-- Id: 18033 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=64611 --+------------------------------------------------------------------+ --| 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() --The strategy profile initialization strategy:name("Two Instrument Strategy") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound,ShowAlert"); strategy:description("") strategy.parameters:addString("instrument_1", "Instrument 1", "", "EUR/USD") strategy.parameters:setFlag("instrument_1", core.FLAG_INSTRUMENTS) strategy.parameters:addInteger("mva_1_period", "Instrument 1 Moving Average Period", "", 7) strategy.parameters:addString("instrument_2", "Instrument 2", "", "EUR/USD") strategy.parameters:setFlag("instrument_2", core.FLAG_INSTRUMENTS) strategy.parameters:addInteger("mva_2_period", "Instrument 2 Moving Average Period", "", 7) 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("EntryExecutionType", "Entry Execution Type", "", "Live") strategy.parameters:addStringAlternative("EntryExecutionType", "End of Turn", "", "EndOfTurn") strategy.parameters:addStringAlternative("EntryExecutionType", "Live", "", "Live") strategy.parameters:addBoolean("use_exit", "Optional exit", "", false) 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", "TIS" ) 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, 1, 1000000) 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:addBoolean("UseBreakeven", "Use Breakeven ", "", false) strategy.parameters:addDouble("Profit", "Breakeven Level", "", 10) 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("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 OpenTime, CloseTime, ExitTime, ValidInterval, UseMandatoryClosing local Source_1, TickSource_1 local Source_2, TickSource_2 local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition local SoundFile = nil local RecurrentSound = false local ALLOWEDSIDE local AllowTrade local instrument_1 = {} local instrument_2 = {} local Account local Amount local SetLimit local Limit local SetStop local Stop local TrailingStop local ShowAlert local Email local SendEmail local EntryExecutionType local CloseOnOpposite local IsDirectDirection local CustomID local PositionCap local TF local OpenTime, CloseTime, ExitTime local LastEntry, LastExit local ToTime local Profit local UseBreakeven local minChange local TICK_SOURCE_1 = 1 local TICK_SOURCE_2 = 2 local BAR_SOURCE_1 = 3 local BAR_SOURCE_2 = 4 local indicator_1 local indicator_2 local UseExit = false --Indicator parameters function Prepare(nameOnly) CustomID = instance.parameters.CustomID EntryExecutionType = instance.parameters.EntryExecutionType ExitExecutionType = instance.parameters.EntryExecutionType CloseOnOpposite = instance.parameters.CloseOnOpposite MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition IsDirectDirection = instance.parameters.Direction == "direct" TF = instance.parameters.TF ToTime = instance.parameters.ToTime Profit = instance.parameters.Profit UseBreakeven = instance.parameters.UseBreakeven UseExit = instance.parameters.use_exit minChange = math.pow(10, -instance.bid:getPrecision()) 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 LastEntry = nil LastExit = nil assert(TF ~= "t1", "The time frame must not be tick") local name name = profile:id() .. "( " .. instance.bid:name() .. ", " .. CustomID .. " )" instance:name(name) PrepareTrading() if nameOnly then return end if EntryExecutionType == "Live" or ExitExecutionType == "Live" or UseBreakeven then TickSource_1 = ExtSubscribe( TICK_SOURCE_1, instance.parameters.instrument_1, "t1", instance.parameters.Type == "Bid", "close" ) TickSource_2 = ExtSubscribe( TICK_SOURCE_2, instance.parameters.instrument_2, "t1", instance.parameters.Type == "Bid", "close" ) end Source_1 = ExtSubscribe(BAR_SOURCE_1, instance.parameters.instrument_1, TF, instance.parameters.Type == "Bid", "bar") Source_2 = ExtSubscribe(BAR_SOURCE_2, instance.parameters.instrument_2, TF, instance.parameters.Type == "Bid", "bar") indicator_1 = core.indicators:create("MVA", Source_1, instance.parameters.mva_1_period) indicator_2 = core.indicators:create("MVA", Source_2, instance.parameters.mva_2_period) 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 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), ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or -- time in ole format (h == 24 and m == 0 and s == 0)) -- validity flag 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 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 instrument_1.BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.parameters.instrument_1, Account) instrument_2.BaseSize = core.host:execute("getTradingProperty", "baseUnitSize", instance.parameters.instrument_2, Account) instrument_1.Offer = core.host:findTable("offers"):find("Instrument", instance.parameters.instrument_1).OfferID instrument_2.Offer = core.host:findTable("offers"):find("Instrument", instance.parameters.instrument_2).OfferID instrument_1.CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.parameters.instrument_1, Account) instrument_2.CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.parameters.instrument_2, Account) SetLimit = instance.parameters.SetLimit Limit = instance.parameters.Limit SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end local requestId function moveStop(rate, side, row) local trade = core.host:findTable("trades"):find("TradeID", row.TradeID) if trade == nil then return end if requestId ~= nil then order = core.host:findTable("orders"):find("RequestID", requestId) if order ~= nil then orderId = order.OrderID requestId = nil end end -- ======================================================================= -- CREATE NEW ORDER -- -- ======================================================================= -- Check that order is stil exist local order = nil if orderId ~= nil then order = core.host:findTable("orders"):find("OrderID", orderId) end if order == nil then -- ======================================================================= -- CREATE NEW ORDER -- -- ======================================================================= valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OfferID = row.OfferID valuemap.Rate = rate valuemap.BuySell = side if instrument_1.CanClose then local trade = core.host:findTable("trades"):find("TradeID", row.TradeID) valuemap.OrderType = "S" valuemap.AcctID = trade.AccountID valuemap.TradeID = trade.TradeID valuemap.Quantity = trade.Lot else valuemap.OrderType = "SE" valuemap.AcctID = Account valuemap.NetQtyFlag = "Y" end success, msg = terminal:execute(200, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW) ) else requestId = core.parseCsv(msg)[0] end else -- ======================================================================= -- CHANGE EXISTING ORDER -- -- ======================================================================= if math.abs(rate - order.Rate) > minChange then -- stop exists valuemap = core.valuemap() valuemap.Command = "EditOrder" valuemap.AcctID = order.AccountID valuemap.OrderID = order.OrderID valuemap.Rate = rate success, msg = terminal:execute(200, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[NOW], "Failed change stop " .. msg, instance.bid:date(NOW) ) end end end end local moveStops = {} function DoBreakevenLogic(id, source, period, instrument) -- check whether trade exists 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 == instrument.Offer then if row.PL >= Profit then if row.BS == "B" then stopValue = instance.ask[NOW] - row.PL * source:pipSize() stopSide = "S" else stopValue = instance.bid[NOW] + row.PL * source:pipSize() stopSide = "B" end if moveStops[row.TradeID] ~= true then moveStop(stopValue, stopSide, row) moveStops[row.TradeID] = true end end end row = enum:next() end end function IsTickSource(id) return id == TICK_SOURCE_1 or id == TICK_SOURCE_2 end function IsBarSource(id) return id == BAR_SOURCE_1 or id == BAR_SOURCE_2 end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if period < 0 then return end indicator_1:update(core.UpdateLast) indicator_2:update(core.UpdateLast) if IsTickSource(id) and UseBreakeven then DoBreakevenLogic(id, source, period, instrument_1) DoBreakevenLogic(id, source, period, instrument_2) end if EntryExecutionType == "Live" or ExitExecutionType == "Live" then if not IsTickSource(id) then return end period = core.findDate(Source_1.close, TickSource_1:date(period), false) else if not IsBarSource(id) then return end end now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if period < 0 then return end if not indicator_1.DATA:hasData(period) or not indicator_2.DATA:hasData(period) then return end if EntryExecutionType == "Live" and IsTickSource(id) or EntryExecutionType ~= "Live" and not IsTickSource(id) then EntryFunction(period, now) end if ExitExecutionType == "Live" and IsTickSource(id) or ExitExecutionType ~= "Live" and not IsTickSource(id) then ExitFunction(period, now) end end function MayOpenPositions(period) return (Source_1.close:tick(period) > indicator_1.DATA:tick(period) and Source_2.close:tick(period) < indicator_2.DATA:tick(period)) or (Source_1.close:tick(period) < indicator_1.DATA:tick(period) and Source_2.close:tick(period) > indicator_2.DATA:tick(period)) end function ExitFunction(period, now) if