AllowedSide == "Buy" and side == "S" then return; end if AllowedSide == "Sell" and side == "B" then return; end end local valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = offer_id; valuemap.AcctID = Account; valuemap.Quantity = Amount * base_size; valuemap.BuySell = side; valuemap.CustomID = custom_id .. id; if use_stop then local stop = math.max(stop_pips, (main_source.close[NOW] - wtt.DATA[NOW]) / main_source:pipSize()); valuemap.PegTypeStop = "O"; if side == "B" then valuemap.PegPriceOffsetPipsStop = -stop; else valuemap.PegPriceOffsetPipsStop = stop; end if use_trailing then valuemap.TrailStepStop = trailing; end end if use_limit and allow_limit then valuemap.PegTypeLimit = "O"; if side == "B" then valuemap.PegPriceOffsetPipsLimit = limit_pips; else valuemap.PegPriceOffsetPipsLimit = -limit_pips; end end local success, msg = terminal:execute(3, valuemap); end function CloseTrade(trade) local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; local success, msg = terminal:execute(2, valuemap); end function FormatEmail(source, period, message) --format email subject local subject = message .. "(" .. source:instrument() .. ")"; --format email text local delim = "\013\010"; local signalDescr = "Signal: " .. (STRATEGY_NAME or ""); local symbolDescr = "Symbol: " .. source:instrument(); local messageDescr = "Message: " .. message; local ttime = core.dateToTable(core.host:execute("convertTime", core.TZ_EST, _ToTime, source:date(period))); local dateDescr = string.format("Time: %02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min); local priceDescr = "Price: " .. source[period]; local text = "You have received this message because the following signal alert was received:" .. delim .. signalDescr .. delim .. symbolDescr .. delim .. messageDescr .. delim .. dateDescr .. delim .. priceDescr; return subject, text; end function Signal(message, source) if source == nil then if instance.source ~= nil then source = instance.source; elseif instance.bid ~= nil then source = instance.bid; else local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); end end if _show_alert then terminal:alertMessage(source:instrument(), source[NOW], message, source:date(NOW)); end if _sound_file ~= nil then terminal:alertSound(_sound_file, _recurrent_sound); end if _email ~= nil then terminal:alertEmail(_email, profile:id().. " : " .. message, FormatEmail(source, NOW, message)); end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua"); trading = {}; trading.Name = "Trading"; trading.Version = "4.30"; trading.Debug = false; trading.AddAmountParameter = true; trading.AddStopParameter = true; trading.AddLimitParameter = true; trading._ids_start = nil; trading._signaler = nil; trading._account = nil; trading._all_modules = {}; trading._request_id = {}; trading._waiting_requests = {}; trading._used_stop_orders = {}; trading._used_limit_orders = {}; function trading:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function trading:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function trading:AddPositionParameters(parameters, id, section_id) if self.AddAmountParameter then parameters:addDouble("amount" .. id, "Trade Amount", "", 1); parameters:addString("amount_type" .. id, "Amount Type", "", "lots"); parameters:addStringAlternative("amount_type" .. id, "In Lots", "", "lots"); parameters:addStringAlternative("amount_type" .. id, "% of Equity", "", "equity"); parameters:addStringAlternative("amount_type" .. id, "Risk % of Equity", "", "risk_equity"); end if CreateStopParameters == nil or not CreateStopParameters(parameters, id) then parameters:addGroup(" Stop parameters " .. section_id); parameters:addString("stop_type" .. id, "Stop Order", "", "no"); parameters:addStringAlternative("stop_type" .. id, "No stop", "", "no"); parameters:addStringAlternative("stop_type" .. id, "In Pips", "", "pips"); if not DISABLE_ATR_STOP_LIMIT then parameters:addStringAlternative("stop_type" .. id, "ATR", "", "atr"); end parameters:addStringAlternative("stop_type" .. id, "High/low", "", "highlow"); parameters:addDouble("stop" .. id, "Stop Value", "In pips or ATR period", 30); if not DISABLE_ATR_STOP_LIMIT then parameters:addDouble("atr_stop_mult" .. id, "ATR Stop Multiplicator", "", 2.0); end parameters:addBoolean("use_trailing" .. id, "Trailing stop order", "", false); parameters:addInteger("trailing" .. id, "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); end if CreateLimitParameters == nil or not CreateLimitParameters(parameters, id) then parameters:addGroup(" Limit parameters " .. section_id); parameters:addString("limit_type" .. id, "Limit