-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=360 --+------------------------------------------------------------------+ --| Copyright © 2018, 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 | --+------------------------------------------------------------------+ -- Strategy profile initialization routine -- Defines Strategy profile properties and Strategy parameters function Init() strategy:name("Waddah Attar Explosion strategy"); strategy:description("Waddah Attar Explosion strategy"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert,Account,CanTrade,Email,SendEmail"); strategy.parameters:addGroup("Price Parameters"); strategy.parameters:addString("TF", "TF", "Time frame ('t1', 'm1', 'm5', etc.)", "T"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); --strategy.parameters:addBoolean("AllowTicks", "Allow Ticks", "", false); strategy.parameters:addString("Type", "Bid/Ask", "Bid", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); strategy.parameters:addGroup("Parameters"); strategy.parameters:addInteger("Sen", "Sensitivity", "", 150); strategy.parameters:addInteger("DeadZonePip", "Dead Zone in pips", "", 30); strategy.parameters:addInteger("ExplosionPower", "Explosion Power", "", 15); strategy.parameters:addInteger("TrendPower", "Trend Power", "", 15); strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); strategy.parameters:addBoolean("AllowMultiple", "Allow Multiple Positions in the same direction", "", true); strategy.parameters:addString("SIDE", "Allow Short/Long/Both Positions", "", "BOTH"); strategy.parameters:addStringAlternative("SIDE", "Both", "", "BOTH"); strategy.parameters:addStringAlternative("SIDE", "Short", "", "SHORT"); strategy.parameters:addStringAlternative("SIDE", "Long", "", "LONG"); 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:addGroup("Notification"); strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true); strategy.parameters:addBoolean("PlaySound", "Play Sound", "", true); strategy.parameters:addBoolean("RecurSound", "Recurrent Sound", "", true); strategy.parameters:addFile("SoundFile", "Sound File", "", ""); strategy.parameters:setFlag("SoundFile", core.FLAG_SOUND); strategy.parameters:addBoolean("SendEmail", "Send Email", "", true); strategy.parameters:addString("Email", "Email", "", ""); strategy.parameters:setFlag("Email", core.FLAG_EMAIL); end -- Parameters block local SIDE; local gSource = nil; -- the source stream local PlaySound; local RecurrentSound; local SoundFile; local Email; local SendEmail; local AllowTrade; local Account; local Amount; local BaseSize; local SetLimit; local Limit; local SetStop; local Stop; local TrailingStop; local Offer; local CanClose; local AllowMultiple; --TODO: Add variable(s) for your strategy if needed local WAD, WAD1, WAD2, WAD3; local ExplosionPower; local TrendPower; local first; local DeadZone; -- strategy instance initialization routine -- Processes strategy parameters and subscribe to price streams -- TODO: Calculate all constants, create instances all necessary indicators and load all required libraries function Prepare(nameOnly) local Sen; local DeadZonePip; local ShowAlert; Sen = instance.parameters.Sen; DeadZonePip = instance.parameters.DeadZonePip; ExplosionPower = instance.parameters.ExplosionPower; TrendPower = instance.parameters.TrendPower; SIDE= instance.parameters.SIDE; AllowMultiple= instance.parameters.AllowMultiple; local name = profile:id() .. "(" .. instance.bid:instrument() .. ")"; instance:name(name); if nameOnly then return ; end --local AllowTicks; --AllowTicks = instance.parameters.AllowTicks; --if (not(AllowTicks)) then assert(instance.parameters.TF == "t1", "Use this strategy only on ticks."); --end ShowAlert = instance.parameters.ShowAlert; if ShowAlert then PlaySound = instance.parameters.PlaySound; if PlaySound then RecurrentSound = instance.parameters.RecurSound; SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end assert(not(PlaySound) or (PlaySound and SoundFile ~= ""), "Sound file must be specified"); 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"); 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; end --TODO: Find indicator's profile, intialize parameters, and create indicator's instance (if needed) --ExtSubscribe(1, nil, instance.parameters.TF, true, "close"); -- assert(instance.parameters.Period ~= "t1", "Can't be applied on ticks!"); gSource = ExtSubscribe(2, nil, instance.parameters.TF, true, "close"); assert(core.indicators:findIndicator("WADDAH_ATTAR_EXPLOSION_TICK") ~= nil, "WADDAH_ATTAR_EXPLOSION_TICK indicator must be installed"); local ps = gSource:pipSize(); if ps > 1 then ps = math.pow(10, -ps); end DeadZone = DeadZonePip * ps; WAD = core.indicators:create("WADDAH_ATTAR_EXPLOSION_TICK", gSource, Sen, DeadZonePip); WAD1 = WAD:getStream(0); WAD2 = WAD:getStream(1); WAD3 = WAD:getStream(2); first = WAD1:first() + 2; ExtSetupSignal(profile:id() .. ":", ShowAlert); ExtSetupSignalMail(name); setTimer(); end -- strategy calculation routine -- TODO: Add your code for decision making -- TODO: Update the instance of your indicator(s) if needed function ExtUpdate(id, source, period) if id == 2 then -- the WAD source is updated WAD:update(core.UpdateLast); if period > first then local trend1, trend2, explosion1, explosion2; local pwre, pwrt; if WAD1[period] ~= 0 then trend1 = WAD1[period]; elseif WAD2[period] ~= 0 then trend1 = -WAD2[period]; else trend1 = 0; end if WAD1[period - 2] ~= 0 then trend2 = WAD1[period - 2]; elseif WAD2[period - 2] ~= 0 then trend2 = -WAD2[period - 2]; else trend2 = 0; end explosion1 = WAD3[period]; explosion2 = WAD3[period - 1]; if trend1 > 0 and trend1 > explosion1 and trend1 > DeadZone and explosion1 > DeadZone and explosion1 > explosion2 and trend1 > trend2 and PrevSignal ~= 1 then pwrt = 100 * (trend1 - trend2) / trend1; pwre = 100 * (explosion1 - explosion2) / explosion1; if pwre >= ExplosionPower and pwrt >= TrendPower then --ExtSignal(gSource, period, "BUY", SoundFile); SIGNAL (true,source, period); PrevSignal = 1; end end if trend1 < 0 and math.abs(trend1) > explosion1 and math.abs(trend1) > DeadZone and explosion1 > DeadZone and explosion1 > explosion2 and math.abs(trend1) > math.abs(trend2) and PrevSignal ~= 2 then pwrt = 100 * (math.abs(trend1) - math.abs(trend2)) / math.abs(trend1); pwre = 100 * (explosion1 - explosion2) / explosion1; if pwre >= ExplosionPower and pwrt >= TrendPower then SIGNAL (false,source, period); --ExtSignal(gSource, period, "SELL", SoundFile); PrevSignal = 2; end end end end end function SIGNAL (FLAG,source, period) if FLAG then if haveTrades('B') and not AllowMultiple then return; end if SIDE == "SHORT" then return; end ExtSignal(source, period, "Enter Long" , SoundFile, Email, RecurrentSound); --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 Long", profile:id() .. "(" .. instance.bid:instrument() .. ")" ..", " ..instance.bid:instrument()..", " .. instance.bid[NOW]..", " .. "Enter Long"..", " .. instance.bid:date(NOW)); --end if AllowTrade then if haveTrades('S') then exit('S'); end enter('B'); end else if haveTrades('S') and not AllowMultiple then return; end if SIDE == "LONG" then return; end -- 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", profile:id() .. "(" .. instance.bid:instrument() .. ")" ..", " ..instance.bid:instrument()..", " .. instance.bid[NOW]..", " .. "Enter Short"..", " .. instance.bid:date(NOW)); -- end ExtSignal(source, period, "Enter Short" , SoundFile, Email, RecurrentSound); if AllowTrade then if haveTrades('B') then exit('B'); end enter('S'); end end end function ExtAsyncOperationFinished(id, success, message) checkTimer(id, success, message); end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- local TRADE_CHECK = 10001 local requestId = nil local limitInfo, stopInfo -- ----------------------------------------------------------------------- -- Function checks that specified table is ready (filled) for processing -- or that we running under debugger/simulation conditions. -- ----------------------------------------------------------------------- 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 -- ----------------------------------------------------------------------- -- Return count of opened trades for spicific direction -- (both directions if BuySell parameters is 'nil') -- ----------------------------------------------------------------------- function haveTrades(BuySell) local enum, row; local found = false; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (not found) and (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil) then found = true; end row = enum:next(); end return found end -- ----------------------------------------------------------------------- -- Sets