-- Id: 2476 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=2368 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() strategy:name("Strategy Builder"); strategy:description("Strategy Builder"); strategy:setTag("NonOptimizableParameters", "ShowAlert,PlaySound,SoundFile,RecurrentSound,SendMail,Email, SendEmail"); strategy.parameters:addGroup(" Strategy Builder Parametars"); strategy.parameters:addInteger("LEVEL", "Strategy Builder Threshold", "", 1,0, 24); local i; for i= 1, 3 , 1 do strategy.parameters:addGroup(i .. " Indicator Parametars"); if i == 1 then strategy.parameters:addBoolean("ON"..i, "Indicator", "", true); else strategy.parameters:addBoolean("ON"..i, "Indicator", "", false); end strategy.parameters:addString("IN"..i, "Indicator", "", ""); strategy.parameters:setFlag("IN"..i,core.FLAG_INDICATOR); strategy.parameters:addBoolean("Inverse"..i, "Inverse Indicator", "", false); end strategy.parameters:addGroup("Price Parameters"); strategy.parameters:addString("TF", "Time Frame", "", "m15"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); Trading_Parameters(); end 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 LEVEL; local ON={}; local TEST; local FLAG; local Inverse={}; local STREAMS={}; local INV; local tsource = nil; local indicator = {}; local OpenTime, CloseTime, ExitTime; local ValidInterval,UseMandatoryClosing; local ToTime; local PreventCalculation=false; local AccountType; local SUPPORTED = {"TSI", "RSI", "EMA" , "MVA", "KAMA", "PPMA", "TMA", "ADX", "DMI", "AROON", "ARSI", "HA", "ICH", "MD", "SAR", "CCI", "MACD", "RLW", "SFK", "ROC", "SSD", "STOCHASTIC", "KRI", "TMACD", "ZZZCOMPOSITE", "PERCENTAGE PRICE FOLLOWER", "FIBOAVERAGES", "RB_CLEAR", "ITREND", "AC", "AO", "PIVOT","STOCHRSI", "HASM", "DSS", "SMMA", "REGRESSION", "TRENDSTOP","ST", "HMA", "QQE", "LRS","LAGUERRE_RSI","LAGUERRE_FILTER", "HALFTREND", "SUPERTREND", "ADVANCED FRACTAL SIGNAL" }; function Prepare(nameOnly) PreventCalculation=false; LEVEL= instance.parameters.LEVEL; INV= instance.parameters.INVERSE; AccountType= instance.parameters.AccountType; local i; for i=1,3 ,1 do ON[i]= instance.parameters:getBoolean ("ON"..i); Inverse[i]= instance.parameters:getBoolean ("Inverse"..i); if ON[i] then assert(core.indicators:findIndicator(instance.parameters:getString("IN"..i)) ~= nil, "Please, download Indicator"); if instance.parameters:getString("IN"..i) == "FIBOAVERAGES" then assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download AVERAGES Indicator"); end local j; local Flag=false; for j = 1, #SUPPORTED, 1 do if instance.parameters:getString("IN"..i) == SUPPORTED[j] then Flag=true; end if j== #SUPPORTED and not Flag then assert(false, instance.parameters:getString("IN"..i) .. " Indicator Is not supported, Contact Apprentice on FxCodeBase.com"); PreventCalculation=true; end end end end assert(instance.parameters.TF ~= "t1", "The time frame must not be tick"); local name; name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. ")"; instance:name(name); Initialization(); tsource = ExtSubscribe(1, nil, instance.parameters.TF, true, "bar"); local iprofile = {}; local iparams = {}; for i = 1, 3, 1 do if ON[i] then iprofile[i] = core.indicators:findIndicator(instance.parameters:getString("IN"..i)); iparams[i] = instance.parameters:getCustomParameters("IN"..i); if iprofile[i]:requiredSource() == core.Tick then indicator[i] = iprofile[i]:createInstance(tsource.close, iparams[i]); else indicator[i] = iprofile[i]:createInstance(tsource, iparams[i]); end end end if nameOnly then return ; end ToTime= instance.parameters.ToTime; ValidInterval = instance.parameters.ValidInterval; UseMandatoryClosing = instance.parameters.UseMandatoryClosing; 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 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 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 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 ExtUpdate(id, source, period) if PreventCalculation then return; end if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if period < 1 then return; end local i; 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, OpenTime, CloseTime) then return ; end if id == 1 then RESET(); for i =1,3 , 1 do if ON[i] then indicator[i]:update(core.UpdateLast); end if ON[i] then if instance.parameters:getString("IN"..i) ~= "SAR" and instance.parameters:getString("IN"..i) ~= "RB_CLEAR" then if not indicator[i].DATA:hasData(period) then return; end end EVALUATION(i,period); end end if TEST >= LEVEL and FLAG~="L" then FLAG="L"; if INV then --TRADE(false, true); --SIGNAL(true, true,true, false); SELL(); else BUY(); --TRADE(true, true); --SIGNAL(true, true,true, true); end elseif TEST <= (0-LEVEL) and FLAG~="S" then FLAG="S"; if INV then --TRADE(true, true); --SIGNAL(true, true,true, true); BUY(); else SELL(); --TRADE(false, true); --SIGNAL(true, true,true, false); end end if TEST < LEVEL and FLAG=="L" then FLAG=nil; elseif TEST > (0-LEVEL) and FLAG=="S" then FLAG=nil; end end end function EVALUATION(i,p) if instance.parameters:getString("IN"..i) == "TSI" then if indicator[i].DATA[p] > 0 then PLUS(i); elseif indicator[i].DATA[p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "RSI" then