-- Id: 4362 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=5440 --+------------------------------------------------------------------+ --| 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() --The strategy profile initialization strategy:name("Sathiam strategy 2") strategy:description("Sathiam strategy 2") strategy:setTag( "NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound,ShowAlert,Account,CanTrade,Email,SendEmail" ) strategy:setTag("Version", "1.1") strategy.parameters:addGroup("Parameters") strategy.parameters:addInteger("EMA_Period", "EMA_Period", "", 5) strategy.parameters:addInteger("SMA_Period", "SMA_Period", "", 8) strategy.parameters:addInteger("MACD_FastPeriod", "MACD_FastPeriod", "", 21) strategy.parameters:addInteger("MACD_SlowPeriod", "MACD_SlowPeriod", "", 55) strategy.parameters:addInteger("MACD_SignalPeriod", "MACD_SignalPeriod", "", 8) strategy.parameters:addInteger("SSD_PeriodK", "SSD_PeriodK", "", 8) strategy.parameters:addInteger("SSD_SlowPeriodD", "SSD_SlowPeriodD", "", 5) strategy.parameters:addInteger("SSD_PeriodD", "SSD_PeriodD", "", 3) strategy.parameters:addString("Price", "Price", "", "close") strategy.parameters:addStringAlternative("Price", "close", "", "close") strategy.parameters:addStringAlternative("Price", "open", "", "open") strategy.parameters:addStringAlternative("Price", "high", "", "high") strategy.parameters:addStringAlternative("Price", "low", "", "low") strategy.parameters:addStringAlternative("Price", "median", "", "median") strategy.parameters:addStringAlternative("Price", "typical", "", "typical") strategy.parameters:addStringAlternative("Price", "weighted", "", "weighted") strategy.parameters:addGroup("Strategy Parameters") strategy.parameters:addDouble("Level", "Level", "Level", 50) strategy.parameters:addString("TypeSignal", "Type of signal", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "direct", "", "direct") strategy.parameters:addStringAlternative("TypeSignal", "reverse", "", "reverse") 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, 100) 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:addString("AllowDirection", "Allow direction for positions", "", "Both") strategy.parameters:addStringAlternative("AllowDirection", "Both", "", "Both") strategy.parameters:addStringAlternative("AllowDirection", "Long", "", "Long") strategy.parameters:addStringAlternative("AllowDirection", "Short", "", "Short") 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 -- Signal Parameters local ShowAlert local SoundFile local RecurrentSound local SendEmail, Email -- Internal indicators local EMA = nil local SMA = nil local MACD = nil local SSD = nil -- Strategy parameters local openLevel = 0 local closeLevel = 0 local confirmTrend -- Trading parameters local AllowTrade = nil local Account = nil local Amount = nil local BaseSize = nil local PipSize local SetLimit = nil local Limit = nil local SetStop = nil local Stop = nil local TrailingStop = nil local CanClose = nil local AllowDirection -- -- -- function Prepare(nameOnly) ShowAlert = instance.parameters.ShowAlert AllowDirection = instance.parameters.AllowDirection local PlaySound = instance.parameters.PlaySound if PlaySound then SoundFile = instance.parameters.SoundFile else SoundFile = nil end assert(not (PlaySound) or SoundFile ~= "", "Sound file must be chosen") RecurrentSound = instance.parameters.Recurrent local SendEmail = instance.parameters.SendEmail if SendEmail then Email = instance.parameters.Email else Email = nil end assert(not (SendEmail) or Email ~= "", "Email address must be specified") assert(instance.parameters.TF ~= "t1", "The time frame must not be tick") local name name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. "," .. "EMA(" .. instance.parameters.EMA_Period .. "), SMA(" .. instance.parameters.SMA_Period .. "), MACD(" .. instance.parameters.MACD_FastPeriod .. ", " .. instance.parameters.MACD_SlowPeriod .. ", " .. instance.parameters.MACD_SignalPeriod .. "), SSD(" .. instance.parameters.SSD_PeriodK .. ", " .. instance.parameters.SSD_SlowPeriodD .. ", " .. instance.parameters.SSD_PeriodD .. "))" instance:name(name) if nameOnly then return 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) PipSize = instance.bid:pipSize() SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end Source = ExtSubscribe(2, nil, instance.parameters.TF, true, "bar") Price = instance.parameters.Price if Price == "close" then Source_ = Source.close elseif Price == "open" then Source_ = Source.open elseif Price == "high" then Source_ = Source.high elseif Price == "low" then Source_ = Source.low elseif Price == "typical" then Source_ = Source.typical elseif Price == "median" then Source_ = Source.median else Source_ = Source.weighted end EMA = core.indicators:create("EMA", Source_, instance.parameters.EMA_Period) SMA = core.indicators:create("MVA", Source_, instance.parameters.SMA_Period) MACD = core.indicators:create( "MACD", Source_, instance.parameters.MACD_FastPeriod, instance.parameters.MACD_SlowPeriod, instance.parameters.MACD_SignalPeriod ) SSD = core.indicators:create( "SSD", Source, instance.parameters.SSD_PeriodK, instance.parameters.SSD_SlowPeriodD, instance.parameters.SSD_PeriodD ) ExtSetupSignal(profile:id() .. ":", ShowAlert) ExtSetupSignalMail(name) end function haveTrades(BuySell) local enum = core.host:findTable("trades"):enumerator() local