-- Id: 1967 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=2280 --+------------------------------------------------------------------+ --| 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 | --+------------------------------------------------------------------+ local Modules = {}; function Init() strategy:name("Breakeven_Price Strategy"); strategy:description("The strategy Closes Position on Breakeven Price"); strategy:setTag("NonOptimizableParameters", "ShowAlert,PlaySound,SoundFile,RecurrentSound,SendMail,Email"); strategy.parameters:addGroup("Price Parameters"); strategy.parameters:addString("TF", "Time Frame", "", "m15"); strategy.parameters:setFlag("TF", core.FLAG_PERIODS); strategy.parameters:addGroup("Trading Parameters"); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); strategy.parameters:addBoolean("AllowLong", "Allow strategy to Close Long Positions", "", false); strategy.parameters:addBoolean("AllowShort", "Allow strategy to Close Short Positions", "", false); strategy.parameters:addString("Account", "Account to trade on", "", ""); strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT); strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "Breakeven_Price_Strategy"); strategy.parameters:addString("action", "Action", "", "close"); strategy.parameters:addStringAlternative("action", "Close all positions", "", "close"); strategy.parameters:addStringAlternative("action", "Hedge", "", "hedge"); signaler:Init(strategy.parameters); end local AllowLong, AllowShort; local Offer; local Account; local CustomID; local action; function Prepare(nameOnly) for _, module in pairs(Modules) do module:Prepare(nameOnly); end action = instance.parameters.action; assert(instance.parameters.TF ~= "t1", "The time frame must not be tick"); assert(core.indicators:findIndicator("BREAKEVEN_PRICE") ~= nil, "Please download and install BREAKEVEN_PRICE indicator!"); local name; name = profile:id() .. "(" .. instance.bid:name() .. "." .. instance.parameters.TF .. ")"; instance:name(name); if nameOnly then return; end AllowShort = instance.parameters.AllowShort; AllowLong = instance.parameters.AllowLong; if AllowLong or AllowShort then Account = instance.parameters.Account; CustomID = instance.parameters.CustomID; Offer = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID; end ExtSubscribe(1, nil, "t1", true, "close"); end local first = true; local BAR = nil; local indicator = nil; function ReleaseInstance() for _, module in pairs(Modules) do if module.ReleaseInstance ~= nil then module:ReleaseInstance(); end end end function ExtAsyncOperationFinished(cookie, success, message, message1, message2) for _, module in pairs(Modules) do if module.AsyncOperationFinished ~= nil then module:AsyncOperationFinished(cookie, success, message, message1, message2); end end end function ExtUpdate(id, source, period) if not instance.parameters.AllowTrade then return; end for _, module in pairs(Modules) do if module.BlockTrading ~= nil and module:BlockTrading(id, source, period) then return; end end for _, module in pairs(Modules) do if module.ExtUpdate ~= nil then module:ExtUpdate(id, source, period); end end if id == 1 and first then first = false; BAR = ExtSubscribe(2, nil, instance.parameters.TF, true, "bar"); indicator = core.indicators:create("BREAKEVEN_PRICE", BAR.close); elseif id == 2 and period > 1 then indicator:update(core.UpdateLast); -- check whether the signal appears if core.crossesOver(BAR.close, indicator.SELL[NOW], period) and AllowShort then if action == "close" then signaler:Signal("Short Position Closed"); exit("S"); else signaler:Signal("Hedging short positions"); HedgePositions("S"); core.host:execute("stop"); end elseif core.crossesUnder(BAR.close, indicator.BUY[NOW], period) and AllowLong then if action == "close" then signaler:Signal("Long Position Closed"); exit("B"); else signaler:Signal("Hedging long positions"); HedgePositions("B"); core.host:execute("stop"); end end end end function CalculateTotalAmount(offer_id, account_id, bs) local total = 0; local count=0; local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while (row ~= nil) do if row.OfferID == offer_id and row.AccountID == account_id and row.BS == bs then total = total + row.AmountK; count=count+row.Lot; end row = enum:next(); end return total,count; end function HedgePositions(side) local offers = core.host:findTable("offers"):enumerator(); local offer = offers:next(); while (offer ~= nil) do local offer_id = offer.OfferID; local enum = core.host:findTable("accounts"):enumerator(); local row = enum:next(); while (row ~= nil) do if row.Hedging == "Y" then local total_amount = CalculateTotalAmount(offer_id, row.AccountID, side); local base_size = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), row.AccountID); if total_amount > 0 then if side == "B" then OpenMarket(offer_id, row.AccountID, "S", total_amount * base_size); else OpenMarket(offer_id, row.AccountID, "B", total_amount * base_size); end end end row = enum:next(); end offer = offers:next(); end end function OpenMarket(offer_id, account_id, bs, amount) local valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = offer_id; valuemap.AcctID = account_id; valuemap.Quantity = amount; valuemap.BuySell = bs; local success, msg = terminal:execute(200, valuemap); assert(success, msg); end -- exit from the specified direction function exit(BuySell) if not(AllowLong) and not(AllowShort) then return ; end local enum, row, valuemap, success, msg; -- check whether we have at least one trade on the specified account -- in the specified direction for the specified instrument 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 then count = count + 1; end row = enum:next(); end if count > 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.TradeID = "all"; valuemap.NetQtyFlag = "Y"; valuemap.BuySell = BuySell; valuemap.CustomID = CustomID; 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 dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua"); signaler = {}; signaler.Name = "Signaler"; signaler.Debug = false; signaler.Version = "1.1.4"; signaler._show_alert = nil; signaler._sound_file = nil; signaler._recurrent_sound = nil; signaler._email = nil; signaler._ids_start = nil; signaler._telegram_timer = nil; signaler._tz = nil; signaler._alerts = {}; function signaler:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end function signaler:OnNewModule(module) end function signaler:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end function signaler:ToJSON(item) local json = {}; function json:AddStr(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value)); end function json:AddNumber(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0); end function json:AddBool(name, value) local separator = ""; if self.str ~= nil then separator = ","; else self.str = ""; end self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false"); end function json:ToString() return "{" .. (self.str or "") .. "}"; end local first = true; for idx,t in pairs(item) do local stype = type(t) if stype == "number" then json:AddNumber(idx, t); elseif stype == "string" then json:AddStr(idx, t); elseif stype == "boolean" then json:AddBool(idx, t); elseif stype == "function" or stype == "table" then --do nothing else core.host:trace(tostring(idx) .. " " .. tostring(stype)); end end return json:ToString(); end function signaler:ArrayToJSON(arr) local str = "["; for i, t in ipairs(self._alerts) do local json = self:ToJSON(t); if str == "[" then str = str .. json; else str = str .. "," .. json; end end return str .. "]"; end function signaler:AsyncOperationFinished(cookie, success, message, message1, message2) if cookie == self._telegram_timer and #self._alerts > 0 and (self.last_req == nil or not self.last_req:loading()) then if self._telegram_key == nil then return; end local data = self:ArrayToJSON(self._alerts); self._alerts = {}; self.last_req = http_lua.createRequest(); local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}', self._telegram_key, string.gsub(self.StrategyName or "", '"', '\\"'), data); self.last_req:setRequestHeader("Content-Type", "application/json"); self.last_req:setRequestHeader("Content-Length", tostring(string.len(query))); self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query); end end function signaler:Signal(label, source) if source == nil then source = instance.bid; end if self._show_alert then terminal:alertMessage(source:instrument(), source[NOW], label, source:date(NOW)); end if self._sound_file ~= nil then terminal:alertSound(self._sound_file, self._recurrent_sound); end if self._email ~= nil then terminal:alertEmail(self._email, profile:id().. " : " .. label , FormatEmail(source, NOW, label)); end if self._telegram_key ~= nil then self:AlertTelegram(label, source:instrument(), source:barSize()); end end function signaler:AlertTelegram(message, instrument, timeframe) if core.host.Trading:getTradingProperty("isSimulation") then return; end local alert = {}; alert.Text = message or ""; alert.Instrument = instrument or ""; alert.TimeFrame = timeframe or ""; self._alerts[#self._alerts + 1] = alert; end function signaler:Init(parameters) parameters:addGroup("Alerts"); parameters:addBoolean("signaler_show_alert", "Show Alert", "", true); parameters:addBoolean("signaler_play_sound", "Play Sound", "", false); parameters:addFile("signaler_sound_file", "Sound File", "", ""); parameters:setFlag("signaler_sound_file", core.FLAG_SOUND); parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true); parameters:addBoolean("signaler_send_email", "Send Email", "", false); parameters:addString("signaler_email", "Email", "", ""); parameters:setFlag("signaler_email", core.FLAG_EMAIL); parameters:addBoolean("use_telegram", "Send to Telegram", "", false); parameters:addString("telegram_key", "Telegram Key", "Used for @profit_robots_bot", ""); end function signaler:Prepare(name_only) if instance.parameters.signaler_play_sound then self._sound_file = instance.parameters.signaler_sound_file; assert(self._sound_file ~= "", "Sound file must be chosen"); end self._show_alert = instance.parameters.signaler_show_alert; self._recurrent_sound = instance.parameters.signaler_recurrent_sound; if instance.parameters.signaler_send_email then self._email = instance.parameters.signaler_email; assert(self._email ~= "", "E-mail address must be specified"); end --do what you usually do in prepare if name_only then return; end if instance.parameters.telegram_key ~= "" and instance.parameters.use_telegram then self._telegram_key = instance.parameters.telegram_key; require("http_lua"); self._telegram_timer = self._ids_start + 1; core.host:execute("setTimer", self._telegram_timer, 1); end end signaler:RegisterModule(Modules);