Order", "", "no"); parameters:addStringAlternative("limit_type" .. id, "No limit", "", "no"); parameters:addStringAlternative("limit_type" .. id, "In Pips", "", "pips"); if not DISABLE_ATR_STOP_LIMIT then parameters:addStringAlternative("limit_type" .. id, "ATR", "", "atr"); end parameters:addStringAlternative("limit_type" .. id, "Multiplicator of stop", "", "stop"); parameters:addStringAlternative("limit_type" .. id, "High/low", "", "highlow"); parameters:addDouble("limit" .. id, "Limit Value", "In pips or ATR period", 30); if not DISABLE_ATR_STOP_LIMIT then parameters:addDouble("atr_limit_mult" .. id, "ATR Limit Multiplicator", "", 2.0); end if not DISABLE_LIMIT_TRAILING then parameters:addString("TRAILING_LIMIT_TYPE" .. id, "Trailing Limit", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Off", "", "Off"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Favorable", "moves limit up for long/buy positions, vice versa for short/sell", "Favorable"); parameters:addStringAlternative("TRAILING_LIMIT_TYPE" .. id, "Unfavorable", "moves limit down for long/buy positions, vice versa for short/sell", "Unfavorable"); parameters:addDouble("TRAILING_LIMIT_TRIGGER" .. id, "Trailing Limit Trigger in Pips", "", 0); parameters:addDouble("TRAILING_LIMIT_STEP" .. id, "Trailing Limit Step in Pips", "", 10); end end if CreateCustomBreakeven == nil then parameters:addGroup(" Breakeven parameters " .. section_id); parameters:addBoolean("use_breakeven" .. id, "Use Breakeven", "", false); parameters:addDouble("breakeven_when" .. id, "Breakeven Activation Value, in pips", "", 10); parameters:addDouble("breakeven_to" .. id, "Breakeven To, in pips", "", 0); parameters:addString("breakeven_trailing" .. id, "Trailing after breakeven", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Do not change", "", "default"); parameters:addStringAlternative("breakeven_trailing" .. id, "Set trailing", "", "set"); parameters:addBoolean("breakeven_close" .. id, "Partial close on breakeven", "", false); parameters:addDouble("breakeven_close_amount" .. id, "Partial close amount, %", "", 50); end end function trading:Init(parameters, count) parameters:addBoolean("allow_trade", "Allow strategy to trade", "", true); parameters:setFlag("allow_trade", core.FLAG_ALLOW_TRADE); parameters:addString("account", "Account to trade on", "", ""); parameters:setFlag("account", core.FLAG_ACCOUNT); parameters:addString("allow_side", "Allow side", "", "both") parameters:addStringAlternative("allow_side", "Both", "", "both") parameters:addStringAlternative("allow_side", "Long/buy only", "", "buy") parameters:addStringAlternative("allow_side", "Short/sell only", "", "sell") parameters:addString("custom_id", "Custom ID", "", "id"); parameters:addBoolean("close_on_opposite", "Close on Opposite", "", true); if ENFORCE_POSITION_CAP ~= true then parameters:addBoolean("position_cap", "Position Cap", "", false); parameters:addInteger("no_of_positions", "Max # of open positions", "", 1); parameters:addInteger("no_of_buy_position", "Max # of buy positions", "", 1); parameters:addInteger("no_of_sell_position", "Max # of sell positions", "", 1); end if count == nil or count == 1 then parameters:addGroup("Position"); self:AddPositionParameters(parameters, "", ""); else for i = 1, count do parameters:addGroup("Position #" .. i); parameters:addBoolean("use_position_" .. i, "Open position #" .. i, "", i == 1); self:AddPositionParameters(parameters, "_" .. i, "#" .. i); end end end function trading:Prepare(name_only) if name_only then return; end end function trading:ExtUpdate(id, source, period) end function trading:OnNewModule(module) if module.Name == "Signaler" then self._signaler = module; end self._all_modules[#self._all_modules + 1] = module; end function trading:AsyncOperationFinished(cookie, success, message, message1, message2) local res = self._waiting_requests[cookie]; if res ~= nil then res.Finished = true; res.Success = success; if not success then res.Error = message; if self._signaler ~= nil then self._signaler:Signal(res.Error); else self:trace(res.Error); end elseif res.OnSuccess ~= nil then res:OnSuccess(); end self._waiting_requests[cookie] = nil; elseif cookie == self._order_update_id then for _, order in ipairs(self._monitored_orders) do if order.RequestID == message2 then order.FixStatus = message1; end end elseif cookie == self._ids_start + 2 then if not success then if self._signaler ~= nil then self._signaler:Signal("Close order failed: " .. message); else self:trace("Close order failed: " .. message); end end end end function trading:getOppositeSide(side) if side == "B" then return "S"; end return "B"; end function trading:getId() for id = self._ids_start, self._ids_start + 100 do if self._waiting_requests[id] == nil then return id; end end return self._ids_start; end function trading:CreateStopOrder(trade, stop_rate, trailing) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = stop_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "S"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; valuemap.TrailUpdatePips = trailing; else valuemap.OrderType = "SE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed create stop " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; self._request_id[trade.TradeID] = msg; return res; end function trading:CreateLimitOrder(trade, limit_rate) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OfferID = trade.OfferID; valuemap.Rate = limit_rate; if trade.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then valuemap.OrderType = "L"; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; else valuemap.OrderType = "LE" valuemap.AcctID = trade.AccountID; valuemap.NetQtyFlag = "Y" end local success, msg = terminal:execute(200, valuemap); if not(success) then terminal:alertMessage(trade.Instrument, limit_rate, "Failed create limit " .. msg, core.now()); else self._request_id[trade.TradeID] = msg; end end function trading:ChangeOrder(order, rate, trailing) local min_change = core.host:findTable("offers"):find("Instrument", order.Instrument).PointSize; if math.abs(rate - order.Rate) > min_change then self:trace(string.format("Changing an order to %s", tostring(rate))); -- stop exists local valuemap = core.valuemap(); valuemap.Command = "EditOrder"; valuemap.AcctID = order.AccountID; valuemap.OrderID = order.OrderID; valuemap.TrailUpdatePips = trailing; valuemap.Rate = rate; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Failed change order " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end local res = {}; res.Finished = true; res.Success = true; return res; end function trading:IsLimitOrder(order) local order_type = order.Type; if order_type == "L" or order_type == "LT" or order_type == "LTE" then return true; end return order.ContingencyType == 3 and order_type == "LE"; end function trading:IsStopOrder(order) local order_type = order.Type; if order_type == "S" or order_type == "ST" or order_type == "STE" then return true; end return order.ContingencyType == 3 and order_type == "SE"; end function trading:IsLimitOrderType(order_type) return order_type == "L" or order_type == "LE" or order_type == "LT" or order_type == "LTE"; end function trading:IsStopOrderType(order_type) return order_type == "S" or order_type == "SE" or order_type == "ST" or order_type == "STE"; end function trading:FindLimitOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.LimitOrderID ~= nil and trade.LimitOrderID ~= "" then order_id = trade.LimitOrderID; self:trace("Using limit order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching limit order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:IsLimitOrder(row) and self._used_limit_orders[row.OrderID] ~= true then self._used_limit_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:FindStopOrder(trade) local can_close = core.host:execute("getTradingProperty", "canCreateMarketClose", trade.Instrument, trade.AccountID); if can_close then local order_id; if trade.StopOrderID ~= nil and trade.StopOrderID ~= "" then order_id = trade.StopOrderID; self:trace("Using stop order id from the trade"); elseif self._request_id[trade.TradeID] ~= nil then self:trace("Searching stop order by request id: " .. tostring(self._request_id[trade.TradeID])); local order = core.host:findTable("orders"):find("RequestID", self._request_id[trade.TradeID]); if order ~= nil then order_id = order.OrderID; self._request_id[trade.TradeID] = nil; end end -- Check that order is stil exist if order_id ~= nil then return core.host:findTable("orders"):find("OrderID", order_id); end else local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:IsStopOrder(row) and self._used_stop_orders[row.OrderID] ~= true then self._used_stop_orders[row.OrderID] = true; return row; end row = enum:next(); end end return nil; end function trading:MoveStop(trade, stop_rate, trailing) local order = self:FindStopOrder(trade); if order == nil then if trailing == 0 then trailing = nil; end return self:CreateStopOrder(trade, stop_rate, trailing); else if trailing == 0 then if order.TrlMinMove ~= 0 then trailing = order.TrlMinMove else trailing = nil; end end return self:ChangeOrder(order, stop_rate, trailing); end end function trading:MoveLimit(trade, limit_rate) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("Limit