--+------------------------------------------------------------------+ --| Copyright © 2017, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ function Init() strategy:name("Set stop by fractals"); strategy:description("Strategy changes stop followiung to the fractals"); strategy.parameters:addGroup("Fractal Parameters"); strategy.parameters:addInteger("Frame", "Number of bars for fractals (Odd)", "", 5, 5, 99); strategy.parameters:addGroup("Stop Parameters"); strategy.parameters:addInteger("Indent", "Indent from fractal", "", 0, 0, 1000); strategy.parameters:addBoolean("MoveBack", "Move stop back", "", false); strategy.parameters:addString("Type", "Price type", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid"); strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask"); strategy.parameters:addString("Period", "Timeframe", "", "m1"); strategy.parameters:setFlag("Period", core.FLAG_PERIODS); strategy.parameters:addGroup("Trade"); strategy.parameters:addString("Trade", "Choose Trade", "", ""); strategy.parameters:setFlag("Trade", core.FLAG_TRADE); strategy.parameters:addString("EntryExecutionType", "Execution Type", "", "Live"); strategy.parameters:addStringAlternative("EntryExecutionType", "End of Turn", "", "EndOfTurn"); strategy.parameters:addStringAlternative("EntryExecutionType", "Live", "", "Live"); end local tradeExist = true; local first = true; local stopOrder = nil; -- the identifier of the stop order local tsource = nil; local timer; local minChange; local executing = false; local EntryExecutionType; local TickSource; function Prepare(onlyName) local name; name = profile:id() .. "(" .. instance.bid:instrument() .. "[" .. instance.parameters.Period .. "]" .. "," .. instance.parameters.Frame .. "," .. "," .. instance.parameters.Indent .. "," .. instance.parameters.Trade .. ")"; instance:name(name); if onlyName then return ; end EntryExecutionType = instance.parameters.EntryExecutionType; minChange = math.pow(10, -instance.bid:getPrecision()); ExtSetupSignal(name .. ":", true); if EntryExecutionType == "Live" then TickSource = ExtSubscribe(2, nil, "t1", instance.parameters.Type == "Bid", "close"); end tsource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == "Bid", "bar"); end function TriggerSteam(id) if EntryExecutionType == "Live" then return id == 2; else return id == 1; end end function GetPeriod(period) if EntryExecutionType == "Live" then return tsource:size() - 1; else return period-1; end end function ExtUpdate(id, source, period) if TriggerSteam(id) and tradeExist then period = GetPeriod(period); if period > tsource:first() + instance.parameters.Frame then -- check whether trade exists local trade, order; if not(core.host:execute("isTableFilled", "trades")) then core.host:trace("not filled"); -- relogin?? return ; end if not(core.host:execute("isReadyForTrade")) then -- relogin?? core.host:trace("not ready"); return ; end trade = core.host:findTable("trades"):find("TradeID", instance.parameters.Trade); if trade == nil then tradeExist = false; terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Trade " .. instance.parameters.Trade .. " disappear", instance.bid:date(NOW)); core.host:execute("stop"); return ; end local stopValue; local stopSide; local Shift = math.floor(instance.parameters.Frame / 2); if trade.BS == "B" then for i=1,Shift,1 do if tsource.low[period-i-Shift]<=tsource.low[period-Shift] or tsource.low[period+i-Shift]<=tsource.low[period-Shift] then return; end end stopValue=tsource.low[period-Shift]-instance.parameters.Indent*instance.bid:pipSize(); if instance.parameters.MoveBack==false then if trade.StopOrderID ~= "" and trade.StopOrderID ~= nil then if stopValue= instance.bid[NOW] then return ; end else for i=1,Shift,1 do if tsource.high[period-i-Shift]>=tsource.high[period-Shift] or tsource.high[period+i-Shift]>=tsource.high[period-Shift] then return; end end stopValue=tsource.high[period-Shift]+instance.parameters.Indent*instance.bid:pipSize(); if instance.parameters.MoveBack==false then if trade.StopOrderID ~= "" and trade.StopOrderID ~= nil then if stopValue>trade.Stop then return ; end end end stopSide = "B"; if stopValue <= instance.ask[NOW] then return ; end end if trade.StopOrderID == "" or trade.StopOrderID == nil then local valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OrderType = "S"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; valuemap.Rate = stopValue; valuemap.BuySell = stopSide; executing = true; local success, msg = terminal:execute(200, valuemap); if not(success) then executing = false; terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed create stop " .. msg, instance.bid:date(NOW)); end else if math.abs(stopValue - trade.Stop) > minChange then -- stop exists local valuemap = core.valuemap(); valuemap.Command = "EditOrder"; valuemap.AcctID = trade.AccountID; valuemap.OrderID = trade.StopOrderID; valuemap.Rate = stopValue; executing = true; local success, msg = terminal:execute(200, valuemap); if not(success) then executing = false; terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed change stop " .. msg, instance.bid:date(NOW)); end end end end end end function ExtAsyncOperationFinished(id, success, message) if id == 200 then executing = false; if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Failed create/change stop " .. message, instance.bid:date(NOW)); end end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");