-- More information about this indicator can be found at: -- https://fxcodebase.com/code/viewtopic.php?f=31&t=71689 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2021, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ --Support that the service we provide to the community be continued onward. --+------------------------------------------------------------------------------------------------+ --|BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --|Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --|SOL Address : 4tJXw7JfwF3KUPSzrTm1CoVq6Xu4hYd1vLk3VF2mjMYh | --|Cardano/ADA : addr1v868jza77crzdc87khzpppecmhmrg224qyumud6utqf6f4s99fvqv | --|Dogecoin Address : DBGXP1Nc18ZusSRNsj49oMEYFQgAvgBVA8 | --|SHIB Address : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735 | --|Binance(ERC20 & BSC only) : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c | --|BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --|LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("Three Candlestick strategy"); 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", "", "m1"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); CreateTradingParameters(); end function CreateTradingParameters() strategy.parameters:addGroup("Execution Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); strategy.parameters:addString("AccountType", "Account Type", "", "Automatic"); strategy.parameters:addStringAlternative("AccountType", "FIFO", "", "FIFO"); strategy.parameters:addStringAlternative("AccountType", "non FIFO", "", "NON"); strategy.parameters:addStringAlternative("AccountType", "Automatic", "", "Automatic"); strategy.parameters:addString("EntryExecutionType", "Entry Execution Type", "", "EndOfTurn"); strategy.parameters:addStringAlternative("EntryExecutionType", "End of Turn", "", "EndOfTurn"); strategy.parameters:addStringAlternative("EntryExecutionType", "Live", "", "Live"); --********************************************************************************************************* strategy.parameters:addString("ExitExecutionType", "Exit Execution Type", "", "EndOfTurn"); strategy.parameters:addStringAlternative("ExitExecutionType", "End of Turn", "", "EndOfTurn"); strategy.parameters:addStringAlternative("ExitExecutionType", "Live", "", "Live"); --********************************************************************************************************* strategy.parameters:addGroup("Trade Parameters"); strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true); strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "TCS"); strategy.parameters:addBoolean("use_own_positions", "Use Own Positions Only", "", true); strategy.parameters:addBoolean("opposite_after_stop", "Only opposite positions after stop", "", false); strategy.parameters:addBoolean("PositionCap", "Use Position Cap", "", false); strategy.parameters:addInteger("MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2); strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1); 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); strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false); strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 10); strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false); strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30); strategy.parameters:addString("TRAILING_STOP_TYPE", "Trailing stop type", "", "Dynamic"); strategy.parameters:addStringAlternative("TRAILING_STOP_TYPE", "Do not use", "", "No"); strategy.parameters:addStringAlternative("TRAILING_STOP_TYPE", "Dynamic", "", "Dynamic"); strategy.parameters:addStringAlternative("TRAILING_STOP_TYPE", "Fixed", "", "Fixed"); strategy.parameters:addDouble("FIXED_TRAILING_STOP", "% of profit or trailing step", "", 10, 10, 300); --********************************************************************************************************* 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("ManageExit", "Use Exit after Stop Time", "", true); --********************************************************************************************************* 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 AccountType; 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 TRAILING_STOP_TYPE; local FIXED_TRAILING_STOP; local ShowAlert; local Email; local SendEmail; local BaseSize; local EntyExecutionType, ExitExecutionType; local CloseOnOpposite local first; local Direction; local CustomID; local use_own_positions; local PositionCap; local TF; local OpenTime, CloseTime, ExitTime; local LastEntry, LastExit; local ToTime; local ValidInterval,UseMandatoryClosing; --********************************************************************************************************* local ManageExit,Exit; --********************************************************************************************************* local opposite_after_stop; local TRADES_UPDATE = 3; local ORDERS_UPDATE = 4; local closing_order_types = {}; local last_closed_trade_info = {}; --Indicator parameters function Prepare( nameOnly) CustomID = instance.parameters.CustomID; use_own_positions = instance.parameters.use_own_positions; name = profile:id() .. ", " .. instance.bid:name() .. ", " .. CustomID; instance:name(name); if nameOnly then return ; end AccountType = instance.parameters.AccountType; EntryExecutionType = instance.parameters.EntryExecutionType; ExitExecutionType= instance.parameters.ExitExecutionType; CloseOnOpposite = instance.parameters.CloseOnOpposite; MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection; MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition; Direction = instance.parameters.Direction == "direct"; TF= instance.parameters.TF; ToTime= instance.parameters.