not (now >= OpenTime and now <= CloseTime) then return false end if not UseExit then return end if (Source_1.close:tick(period) > indicator_1.DATA:tick(period) and Source_2.close:tick(period) > indicator_2.DATA:tick(period)) or (Source_1.close:tick(period) < indicator_1.DATA:tick(period) and Source_2.close:tick(period) < indicator_2.DATA:tick(period)) then exitSpecific("B", instrument_1) exitSpecific("S", instrument_1) exitSpecific("B", instrument_2) exitSpecific("S", instrument_2) end end function IsBuy1Sell2ConditionsMet(period) return MayOpenPositions(period) and core.crossesOver(Source_1.close, indicator_1.DATA, period, period) end function IsBuy2Sell1ConditionsMet(period) return MayOpenPositions(period) and core.crossesUnder(Source_1.close, indicator_1.DATA, period, period) end function EntryFunction(period, now) if not InRange(now, OpenTime, CloseTime) then return false end if (LastEntry == Source_1:serial(period)) then return end if IsBuy1Sell2ConditionsMet(period) then if IsDirectDirection then BUY(instrument_1) SELL(instrument_2) else SELL(instrument_1) BUY(instrument_2) end LastEntry = Source_1:serial(period) return true elseif IsBuy2Sell1ConditionsMet(period) then if IsDirectDirection then SELL(instrument_1) BUY(instrument_2) else BUY(instrument_1) SELL(instrument_2) end LastEntry = Source_1:serial(period) return true end return false 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", instrument_1) then exitSpecific("B", instrument_1) Signal("Close Long") end if haveTrades("B", instrument_2) then exitSpecific("B", instrument_2) Signal("Close Long") end if haveTrades("S", instrument_1) then exitSpecific("S", instrument_1) Signal("Close Short") end if haveTrades("S", instrument_2) then exitSpecific("S", instrument_2) 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) ) end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY(instrument) if AllowTrade then --if CanClose and CloseOnOpposite and haveTrades("S") then if (CloseOnOpposite or Hedge) and haveTrades("S", instrument) then -- close on opposite signal exitSpecific("S", instrument) Signal("Close Short") end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return end enter("B", 0, instrument) else Signal("Buy Signal") end end function SELL(instrument) if AllowTrade then --if CanClose and CloseOnOpposite and haveTrades("B") then if (CloseOnOpposite or Hedge) and haveTrades("B", instrument) then -- close on opposite signal exitSpecific("B", instrument) Signal("Close Long") end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return end enter("S", 0, instrument) 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_1, 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, instrument) 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 == instrument.Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then count = count + 1 end row = enum:next() end return count end function haveTrades(BuySell, instrument) 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 == instrument.Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then found = true break end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell, hCount, instrument) -- do not enter if position in the specified direction already exists if (tradesCount(BuySell, instrument) >= MaxNumberOfPosition or (tradesCount(nil, instrument) >= MaxNumberOfPositionInAnyDirection)) and PositionCap 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, instrument) end -- enter into the specified direction function MarketOrder(BuySell, hCount, instrument) local valuemap, success, msg valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "OM" valuemap.OfferID = instrument.Offer valuemap.AcctID = Account if hCount > 0 then valuemap.Quantity = hCount * instrument.BaseSize else valuemap.Quantity = Amount * instrument.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 TrailingStop then valuemap.TrailStepStop = 1 end valuemap.PegTypeLimit = "O" if SetLimit then if BuySell == "B" then valuemap.PegPriceOffsetPipsLimit = Limit else valuemap.PegPriceOffsetPipsLimit = -Limit end end if (not instrument_1.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, instrument) --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 == instrument.Offer and row.BS == BuySell and row.QTXT == CustomID then -- if trade has to be closed if instrument_1.CanClose then -- non-FIFO account, create a close market order valuemap = core.valuemap() valuemap.OrderType = "CM" valuemap.OfferID = row.OfferID 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 = row.OfferID valuemap.AcctID = Account 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")