--+------------------------------------------------------------------+ --| Copyright © 2017, 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("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("Order"); strategy.parameters:addString("Order", "Choose Order", "", ""); strategy.parameters:setFlag("Order", core.FLAG_ORDER); 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; function Prepare(onlyName) local name; name = profile:id() .. "(" .. instance.bid:instrument() .. "[" .. instance.parameters.Period .. "]" .. "," .. instance.parameters.Frame .. "," .. instance.parameters.Indent .. "," .. instance.parameters.Order .. ")"; instance:name(name); if onlyName then return ; end minChange = math.pow(10, -instance.bid:getPrecision()); EntryExecutionType = instance.parameters.EntryExecutionType; ExtSetupSignal(name .. ":", true); tsource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == "Bid", "bar"); end function ExtUpdate(id, source, period) if id == 1 and tradeExist then local Shift=math.floor(instance.parameters.Frame/2); if EntryExecutionType=="EndOfTurn" then period=period-1; end if period > tsource:first()+instance.parameters.Frame then -- check whether order exists local order; if not(core.host:execute("isTableFilled", "orders")) then core.host:trace("not filled"); -- relogin?? return ; end if not(core.host:execute("isReadyForTrade")) then -- relogin?? core.host:trace("not ready"); return ; end order = core.host:findTable("orders"):find("OrderID", instance.parameters.Order); if order == nil then tradeExist = false; terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Order " .. instance.parameters.Order .. " disappear", instance.bid:date(NOW)); core.host:execute("stop"); return ; end local stopValue, valuemap, success, msg; local stopSide; local Fl=true; if order.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 Fl=false; end end if Fl==true then stopValue=tsource.low[period-Shift]-instance.parameters.Indent*instance.bid:pipSize(); if instance.parameters.MoveBack==false then if order.StopOrderID ~= "" and order.StopOrderID ~= nil then if stopValue= instance.bid[NOW] then --core.host:trace(string.format("not passed %f >= %f", stopValue, instance.bid[NOW])); 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 Fl=false; end end if Fl==true then stopValue=tsource.high[period-Shift]+instance.parameters.Indent*instance.bid:pipSize(); if instance.parameters.MoveBack==false then if order.StopOrderID ~= "" and order.StopOrderID ~= nil then if stopValue>order.Stop then return ; end end end else return ; end stopSide = "B"; if stopValue <= instance.ask[NOW] then --core.host:trace(string.format("not passed %f <= %f", stopValue, instance.ask[NOW])); return ; end end if order.StopOrderID == "" or order.StopOrderID == nil then valuemap = core.valuemap(); valuemap.Command = "CreateOrder"; valuemap.OrderType = "S"; valuemap.OfferID = order.OfferID; valuemap.AcctID = order.AccountID; valuemap.TradeID = order.TradeID; valuemap.Quantity = order.Lot; valuemap.Rate = stopValue; valuemap.BuySell = stopSide; executing = true; 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 - order.Stop) > minChange then -- stop exists valuemap = core.valuemap(); valuemap.Command = "EditOrder"; valuemap.AcctID = order.AccountID; valuemap.OrderID = order.StopOrderID; valuemap.Rate = stopValue; executing = true; 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");