-- Id: 20782 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=65038 --+------------------------------------------------------------------+ --| 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 | --| Patreon : https://www.patreon.com/mariojemic | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ function Init() --The strategy profile initialization strategy:name("Three Inside-Outside Up-Down candle pattern Strategy") strategy:description("") strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound, ShowAlert") strategy.parameters:addGroup("Price") strategy.parameters:addString("Type", "Price Type", "", "Bid") strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid") strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask") strategy.parameters:addString("TF", "Time frame", "", "m1") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addGroup("Selector") strategy.parameters:addBoolean("S1", "Show Bullish Three Outside Signal", "", true) strategy.parameters:addBoolean("S2", "Show Bearish Three Outside Signal", "", true) strategy.parameters:addBoolean("S3", "Show Bullish Three Inside Signal", "", true) strategy.parameters:addBoolean("S4", "Show Bearish Three Inside Signal", "", true) CreateTradingParameters() end function CreateTradingParameters() strategy.parameters:addGroup("Execution Parameters") strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", true) 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("EntryExecutionType", "Entry Execution Type", "", "Live") strategy.parameters:addStringAlternative("EntryExecutionType", "End of Turn", "", "EndOfTurn") strategy.parameters:addStringAlternative("EntryExecutionType", "Live", "", "Live") strategy.parameters:addGroup("Trade Parameters") strategy.parameters:addBoolean("CloseOnOpposite", "Close On Opposite", "", true) strategy.parameters:addString("CustomID", "Custom Identifier", "The identifier that can be used to distinguish strategy instances", "TIOUDCPS") strategy.parameters:addBoolean("PositionCap", "Use Position Cap", "", false) strategy.parameters:addInteger("MaxNumberOfPositionInAnyDirection", "Max Number Of Open Position In Any Direction", "", 2) strategy.parameters:addInteger("MaxNumberOfPosition", "Max Number Of Position In One Direction", "", 1) 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:addString("Direction", "Type of Signal / Trade", "", "direct") strategy.parameters:addStringAlternative("Direction", "Direct", "", "direct") strategy.parameters:addStringAlternative("Direction", "Reverse", "", "reverse") strategy.parameters:addString("Account", "Account to trade on", "", "") strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT) strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1) strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false) strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30) strategy.parameters:addString("stop_type", "Stop Type", "", "no") strategy.parameters:addStringAlternative("stop_type", "No stop", "", "no") strategy.parameters:addStringAlternative("stop_type", "Fixed", "", "fixed") strategy.parameters:addStringAlternative("stop_type", "Auto", "", "auto") strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30) strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false) signaler:Init(strategy.parameters) 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 local AccountType local Source, TickSource local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition local ALLOWEDSIDE local AllowTrade local Offer local CanClose local Account local Amount local SetLimit local Limit local Stop local TrailingStop local BaseSize local EntyExecutionType, ExitExecutionType local CloseOnOpposite local first local Direction local CustomID local PositionCap local TF local OpenTime, CloseTime, ExitTime local LastEntry, LastExit local ToTime local ValidInterval, UseMandatoryClosing local stop_type --Indicator parameters local S1, S2, S3, S4 function Prepare(nameOnly) signaler:Prepare(nameOnly) CustomID = instance.parameters.CustomID AccountType = instance.parameters.AccountType EntryExecutionType = instance.parameters.EntryExecutionType ExitExecutionType = instance.parameters.ExitExecutionType CloseOnOpposite = instance.parameters.CloseOnOpposite MaxNumberOfPositionInAnyDirection = instance.parameters.MaxNumberOfPositionInAnyDirection MaxNumberOfPosition = instance.parameters.MaxNumberOfPosition Direction = instance.parameters.Direction == "direct" TF = instance.parameters.TF ToTime = instance.parameters.ToTime 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 PositionCap = instance.parameters.PositionCap ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing LastEntry = nil LastExit = nil --Indicator parameters S1 = instance.parameters.S1 S2 = instance.parameters.S2 S3 = instance.parameters.S3 S4 = instance.parameters.S4 assert(TF ~= "t1", "The time frame must not be tick") name = profile:id() .. ", " .. instance.bid:name() .. ", " .. CustomID instance:name(name) PrepareTrading() if nameOnly then return end if EntryExecutionType == "Live" then TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") end Source = ExtSubscribe(2, nil, TF, instance.parameters.Type == "Bid", "bar") first = Source.close:first() + 3 ValidInterval = instance.parameters.ValidInterval UseMandatoryClosing = instance.parameters.UseMandatoryClosing 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 function ReleaseInstance() core.host:execute("killTimer", 100) end -- NG: create a function to parse time function ParseTime(time) local Pos = string.find(time, ":") local h = tonumber(string.sub(time, 1, Pos - 1)) time = string.sub(time, Pos + 1) Pos = string.find(time, ":") 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), ((h >= 0 and h < 24 and m >= 0 and m < 60 and s >= 0 and s < 60) or -- time in ole format (h == 24 and m == 0 and s == 0)) -- validity flag end function PrepareTrading() ALLOWEDSIDE = instance.parameters.ALLOWEDSIDE AllowTrade = instance.parameters.AllowTrade 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 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 stop_type = instance.parameters.stop_type if stop_type == "no" then elseif stop_type == "fixed" then Stop = instance.parameters.Stop end TrailingStop = instance.parameters.TrailingStop end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. if AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if period < 0 then return end if EntryExecutionType == "Live" then if id ~= 1 then return end period = core.findDate(Source, TickSource:date(period), false) else if id ~= 2 then return end end now = core.host:execute("getServerTime") now = core.host:execute("convertTime", core.TZ_EST, ToTime, now) -- get only time now = now - math.floor(now) -- update indicators. period = period - 3 if not Source.close:hasData(period) or period < first then return end if EntryExecutionType == "Live" and id == 1 or EntryExecutionType ~= "Live" and id ~= 1 then if Source.close[period] < Source.open[period] and Source.close[period + 1] > Source.high[period] and Source.close[period + 2] > Source.high[period + 1] and S1 then EntryFunction(now, period, 1) elseif Source.close[period] > Source.open[period] and Source.close[period + 1] < Source.low[period] and Source.close[period + 2] < Source.low[period + 1] and S2 then EntryFunction(now, period, -1) end if Source.close[period] < Source.open[period] and Source.high[period + 1] <= Source.high[period] and Source.low[period + 1] >= Source.low[period] and Source.close[period + 2] > Source.high[period + 1] and S3 then EntryFunction(now, period, 1) elseif Source.close[period] > Source.open[period] and Source.high[period + 1] <= Source.high[period] and Source.low[period + 1] >= Source.low[period] and Source.close[period + 2] < Source.low[period + 1] and S4 then EntryFunction(now, period, -1) end end end function EntryFunction(now, period, Trade_Side) local Return = false if not (now >= OpenTime and now <= CloseTime) then return Return end if (LastEntry == Source:serial(period)) then return end -- only buy if we have a fast cross over slow and the price is above the moving averages. if Trade_Side == 1 then if Direction then BUY() else SELL() end LastEntry = Source:serial(period) Return = true elseif Trade_Side == -1 then if Direction then SELL() else BUY() end LastEntry = Source:serial(period) Return = true end return Return end -- NG: Introduce async function for timer/monitoring for the order results function ExtAsyncOperationFinished(cookie, success, message, message1, message2) signaler:AsyncOperationFinished(cookie, success, message, message1, message2) 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 exitSpecific("B") Signal("Close Long") end if haveTrades("S") then exitSpecific("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 --===========================================================================-- -- TRADING