-- Id: 4541 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=6308 --+------------------------------------------------------------------+ --| 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() --The strategy profile initialization strategy:name("RSI-MACD-BB strategy") strategy:description("RSI-MACD-BB strategy") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy:setTag("Version", "1.1") strategy.parameters:addGroup("RSI indicator parameters") strategy.parameters:addInteger("RSI_Period", "RSI_Period", "", 14) strategy.parameters:addGroup("MACD indicator parameters") strategy.parameters:addInteger("FastEMA", "Fast period EMA", "No description", 12) strategy.parameters:addInteger("SlowEMA", "Slow period EMA", "No description", 26) strategy.parameters:addInteger("Signal", "Signal period", "No description", 9) strategy.parameters:addGroup("Bollinger Bands parameters") strategy.parameters:addInteger("Period", "Period", "Period", 20) strategy.parameters:addDouble("Deviation", "Deviation", "Deviation", 2) strategy.parameters:addGroup("Common parameters") strategy.parameters:addString("Price", "Price", "", "close") strategy.parameters:addStringAlternative("Price", "close", "", "close") strategy.parameters:addStringAlternative("Price", "open", "", "open") strategy.parameters:addStringAlternative("Price", "high", "", "high") strategy.parameters:addStringAlternative("Price", "low", "", "low") strategy.parameters:addStringAlternative("Price", "median", "", "median") strategy.parameters:addStringAlternative("Price", "typical", "", "typical") strategy.parameters:addStringAlternative("Price", "weighted", "", "weighted") strategy.parameters:addGroup("Strategy Parameters") strategy.parameters:addDouble("RSI_Level_B", "RSI level for long", "RSI level for long", 30) strategy.parameters:addDouble("RSI_Level_S", "RSI level for short", "RSI level for short", 70) strategy.parameters:addDouble("BB_Gap_B", "BB gap for long", "BB gap for long", 40) strategy.parameters:addDouble("BB_Gap_S", "BB gap for short", "BB gap for short", 20) strategy.parameters:addString("TypeSignal", "Type of signal", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "direct", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "reverse", "", "reverse") strategy.parameters:addGroup("Price Parameters") strategy.parameters:addString("TF", "Time Frame", "", "m15") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) 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("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:addString("AllowDirection", "Allow direction for positions", "", "Both") strategy.parameters:addStringAlternative("AllowDirection", "Both", "", "Both") strategy.parameters:addStringAlternative("AllowDirection", "Long", "", "Long") strategy.parameters:addStringAlternative("AllowDirection", "Short", "", "Short") strategy.parameters:addGroup("Signal Parameters") strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true) strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false) strategy.parameters:addFile("SoundFile", "Sound File", "", "") strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND) strategy.parameters:addBoolean("Recurrent", "RecurrentSound", "", false) strategy.parameters:addGroup("Email Parameters") strategy.parameters:addBoolean("SendEmail", "Send email", "", false) strategy.parameters:addString("Email", "Email address", "", "") strategy.parameters:setFlag("Email", core.FLAG_EMAIL) end -- Signal Parameters local ShowAlert local SoundFile local RecurrentSound local SendEmail, Email -- Internal indicators local RSI = nil local MACD = nil local BB = nil -- Strategy parameters local openLevel = 0 local closeLevel = 0 local confirmTrend -- Trading parameters local AllowTrade = nil local Account = nil local Amount = nil local BaseSize = nil local PipSize local SetLimit = nil local Limit = nil local SetStop = nil local Stop = nil local TrailingStop = nil local CanClose = nil local AllowDirection -- -- -- function Prepare(nameOnly) ShowAlert = instance.parameters.ShowAlert AllowDirection = instance.parameters.AllowDirection local PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile else SoundFile = nil end assert(not (PlaySound) or SoundFile ~= "", "Sound file must be chosen") RecurrentSound = instance.parameters.Recurrent local SendEmail = instance.parameters.SendEmail if SendEmail then Email = instance.parameters.Email else Email = nil end assert(not (SendEmail) or Email ~= "", "Email address must be specified") assert(instance.parameters.TF ~= "t1", "The time frame must not be tick") local name name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. "," .. "RSI(" .. instance.parameters.RSI_Period .. "), MACD(" .. instance.parameters.FastEMA .. ", " .. instance.parameters.SlowEMA .. ", " .. instance.parameters.Signal .. ")" .. ", BB(" .. instance.parameters.Period .. ", " .. instance.parameters.Deviation .. "))" instance:name(name) if nameOnly then return end 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) PipSize = instance.bid:pipSize() SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end Source = ExtSubscribe(2, nil, instance.parameters.TF, true, instance.parameters.Price) RSI = core.indicators:create("RSI", Source, instance.parameters.RSI_Period) MACD = core.indicators:create( "MACD", Source, instance.parameters.FastEMA, instance.parameters.SlowEMA, instance.parameters.Signal ) BB = core.indicators:create("BB", Source, instance.parameters.Period, instance.parameters.Deviation, false) ExtSetupSignal(profile:id() .. ":", ShowAlert) ExtSetupSignalMail(name) end function haveTrades(BuySell) local enum = core.host:findTable("trades"):enumerator() local row = enum:next() while (not found) and (row ~= nil) do if row.AccountID == Account and (row.BS == BuySell or BuySell == nil) then return true; end row = enum:next() end return false end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. RSI:update(core.UpdateLast) MACD:update(core.UpdateLast) BB:update(core.UpdateLast) -- Check that we have enough data if (RSI.DATA:first() > (period - 1)) then return end if (MACD.DATA:first() > (period - 1)) then return end if (BB.DATA:first() > (period - 1)) then return end local pipSize = instance.bid:pipSize() local trades = core.host:findTable("trades") local MustB = false local MustS = false if RSI.DATA[period] > instance.parameters.RSI_Level_B and MACD.MACD[period] > MACD.SIGNAL[period] and BB.TL[period] - BB.BL[period] >= instance.parameters.BB_Gap_B * pipSize and Source[period] > BB.AL[period] then if instance.parameters.TypeSignal == "direct" then MustB = true else MustS = true end end if RSI.DATA[period] < instance.parameters.RSI_Level_S and MACD.MACD[period] < MACD.SIGNAL[period] and BB.TL[period] - BB.BL[period] >= instance.parameters.BB_Gap_S * pipSize and Source[period] < BB.AL[period] then if instance.parameters.TypeSignal == "direct" then MustS = true else MustB = true end end if (haveTrades()) then 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 then if ShowAlert then if instance.parameters.AllowDirection == "Long" then ExtSignal(source, period, "Close BUY", SoundFile, Email, RecurrentSound) else ExtSignal(source, period, "Close BUY and SELL", SoundFile, Email, RecurrentSound) end end if AllowTrade then Close(row) if instance.parameters.AllowDirection ~= "Long" then Open("S") end end end elseif row.BS == "S" then if MustB then if ShowAlert then if instance.parameters.AllowDirection == "Short" then ExtSignal(source, period, "Close SELL", SoundFile, Email, RecurrentSound) else ExtSignal(source, period, "Close SELL and BUY", SoundFile, Email, RecurrentSound) end end if AllowTrade then Close(row) if instance.parameters.AllowDirection ~= "Short" then Open("B") end end end end end end else if MustB == true and instance.parameters.AllowDirection ~= "Short" then if ShowAlert then ExtSignal(source, period, "BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("B") end end if MustS == true and instance.parameters.AllowDirection ~= "Long" then if ShowAlert then ExtSignal(source, period, "SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("S") end end end end -- The strategy instance finalization. function ReleaseInstance() end -- The method enters to the market function Open(side) local valuemap valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.CustomID = CID valuemap.BuySell = side valuemap.QTXT = "1" if SetStop and CanClose then valuemap.PegTypeStop = "O" if side == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end if TrailingStop then valuemap.TrailStepStop = 1 end end if SetLimit and CanClose then valuemap.PegTypeLimit = "O" if side == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end success, msg = terminal:execute(200, valuemap) assert(success, msg) -- FIFO Account, in that case we have to open Net Limit and Stop Orders if not (CanClose) then if SetStop then valuemap = core.valuemap() valuemap.OrderType = "SE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] - Stop * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] + Stop * PipSize valuemap.Rate = rate end if TrailingStop then valuemap.TrailUpdatePips = 1 end success, msg = terminal:execute(200, valuemap) --core.host:trace('Set stop @ ' .. rate); assert(success, msg) end if SetLimit then valuemap = core.valuemap() valuemap.OrderType = "LE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] + Limit * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] - Limit * PipSize valuemap.Rate = rate end success, msg = terminal:execute(200, valuemap) --core.host:trace('Set limit @ ' .. rate); assert(success, msg) end end end -- Closes specific position function Close(trade) local valuemap valuemap = core.valuemap() if CanClose then -- non-FIFO account, create a close market order valuemap.OrderType = "CM" valuemap.TradeID = trade.TradeID else -- FIFO account, create an opposite market order valuemap.OrderType = "OM" end valuemap.OfferID = trade.OfferID valuemap.AcctID = trade.AccountID valuemap.Quantity = trade.Lot valuemap.CustomID = trade.QTXT if trade.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end function AsyncOperationFinished(cookie, successful, message) if not successful then core.host:trace("Error: " .. message) end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")