-- Id: 5952 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=11909 --+------------------------------------------------------------------+ --| 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(resources:get("R_NAME")) strategy:description(resources:get("R_DESCRIPTION")) strategy:setTag("group", "Moving Averages") strategy:setTag("Version", "1.1") strategy:setTag("NonOptimizableParameters", "EMAIL,SENDEMAIL,SOUND,RECURRENTSOUND,PLAY") strategy:type(core.Both) strategy.parameters:addGroup(resources:get("R_PARAMS_FMA")) strategy.parameters:addString("FMA_M", resources:get("R_MA_METHOD"), resources:get("R_MA_METHOD_D"), "MVA") strategy.parameters:addStringAlternative("FMA_M", "MVA", "", "MVA") strategy.parameters:addStringAlternative("FMA_M", "EMA", "", "EMA") strategy.parameters:addStringAlternative("FMA_M", "LWMA", "", "LWMA") strategy.parameters:addStringAlternative("FMA_M", "TMA", "", "TMA") strategy.parameters:addStringAlternative("FMA_M", "SMMA*", "", "SMMA") strategy.parameters:addStringAlternative("FMA_M", "Vidya (1995)*", "", "VIDYA") strategy.parameters:addStringAlternative("FMA_M", "Vidya (1992)*", "", "VIDYA92") strategy.parameters:addStringAlternative("FMA_M", "Wilders*", "", "WMA") strategy.parameters:addStringAlternative("FMA_M", "TEMA*", "", "TEMA1") strategy.parameters:addInteger("FMA_N", resources:get("R_MA_N"), "", 5, 1, 300) strategy.parameters:addInteger("FMA_S", resources:get("R_MA_S"), resources:get("R_MA_S_D"), 0, 0, 300) strategy.parameters:addString("FMA_P", resources:get("R_MA_P"), "", "C") strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_OPEN"), "", "O") strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_HIGH"), "", "H") strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_LOW"), "", "L") strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_CLOSE"), "", "C") strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_MEDIAN"), "", "M") strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_TYPICAL"), "", "T") strategy.parameters:addStringAlternative("FMA_P", resources:get("R_MA_P_WEIGHTED"), "", "W") strategy.parameters:addGroup(resources:get("R_PARAMS_SMA")) strategy.parameters:addString("SMA_M", resources:get("R_MA_METHOD"), resources:get("R_MA_METHOD_D"), "MVA") strategy.parameters:addStringAlternative("SMA_M", "MVA", "", "MVA") strategy.parameters:addStringAlternative("SMA_M", "EMA", "", "EMA") strategy.parameters:addStringAlternative("SMA_M", "LWMA", "", "LWMA") strategy.parameters:addStringAlternative("SMA_M", "TMA", "", "TMA") strategy.parameters:addStringAlternative("SMA_M", "SMMA*", "", "SMMA") strategy.parameters:addStringAlternative("SMA_M", "Vidya (1995)*", "", "VIDYA") strategy.parameters:addStringAlternative("SMA_M", "Vidya (1992)*", "", "VIDYA92") strategy.parameters:addStringAlternative("SMA_M", "Wilders*", "", "WMA") strategy.parameters:addStringAlternative("SMA_M", "TEMA*", "", "TEMA1") strategy.parameters:addInteger("SMA_N", resources:get("R_MA_N"), "", 20, 1, 300) strategy.parameters:addInteger("SMA_S", resources:get("R_MA_S"), resources:get("R_MA_S_D"), 0, 0, 300) strategy.parameters:addString("SMA_P", resources:get("R_MA_P"), "", "C") strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_OPEN"), "", "O") strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_HIGH"), "", "H") strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_LOW"), "", "L") strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_CLOSE"), "", "C") strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_MEDIAN"), "", "M") strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_TYPICAL"), "", "T") strategy.parameters:addStringAlternative("SMA_P", resources:get("R_MA_P_WEIGHTED"), "", "W") strategy.parameters:addString("BeginTime", "Begin valid time for operations with orders", "", "10:00:00") strategy.parameters:addString("EndTime", "End valid time for operations with orders", "", "12:00:00") strategy.parameters:addBoolean("CloseAtEnd", "Close orders at time of