UTILITY FUNCTIONS -- --============================================================================-- function BUY() if AllowTrade then if (CloseOnOpposite or Hedge) and haveTrades("S") then -- close on opposite signal exitSpecific("S") Signal("Close Short") end if ALLOWEDSIDE == "Sell" then -- we are not allowed buys. return end enter("B", 0) else Signal("Buy Signal") end end function HEDGELONG() if ALLOWEDSIDE == "Buy" and haveTrades("B") then -- we are not allowed sells. return end if not haveTrades("B") then return end if AllowTrade then local bCount = tradesCount("B") if bCount > 0 then exitSpecific("B") Signal("Hedge Long") enter("S", bCount) end else Signal("Hedge Long") end end function HEDGESHORT() if ALLOWEDSIDE == "Sell" and haveTrades("S") then -- we are not allowed buys. return end if not haveTrades("S") then return end if AllowTrade then local sCount = tradesCount("S") if sCount > 0 then exitSpecific("S") Signal("Hedge Short") enter("B", sCount) end else Signal("Hedge Short") end end function SELL() if AllowTrade then if (CloseOnOpposite or Hedge) and haveTrades("B") then -- close on opposite signal exitSpecific("B") Signal("Close Long") end if ALLOWEDSIDE == "Buy" then -- we are not allowed sells. return end enter("S", 0) else Signal("Sell Signal") end end function Signal(Label) signaler:Signal(Label, Source) 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 row ~= nil do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID 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 (row ~= nil) do if row.AccountID == Account and row.OfferID == Offer and row.QTXT == CustomID and (row.BS == BuySell or BuySell == nil) then found = true break end row = enum:next() end return found end -- enter into the specified direction function enter(BuySell, hCount) -- do not enter if position in the specified direction already exists if (tradesCount(BuySell) >= MaxNumberOfPosition or (tradesCount(nil) >= MaxNumberOfPositionInAnyDirection)) and PositionCap then return true end -- send the alert after the checks to see if we can trade. if (BuySell == "S") then Signal("Sell Signal") else Signal("Buy Signal") end return MarketOrder(BuySell, hCount) end -- enter into the specified direction function MarketOrder(BuySell, hCount) local valuemap, success, msg valuemap = core.valuemap() valuemap.Command = "CreateOrder" valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account if hCount > 0 then valuemap.Quantity = hCount * BaseSize else valuemap.Quantity = Amount * BaseSize end valuemap.BuySell = BuySell valuemap.CustomID = CustomID -- add stop/limit if stop_type == "fixed" then valuemap.PegTypeStop = "O" if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop end elseif stop_type == "auto" then if BuySell == "B" then valuemap.RateStop = Source.low[NOW - 1] else valuemap.RateStop = Source.high[NOW - 1] 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(200, 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 function exitSpecific(BuySell) if not AllowTrade then return end --side -- closes all positions of the specified direction (B for buy, S for sell) local enum, row, valuemap enum = core.host:findTable("trades"):enumerator() while true do row = enum:next() if row == nil then break end if row.AccountID == Account and row.OfferID == Offer and row.BS == BuySell and row.QTXT == CustomID then -- if trade has to be closed if CanClose then -- non-FIFO account, create a close market order valuemap = core.valuemap() valuemap.OrderType = "CM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = row.Lot valuemap.TradeID = row.TradeID valuemap.CustomID = CustomID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(201, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end else -- FIFO account, create an opposite market order valuemap = core.valuemap() valuemap.OrderType = "OM" valuemap.OfferID = Offer valuemap.AcctID = Account valuemap.Quantity = row.Lot valuemap.CustomID = CustomID if row.BS == "B" then valuemap.BuySell = "S" else valuemap.BuySell = "B" end success, msg = terminal:execute(201, valuemap) if not (success) then terminal:alertMessage( instance.bid:instrument(), instance.bid[instance.bid:size() - 1], "Close order failed" .. msg, instance.bid:date(instance.bid:size() - 1) ) return false end end end end end 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 dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua")