-- Id: 3834 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=4134 --+------------------------------------------------------------------+ --| Copyright © 2019, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.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("Trades the Traders Dynamic Index Indicator data") strategy:description("Implements scalping, active and moderate trading strategies for the Traders Index Indicator") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Traders Dynamic Index Calculation") strategy.parameters:addInteger("RSI_N", "RSI Periods", "Recommended values are in 8-25 range", 13, 2, 1000) strategy.parameters:addInteger( "VB_N", "Volatility Band", "Number of periods to find volatility band. Recommended value is 20-40", 34, 2, 1000 ) strategy.parameters:addDouble("VB_W", "Volatility Band Width", "", 1.6185, 0, 100) strategy.parameters:addInteger("RSI_P_N", "RSI Price Line Periods", "", 2, 1, 1000) strategy.parameters:addString("RSI_P_M", "RSI Price Line Smoothing Method", "", "MVA") strategy.parameters:addStringAlternative("RSI_P_M", "MVA(SMA)", "", "MVA") strategy.parameters:addStringAlternative("RSI_P_M", "EMA", "", "EMA") strategy.parameters:addStringAlternative("RSI_P_M", "LWMA", "", "LWMA") strategy.parameters:addStringAlternative("RSI_P_M", "LSMA(Regression)", "", "REGRESSION") strategy.parameters:addStringAlternative("RSI_P_M", "SMMA", "", "SMMA") strategy.parameters:addStringAlternative("RSI_P_M", "WMA(Wilders)", "", "WMA") strategy.parameters:addStringAlternative("RSI_P_M", "KAMA(Kaufman)", "", "KAMA") strategy.parameters:addInteger("TS_N", "Trade Signal Line Periods", "", 7, 1, 1000) strategy.parameters:addString("TS_M", "Trade Signal Line Smoothing Method", "", "MVA") strategy.parameters:addStringAlternative("TS_M", "MVA(SMA)", "", "MVA") strategy.parameters:addStringAlternative("TS_M", "EMA", "", "EMA") strategy.parameters:addStringAlternative("TS_M", "LWMA", "", "LWMA") strategy.parameters:addStringAlternative("TS_M", "LSMA(Regression)", "", "REGRESSION") strategy.parameters:addStringAlternative("TS_M", "SMMA", "", "SMMA") strategy.parameters:addStringAlternative("TS_M", "WMA(Wilders)", "", "WMA") strategy.parameters:addStringAlternative("TS_M", "KAMA(Kaufman)", "", "KAMA") strategy.parameters:addGroup("Levels") strategy.parameters:addInteger("L1", "Low Level", "", 32, 0, 100) strategy.parameters:addInteger("L2", "Middle Level", "", 50, 0, 100) strategy.parameters:addInteger("L3", "High Level", "", 68, 0, 100) strategy.parameters:addGroup("Price") strategy.parameters:addString("TF", "Target Timeframe", "", "H1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addString("T", "Target Price", "", "close") strategy.parameters:addStringAlternative("T", "Open", "", "open") strategy.parameters:addStringAlternative("T", "High", "", "high") strategy.parameters:addStringAlternative("T", "Low", "", "low") strategy.parameters:addStringAlternative("T", "Close", "", "close") strategy.parameters:addStringAlternative("T", "Median", "", "median") strategy.parameters:addStringAlternative("T", "Typical", "", "typical") strategy.parameters:addStringAlternative("T", "Weighed", "", "weighted") strategy.parameters:addGroup("Trading") strategy.parameters:addInteger("S", "Strategy", "", 2) strategy.parameters:addIntegerAlternative("S", "Scaliping", "", 0) strategy.parameters:addIntegerAlternative("S", "Active", "", 1) strategy.parameters:addIntegerAlternative("S", "Moderate", "", 2) strategy.parameters:addInteger("BM", "Bar Mode", "", 0) strategy.parameters:addIntegerAlternative("BM", "On Closed Bar", "", 0) strategy.parameters:addIntegerAlternative("BM", "On Active Bar", "", 1) strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false) strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE) strategy.parameters:addString("Account", "Choose Account to trade on", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) strategy.parameters:addInteger("Amount", "Trading amount (in lots)", "", 1, 1, 100) strategy.parameters:addGroup("Alert") strategy.parameters:addBoolean("ShowAlert", "Show Alerts", "", false) 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", "", false) end local ShowAlert, PlaySound, SoundFile, RecurrentSound local AllowTrade, OfferID, AccountID, LotSize, Instrument local Price, ATDI, E, X local loaded = false local BarMode, LastSerial, first local name local BaseSize function Prepare(onlyName) assert( core.indicators:findIndicator("TRADERSDYNAMICINDEX") ~= nil, "Please download and install TradersDynamicIndex.lua indicator" ) assert( core.indicators:findIndicator("ANALYZETRADERSDYNAMICINDEX") ~= nil, "Please download and install AnalyzeTradersDynamicIndex.lua indicator" ) assert(instance.parameters.TF ~= "t1", "The strategy cannot be applied on ticks") assert( not (instance.parameters.PlaySound) or (instance.parameters.PlaySound and instance.parameters.SoundFile ~= "" and instance.parameters.SoundFile ~= nil), "The sound file must be chosen" ) local sn if instance.parameters.S == 0 then sn = "Scalping" elseif instance.parameters.S == 1 then sn = "Active" else sn = "Moderate" end name = profile:id() .. "(" .. instance.bid:instrument() .. "[" .. instance.parameters.TF .. "]" .. "." .. instance.parameters.T .. "," .. sn .. "," .. instance.parameters.RSI_N .. "," .. instance.parameters.VB_N .. "," .. instance.parameters.VB_W .. "," .. instance.parameters.RSI_P_N .. "," .. instance.parameters.RSI_P_M .. "," .. instance.parameters.TS_N .. "," .. instance.parameters.TS_M .. ")" instance:name(name) if onlyName then return end ShowAlert = instance.parameters.ShowAlert PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile RecurrentSound = instance.parameters.RecurrentSound end AllowTrade = instance.parameters.AllowTrade Instrument = instance.bid:instrument() if AllowTrade then AccountID = instance.parameters.Account BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), AccountID) Amount = instance.parameters.Amount * BaseSize OfferID = core.host:findTable("offers"):find("Instrument", Instrument).OfferID end Price = core.host:execute("getHistory", 1, Instrument, instance.parameters.TF, 0, 0, true) local pTDI = core.indicators:findIndicator("ANALYZETRADERSDYNAMICINDEX") local p = pTDI:parameters() p:setInteger("RSI_N", instance.parameters.RSI_N) p:setInteger("VB_N", instance.parameters.VB_N) p:setDouble("VB_W", instance.parameters.VB_W) p:setInteger("RSI_P_N", instance.parameters.RSI_P_N) p:setString("RSI_P_M", instance.parameters.RSI_P_M) p:setInteger("TS_N", instance.parameters.TS_N) p:setString("TS_M", instance.parameters.TS_M) p:setInteger("L1", instance.parameters.L1) p:setInteger("L2", instance.parameters.L2) p:setInteger("L3", instance.parameters.L3) p:setInteger("S", instance.parameters.S) p:setString("T", instance.parameters.T) ATDI = pTDI:createInstance(Price, p) E = ATDI.E X = ATDI.X first = math.max(E:first(), X:first()) + 1 BarMode = instance.parameters.BM end function Update() local period if not loaded then return end period = Price:size() - 1 if BarMode == 1 and period < first then -- work on current bar, not enough data return end if BarMode == 0 then -- work on closed bar if LastSerial == nil then -- first tick received, ignore the current bar LastSerial = Price:serial(period) return elseif LastSerial == Price:serial(period) then -- this bar has been already processed return else -- the first tick of a new bar LastSerial = Price:serial(period) period = period - 1 end end ATDI:update(core.UpdateLast) -- check exit condition if X[period] > 0.1 then -- exit long ExitLong() elseif X[period] < -0.1 then ExitShort() -- exit shorts end -- check entry codition if E[period] > 0.1 and E[period - 1] <= 0 then EnterLong() elseif E[period] < -0.1 and E[period - 1] >= 0 then EnterShort() end end function ExitLong() Alert("Exit Long", false) if AllowTrade then Exit("B") end end function ExitShort() Alert("Exit Short", false) if AllowTrade then Exit("S") end end function EnterLong() Alert("Enter Long", false) if AllowTrade then Exit("S") Enter("B") end end function EnterShort() Alert("Enter Short", false) if AllowTrade then Exit("B") Enter("S") end end function Alert(msg, errorAlert) if ShowAlert or errorAlert then terminal:alertMessage(Instrument, instance.bid[NOW], name .. ":" .. msg, instance.bid:date(NOW)) end if PlaySound and not errorAlert then terminal:alertSound(SoundFile, RecurrentSound) end end function Exit(side) if not hasPosition(side) then return end local msg, valuemap valuemap = core.valuemap() valuemap.OrderType = "CM" valuemap.OfferID = OfferID valuemap.AcctID = AccountID if side == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end valuemap.NetQtyFlag = "y" success, msg = terminal:execute(101, valuemap) if not success then Alert("Close Order Failed:" .. msg, true) end end function Enter(side) if hasPosition(side) then return end local msg, valuemap valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = OfferID valuemap.AcctID = AccountID valuemap.Quantity = Amount valuemap.BuySell = side success, msg = terminal:execute(100, valuemap) if not success then Alert("Open Order Failed:" .. msg, true) end end function hasPosition(side) local enum = core.host:findTable("trades"):enumerator() local row while true do row = enum:next() if row == nil then break end if row.AccountID == AccountID and row.OfferID == OfferID and row.BS == side then return true end end return false end function AsyncOperationFinished(cookie, success, msg) if cookie == 1 then loaded = true elseif cookie == 100 then if not success then Alert("Open Order Failed:" .. msg, true) end elseif cookie == 101 then if not success then Alert("Close Order Failed:" .. msg, true) end end end