order not found, creating a new one"); return self:CreateLimitOrder(trade, limit_rate); else return self:ChangeOrder(order, limit_rate); end end function trading:RemoveStop(trade) self:trace("Searching for a stop"); local order = self:FindStopOrder(trade); if order == nil then self:trace("No stop"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:RemoveLimit(trade) self:trace("Searching for a limit"); local order = self:FindLimitOrder(trade); if order == nil then self:trace("No limit"); return nil; end self:trace("Deleting order"); return self:DeleteOrder(order); end function trading:DeleteOrder(order) self:trace(string.format("Deleting order %s", order.OrderID)); local valuemap = core.valuemap(); valuemap.Command = "DeleteOrder"; valuemap.OrderID = order.OrderID; local id = self:getId(); local success, msg = terminal:execute(id, valuemap); if not(success) then local message = "Delete order failed: " .. msg; self:trace(message); if self._signaler ~= nil then self._signaler:Signal(message); end local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end local res = {}; res.Finished = false; res.RequestID = msg; self._waiting_requests[id] = res; return res; end function trading:GetCustomID(qtxt) if qtxt == nil then return nil; end local metadata = self:GetMetadata(qtxt); if metadata == nil then return qtxt; end return metadata.CustomID; end function trading:FindOrder() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenRate(rate) self.Rate = rate; return self; end function search:WhenOrderType(orderType) self.OrderType = orderType; return self; end function search:Do(action) local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Summ(action) local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local summ = 0 while (row ~= nil) do if self:PassFilter(row) then summ = summ + action(row); end row = enum:next(); end return summ; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Rate == self.Rate or not self.Rate) and (row.Type == self.OrderType or not self.OrderType); end function search:All() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); local orders = {}; while (row ~= nil) do if self:PassFilter(row) then orders[#orders + 1] = row; end row = enum:next(); end return orders; end function search:First() local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end function search:Count() local count = 0; local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then count = count + 1; end row = enum:next(); end return count; end return search; end function trading:FindTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpen(open) self.Open = open; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:Do(action) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Summ(action) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local summ = 0 while (row ~= nil) do if self:PassFilter(row) then summ = summ + action(row); end row = enum:next(); end return summ; end function search:PassFilter(row) return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.Open == self.Open or not self.Open) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:All() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:Any() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:Count() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0; while (row ~= nil) do if self:PassFilter(row) then count = count + 1; end row = enum:next(); end return count; end function search:First() local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:FindClosedTrade() local search = {}; function search:WhenCustomID(custom_id) self.CustomID = custom_id; return self; end function search:WhenSide(bs) self.Side = bs; return self; end function search:WhenInstrument(instrument) self.Instrument = instrument; return self; end function search:WhenAccountID(account_id) self.AccountID = account_id; return self; end function search:WhenOpenOrderReqID(open_order_req_id) self.OpenOrderReqID = open_order_req_id; return self; end function search:WhenTradeIDRemain(trade_id_remain) self.TradeIDRemain = trade_id_remain; return self; end function search:WhenCloseOrderID(close_order_id) self.CloseOrderID = close_order_id; return self; end function search:PassFilter(row) if self.TradeIDRemain ~= nil and row.TradeIDRemain ~= self.TradeIDRemain then return false; end if self.CloseOrderID ~= nil and row.CloseOrderID ~= self.CloseOrderID then return false; end return (row.Instrument == self.Instrument or not self.Instrument) and (row.BS == self.Side or not self.Side) and (row.AccountID == self.AccountID or not self.AccountID) and (trading:GetCustomID(row.QTXT) == self.CustomID