row = enum:next() while (not found) and (row ~= nil) do if row.AccountID == Account and (row.BS == BuySell or BuySell == nil) then return true; end row = enum:next() end return false end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. EMA:update(core.UpdateLast) SMA:update(core.UpdateLast) MACD:update(core.UpdateLast) SSD:update(core.UpdateLast) -- Check that we have enough data if (EMA.DATA:first() > (period - 1)) then return end if (SMA.DATA:first() > (period - 1)) then return end if (MACD.DATA:first() > (period - 1)) then return end if (SSD.DATA:first() > (period - 1)) then return end local pipSize = instance.bid:pipSize() local trades = core.host:findTable("trades") local MustOpenB = false local MustOpenS = false local MustCloseB = false local MustCloseS = false if SSD.K[period - 1] < SSD.D[period - 1] and SSD.K[period] > SSD.D[period] and SSD.K[period] < instance.parameters.Level and MACD.MACD[period] > MACD.SIGNAL[period] then if instance.parameters.TypeSignal == "direct" then MustOpenB = true else MustOpenS = true end end if SSD.K[period - 1] > SSD.D[period - 1] and SSD.K[period] < SSD.D[period] and SSD.K[period] > instance.parameters.Level and MACD.MACD[period] < MACD.SIGNAL[period] then if instance.parameters.TypeSignal == "direct" then MustOpenS = true else MustOpenB = true end end if EMA.DATA[period - 1] > SMA.DATA[period - 1] and EMA.DATA[period] < SMA.DATA[period] then if instance.parameters.TypeSignal == "direct" then MustCloseB = true else MustCloseS = true end end if EMA.DATA[period - 1] < SMA.DATA[period - 1] and EMA.DATA[period] > SMA.DATA[period] then if instance.parameters.TypeSignal == "direct" then MustCloseS = true else MustCloseB = true end end if instance.parameters.AllowDirection == "Short" then MustOpenB = false end if instance.parameters.AllowDirection == "Long" then MustOpenS = false end if (haveTrades()) then local enum = trades:enumerator() while true do local row = enum:next() if row == nil then break end if row.AccountID == Account and row.OfferID == Offer then -- Close position if we have corresponding closing conditions. if row.BS == "B" then if MustCloseB then if ShowAlert then ExtSignal(source, period, "Close BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Close(row) end end if MustOpenS then if ShowAlert then ExtSignal(source, period, "Open SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("S") end end elseif row.BS == "S" then if MustCloseS then if ShowAlert then ExtSignal(source, period, "Close SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Close(row) end end if MustOpenB then if ShowAlert then ExtSignal(source, period, "Open BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("B") end end end end end else if MustOpenB == true then if ShowAlert then ExtSignal(source, period, "BUY", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("B") end end if MustOpenS == true then if ShowAlert then ExtSignal(source, period, "SELL", SoundFile, Email, RecurrentSound) end if AllowTrade then Open("S") end end end end -- The strategy instance finalization. function ReleaseInstance() end -- The method enters to the market function Open(side) local valuemap valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = Amount * BaseSize valuemap.CustomID = CID valuemap.BuySell = side valuemap.QTXT = "1" if SetStop and CanClose then valuemap.PegTypeStop = "O" if side == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end if TrailingStop then valuemap.TrailStepStop = 1 end end if SetLimit and CanClose then valuemap.PegTypeLimit = "O" if side == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end success, msg = terminal:execute(200, valuemap) assert(success, msg) -- FIFO Account, in that case we have to open Net Limit and Stop Orders if not (CanClose) then if SetStop then valuemap = core.valuemap() valuemap.OrderType = "SE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] - Stop * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] + Stop * PipSize valuemap.Rate = rate end if TrailingStop then valuemap.TrailUpdatePips = 1 end success, msg = terminal:execute(200, valuemap) --core.host:trace('Set stop @ ' .. rate); assert(success, msg) end if SetLimit then valuemap = core.valuemap() valuemap.OrderType = "LE" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.NetQtyFlag = "y" if side == "B" then valuemap.BuySell = "S" rate = instance.ask[NOW] + Limit * PipSize valuemap.Rate = rate elseif side == "S" then valuemap.BuySell = "B" rate = instance.bid[NOW] - Limit * PipSize valuemap.Rate = rate end success, msg = terminal:execute(200, valuemap) --core.host:trace('Set limit @ ' .. rate); assert(success, msg) end end end -- Closes specific position function Close(trade) local valuemap valuemap = core.valuemap() if CanClose then -- non-FIFO account, create a close market order valuemap.OrderType = "CM" valuemap.TradeID = trade.TradeID else -- FIFO account, create an opposite market order valuemap.OrderType = "OM" end valuemap.OfferID = trade.OfferID valuemap.AcctID = trade.AccountID valuemap.Quantity = trade.Lot valuemap.CustomID = trade.QTXT if trade.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(200, valuemap) assert(success, msg) end function AsyncOperationFinished(cookie, successful, message) if not successful then core.host:trace("Error: " .. message) end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")