-- Id: 19930
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=31&t=4134&start=10

--+------------------------------------------------------------------+
--|                               Copyright © 2016, Gehtsoft USA LLC | 
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  | 
--|                                    Paypal: https://goo.gl/9Rj74e |
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |  
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |                    
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+




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:addBoolean("SetLimit", "Set Limit Orders", "", false);
    strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30);
    strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false);
    strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30);
    strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false);


    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);
    
    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 NON Trading", "", "17:00:00");
    strategy.parameters:addString("StopTime", "Stop Time for NON Trading", "", "17:30:00");

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;
local SetLimit;
local Limit;
local SetStop;
local Stop;
local TrailingStop;
local OpenTime, CloseTime;
local ToTime;

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;
        SetLimit = instance.parameters.SetLimit;
        Limit = instance.parameters.Limit;
        SetStop = instance.parameters.SetStop;
        Stop = instance.parameters.Stop;
        TrailingStop = instance.parameters.TrailingStop;
    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;
    
    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
	
	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");

end

function Update()
    local period;

    if not loaded then
        return ;
    end

	local now = core.host:execute("getServerTime");
	now = core.host:execute("convertTime", core.TZ_EST, ToTime, now);
   -- get only time
    now = now - math.floor(now);		
	if now >= OpenTime and now <= CloseTime 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;
    
    -- add stop/limit
    valuemap.PegTypeStop = "O";
    if SetStop then 
        if side == "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 side == "B" then
            valuemap.PegPriceOffsetPipsLimit = Limit;
        else
            valuemap.PegPriceOffsetPipsLimit = -Limit;
        end
    end

    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

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