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 PositionCap = instance.parameters.PositionCap; ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; opposite_after_stop = instance.parameters.opposite_after_stop; LastEntry=nil; LastExit=nil; --********************************************************************************************************* ManageExit = instance.parameters.ManageExit; Exit= instance.parameters.Exit; --********************************************************************************************************* --Indicator parameters ThirdCandleClose = instance.parameters.ThirdCandleClose; assert(TF ~= "t1", "The time frame must not be tick"); PrepareTrading(); assert(core.indicators:findIndicator("THREE CANDLESTICK INDICATOR") ~= nil, "Please, download and install THREE CANDLESTICK INDICATOR.LUA indicator"); if EntryExecutionType== "Live" --**************************************************************************************************** or ExitExecutionType== "Live" --****************************************************************************************************** then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close"); end Source = ExtSubscribe(2, nil, TF, instance.parameters.Type == "Bid", "bar"); Indicator = core.indicators:create("THREE CANDLESTICK INDICATOR", Source ); first=Indicator.DATA:first(); ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; 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 core.host:execute("subscribeTradeEvents", TRADES_UPDATE, "trades"); core.host:execute("subscribeTradeEvents", ORDERS_UPDATE, "orders"); end function ReleaseInstance() core.host:execute ("killTimer", 100); 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 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); if AccountType== "FIFO" then CanClose=false; elseif AccountType== "NON" then CanClose=true; else CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account); end SetLimit = instance.parameters.SetLimit; Limit = instance.parameters.Limit; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TRAILING_STOP_TYPE = instance.parameters.TRAILING_STOP_TYPE; FIXED_TRAILING_STOP = instance.parameters.FIXED_TRAILING_STOP; 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 ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if period < 0 then return; end now = core.host:execute("getServerTime"); now= core.host:execute ("convertTime", core.TZ_EST, ToTime, now); -- get only time now = now - math.floor(now); -- update indicators. Indicator:update(core.UpdateLast); ExitFunction(id, now,period); EntryFunction(id,now,period); end function ExitFunction(id, now,period) if not Exit then return; end if not InRange(now, OpenTime, CloseTime) and not ManageExit then return; end if (ExitExecutionType== "EndOfTurn" and id==2) then -- period1= period; -- period2= core.findDate (Source2, Source1:date(period), false); -- period3= core.findDate (Source3, Source1:date(period), false); elseif (ExitExecutionType== "Live" and id==1) then period= core.findDate (Source, TickSource:date(period), false); -- period2= core.findDate (Source2, TickSource:date(period), false); -- period3= core.findDate (Source3, TickSource:date(period), false); else return; end --///////////////////////////////////////////////////////////////// if LastExit == Source:serial(period) --or not MA.DATA:hasData(period) then return; end --///////////////////////////////////////////////////////////////////// if Indicator.EXIT[period]==2 or Indicator.Trade[period]==-1 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 LastExit= Source:serial(period); end if Indicator.EXIT[period]==-2 or Indicator.Trade[period]==1 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 LastExit= Source:serial(period); end end function EntryFunction( id, now,period) if not InRange(now, OpenTime, CloseTime) then return ; end if(EntryExecutionType== "EndOfTurn" and id==2) --///////////////////////////////////////////////////////////////// then period = period; elseif (EntryExecutionType== "Live" and id==1) then period = core.findDate (Source , TickSource:date(period), false); else return; end --///////////////////////////////////////////////////////////////// if LastEntry == Source:serial(period) --or not MA.DATA:hasData(period) then return; end --///////////////////////////////////////////////////////////////// local Return=false; --[[ Bullish Signal