-- Id: 15857 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=63362 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("PRICE_AVERAGES OBOS ADX_AVERAGES "); strategy:description(""); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); 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", "", "H1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("Price Averages Calculation"); strategy.parameters:addBoolean("S1", "Use MA Filter", "", true); strategy.parameters:addString("Price_Average_Method", "Method", "", "MVA"); strategy.parameters:addStringAlternative("Price_Average_Method", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("Price_Average_Method", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "Wilder", "", "Wilder"); strategy.parameters:addStringAlternative("Price_Average_Method", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "SineWMA", "", "SineWMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "TriMA", "", "TriMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "LSMA", "", "LSMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "SMMA", "", "SMMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "HMA", "", "HMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "ZeroLagEMA", "", "ZeroLagEMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "DEMA", "", "DEMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "T3", "", "T3"); strategy.parameters:addStringAlternative("Price_Average_Method", "ITrend", "", "ITrend"); strategy.parameters:addStringAlternative("Price_Average_Method", "Median", "", "Median"); strategy.parameters:addStringAlternative("Price_Average_Method", "GeoMean", "", "GeoMean"); strategy.parameters:addStringAlternative("Price_Average_Method", "REMA", "", "REMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "ILRS", "", "ILRS"); strategy.parameters:addStringAlternative("Price_Average_Method", "IE/2", "", "IE/2"); strategy.parameters:addStringAlternative("Price_Average_Method", "TriMAgen", "", "TriMAgen"); strategy.parameters:addStringAlternative("Price_Average_Method", "JSmooth", "", "JSmooth"); strategy.parameters:addStringAlternative("Price_Average_Method", "KAMA", "", "KAMA"); strategy.parameters:addStringAlternative("Price_Average_Method", "ARSI", "", "ARSI"); strategy.parameters:addStringAlternative("Price_Average_Method", "VIDYA", "", "VIDYA"); strategy.parameters:addStringAlternative("Price_Average_Method", "HPF", "", "HPF"); strategy.parameters:addStringAlternative("Price_Average_Method", "VAMA", "", "VAMA"); strategy.parameters:addInteger("Price_Average_Period", "Period", "", 14); strategy.parameters:addGroup("OB / OS Calculation"); strategy.parameters:addBoolean("S2", "Use 1. OBOS Filter", "", true); strategy.parameters:addInteger("Period1", "1. OB/OS Period", "", 14); strategy.parameters:addBoolean("S3", "Use 2. OBOS Filter", "", true); strategy.parameters:addInteger("Period2", "2. OB/OS Period", "", 28); strategy.parameters:addGroup("ADX Calculation"); strategy.parameters:addBoolean("S4", "Use ADX Slope Filter", "", false); strategy.parameters:addBoolean("S5", "Use MA of ADX Slope Filter", "", false); strategy.parameters:addBoolean("S6", "Use ADX / Level Filter", "", false); strategy.parameters:addBoolean("S7", "Use MA of ADX / Level Filter", "", false); strategy.parameters:addInteger("ADX_Period", "ADX Period", "", 14); strategy.parameters:addDouble("ADX_Level", "ADX Level", "", 20); strategy.parameters:addString("ADX_Average_Method", "Method", "", "MVA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "MVA", "", "MVA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "EMA", "", "EMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "Wilder", "", "Wilder"); strategy.parameters:addStringAlternative("ADX_Average_Method", "LWMA", "", "LWMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "SineWMA", "", "SineWMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "TriMA", "", "TriMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "LSMA", "", "LSMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "SMMA", "", "SMMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "HMA", "", "HMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "ZeroLagEMA", "", "ZeroLagEMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "DEMA", "", "DEMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "T3", "", "T3"); strategy.parameters:addStringAlternative("ADX_Average_Method", "ITrend", "", "ITrend"); strategy.parameters:addStringAlternative("ADX_Average_Method", "Median", "", "Median"); strategy.parameters:addStringAlternative("ADX_Average_Method", "GeoMean", "", "GeoMean"); strategy.parameters:addStringAlternative("ADX_Average_Method", "REMA", "", "REMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "ILRS", "", "ILRS"); strategy.parameters:addStringAlternative("ADX_Average_Method", "IE/2", "", "IE/2"); strategy.parameters:addStringAlternative("ADX_Average_Method", "TriMAgen", "", "TriMAgen"); strategy.parameters:addStringAlternative("ADX_Average_Method", "JSmooth", "", "JSmooth"); strategy.parameters:addStringAlternative("ADX_Average_Method", "KAMA", "", "KAMA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "ARSI", "", "ARSI"); strategy.parameters:addStringAlternative("ADX_Average_Method", "VIDYA", "", "VIDYA"); strategy.parameters:addStringAlternative("ADX_Average_Method", "HPF", "", "HPF"); strategy.parameters:addStringAlternative("ADX_Average_Method", "VAMA", "", "VAMA"); strategy.parameters:addInteger("ADX_Average_Period", "Period", "", 