end", "", true) strategy.parameters:addGroup(resources:get("R_PARAMS_PRICE")) strategy.parameters:addString("TF", resources:get("R_TF"), "", "H1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addString("TYPE", resources:get("R_PriceType"), "", "Bid") strategy.parameters:addStringAlternative("TYPE", resources:get("R_BID"), "", "Bid") strategy.parameters:addStringAlternative("TYPE", resources:get("R_ASK"), "", "Ask") strategy.parameters:addGroup(resources:get("R_Trading_ParamGroup")) strategy.parameters:addBoolean("CANTRADE", resources:get("R_AllowTrade"), resources:get("R_TR_ALLOWED_D"), false) strategy.parameters:setFlag("CANTRADE", core.FLAG_ALLOW_TRADE) strategy.parameters:addString("ACCOUNT", resources:get("R_Account2Trade"), "", "") strategy.parameters:setFlag("ACCOUNT", core.FLAG_ACCOUNT) strategy.parameters:addString( "ALLOWEDSIDE", resources:get("R_ALLOWEDSIDE"), resources:get("R_ALLOWEDSIDE_D"), "Both" ) strategy.parameters:addStringAlternative("ALLOWEDSIDE", resources:get("R_BOTH"), "", "Both") strategy.parameters:addStringAlternative("ALLOWEDSIDE", resources:get("R_BUY"), "", "Buy") strategy.parameters:addStringAlternative("ALLOWEDSIDE", resources:get("R_SELL"), "", "Sell") strategy.parameters:addInteger("AMOUNT", resources:get("R_AMOUNT"), "", 1, 1, 100) strategy.parameters:addInteger("LIMIT", resources:get("R_TR_L"), resources:get("R_TR_L_D"), 0, 0, 300) strategy.parameters:addInteger("STOP", resources:get("R_TR_S"), resources:get("R_TR_S_D"), 0, 0, 300) strategy.parameters:addBoolean("USE_TRAILING_STOP", resources:get("R_USE_TRAILING_STOP"), "", true) strategy.parameters:addBoolean("PLAY", resources:get("R_PlaySound"), "", false) strategy.parameters:addBoolean("RECURRENTSOUND", resources:get("R_RecurrentSound"), "", false) strategy.parameters:addFile("SOUND", resources:get("R_SoundFile"), "", "") strategy.parameters:setFlag("SOUND", core.FLAG_SOUND) strategy.parameters:addBoolean("SENDEMAIL", resources:get("R_SENDEMAIL"), "", false) strategy.parameters:addString("EMAIL", resources:get("R_EMAILADDRESS"), resources:get("R_EMAILADDRESSDESCR"), "") strategy.parameters:setFlag("EMAIL", core.FLAG_EMAIL) end -- check parameters and set advisor name local name local BeginT, EndT function Prepare(onlyName) -- set the name name = profile:id() .. "(" .. instance.bid:instrument() .. "." .. instance.parameters.TF .. "." .. instance.parameters.TYPE .. "," .. instance.parameters.FMA_M .. "(" .. instance.parameters.FMA_P .. "," .. instance.parameters.FMA_N .. "," .. instance.parameters.FMA_S .. ")," .. instance.parameters.SMA_M .. "(" .. instance.parameters.SMA_P .. "," .. instance.parameters.SMA_N .. "," .. instance.parameters.SMA_S .. "))" instance:name(name) if onlyName then return end assert( core.indicators:findIndicator(instance.parameters.FMA_M) ~= nil, "Please, download and install " .. instance.parameters.FMA_M .. ".LUA indicator" ) assert( core.indicators:findIndicator(instance.parameters.SMA_M) ~= nil, "Please, download and install " .. instance.parameters.SMA_M .. ".LUA indicator" ) -- check time frame assert(instance.parameters.TF ~= "t1", resources:get("R_ERROR_TICK")) -- check sound alert params assert( not (instance.parameters.PLAY) or (instance.parameters.PLAY and instance.parameters.SOUND ~= ""), resources:get("R_SoundFileError") ) -- check trading params if instance.parameters.CANTRADE then assert( core.host:findTable("Accounts"):find("AccountID", instance.parameters.ACCOUNT) ~= nil, resources:get("R_ERROR_ACCOUNT") ) assert( core.host:findTable("offers"):find("Instrument", instance.bid:instrument()) ~= nil, resources:get("R_ERROR_OFFER") ) end local BeginTime = instance.parameters.BeginTime local Pos = string.find(BeginTime, ":") local BeginH = tonumber(string.sub(BeginTime, 1, Pos - 1)) BeginTime = string.sub(BeginTime, Pos + 1) Pos = string.find(BeginTime, ":") local BeginM = tonumber(string.sub(BeginTime, 1, Pos - 1)) local BeginS = tonumber(string.sub(BeginTime, Pos + 1)) BeginT = 3600 * BeginH + 60 * BeginM + BeginS local EndTime = instance.parameters.EndTime local Pos = string.find(EndTime, ":") local EndH = tonumber(string.sub(EndTime, 1, Pos - 1)) EndTime = string.sub(EndTime, Pos + 1) Pos = string.find(EndTime, ":") local EndM = tonumber(string.sub(EndTime, 1, Pos - 1)) local EndS = tonumber(string.sub(EndTime, Pos + 1)) EndT = 3600 * EndH + 60 * EndM + EndS -- check methods assert(core.indicators:findIndicator(instance.parameters.FMA_M) ~= nil, resources:get("R_ERROR_METHOD")) assert(core.indicators:findIndicator(instance.parameters.SMA_M) ~= nil, resources:get("R_ERROR_METHOD")) end -- global data block start local init = false local loaded = false local priorbar = nil -- price and MVA data (indicator, data and shift) local TICKSRC local SRC local SMA, SMADATA, SMASHIFT local FMA, FMADATA, FMASHIFT -- trade data local OFFER local CANTRADE local ACCOUNT local AMOUNT local PLAY local RECURRENTSOUND local SOUND local LIMIT local STOP local SELL local BUY local CANCLOSE local SENDEMAIL local EMAIL local ALLOWEDSIDE local CID = "MACROSS" local USE_TRAILING_STOP -- global data block end function Update() if not (init) then TICKSRC = instance.bid -- collect the trading parameters CANTRADE = instance.parameters.CANTRADE if CANTRADE then ACCOUNT = instance.parameters.ACCOUNT USE_TRAILING_STOP = instance.parameters.USE_TRAILING_STOP AMOUNT = instance.parameters.AMOUNT * core.host:execute("getTradingProperty", "baseUnitSize", TICKSRC:instrument(), ACCOUNT) LIMIT = math.floor(instance.parameters.LIMIT + 0.5) STOP = math.floor(instance.parameters.STOP + 0.5) OFFER = core.host:findTable("offers"):find("Instrument", TICKSRC:instrument()).OfferID CANCLOSE = core.host:execute("getTradingProperty", "canCreateMarketClose", TICKSRC:instrument(), ACCOUNT) end ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE SELL = resources:get("R_SELL") BUY = resources:get("R_BUY") PLAY = instance.parameters.PLAY SOUND = instance.parameters.SOUND RECURRENTSOUND = instance.parameters.RECURRENTSOUND SENDEMAIL = instance.parameters.SENDEMAIL EMAIL = instance.parameters.EMAIL -- load the price data SRC = core.host:execute( "getHistory", 1, TICKSRC:instrument(), instance.parameters.TF, 0, 0, instance.parameters.TYPE == "Bid" ) FMA, FMADATA = CreateMA(instance.parameters.FMA_M, instance.parameters.FMA_N, instance.parameters.FMA_P, SRC) SMA, SMADATA = CreateMA(instance.parameters.SMA_M, instance.parameters.SMA_N, instance.parameters.SMA_P, SRC) FMASHIFT = instance.parameters.FMA_S SMASHIFT = instance.parameters.SMA_S init = true return end -- return if the data is not loaded yet if not (loaded) or SRC:size() < 2 then return end -- the index of the bar to be processed local p = SRC:size() - 2 -- check if the same bar is still updating if priorbar ~= nil and SRC:serial(p) == priorbar then return end -- remember the last processed bar priorbar = SRC:serial(p) -- update moving average FMA:update(core.UpdateLast) SMA:update(core.UpdateLast) -- check whether here is enough data to check the -- signal conditions if p <= FMADATA:first() + FMASHIFT or p <= SMADATA:first() + SMASHIFT then return end local CVT = CheckValidTime(p) local MustCloseOrders = CheckCloseTime(p) if MustCloseOrders then close("B") close("S") end if core.crossesOver(FMADATA, SMADATA, p - FMASHIFT, p - SMASHIFT) and (ALLOWEDSIDE == "Both" or ALLOWEDSIDE == "Buy") and CVT then -- buy condition met (fast crosses over slow) if CANTRADE then close("S") -- closes all existing shorts on the account enter("B") -- and the enter long end terminal:alertMessage(TICKSRC:instrument(), TICKSRC[NOW], name .. ":" .. BUY, TICKSRC:date(NOW)) if PLAY then terminal:alertSound(SOUND, RECURRENTSOUND) end if SENDEMAIL then terminal:alertEmail(EMAIL, name .. ":" .. BUY, FormatEmail(TICKSRC, NOW, BUY)) end elseif core.crossesUnder(FMADATA, SMADATA, p - FMASHIFT, p - SMASHIFT) and (ALLOWEDSIDE == "Both" or ALLOWEDSIDE == "Sell") and CVT then -- sell condition met (slow crosses over fast) if CANTRADE then close("B") -- closes all existing longs on the account enter("S") -- and the enter short end terminal:alertMessage(TICKSRC:instrument(), TICKSRC[NOW], name .. ":" .. SELL, TICKSRC:date(NOW)) if PLAY then terminal:alertSound(SOUND, RECURRENTSOUND) end if SENDEMAIL then terminal:alertEmail(EMAIL, name .. ":" .. SELL, FormatEmail(TICKSRC, NOW, SELL)) end end end -- creates moving average with the specified parameters for the specified price function CreateMA(method, n, price, src) local p if price == "O" then p = src.open elseif price == "H" then p = src.high elseif price == "L" then p = src.low elseif price == "M" then p = src.median elseif price == "T" then p = src.typical elseif price == "W" then p = src.weighted else p = src.close end assert(core.indicators:findIndicator(method) ~= nil, method .. " indicator must be installed"); local indicator = core.indicators:create(method, p, n) return indicator, indicator.DATA end -- closes all positions of the specified direction (B for buy, S for sell) function close(side) local enum, row, valuemap enum = core.host:findTable("trades"):enumerator() while true do row = enum:next() if row == nil then break end if row.AccountID == ACCOUNT and row.OfferID == OFFER and row.BS == side and row.QTXT == CID then -- if trade has to be closed if CANCLOSE then -- non-FIFO account, create a close market order valuemap = core.valuemap() valuemap.OrderType = "CM" valuemap.OfferID = OFFER valuemap.AcctID = ACCOUNT valuemap.Quantity = row.Lot valuemap.TradeID = row.TradeID valuemap.CustomID = CID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) else -- FIFO account, create an opposite market order valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = OFFER valuemap.AcctID = ACCOUNT valuemap.Quantity = AMOUNT valuemap.CustomID = CID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end end end end function CheckValidTime(period) local d, t d, t = SRC:date(period) local table = core.dateToTable(d) local CurTime = table.hour * 3600 + table.min * 60 + table.sec if (BeginT < EndT and CurTime > BeginT and CurTime < EndT) or (BeginT > EndT and (CurTime > BeginT or CurTime < EndT)) then return true else return false end end function CheckCloseTime(period) if instance.parameters.CloseAtEnd == true then if CheckValidTime(period) then return false else return true end end return false end -- the method enters to the market function enter(side) local valuemap valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = OFFER valuemap.AcctID = ACCOUNT valuemap.Quantity = AMOUNT valuemap.CustomID = CID valuemap.BuySell = side if STOP >= 1 then valuemap.PegTypeStop = "O" if side == "B" then valuemap.PegPriceOffsetPipsStop = -STOP else valuemap.PegPriceOffsetPipsStop = STOP end if USE_TRAILING_STOP then valuemap.TrailStepStop = 1 end end if LIMIT >= 1 then valuemap.PegTypeLimit = "O" if side == "B" then valuemap.PegPriceOffsetPipsLimit = LIMIT else valuemap.PegPriceOffsetPipsLimit = -LIMIT end end if (not CANCLOSE) and (STOP >= 1 or LIMIT >= 1) then valuemap.EntryLimitStop = "Y" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end function AsyncOperationFinished(cookie, success, message) if cookie == 1 then loaded = true priorbar = SRC:serial(SRC:size() - 2) elseif cookie == 200 then assert(success, message) end end local emailInit = false local delim local signalDescr local symbolDescr local messageDescr local dateDescr local priceDescr local introDescr local priceFormat -- --------------------------------------------------------- -- Formats the email subject and text -- @param source The signal source -- @param period The number of the period -- @param message The rest of the message to be added to the signal -- --------------------------------------------------------- function FormatEmail(source, period, message) --format email text if not (emailInit) then emailInit = true delim = "\013\010" signalDescr = resources:get("R_MailSignalHeader") symbolDescr = resources:get("R_MailSymbolHeader") messageDescr = resources:get("R_MailMessageHeader") dateDescr = resources:get("R_MailTimeHeader") priceDescr = resources:get("R_MailPriceHeader") introDescr = resources:get("R_MailIntroduction") priceFormat = "%." .. instance.bid:getPrecision() .. "f" end local ttime = core.dateToTable( core.host:execute("convertTime", 1, 4, math.max(instance.bid:date(NOW), instance.ask:date(NOW))) ) local r = delim .. introDescr .. delim .. signalDescr .. name .. delim .. symbolDescr .. instance.bid:instrument() .. delim .. messageDescr .. message .. delim .. dateDescr .. string.format( "%02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min ) .. delim .. priceDescr .. string.format(priceFormat, source[period]) .. delim return r end