timer for FIFO accounts which is check s -- ----------------------------------------------------------------------- function setTimer() -- Set check timer for FIFO accounts only if AllowTrade and not CanClose then core.host:execute ("setTimer", TRADE_CHECK, 1) end end -- ----------------------------------------------------------------------- -- Checks necessity to create stop/limit orders -- ----------------------------------------------------------------------- function checkTimer(id, success, message) if ((not CanClose) and id == TRADE_CHECK and requestId ~= nil) then local trades = core.host:findTable("trades"); row = trades:find('OpenOrderReqID', requestId); if (row ~= nil) then local stopped = false if SetLimit then if (limitInfo.SB == "S" and instance.bid[NOW] >= limitInfo.rate) or (limitInfo.SB == "B" and instance.ask[NOW] <= limitInfo.rate) then exit(row.BS); stopped = true; end end if SetStop and (not stopped) then if (stopInfo.SB == "S" and instance.bid[NOW] <= stopInfo.rate) or (stopInfo.SB == "B" and instance.ask[NOW] >= stopInfo.rate) then exit(row.BS); stopped = true; end end if (not stopped) then if SetLimit then fifoSL("LE", limitInfo.SB, limitInfo.rate, false) end if SetStop then fifoSL("SE", stopInfo.SB, stopInfo.rate, stopInfo.trail) end end requestId = nil end end end -- ----------------------------------------------------------------------- -- Enter into the specified direction -- BuySell : direction to enter, shoulde be 'B' for long position or 'S' for short -- ----------------------------------------------------------------------- function enter(BuySell) if not(AllowTrade) then return true; end local valuemap, success, msg; -- do not enter if position in the specified direction already exists if not AllowMultiple then if haveTrades(BuySell) then return true; end end valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; valuemap.PegTypeStop = "M"; if SetLimit and CanClose 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 and CanClose 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)); return false; end if SetLimit and not(CanClose) then requestId = msg if BuySell == "B" then limitInfo = {SB = "S", rate = instance.ask[NOW] + Limit}; else limitInfo = {SB = "B", rate = instance.bid[NOW] - Limit}; end end if SetStop and not(CanClose) then requestId = msg if BuySell == "B" then stopInfo = {SB = "S", rate = instance.ask[NOW] - Stop, trail = TrailingStop}; else stopInfo = {SB = "B", rate = instance.bid[NOW] + Stop, trail = TrailingStop}; end end return true; end -- ----------------------------------------------------------------------- -- Fifo Stop/Limit helper. This function creates -- BuySell : direction to enter, shoulde be 'B' for long position or 'S' for short -- ----------------------------------------------------------------------- function fifoSL(orderType, side, rate, trailing) local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; local enum, row; local buy, sell; enum = core.host:findTable("orders"):enumerator(); row = enum:next(); while (row ~= nil) do if row.OfferID == Offer and row.AccountID == Account and row.BS == side and row.NetQuantity and row.Type == orderType then valuemap.Command = "EditOrder"; valuemap.OrderID = row.OrderID break; end row = enum:next(); end valuemap.OrderType = orderType; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.NetQtyFlag = "y"; valuemap.Rate = rate; valuemap.BuySell = side; if trailing then valuemap.TrailUpdatePips = 1; end local success, msg; success, msg = terminal:execute(102, valuemap); if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed create limit or stop " .. msg, instance.bid:date(NOW)); end end -- ----------------------------------------------------------------------- -- Exit from the specified direction -- ----------------------------------------------------------------------- function exit(BuySell) if not(AllowTrade) then return ; end local valuemap, success, msg; if haveTrades(BuySell) 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.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 --===========================================================================-- -- END OF TRADING UTILITY FUNCTIONS -- --===========================================================================-- dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");