First Candle - bearish Second Candle - bearish Third Candle - Bullish and close above the high of first candle Take Profit is 10 Points Stop Loss is low of the third candle or fixed stop loss of 30 points Bearish Signal First Candle - bullish Second Candle - bullish Third Candle - Bearish and close below the low of first candle Take Profit is 10 Points Stop Loss is high of the third candle or fixed stop loss of 30 points ]] -- only buy if we have a fast cross over slow and the price is above the moving averages. if Indicator.Trade[period]==1 then if Direction then BUY(); else SELL(); end LastEntry= Source:serial(period); Return=true; elseif Indicator.Trade[period]==-1 then if Direction then SELL(); else BUY(); end LastEntry= Source:serial(period); Return=true; end return Return; 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)); elseif cookie == TRADES_UPDATE 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 then last_closed_trade_info.side = closed_trade.BS; last_closed_trade_info.close_order_type = closing_order_types[closed_trade.CloseOrderID]; end end elseif cookie == ORDERS_UPDATE then local order_id = message; local order = core.host:findTable("orders"):find("OrderID", order_id); if order ~= nil then if order.Stage == "C" then closing_order_types[order.OrderID] = order.Type; end end end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then --if CanClose and CloseOnOpposite and haveTrades("S") 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",0); else Signal ("Buy Signal"); end end -- We have 4 Long possitions -- We call HEDGELONG -- Option 1 - We have 4 Long possitions + 4 Short possitions (Line 697 commented) -- Option 2 - We have 4 Short possitions (Line 697 uncommented) -- to work your ALLOWEDSIDE should be set to Both function HEDGELONG () if ALLOWEDSIDE == "Buy" and haveTrades("B") then -- we are not allowed sells. return; end if not haveTrades("B") then return; end if AllowTrade then local bCount= tradesCount("B"); if bCount > 0 then exitSpecific("B"); Signal ("Hedge Long"); --< Option 1 and Option 2 enter("S", bCount); end else Signal ("Hedge Long"); end end function HEDGESHORT () if ALLOWEDSIDE == "Sell" and haveTrades("S") then -- we are not allowed buys. return; end if not haveTrades("S") then return; end if AllowTrade then local sCount= tradesCount("S"); if sCount > 0 then exitSpecific("S"); Signal ("Hedge Short"); enter("B", sCount); end else Signal ("Hedge Short"); end end function SELL () if AllowTrade then --if CanClose and CloseOnOpposite and haveTrades("B") 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",0); 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, profile:id().. " : " .. Label , FormatEmail(Source, NOW, Label)); 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 or not use_own_positions) 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 or not use_own_positions) and (row.BS == BuySell or BuySell == nil) then found = true; break; end row = enum:next(); end return found; end function AllowThisSize(side) if not opposite_after_stop then return true; end if last_closed_trade_info.side == nil then return true; end return last_closed_trade_info.side ~= side or last_closed_trade_info.close_order_type ~= "S"; end -- enter into the specified direction function enter(BuySell, hCount) -- do not enter if position in the specified direction already exists if (tradesCount(BuySell) >= MaxNumberOfPosition or (tradesCount(nil) >= MaxNumberOfPositionInAnyDirection)) and PositionCap or not AllowThisSize(BuySell) 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,hCount); end -- enter into the specified direction function MarketOrder(BuySell,hCount) -- if trade_in_progress then --return; --end -- trade_in_progress=true; local valuemap, success, msg; valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; if hCount > 0 then valuemap.Quantity = hCount * BaseSize; else valuemap.Quantity = Amount * BaseSize; end 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 TRAILING_STOP_TYPE == "Dynamic" then valuemap.TrailStepStop = 1; elseif TRAILING_STOP_TYPE ~= "No" then valuemap.TrailStepStop = FIXED_TRAILING_STOP; 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 function exitSpecific(BuySell) if not AllowTrade then return; end --side -- closes all positions of the specified direction (B for buy, S for sell) 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 == BuySell and (row.QTXT == CustomID or not use_own_positions) 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 = CustomID; if row.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end 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 else -- FIFO account, create an opposite market order valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; --valuemap.Quantity = Amount*BaseSize; valuemap.Quantity = row.Lot; valuemap.CustomID = CustomID; if row.BS == "B" then valuemap.BuySell = "S"; else valuemap.BuySell = "B"; end 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 end end end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");