-- Id: 23873 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=31&t=67010 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ local amounts_count = 2; local strategy_version = "4"; local Modules = {}; function Init() --The strategy profile initialization strategy:name("Quantum Donchian Channel Strategy v." .. strategy_version) strategy:description("") strategy:setTag("Version", strategy_version); 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", "Entry Time frame", "", "m15") strategy.parameters:setFlag("TF", core.FLAG_PERIODS) strategy.parameters:addString("exit_TF", "Exit Time frame", "", "m30") strategy.parameters:setFlag("exit_TF", core.FLAG_PERIODS) strategy.parameters:addGroup("Donchian Channel Calculation") strategy.parameters:addInteger("N", "Number of periods", "", 20, 2, 10000) strategy.parameters:addGroup("Quantum Calculation") strategy.parameters:addInteger("Period", "Period", "Period", 300) strategy.parameters:addBoolean("ReversalOnly", "Trend reversal only", "", true) strategy.parameters:addString("ExitType", "ExitType", "", "Central") strategy.parameters:addStringAlternative("ExitType", "Central", "", "Central") strategy.parameters:addStringAlternative("ExitType", "Top/Bottom", "", "TopBottom") 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", "", "EndOfTurn") strategy.parameters:addStringAlternative("EntryExecutionType", "End of Turn", "", "EndOfTurn") strategy.parameters:addStringAlternative("EntryExecutionType", "Live", "", "Live") --********************************************************************************************************* strategy.parameters:addString("ExitExecutionType", "Exit Execution Type", "", "EndOfTurn") strategy.parameters:addStringAlternative("ExitExecutionType", "End of Turn", "", "EndOfTurn") strategy.parameters:addStringAlternative("ExitExecutionType", "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", "QDCS" ) 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", "Initial Trade Amount in Lots", "", 1, 1, 1000000); for i = 1, amounts_count do strategy.parameters:addInteger("Amount_start_" .. i, "Amount Since Position #", "", 1); strategy.parameters:addInteger("Amount_" .. i, "Trade Amount in Lots", "", 1, 1, 1000000); end strategy.parameters:addBoolean("SetLimit", "Set Limit Orders", "", false) strategy.parameters:addInteger("Limit", "Limit Order in pips", "", 30) strategy.parameters:addBoolean("SetStop", "Set Stop Orders", "", false) strategy.parameters:addInteger("Stop", "Stop Order in pips", "", 30) strategy.parameters:addBoolean("TrailingStop", "Trailing stop order", "", false) --********************************************************************************************************* strategy.parameters:addBoolean("Exit", "Use Optional Exit", "", true) --********************************************************************************************************* strategy.parameters:addGroup("Alerts") 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("ManageExit", "Use Exit after Stop Time", "", true) --********************************************************************************************************* 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, exit_source local MaxNumberOfPositionInAnyDirection, MaxNumberOfPosition local ALLOWEDSIDE local AllowTrade local Offer local CanClose local Account local Amounts = {}; local SetLimit local Limit local SetStop local Stop local TrailingStop local BaseSize local EntyExecutionType, ExitExecutionType local CloseOnOpposite local first local Direction local CustomID local PositionCap local TF, exit_TF local OpenTime, CloseTime, ExitTime local LastEntry, LastExit local ToTime local ValidInterval, UseMandatoryClosing --********************************************************************************************************* local ManageExit, Exit --********************************************************************************************************* --Indicator parameters local DNC, N, DNC_exit local Quantum, Period, ReversalOnly local ExitType local ENTRY_SOURCE_ID = 2; local EXIT_SOURCE_ID = 3; function Prepare(nameOnly) for _, module in pairs(Modules) do module:Prepare(nameOnly); end CustomID = instance.parameters.CustomID name = profile:id() .. ", " .. instance.bid:name() .. ", " .. CustomID instance:name(name) if nameOnly then return end ExitType = instance.parameters.ExitType 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 exit_TF = instance.parameters.exit_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 --********************************************************************************************************* ManageExit = instance.parameters.ManageExit Exit = instance.parameters.Exit --********************************************************************************************************* --Indicator parameters N = instance.parameters.N Period = instance.parameters.Period ReversalOnly = instance.parameters.ReversalOnly assert(TF ~= "t1", "The time frame must not be tick") PrepareTrading() assert(core.indicators:findIndicator("DNC") ~= nil, "Please, download and install DNC.LUA indicator") assert(core.indicators:findIndicator("QUANTUM") ~= nil, "Please, download and install QUANTUM.LUA indicator") if EntryExecutionType == "Live" or --**************************************************************************************************** ExitExecutionType == "Live" then --****************************************************************************************************** TickSource = ExtSubscribe(1, nil, "t1", instance.parameters.Type == "Bid", "close") end Source = ExtSubscribe(ENTRY_SOURCE_ID, nil, TF, instance.parameters.Type == "Bid", "bar") exit_source = ExtSubscribe(EXIT_SOURCE_ID, nil, exit_TF, instance.parameters.Type == "Bid", "bar") DNC = core.indicators:create("DNC", Source, N, "yes", "yes", false) DNC_exit = core.indicators:create("DNC", exit_source, N, "yes", "yes", false) Quantum = core.indicators:create("QUANTUM", Source, Period, ReversalOnly, true) first = math.max(DNC.DM:first(), Period) 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() for _, module in pairs(Modules) do if module.ReleaseInstance ~= nil then module:ReleaseInstance(); end end core.host:execute("killTimer", 100) end function ParseTime(time) local Pos = string.find(time, ":") if Pos == nil then return nil, false end local h = tonumber(string.sub(time, 1, Pos - 1)) time = string.sub(time, Pos + 1) Pos = string.find(time, ":") if Pos == nil then return nil, false end 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 local amount = {}; amount.Start = 0; amount.Value = instance.parameters.Amount; Amounts[#Amounts + 1] = amount; for i = 1, amounts_count do local amount = {}; amount.Start = instance.parameters:getInteger("Amount_start_" .. i); amount.Value = instance.parameters:getInteger("Amount_" .. i); Amounts[#Amounts + 1] = amount; end 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 SetStop = instance.parameters.SetStop Stop = instance.parameters.Stop TrailingStop = instance.parameters.TrailingStop end function ExtUpdate(id, source, period) -- The method called every time when a new bid or ask price appears. 