--+------------------------------------------------------------------+ --| Copyright © 2016, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ function Init() strategy:name("Level Close Strategy"); strategy:description("Level Close Strategy"); strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert"); strategy.parameters:addGroup("Parameters"); strategy.parameters:addDouble("ProfitLevel", "Profit level for close orders in the account currency", "", 0); strategy.parameters:addString("ProfitType", "Profit Type of level for close orders", "", "Fixed"); strategy.parameters:addStringAlternative("ProfitType", "Fixed", "", "Fixed"); strategy.parameters:addStringAlternative("ProfitType", "Percentage of balance", "", "Balance"); strategy.parameters:addString("LevelType", "Type of profit level", "", "ABOVE"); strategy.parameters:addStringAlternative("LevelType", "ABOVE", "", "ABOVE"); strategy.parameters:addStringAlternative("LevelType", "BELOW", "", "BELOW"); 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("Terminate", "Terminate after execution ", "", true); strategy.parameters:addString("Account", "Account to trade on", "", ""); strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT); strategy.parameters:addBoolean("All", "Use on All Symbols", "", true); strategy.parameters:addString("Symbol", "Symbol", "", "EUR/USD"); strategy.parameters:setFlag("Symbol", core.FLAG_INSTRUMENTS ); strategy.parameters:addGroup("Notification"); strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", false); 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 gSource = nil; -- the source stream local PlaySound; local RecurrentSound; local SoundFile; local Email; local SendEmail; local AllowTrade; local Account; local BaseSize; local Offer; local CanClose; local All; local Terminate; -- 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 name = profile:id() .. "(" .. instance.bid:instrument() .. ")"; instance:name(name); Terminate=instance.parameters.Terminate; if nameOnly then return ; end All= instance.parameters.All; AllowTicks = instance.parameters.AllowTicks; if (not(AllowTicks)) then assert(instance.parameters.TF ~= "t1", "The strategy cannot be applied on ticks."); end local profitlevel = instance.parameters.ProfitLevel assert(instance.parameters.ProfitType ~= "Balance" or (profitlevel >= 0 and profitlevel <= 100 ), "Incorrect value of the Profit Level. 0 <= Profit Level <= 100"); 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; 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); end gSource = ExtSubscribe(1, nil, "t", true, "close"); ExtSetupSignal(profile:id() .. ":", ShowAlert); ExtSetupSignalMail(name); setTimer(); end function ExtUpdate(id, source, period) if AllowTrade then if not(checkReady("trades")) or not(checkReady("orders")) then return ; end end if haveTrades() then local trades = core.host:findTable("trades"); local enum = trades:enumerator(); local PL=0; while true do local row = enum:next(); if row == nil then break end if row.AccountID == Account and (All== true or row.Instrument==instance.parameters.Symbol) then if row.BS == 'B' then PL=PL+row.GrossPL; elseif row.BS == 'S' then PL=PL+row.GrossPL; end end end local profitLevel = instance.parameters.ProfitLevel; local currentBalance = core.host:findTable("accounts"):find("AccountID", Account).Balance; if (instance.parameters.ProfitType == "Balance") then profitLevel = currentBalance * instance.parameters.ProfitLevel / 100; end if (PL >= profitLevel and instance.parameters.LevelType=="ABOVE") or (PL<=profitLevel and instance.parameters.LevelType=="BELOW") then local enum = trades:enumerator(); while true do local row = enum:next(); if row == nil then break end if row.AccountID == Account and (All== true or row.Instrument==instance.parameters.Symbol) then if row.BS == 'B' then if ShowAlert then ExtSignal(source, period, "Close", SoundFile, Email, RecurrentSound); end if AllowTrade then exit('B',row); end elseif row.BS == 'S' then if ShowAlert then ExtSignal(source, period, "Close", SoundFile, Email, RecurrentSound); end if AllowTrade then exit('S',row); end end if Terminate then core.host:execute("stop"); end end end end end end function ExtAsyncOperationFinished(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 (instance.parameters.Symbol=="- All -" or row.Instrument == instance.parameters.Symbol) 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 -- ----------------------------------------------------------------------- -- ----------------------------------------------------------------------- -- 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 haveTrades(BuySell) then return true; 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, row) 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=row.OfferID; valuemap.AcctID = Account; valuemap.NetQtyFlag = "N"; valuemap.TradeID=row.TradeID; valuemap.Quantity=row.Lot; 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");