-- Id: 2480 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=2821 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------+ --| Patreon : https://goo.gl/GdXWeN | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() strategy:name("Parallel MA strategy") strategy:description("Parallel MA strategy") strategy:setTag("Version", "2"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Price Parameters") strategy.parameters:addString("TF", "TF", "Time frame ('t1', 'm1', 'm5', etc.)", "m1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addString("Type", "Price type", "", "Bid") strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid") strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask") strategy.parameters:addGroup("Parameters") strategy.parameters:addString("Method", "Method", "", "MVA") strategy.parameters:addStringAlternative("Method", "MVA", "", "MVA") strategy.parameters:addStringAlternative("Method", "EMA", "", "EMA") strategy.parameters:addStringAlternative("Method", "Wilder", "", "Wilder") strategy.parameters:addStringAlternative("Method", "LWMA", "", "LWMA") strategy.parameters:addStringAlternative("Method", "SineWMA", "", "SineWMA") strategy.parameters:addStringAlternative("Method", "TriMA", "", "TriMA") strategy.parameters:addStringAlternative("Method", "LSMA", "", "LSMA") strategy.parameters:addStringAlternative("Method", "SMMA", "", "SMMA") strategy.parameters:addStringAlternative("Method", "HMA", "", "HMA") strategy.parameters:addStringAlternative("Method", "ZeroLagEMA", "", "ZeroLagEMA") strategy.parameters:addStringAlternative("Method", "DEMA", "", "DEMA") strategy.parameters:addStringAlternative("Method", "T3", "", "T3") strategy.parameters:addStringAlternative("Method", "ITrend", "", "ITrend") strategy.parameters:addStringAlternative("Method", "Median", "", "Median") strategy.parameters:addStringAlternative("Method", "GeoMean", "", "GeoMean") strategy.parameters:addStringAlternative("Method", "REMA", "", "REMA") strategy.parameters:addStringAlternative("Method", "ILRS", "", "ILRS") strategy.parameters:addStringAlternative("Method", "IE/2", "", "IE/2") strategy.parameters:addStringAlternative("Method", "TriMAgen", "", "TriMAgen") strategy.parameters:addStringAlternative("Method", "JSmooth", "", "JSmooth") strategy.parameters:addInteger("Period", "Period", "", 25) Trading_Parameters() end function Trading_Parameters() strategy.parameters:addGroup("Trading Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) strategy.parameters:addString( "ALLOWEDSIDE", "Allowed side", "Allowed side for trading or signaling, can be Sell, Buy or Both", "Both" ) strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Both", "", "Both") strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Buy", "", "Buy") strategy.parameters:addStringAlternative("ALLOWEDSIDE", "Sell", "", "Sell") strategy.parameters:addBoolean("AllowMultiple", "Allow Multiple", "", true) strategy.parameters:addString("Account", "Account to trade on", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1, 1, 1000000) strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false) strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false) strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30, 1, 10000) strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false) strategy.parameters:addGroup("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 -- Parameters block local gSource = nil -- the source stream local MAh local MAl --TODO: Add variable(s) for your strategy if needed 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 -- strategy instance initialization routine -- Processes strategy parameters and subscribe to price streams -- TODO: Calculate all constants, create instances all necessary indicators and load all required libraries function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.bid:instrument() .. ")" instance:name(name) if nameOnly then return end AllowTicks = instance.parameters.AllowTicks if (not (AllowTicks)) then assert(instance.parameters.TF ~= "t1", "The strategy cannot be applied on ticks.") end Initialization() assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator") Level = instance.parameters.Level gSource = ExtSubscribe(1, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar") MAh = core.indicators:create("AVERAGES", gSource.high, instance.parameters.Method, instance.parameters.Period, false) MAl = core.indicators:create("AVERAGES", gSource.low, instance.parameters.Method, instance.parameters.Period, false) end function Initialization() 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 function ExtUpdate(id, source, period) MAh:update(core.UpdateLast) MAl:update(core.UpdateLast) if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end local MustB = false local MustS = false if gSource.close[period] > MAh.DATA[period] and gSource.close[period - 1] < MAh.DATA[period - 1] then MustB = true end if gSource.close[period] < MAl.DATA[period] and gSource.close[period - 1] > MAl.DATA[period - 1] then MustS = true end if not haveTrades() then if MustB == true then enter("B") Signal("Open Long") end if MustS == true then enter("S") Signal("Open Short") end else local trades = core.host:findTable("trades") local enum = trades:enumerator() while true do local row = enum:next() if row == nil then break end if row.AccountID == Account and row.OfferID == Offer then -- Close position if we have corresponding closing conditions. if row.BS == "B" then if MustS == true then if AllowTrade then if haveTrades("S") and not AllowMultiple then exit("B") Signal("Close Long") return end if ALLOWEDSIDE == "Buy" and haveTrades("B") then exit("B") Signal("Close Long") return end if haveTrades("B") then exit("B") Signal("Close Long") end enter("S") Signal("Open Short") else Signal("Down Trend") end end elseif row.BS == "S" then if MustB == true then if AllowTrade then if haveTrades("B") and not AllowMultiple then exit("S") Signal("Close Short") return end if ALLOWEDSIDE == "Sell" and haveTrades("S") then exit("S") Signal("Close Short") 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 end end end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function Signal(Label) if ShowAlert then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], Label, instance.bid:date(NOW)) end if SoundFile ~= nil then terminal:alertSound(SoundFile, RecurrentSound) end if Email ~= nil then terminal:alertEmail( Email, Label, profile:id() .. "(" .. instance.bid:instrument() .. ")" .. instance.bid[NOW] .. ", " .. Label .. ", " .. instance.bid:date(NOW) ) end end function checkReady(table) local rc if Account == "TESTACC_ID" then -- run under debugger/simulator rc = true else rc = core.host:execute("isTableFilled", table) end return rc end function tradesCount(BuySell) local enum, row local count = 0 enum = core.host:findTable("trades"):enumerator() row = enum:next() while count == 0 and row ~= nil do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then count = count + 1 end row = enum:next() end return count end function haveTrades(BuySell) local enum, row local found = false enum = core.host:findTable("trades"):enumerator() row = enum:next() while (not found) and (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then found = true end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell) if not (AllowTrade) then return true end -- do not enter if position in the -- specified direction already exists if tradesCount(BuySell) > 0 and not AllowMultiple then return true end local valuemap, success, msg valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.BuySell = BuySell -- add stop/limit valuemap.PegTypeStop = "O" if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end end if TrailingStop then valuemap.TrailStepStop = 1 end valuemap.PegTypeLimit = "O" if SetLimit then if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end if (not CanClose) then valuemap.EntryLimitStop = "Y" end success, msg = terminal:execute(100, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end -- exit from the specified direction function exit(BuySell, use_net) if not (AllowTrade) then return true end if use_net == true then local valuemap, success, msg if tradesCount(BuySell) > 0 then valuemap = core.valuemap() -- switch the direction since the order must be in oppsite direction if BuySell == "B" then BuySell = "S" else BuySell = "B" end valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "Y" valuemap.BuySell = BuySell success, msg = terminal:execute(101, valuemap) if not(success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Open order failed"..msg, instance.bid:date(instance.bid:size() - 1) ) return false end return true end else local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == BuySell and row.OfferID == Offer then local valuemap = core.valuemap(); valuemap.BuySell = row.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = row.OfferID; valuemap.AcctID = row.AccountID; valuemap.TradeID = row.TradeID; valuemap.Quantity = row.Lot; local success, msg = terminal:execute(101, valuemap); end row = enum: next(); end end return false end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")