-- Id: 1972
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=31&t=2375

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function Init()
    strategy:name("Trend Magic + SAR Strategy")
    strategy:description("The strategy trades using Trend Magic and SAR indicators")
    strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert")

    strategy.parameters:addGroup("Trend Magic Parameters")
    strategy.parameters:addInteger("CCI", "CCI", "", 50)
    strategy.parameters:addInteger("ATR", "ATR", "", 5)

    strategy.parameters:addGroup("SAR Parameters")
    strategy.parameters:addDouble("Step", "Step", "", 0.02, 0.001, 1)
    strategy.parameters:addDouble("Max", "Max Step", "", 0.2, 0.001, 10)

    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:addGroup("Auto Lot")
    strategy.parameters:addBoolean("AutoLot", "Increase trade size after loss position", "", false)
    strategy.parameters:addInteger("IncStep", "Step to increase in lots", "", 1, 1, 100)
    strategy.parameters:addInteger("IncMax", "Maximum trade size in lots", "", 5, 1, 100)

    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

local ShowAlert
local SoundFile
local Email
local AllowTrade
local Offer
local CanClose
local Account
local Amount
local BaseSize
local SetLimit
local Limit
local SetStop
local Stop
local TrailingStop
local RecurrentSound
local AutoLot
local IncStep
local IncMax
local tsource = nil
local TM = nil
local SAR = nil
local lastOpenRequest = nil -- the latest open request
local AutoLotCurr = 0
local lastExitPL = 0 -- profit loss on last exit call

function Prepare(onlyName)
    RecurrentSound = instance.parameters.Recurrent
    local SendEmail = instance.parameters.SendEmail
    if SendEmail then
        Email = instance.parameters.Email
    else
        Email = nil
    end
    assert(not (SendEmail) or (SendEmail and Email ~= ""), "Email address must be specified")

    assert(instance.parameters.TF ~= "t1", "The time frame must not be tick")
    assert(
        not (instance.parameters.PlaySound) or (instance.parameters.PlaySound and instance.parameters.SoundFile ~= ""),
        "Sound file must be chosen"
    )
    assert(core.indicators:findIndicator("TRENDMAGIC1") ~= nil, "Please download and install Trend Magic 1 indicator!")

    local name
    name =
        profile:id() ..
        "(" ..
            instance.bid:name() ..
                "." ..
                    instance.parameters.TF ..
                        "," ..
                            "TRENDMAGIC(" ..
                                instance.parameters.ATR ..
                                    "," ..
                                        instance.parameters.CCI ..
                                            ")," ..
                                                "SAR(" ..
                                                    instance.parameters.Step .. "," .. instance.parameters.Max .. "))"
    instance:name(name)

    ShowAlert = instance.parameters.ShowAlert
    if instance.parameters.PlaySound then
        SoundFile = instance.parameters.SoundFile
    else
        SoundFile = nil
    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)
        SetLimit = instance.parameters.SetLimit
        Limit = instance.parameters.Limit * instance.bid:pipSize()
        SetStop = instance.parameters.SetStop
        Stop = instance.parameters.Stop * instance.bid:pipSize()
        TrailingStop = instance.parameters.TrailingStop

        AutoLot = instance.parameters.AutoLot
        IncStep = instance.parameters.IncStep
        IncMax = instance.parameters.IncMax - Amount
    end

    if onlyName then
        return
    end

    tsource = ExtSubscribe(2, nil, instance.parameters.TF, true, "bar")
    TM = core.indicators:create("TRENDMAGIC1", tsource, instance.parameters.CCI, instance.parameters.ATR, true)
    SAR = core.indicators:create("SAR", tsource, instance.parameters.Step, instance.parameters.Max, true)
end

function ExtUpdate(id, source, period)
    if id == 2 then
        TM:update(core.UpdateLast)
        SAR:update(core.UpdateLast)
        -- check whether the signal appears
        if SAR.UP:hasData(period - 1) and SAR.DN:hasData(period) and TM.SIG[period] == 1 then
            -- switch to long
            if ShowAlert then
                terminal:alertMessage(
                    instance.bid:instrument(),
                    instance.bid[NOW],
                    "Enter Short",
                    instance.bid:date(NOW)
                )
            end

            if SoundFile ~= nil then
                terminal:alertSound(SoundFile, RecurrentSound)
            end