or not self.CustomID) and (row.OpenOrderReqID == self.OpenOrderReqID or not self.OpenOrderReqID); end function search:Do(action) local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); local count = 0 while (row ~= nil) do if self:PassFilter(row) then if action(row) then count = count + 1; end end row = enum:next(); end return count; end function search:Any() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return true; end row = enum:next(); end return false; end function search:All() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); local trades = {}; while (row ~= nil) do if self:PassFilter(row) then trades[#trades + 1] = row; end row = enum:next(); end return trades; end function search:First() local enum = core.host:findTable("closed trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if self:PassFilter(row) then return row; end row = enum:next(); end return nil; end return search; end function trading:ParialClose(trade, amount) -- not finished local account = core.host:findTable("accounts"):find("AccountID", trade.AccountID); local id = self:getId(); if account.Hedging == "Y" then local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = math.min(amount, trade.Lot); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end local valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.Quantity = math.min(amount, trade.Lot); valuemap.BuySell = trading:getOppositeSide(trade.BS); local success, msg = terminal:execute(id, valuemap); if success then local res = trading:ClosePartialSuccessResult(msg); self._waiting_requests[id] = res; return res; end return trading:ClosePartialFailResult(msg); end function trading:ClosePartialSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:ClosePartialFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; return res; end function trading:Close(trade) local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; local success, msg = terminal:execute(self._ids_start + 3, valuemap); if not(success) then if self._signaler ~= nil then self._signaler:Signal("Close failed: " .. msg); end return false; end return true; end function trading:ObjectToJson(obj) local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:AddTable(name, value) local str = trading:ObjectToJson(value); local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), tostring(str)); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(obj) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" then --do nothing elseif stype == "table" then json:AddTable(idx, t); else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end function trading:CreateEntryOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:IsOrderExecuted() return self.FixStatus ~= nil and self.FixStatus == "F"; end function res:GetOrder() if self._order == nil then self._order = core.host:findTable("orders"):find("RequestID", self.RequestID); if self._order == nil then return nil; end end if not self._order:refresh() then return nil; end return self._order; end function res:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() return trading:ObjectToJson(self); end return res; end function trading:CreateEntryOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetOrder() return nil; end function res:GetTrade() return nil; end function res:GetClosedTrade() return nil; end function res:IsOrderExecuted() return false; end return res; end function trading:EntryOrder(instrument) local builder = {}; builder.Offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OfferID = builder.Offer.OfferID; builder.valuemap.AcctID = self._account; function builder:_GetBaseUnitSize() if self._base_size == nil then self._base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); end return self._base_size; end function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) self.amount = amount; return self; end function builder:SetRiskPercentOfEquityAmount(percent) self._RiskPercentOfEquityAmount = percent; return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; return self; end function builder:UpdateOrderType() if self.valuemap.BuySell == nil or self.valuemap.Rate == nil then return; end if self.valuemap.BuySell == "B" then self.valuemap.OrderType = self.Offer.Ask > self.valuemap.Rate and "LE" or "SE"; else self.valuemap.OrderType = self.Offer.Bid > self.valuemap.Rate and "SE" or "LE"; end end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; self:UpdateOrderType(); return self; end function builder:SetRate(rate) self.valuemap.Rate = rate; self:UpdateOrderType(); return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "M"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:UseDefaultCustomId() self.valuemap.CustomID = self.Parent.CustomID; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:BuildValueMap() self.valuemap.Quantity = self.amount * self:_GetBaseUnitSize(); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local used_equity = equity * self._PercentOfEquityAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * self:_GetBaseUnitSize(); elseif self._RiskPercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._RiskPercentOfEquityAmount / 100.0; assert(self.valuemap.RateStop ~= nil, "Only absolute stop is supported"); local stop = math.abs(self.valuemap.RateStop - self.valuemap.Rate) / self.Offer.PointSize; local possible_loss = self.Offer.PipCost * stop; self.valuemap.Quantity = math.floor(affordable_loss / possible_loss) * self:_GetBaseUnitSize(); end return self.valuemap; end function builder:Execute() self:BuildValueMap(); local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateEntryOrderFailResult(message); end local res = trading:CreateEntryOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:StoreMarketOrderResults(res) local str = "["; for i, t in ipairs(res) do local json = t:ToJSON(); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function trading:RestoreMarketOrderResults(str) local results = {}; local position = 2; local result; while (position < str:len()) do local ch = string.sub(str, position, position); if ch == "{" then result = trading:CreateMarketOrderSuccessResult(); position = position + 1; elseif ch == "}" then results[#results + 1] = result; result = nil; position = position + 1; elseif ch == "," then position = position + 1; else local name, value = string.match(str, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return results; end function trading:CreateMarketOrderSuccessResult(msg) local res = {}; if msg ~= nil then res.Finished = false; else res.Finished = true; end res.RequestID = msg; function res:GetTrade() if self._trade == nil then self._trade = core.host:findTable("trades"):find("OpenOrderReqID", self.RequestID); if self._trade == nil then return nil; end end if not self._trade:refresh() then return nil; end return self._trade; end function res:GetClosedTrade() if self._closed_trade == nil then self._closed_trade = core.host:findTable("closed trades"):find("OpenOrderReqID", self.RequestID); if self._closed_trade == nil then return nil; end end if not self._closed_trade:refresh() then return nil; end return self._closed_trade; end function res:ToJSON() local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(self) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" or stype == "table" then --do nothing else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end return res; end function trading:CreateMarketOrderFailResult(message) local res = {}; res.Finished = true; res.Success = false; res.Error = message; function res:GetTrade() return nil; end return res; end function trading:MarketOrder(instrument) local builder = {}; local offer = core.host:findTable("offers"):find("Instrument", instrument); builder.Instrument = instrument; builder.Offer = offer; builder.Parent = self; builder.valuemap = core.valuemap(); builder.valuemap.Command = "CreateOrder"; builder.valuemap.OrderType = "OM"; builder.valuemap.OfferID = offer.OfferID; builder.valuemap.AcctID = self._account; function builder:_GetBaseUnitSize() if self._base_size == nil then self._base_size = core.host:execute("getTradingProperty", "baseUnitSize", self.Instrument, self.valuemap.AcctID); end return self._base_size; end function builder:SetAccountID(accountID) self.valuemap.AcctID = accountID; return self; end function builder:SetAmount(amount) self._amount = amount; return self; end function builder:SetRiskPercentOfEquityAmount(percent) self._RiskPercentOfEquityAmount = percent; return self; end function builder:SetPercentOfEquityAmount(percent) self._PercentOfEquityAmount = percent; return self; end function builder:SetSide(buy_sell) self.valuemap.BuySell = buy_sell; return self; end function builder:SetPipLimit(limit_type, limit) self.valuemap.PegTypeLimit = limit_type or "O"; self.valuemap.PegPriceOffsetPipsLimit = self.valuemap.BuySell == "B" and limit or -limit; return self; end function builder:SetLimit(limit) self.valuemap.RateLimit = limit; return self; end function builder:SetPipStop(stop_type, stop, trailing_stop) self.valuemap.PegTypeStop = stop_type or "O"; self.valuemap.PegPriceOffsetPipsStop = self.valuemap.BuySell == "B" and -stop or stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetStop(stop, trailing_stop) self.valuemap.RateStop = stop; self.valuemap.TrailStepStop = trailing_stop; return self; end function builder:SetCustomID(custom_id) self.valuemap.CustomID = custom_id; return self; end function builder:GetValueMap() return self.valuemap; end function builder:AddMetadata(id, val) if self._metadata == nil then self._metadata = {}; end self._metadata[id] = val; return self; end function builder:FillFields() local base_size = self:_GetBaseUnitSize(); if self._metadata ~= nil then self._metadata.CustomID = self.valuemap.CustomID; self.valuemap.CustomID = trading:ObjectToJson(self._metadata); end if self._PercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local used_equity = equity * self._PercentOfEquityAmount / 100.0; local emr = core.host:getTradingProperty("EMR", self.Offer.Instrument, self.valuemap.AcctID); self.valuemap.Quantity = math.floor(used_equity / emr) * base_size; elseif self._RiskPercentOfEquityAmount ~= nil then local equity = core.host:findTable("accounts"):find("AccountID", self.valuemap.AcctID).Equity; local affordable_loss = equity * self._RiskPercentOfEquityAmount / 100.0; assert(self.valuemap.PegPriceOffsetPipsStop ~= nil, "Only pip stop are supported"); local possible_loss = self.Offer.PipCost * self.valuemap.PegPriceOffsetPipsStop; self.valuemap.Quantity = math.floor(affordable_loss / possible_loss) * base_size; else self.valuemap.Quantity = self._amount * base_size; end end function builder:Execute() self.Parent:trace(string.format("Creating %s OM for %s", self.valuemap.BuySell, self.Instrument)); self:FillFields(); local id = self.Parent:getId(); local success, msg = terminal:execute(id, self.valuemap); if not(success) then local message = "Open order failed: " .. msg; self.Parent:trace(message); if self.Parent._signaler ~= nil then self.Parent._signaler:Signal(message); end return trading:CreateMarketOrderFailResult(message); end local res = trading:CreateMarketOrderSuccessResult(msg); self.Parent._waiting_requests[id] = res; return res; end return builder; end function trading:ReadValue(json, position) local whaitFor = ""; local start = position; while (position < json:len() + 1) do local ch = string.sub(json, position, position); position = position + 1; if ch == "\"" then start = position - 1; whaitFor = ch; break; elseif ch == "{" then start = position - 1; whaitFor = "}"; break; elseif ch == "," or ch == "}" then return string.sub(json, start, position - 2), position - 1; end end while (position < json:len() + 1) do local ch = string.sub(json, position, position); position = position + 1; if ch == whaitFor then return string.sub(json, start, position - 1), position; end end return "", position; end function trading:JsonToObject(json) local position = 1; local result; local results; while (position < json:len() + 1) do local ch = string.sub(json, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then if results ~= nil then position = position + 1; results[#results + 1] = result; else return result; end elseif ch == "," then position = position + 1; elseif ch == "[" then position = position + 1; results = {}; elseif ch == "]" then return results; else if result == nil then return nil; end local name = string.match(json, '"([^"]+)":', position); local value, new_pos = trading:ReadValue(json, position + name:len() + 3); position = new_pos; if value == "false" then result[name] = false; elseif value == "true" then result[name] = true; else if string.sub(value, 1, 1) == "\"" then result[name] = value:sub(2, value:len() - 1); elseif string.sub(value, 1, 1) == "{" then result[name] = trading:JsonToObject(value); else result[name] = tonumber(value); end end end end return nil; end function trading:GetMetadata(qtxt) if qtxt == "" then return nil; end local position = 1; local result; while (position < qtxt:len() + 1) do local ch = string.sub(qtxt, position, position); if ch == "{" then result = {}; position = position + 1; elseif ch == "}" then return result; elseif ch == "," then position = position + 1; else if result == nil then return nil; end local name, value = string.match(qtxt, '"([^"]+)":("?[^,}]+"?)', position); if value == "false" then result[name] = false; position = position + name:len() + 8; elseif value == "true" then result[name] = true; position = position + name:len() + 7; else if string.sub(value, 1, 1) == "\"" then result[name] = value; value:sub(2, value:len() - 1); position = position + name:len() + 3 + value:len(); else result[name] = tonumber(value); position = position + name:len() + 3 + value:len(); end end end end return nil; end function trading:GetTradeMetadata(trade) return self:GetMetadata(trade.QTXT); end trading:RegisterModule(Modules);