14); 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("ExecutionType", "End of Turn / Live", "", "End of Turn"); strategy.parameters:addStringAlternative("ExecutionType", "End of Turn", "", "End of Turn"); strategy.parameters:addStringAlternative("ExecutionType", "Live", "", "Live"); strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true); strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "PAOBOSAA"); strategy.parameters:addInteger("MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2, 1, 100); strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1, 1, 100); 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("Direction", "Type of Signal / Trade", "", "direct"); strategy.parameters:addStringAlternative("Direction", "Direct", "", "direct"); strategy.parameters:addStringAlternative("Direction", "Reverse", "", "reverse"); 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:addBoolean("Exit", "Use Optional Exit", "", true); 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); strategy.parameters:addGroup("Time Parameters"); strategy.parameters:addInteger("ToTime", "Convert the date to", "", 6); strategy.parameters:addIntegerAlternative("ToTime", "EST", "", 1); strategy.parameters:addIntegerAlternative("ToTime", "UTC", "", 2); strategy.parameters:addIntegerAlternative("ToTime", "Local", "", 3); strategy.parameters:addIntegerAlternative("ToTime", "Server", "", 4); strategy.parameters:addIntegerAlternative("ToTime", "Financial", "", 5); strategy.parameters:addIntegerAlternative("ToTime", "Display", "", 6); 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); end local Source,TickSource; local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition; local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; 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 ExecutionType; local CloseOnOpposite local first; local Exit; local Price_Average_Method, Price_Average_Period, Price_Average; local Direction; local CustomID; local Period1, Period2, OBOS1, OBOS2; local ADX, ADX_Period; local ADX_Average_Method, ADX_Average_Period, ADX_MA; local S1, S2, S3, S4,S5, S6,S7; local ADX_Level; local OpenTime, CloseTime, ExitTime; local ValidInterval,UseMandatoryClosing; local ToTime; function Prepare( nameOnly) CustomID = instance.parameters.CustomID; local name = profile:id() .. "( " .. instance.bid:name() .. "," .. CustomID .. " )"; instance:name(name); PrepareTrading(); if nameOnly then return ; end ExecutionType = instance.parameters.ExecutionType; CloseOnOpposite = instance.parameters.CloseOnOpposite; MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection; MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition; Direction = instance.parameters.Direction == "direct"; S1= instance.parameters.S1; S2= instance.parameters.S2; S3= instance.parameters.S3; S4= instance.parameters.S4; S5= instance.parameters.S5; S6= instance.parameters.S6; S7= instance.parameters.S7; ADX_Level= instance.parameters.ADX_Level; Price_Average_Method= instance.parameters.Price_Average_Method; Price_Average_Period= instance.parameters.Price_Average_Period; ADX_Average_Method= instance.parameters.ADX_Average_Method; ADX_Average_Period= instance.parameters.ADX_Average_Period; ADX_Period= instance.parameters. ADX_Period; Period1= instance.parameters.Period1; Period2= instance.parameters.Period2; Exit= instance.parameters.Exit; assert(instance.parameters.TF ~= "t1", "The time frame must not be tick"); PrepareTrading(); assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator"); if ExecutionType== "Live" then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close"); end Source = ExtSubscribe(2, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); Price_Average = core.indicators:create("AVERAGES", Source.close, Price_Average_Method, Price_Average_Period, true, core.rgb(128, 128, 128), core.rgb(0, 255, 0), core.rgb(255, 0, 0) ); OBOS1 = core.indicators:create("OBOS", Source, Period1 , core.rgb(0, 255, 0), core.rgb(255, 0, 0), core.rgb(0, 0, 255) ); OBOS2 = core.indicators:create("OBOS", Source, Period2 , core.rgb(0, 255, 0), core.rgb(255, 0, 0), core.rgb(0, 0, 255) ); ADX = core.indicators:create("ADX", Source, ADX_Period ); ADX_MA = core.indicators:create("AVERAGES", ADX.DATA, ADX_Average_Method, ADX_Average_Period, true, core.rgb(128, 128, 128), core.rgb(0, 255, 0), core.rgb(255, 0, 0) ); first=math.max(Price_Average.DATA:first(), OBOS1.DATA:first(), OBOS2.DATA:first(), ADX.DATA:first(), ADX_MA.DATA:first()); ToTime= instance.parameters.ToTime; ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; 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 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"); if UseMandatoryClosing then core.host:execute("setTimer", 100, math.max(ValidInterval / 2, 1)); end end -- NG: create a function to parse time function ParseTime(time) local Pos = string.find(time, ":"); if Pos == nil then return nil, false; end local h = tonumber(string.sub(time, 1, Pos - 1)); time = string.sub(time, Pos + 1); Pos = string.find(time, ":"); if Pos == nil then return nil, false; end 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 InRange(now, openTime, closeTime) if openTime < closeTime then