if indicator[i].DATA[p] > 50 then PLUS(i); elseif indicator[i].DATA[p] < 50 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "EMA" then if tsource.close[p] > indicator[i].DATA[p] then PLUS(i); elseif tsource.close[p] < indicator[i].DATA[p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "MVA" then if tsource.close[p] > indicator[i].DATA[p] then PLUS(i); elseif tsource.close[p] < indicator[i].DATA[p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "KAMA" then if tsource.close[p] > indicator[i].DATA[p] then PLUS(i); elseif tsource.close[p] < indicator[i].DATA[p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "MVA" then if tsource.close[p] > indicator[i].DATA[p] then PLUS(i); elseif tsource.close[p] < indicator[i].DATA[p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "PPMA" then if tsource.close[p] > indicator[i].DATA[p] then PLUS(i); elseif tsource.close[p] < indicator[i].DATA[p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "TMA" then if tsource.close[p] > indicator[i].DATA[p] then PLUS(i); elseif tsource.close[p] < indicator[i].DATA[p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ADX" then if indicator[i].DATA[p] > 25 then PLUS(i); else MINUS(i); end elseif instance.parameters:getString("IN"..i) == "DMI" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "AROON" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ARSI" then STREAMS[0]=nil; STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "HA" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[3]=indicator[i]:getStream(3); if STREAMS[0][p] < STREAMS[3][p] then PLUS(i); elseif STREAMS[0][p] > STREAMS[3][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ICH" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "MD" then STREAMS[0]=nil; STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "SAR" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0]:hasData(p) then MINUS(i); elseif STREAMS[1]:hasData(p) then PLUS(i); end elseif instance.parameters:getString("IN"..i) == "CCI" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "MACD" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "RLW" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 50 then PLUS(i); elseif STREAMS[0][p] < 50 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ROC" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "SFK" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "SSD" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "STOCHASTIC" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "KRI" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "TMACD" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ZZZCOMPOSITE" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "PERCENTAGE PRICE FOLLOWER" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p]then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "FIBOAVERAGES" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p]then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "RB_CLEAR" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0]:hasData(p) then PLUS(i); elseif STREAMS[1]:hasData(p) then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ITREND" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "AC" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "AO" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ST" then STREAMS[0]=indicator[i]:getStream(0); -- STREAMS[1]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "PIVOT" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "STOCHRSI" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "HASM" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(3); if STREAMS[0][p] < STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] > STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "DSS" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "SMMA" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "REGRESSION" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "TRENDSTOP" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "HMA" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "QQE" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p] > STREAMS[1][p] then PLUS(i); elseif STREAMS[0][p] < STREAMS[1][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "LRS" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0 then PLUS(i); elseif STREAMS[0][p] < 0 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "LAGUERRE_RSI" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0][p] > 0.5 then PLUS(i); elseif STREAMS[0][p] < 0.5 then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "LAGUERRE_FILTER" then STREAMS[0]=indicator[i]:getStream(0); if tsource.close[p] > STREAMS[0][p] then PLUS(i); elseif tsource.close[p] < STREAMS[0][p] then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "HALFTREND" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0]:colorI(p)== core.rgb(0, 255, 0) then PLUS(i); elseif STREAMS[0]:colorI(p)==core.rgb(255, 0, 0) then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "SUPERTREND" then STREAMS[0]=indicator[i]:getStream(0); if STREAMS[0]:colorI(p)== core.rgb(0, 255, 0) then PLUS(i); elseif STREAMS[0]:colorI(p)==core.rgb(255, 0, 0) then MINUS(i); end elseif