-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=28&t=2712 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("Strategy Template"); strategy:description(""); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); 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", "", "m5"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("Calculation"); strategy.parameters:addInteger("N", "Number of bars", "", 180); strategy.parameters:addInteger("O", "Order", "", 3); strategy.parameters:addDouble("E", "Eccart value", "", 1.61803399); strategy.parameters:addGroup("Selector"); strategy.parameters:addString("Action".. 1, "L1 Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 1, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 1, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 1, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 1, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 1, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 2, "L1 Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 2, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 2, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 2, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 2, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 2, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 3, "L2 Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 3, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 3, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 3, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 3, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 3, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 4, "L2 Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 4, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 4, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 4, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 4, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 4, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 5, "L3 Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 5, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 5, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 5, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 5, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 5, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 6, "L3 Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 6, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 6, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 6, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 6, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 6, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 7, "L4 Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 7, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 7, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 7, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 7, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 7, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 8, "L4 Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 8, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 8, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 8, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 8, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 8, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 9, "L5 Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 9, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 9, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 9, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 9, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 9, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 10, "L5 Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 10, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 10, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 10, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 10, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 10, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 11, "L6 Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 11, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 11, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 11, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 11, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 11, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 12, "L6 Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 12, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 12, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 12, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 12, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 12, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 13, "L7 Line Cross Over", "", "NO"); strategy.parameters:addStringAlternative("Action".. 13, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 13, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 13, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 13, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 13, "Alert", "", "Alert"); strategy.parameters:addString("Action".. 14, "L7 Line Cross Under", "", "NO"); strategy.parameters:addStringAlternative("Action".. 14, "No Action", "", "NO"); strategy.parameters:addStringAlternative("Action".. 14, "Sell", "", "SELL"); strategy.parameters:addStringAlternative("Action".. 14, "Buy", "", "BUY"); strategy.parameters:addStringAlternative("Action".. 14, "Close Position", "", "CLOSE"); strategy.parameters:addStringAlternative("Action".. 14, "Alert", "", "Alert"); CreateTradingParameters(); end function CreateTradingParameters() 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("ExecutionType", "End of Turn / Live", "", "End of Turn"); strategy.parameters:addStringAlternative("ExecutionType", "End of Turn", "", "End of Turn"); strategy.parameters:addStringAlternative("ExecutionType", "Live", "", "Live"); strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true); strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "KBMS"); strategy.parameters:addBoolean("PositionCap", "Use Position Cap", "", false); strategy.parameters:addInteger("MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 10, 1, 10000); strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "",5, 1, 100000); 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, 10000); 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:addBoolean("Exit", "Use Optional Exit", "", true); 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 Source; local SoundFile = nil; local RecurrentSound = false; local ALLOWEDSIDE; local AllowMultiple; local AllowTrade; local Offer; local CanClose; local Account; local Amount; local SetLimit; local Limit; local SetStop; local Stop; local TrailingStop; local ShowAlert; local Email; local SendEmail; local BaseSize; local CustomID; local CloseOnOpposite; local MaxNumberOfPositionInAnyDirection; local MaxNumberOfPosition; local Exit; local ExecutionType,TickSource; local Action={}; local PositionCap; local Indicators={}; local Direction; local first; local N, O, E; local UseMandatoryClosing; local ValidInterval; local first; local ToTime; -- Don't need to store hour + minute + second for each time local OpenTime, CloseTime, ExitTime; -- function Prepare( nameOnly) CustomID = instance.parameters.CustomID; CloseOnOpposite = instance.parameters.CloseOnOpposite; MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection; MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition; Direction = instance.parameters.Direction == "direct"; Exit = instance.parameters.Exit; ExecutionType= instance.parameters.ExecutionType; PositionCap= instance.parameters.PositionCap; ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; N= instance.parameters.N; O= instance.parameters.O; E= instance.parameters.E; assert(core.indicators:findIndicator("BELCOG") ~= nil, "Please, download and install BELCOG.LUA indicator"); assert(instance.parameters.TF ~= "t1", "The time frame must not be tick"); local name; name = profile:id() .. "( " .. instance.bid:name() local i; for i = 1, 14, 1 do Action[i]= instance.parameters:getString ("Action" .. i); end name = name .. " )"; instance:name(name); PrepareTrading(); if nameOnly then return ; end 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 if ExecutionType== "Live" then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close"); end Source = ExtSubscribe(2, nil, instance.parameters.TF, instance.parameters.Type == "Bid", "bar"); Indicators[1]= core.indicators:create("BELCOG", Source, N, O, E); first= Indicators[1].DATA:first(); 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 -- 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), -- 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 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; 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; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TrailingStop = instance.parameters.TrailingStop; end local ONE; function InRange(now) -- from, to 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 ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. now = core.host:execute("getServerTime"); now= core.host:execute ("convertTime", core.TZ_EST, ToTime, now); -- get only time now = now - math.floor(now); if not InRange(now) then return ; end if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if period < 0 then return; end if ExecutionType == "Live" then if id ~= 1 then return; end period= core.findDate (Source.close, TickSource:date(period), false ); if ONE == Source:serial(period) then return; end else if id ~= 2 then return; end end if period < 0 then return; end Indicators[1]:update(core.UpdateLast); if not Indicator[1].DATA:hasData(period) then return; end if core.crossesOver(Source.close, Indicators[1]:getStream(0), period)then ACTION(1,1 ,"Over", period); end if core.crossesUnder(Source.close, Indicators[1]:getStream(0), period)then ACTION(2,1 ,"Under", period); end if core.crossesOver(Source.close, Indicators[1]:getStream(1), period) then ACTION(3,2 ,"Over", period); end if core.crossesUnder(Source.close, Indicators[1]:getStream(1), period) then ACTION(4,2 ,"Under", period); end if core.crossesOver(Source.close, Indicators[1]:getStream(2), period) then ACTION(5,3 ,"Over", period); end if core.crossesUnder(Source.close, Indicators[1]:getStream(2), period) then ACTION(6,3 ,"Under", period); end if core.crossesOver(Source.close, Indicators[1]:getStream(3), period)then ACTION(7,4 ,"Over", period); end if core.crossesUnder(Source.close, Indicators[1]:getStream(3), period)then ACTION(8,4 ,"Under", period); end if core.crossesOver(Source.close, Indicators[1]:getStream(4), period)then ACTION(9,5 ,"Over", period); end if core.crossesUnder(Source.close, Indicators[1]:getStream(4), period)then ACTION(10,5 ,"Under", period); end if core.crossesOver(Source.close, Indicators[1]:getStream(5), period)then ACTION(11,6 ,"Over", period); end if core.crossesUnder(Source.close, Indicators[1]:getStream(5), period)then ACTION(12,6 ,"Under", period); end if core.crossesOver(Source.close, Indicators[1]:getStream(6), period)then ACTION(13,7 ,"Over", period); end if core.crossesUnder(Source.close, Indicators[1]:getStream(6), period)then ACTION(14,7 ,"Under", period); end 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")) or not(checkReady("orders")) then return ; end if haveTrades("S") then exitSpecific("S"); Signal ("Close Short"); end if haveTrades("B") then exitSpecific("B"); Signal ("Close Long"); 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 function ACTION (Flag, Line, Label,period) ONE= Source:serial(period); if Action[Flag] == "NO" then return; elseif Action[Flag] == "BUY" then BUY(); elseif Action[Flag] == "SELL" then SELL(); elseif Action[Flag] == "CLOSE" then if AllowTrade then if haveTrades('B') then exitSpecific("B"); Signal ("Close Long"); end if haveTrades('S') then exitSpecific("S"); Signal ("Close Short"); end else Signal ("Close All"); end elseif Action[Flag] == "Alert" then Signal (Line .. " Line Cross" .. Label ); end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if CloseOnOpposite and haveTrades("S") then -- close on opposite signal exitSpecific("S"); Signal ("Close Short"); end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return; end enter("B"); else Signal ("Buy Signal"); end end function SELL () if AllowTrade then if CloseOnOpposite and haveTrades("B") then -- close on opposite signal exitSpecific("B"); Signal ("Close Long"); end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return; end enter("S"); 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, Label, profile:id() .. "(" .. instance.bid:instrument() .. ")" .. instance.bid[NOW]..", " .. Label..", " .. instance.bid:date(NOW)); 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) 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 == 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) 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 == 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) -- do not enter if position in the specified direction already exists if (tradesCount(BuySell) >= MaxNumberOfPosition or (tradesCount(nil) >= 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); end -- enter into the specified direction function MarketOrder(BuySell) local valuemap, success, msg; valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; 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 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 -- exit from the specified trade using the direction as a key function exitSpecific(BuySell) -- we have to loop through to exit all trades in each direction instead -- of using the net qty flag because we may be running multiple strategies on the same account. local enum, row; local found = false; enum = core.host:findTable("trades"):enumerator(); row = enum:next(); while (not found) and (row ~= nil) do -- for every trade for this instance. if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then exitTrade(row); end row = enum:next(); end end -- exit from the specified direction function exitTrade(tradeRow) if not(AllowTrade) then return true; end local valuemap, success, msg; valuemap = core.valuemap(); -- switch the direction since the order must be in oppsite direction if tradeRow.BS == "B" then BuySell = "S"; else BuySell = "B"; end valuemap.OrderType = "CM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; if (CanClose) then -- Non-FIFO can close each trade independantly. valuemap.TradeID = tradeRow.TradeID; valuemap.Quantity = tradeRow.Lot; else -- FIFO. valuemap.NetQtyFlag = "Y"; -- this forces all trades to close in the opposite direction. end valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; 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 return true; end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");