return now >= openTime and now <= closeTime; end if openTime > closeTime then return now > openTime or now < closeTime; end return now == openTime; 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"); AllowTrade = instance.parameters.AllowTrade; 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 local Last; local LAST; local ONE; function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. now = core.host:execute("getServerTime"); now= core.host:execute ("convertTime", core.TZ_EST, ToTime, now); -- get only time now = now - math.floor(now); if not InRange(now, OpenTime, CloseTime) then return ; end if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if ExecutionType == "Live" and id == 1 then period= core.findDate (Source.close, TickSource:date(period), false ); end if period ADX_MA.DATA[period-1] ) and ( not S4 or ADX.DATA[period] > ADX.DATA[period-1] ) and ( not S6 or ADX.DATA[period] > ADX_Level ) and ( not S7 or ADX_MA.DATA[period] > ADX_Level ) then if Direction then BUY(); else SELL(); end ONE= Source:serial(period); elseif (not S1 or ( Price_Average.DATA:colorI(period) == core.rgb(255, 0, 0) --and Price_Average.DATA:colorI(period-1) ~= core.rgb(255, 0, 0) ) ) and ( not S2 or OBOS1.DATA:colorI(period) == core.rgb(255, 0, 0)) and (not S3 or OBOS2.DATA:colorI(period) == core.rgb(255, 0, 0) ) and ( not S5 or ADX_MA.DATA[period] > ADX_MA.DATA[period-1] ) and ( not S4 or ADX.DATA[period] > ADX.DATA[period-1] ) and ( not S6 or ADX.DATA[period] > ADX_Level ) and ( not S7 or ADX_MA.DATA[period] > ADX_Level ) then if Direction then SELL(); else BUY(); end ONE= Source:serial(period); end if Exit then if Price_Average.DATA:colorI(period) == core.rgb(255, 0, 0) then if Direction then if haveTrades("B") then exitSpecific("B"); Signal ("Close Long"); end else if haveTrades("S") then exitSpecific("S"); Signal ("Close Short"); end end end if Price_Average.DATA:colorI(period) == core.rgb(0, 255, 0) then if Direction then if haveTrades("S") then exitSpecific("S"); Signal ("Close Short"); end else if haveTrades("B") then exitSpecific("B"); Signal ("Close Long"); end 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"); now= core.host:execute ("convertTime", core.TZ_EST, ToTime, now); -- 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 / 86400.0) then if not checkReady("trades") then return ; end if haveTrades("B") then exitSpecific("B"); Signal ("Close Long"); end if haveTrades("S") then exitSpecific("S"); Signal ("Close Short"); 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 CloseOnOpposite and haveTrades("S") then -- close on opposite signal exitSpecific("S"); Signal ("Close Short"); end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return; end enter("B"); else Signal ("Buy Signal"); end end function SELL () if AllowTrade then if CloseOnOpposite and haveTrades("B") then -- close on opposite signal exitSpecific("B"); Signal ("Close Long"); end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return; end enter("S"); else Signal ("Sell Signal"); 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) 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 row ~= nil do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID 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 (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then found = true; break; end row = enum:next(); end return found; end -- enter into the specified direction function enter(BuySell) -- do not enter if position in the specified direction already exists if tradesCount(BuySell) >= MaxNumberOfPosition or ((tradesCount(nil)) >= MaxNumberOfPositionInAnyDirection) then return true; end -- send the alert after the checks to see if we can trade. if (BuySell == "S") then Signal ("Sell Signal"); else Signal ("Buy Signal"); end return MarketOrder(BuySell); end -- enter into the specified direction function MarketOrder(BuySell) local valuemap, success, msg; valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; -- 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 trade using the direction as a key function exitSpecific(BuySell) -- we have to loop through to exit all trades in each direction instead -- of using the net qty flag because we may be running multiple strategies on the same account. local enum, row; local found = false; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (not found) and (row ~= nil) do -- for every trade for this instance. if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then exitTrade(row); end row = enum:next(); end end -- exit from the specified direction function exitTrade(tradeRow) if not(AllowTrade) then return true; end local valuemap, success, msg; valuemap = core.valuemap(); -- switch the direction since the order must be in oppsite direction if tradeRow.BS == "B" then BuySell = "S"; else BuySell = "B"; end valuemap.OrderType = "CM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; if (CanClose) then -- Non-FIFO can close each trade independantly. valuemap.TradeID = tradeRow.TradeID; valuemap.Quantity = tradeRow.Lot; else -- FIFO. valuemap.NetQtyFlag = "Y"; -- this forces all trades to close in the opposite direction. end valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; success, msg = terminal:execute(201, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close 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");