instance.parameters:getString("IN"..i) == "ADVANCED FRACTAL SIGNAL" then STREAMS[0]=indicator[i]:getStream(0); STREAMS[1]=indicator[i]:getStream(1); if STREAMS[0][p]== 1 then PLUS(i); elseif STREAMS[1][p]== 1 then MINUS(i); end else assert(false, instance.parameters:getString("IN"..i) .. " Indicator Is not supported, Contact Apprentice on FxCodeBase.com"); end end function PLUS (j) if Inverse[j] then TEST=TEST-1; else TEST=TEST+1; end end function MINUS (j) if Inverse[j] then TEST=TEST+1; else TEST=TEST-1; end end function RESET (j) TEST=0; end function SIGNAL(ALERT,SOUND, MAIL, mode) if mode then if ShowAlert and ALERT then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Enter Long", instance.bid:date(NOW)); end if SoundFile ~= nil and SOUND then terminal:alertSound(SoundFile, RecurrentSound); end if Email ~= nil and MAIL then terminal:alertEmail (Email, "Enter Long", "Enter Long signal") end end if not mode then if ShowAlert and ALERT then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Enter Short", instance.bid:date(NOW)); end if SoundFile ~= nil and SOUND then terminal:alertSound(SoundFile, RecurrentSound); end if Email ~= nil and MAIL then terminal:alertEmail (Email, "Enter Short", "Enter Short signal") end end end function TRADE(mode, close) if mode and close then exit("S"); enter("B"); end if not mode and close then exit("B"); enter("S"); end if mode and not close then enter("B"); end if not mode and not close then enter("S"); end end --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if haveTrades('B') and not AllowMultiple then exit('S'); Signal ("Close Short"); return; end if ALLOWEDSIDE == "Sell" then if haveTrades('S') then exit('S'); Signal ("Close Short"); end return; end if haveTrades('S') then exit('S'); Signal ("Close Short"); end enter('B'); Signal ("Open Long"); elseif ShowAlert then Signal ("Up Trend"); end end function SELL () if AllowTrade then if haveTrades('S') and not AllowMultiple then exit('B'); Signal ("Close Long"); return; end if ALLOWEDSIDE == "Buy" then if haveTrades('B') then exit('B'); Signal ("Close Long"); end return; end if haveTrades('B') then exit('B'); Signal ("Close Long"); end enter('S'); Signal ("Open Short"); else Signal ("Down Trend"); end end function Trading_Parameters() 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("AccountType", "Account Type", "", "Automatic"); strategy.parameters:addStringAlternative("AccountType", "FIFO", "", "FIFO"); strategy.parameters:addStringAlternative("AccountType", "non FIFO", "", "NON"); strategy.parameters:addStringAlternative("AccountType", "Automatic", "", "Automatic"); 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:addBoolean("AllowMultiple", "Allow Multiple", "", true); 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("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 function Initialization() AllowMultiple = instance.parameters.AllowMultiple; 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; 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); if AccountType== "FIFO" then CanClose=false; elseif AccountType== "NON" then CanClose=true; else CanClose = core.host:execute("getTradingProperty", "canCreateMarketClose", instance.bid:instrument(), Account); end SetLimit = instance.parameters.SetLimit; Limit = instance.parameters.Limit; SetStop = instance.parameters.SetStop; Stop = instance.parameters.Stop; TrailingStop = instance.parameters.TrailingStop; 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 count == 0 and row ~= nil do if row.AccountID == Account and row.OfferID == Offer 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 (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 -- enter into the specified direction function enter(BuySell) if not(AllowTrade) then return true; end -- do not enter if position in the -- specified direction already exists if tradesCount(BuySell) > 0 and not AllowMultiple then return true; end local valuemap, success, msg; valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = Offer; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; -- 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(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 return true; end -- exit from the specified direction function exit(BuySell, use_net) if not (AllowTrade) then return true end if use_net == true then local valuemap, success, msg if tradesCount(BuySell) > 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.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) ) return false end return true end else local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == BuySell and row.OfferID == Offer then local valuemap = core.valuemap(); valuemap.BuySell = row.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = row.OfferID; valuemap.AcctID = row.AccountID; valuemap.TradeID = row.TradeID; valuemap.Quantity = row.Lot; local success, msg = terminal:execute(101, valuemap); end row = enum: next(); end 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") then exit("B"); Signal ("Close Long"); end if haveTrades("S") then exit("S"); 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 dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");