            if Email ~= nil then
                terminal:alertEmail(Email, "Enter Short", "Trend Lord Strategy have give Enter Short signal")
            end

            exit("S")
            enter("B")
        elseif SAR.DN:hasData(period - 1) and SAR.UP:hasData(period) and TM.SIG[period] == -1 then
            -- switch to short
            if ShowAlert then
                terminal:alertMessage(
                    instance.bid:instrument(),
                    instance.bid[NOW],
                    "Enter Long",
                    instance.bid:date(NOW)
                )
            end
            if SoundFile ~= nil then
                terminal:alertSound(SoundFile, RecurrentSound)
            end

            if Email ~= nil then
                terminal:alertEmail(Email, "Enter Short", "Trend Lord Strategy have give Enter Long signal")
            end

            exit("B")
            enter("S")
        end
    end
end

-- enter into the specified direction
function enter(BuySell)
    if not (AllowTrade) then
        return
    end

    local profitable = true
    local enum, row, valuemap, success, msg

    local count = 0
    enum = core.host:findTable("trades"):enumerator()
    row = enum:next()
    while count == 0 and row ~= nil do
        if row.AccountID == Account and row.OfferID == Offer and row.BS == BuySell then
            count = count + 1
        end
        row = enum:next()
    end

    -- do not enter if position in the
    -- specified direction already exists
    if count > 0 then
        return
    end

    -- check whether the previous trade was profitable (in case it closed
    -- earilier by stop or limit order
    -- the just closed trades are checked by exit procedure (see lastExitPL)
    if lastOpenRequest ~= nil then
        enum = core.host:findTable("closed trades"):enumerator()
        row = enum:next()
        profit = 0
        while row ~= nil do
            if row.OpenOrderReqID == lastOpenRequest then
                profit = profit + row.PL
            end
            row = enum:next()
        end
        profit = profit + lastExitPL
        if profit < 0 then
            profitable = false
        end
    end

    if AutoLot then
        if profitable then
            AutoLotCurr = 0
        else
            AutoLotCurr = AutoLotCurr + IncStep
            if AutoLotCurr > IncMax then
                AutoLotCurr = IncMax
            end
        end
    else
        AutoLotCurr = 0
    end
    lastExitPL = 0

    valuemap = core.valuemap()

    valuemap.OrderType = "OM"
    valuemap.OfferID = Offer
    valuemap.AcctID = Account
    valuemap.Quantity = (Amount + AutoLotCurr) * BaseSize
    valuemap.BuySell = BuySell
    valuemap.PegTypeStop = "M"

    if SetLimit then
        -- set limit order
        if BuySell == "B" then
            valuemap.RateLimit = instance.ask[NOW] + Limit
        else
            valuemap.RateLimit = instance.bid[NOW] - Limit
        end
    end

    if SetStop then
        -- set limit order
        if BuySell == "B" then
            valuemap.RateStop = instance.ask[NOW] - Stop
        else
            valuemap.RateStop = instance.bid[NOW] + Stop
        end
        if TrailingStop then
            valuemap.TrailStepStop = 1
        end
    end

    success, msg = terminal:execute(100, 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)
        )
        lastOpenRequest = nil
    else
        lastOpenRequest = msg -- keep latest open request id
    end
end

-- exit from the specified direction
function exit(BuySell)
    if not (AllowTrade) then
        return
    end

    local enum, row, valuemap, success, msg

    lastExitPL = 0
    -- check whether we have at least one trade on the specified account
    -- in the specified direction for the specified instrument
    local count = 0
    enum = core.host:findTable("trades"):enumerator()
    row = enum:next()
    while count == 0 and row ~= nil do
        if row.AccountID == Account and row.OfferID == Offer and row.BS == BuySell then
            count = count + 1
            lastExitPL = lastExitPL + row.PL
        end
        row = enum:next()
    end

    if count > 0 then
        valuemap = core.valuemap()

        -- switch the direction since the order must be in oppsite direction
        if BuySell == "B" then
            BuySell = "S"
        else
            BuySell = "B"
        end
        valuemap.OrderType = "CM"
        valuemap.OfferID = Offer
        valuemap.AcctID = Account
        valuemap.TradeID = "all"
        valuemap.NetQtyFlag = "Y"
        valuemap.BuySell = BuySell
        success, msg = terminal:execute(101, 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)
            )
        end
    end
end

dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")