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 AllowTrade then if not (checkReady("trades")) or not (checkReady("orders")) then return end end if period < 0 then return end if EntryExecutionType == "Live" or ExitExecutionType == "Live" then if id ~= 1 then return end period = core.findDate(Source, TickSource:date(period), false) elseif id == 1 then return 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. DNC:update(core.UpdateLast) DNC_exit:update(core.UpdateLast) Quantum:update(core.UpdateLast) if not Source.close:hasData(period) or period < first then return end if EntryExecutionType == "Live" and id == 1 or EntryExecutionType ~= "Live" and id == ENTRY_SOURCE_ID then EntryFunction(now, period) end if ExitExecutionType == "Live" and id == 1 or ExitExecutionType ~= "Live" and id == EXIT_SOURCE_ID then ExitFunction(now, period) end end function InRange(now, openTime, closeTime) if openTime < closeTime then return now >= openTime and now <= closeTime; end if openTime > closeTime then return now > openTime or now < closeTime; end return now == openTime; end function ExitFunction(now, period) if not Exit then return end if not InRange(now, OpenTime, CloseTime) and not ManageExit then return end if (LastExit == Source:serial(period)) then return end if (exit_source.close[period] > DNC_exit.DM[period] and ExitType == "Central") or (exit_source.close[period] > DNC_exit.DU[period] and ExitType ~= "Central") then if Direction then if haveTrades("B") then exitSpecific("B") Signal("Close Long") end else if haveTrades("S") then exitSpecific("S") Signal("Close Short") end end LastExit = exit_source:serial(period) end if (exit_source.close[period] < DNC_exit.DM[period] and ExitType == "Central") or (exit_source.close[period] < DNC_exit.DN[period] and ExitType ~= "Central") then if Direction then if haveTrades("S") then exitSpecific("S") Signal("Close Short") end else if haveTrades("B") then exitSpecific("B") Signal("Close Long") end end LastExit = exit_source:serial(period) end end local last_buy_high; local last_sell_low; function EntryFunction(now, period) if not InRange(now, OpenTime, CloseTime) then return false; end if (LastEntry == Source:serial(period)) then return false; end -- only buy if we have a fast cross over slow and the price is above the moving averages. if (Source.close[period] < DNC.DM[period] and Quantum.Signal[period] == -1) or (haveTrades("B") and Source.close[period] > last_buy_high) then if Direction then BUY() else SELL() end last_buy_high = Source.high[period]; LastEntry = Source:serial(period) return true; elseif (Source.close[period] > DNC.DM[period] and Quantum.Signal[period] == 1) or (haveTrades("S") and Source.close[period] < last_sell_low) then if Direction then SELL() else BUY() end last_sell_low = Source.low[period]; LastEntry = Source:serial(period) return true; end return false; end function ExtAsyncOperationFinished(cookie, success, message) for _, module in pairs(Modules) do if module.AsyncOperationFinished ~= nil then module:AsyncOperationFinished(cookie, success, message, message1, message2); end end 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 CanClose and CloseOnOpposite and haveTrades("S") 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 CanClose and CloseOnOpposite and haveTrades("B") 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, instance.bid); 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 function GetAmount(BuySell) local count = tradesCount(BuySell) + 1; local amount = 0; for _, item in ipairs(Amounts) do if count >= item.Start then amount = item.Value; end end return amount; 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 valuemap.Quantity = GetAmount(BuySell) * BaseSize valuemap.BuySell = BuySell valuemap.CustomID = CustomID -- add stop/limit valuemap.PegTypeStop = "O" if SetStop then if BuySell == "B" then valuemap.PegPriceOffsetPipsStop = -Stop else valuemap.PegPriceOffsetPipsStop = Stop 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 = Amount*BaseSize; 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 dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua") signaler = {}; signaler.Name = "Signaler"; signaler.Debug = false; signaler.Version = "1.4"; signaler._show_alert = nil; signaler._sound_file = nil; signaler._recurrent_sound = nil; signaler._email = nil; signaler._ids_start = nil; signaler._advanced_alert_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._advanced_alert_timer and #self._alerts > 0 and (self.last_req == nil or not self.last_req:loading()) then if self._advanced_alert_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._advanced_alert_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:FormatEmail(source, period, message) --format email subject local subject = message .. "(" .. source:instrument() .. ")"; --format email text local delim = "\013\010"; local signalDescr = "Signal: " .. (self.StrategyName or ""); local symbolDescr = "Symbol: " .. source:instrument(); local messageDescr = "Message: " .. message; local ttime = core.dateToTable(core.host:execute("convertTime", core.TZ_EST, self._ToTime, source:date(period))); local dateDescr = string.format("Time: %02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min); local priceDescr = "Price: " .. source[period]; local text = "You have received this message because the following signal alert was received:" .. delim .. signalDescr .. delim .. symbolDescr .. delim .. messageDescr .. delim .. dateDescr .. delim .. priceDescr; return subject, text; end function signaler:Signal(label, source) if source == nil then source = instance.bid; if instance.bid == nil then local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); else source = instance.bid; end 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, self:FormatEmail(source, NOW, label)); end if self._advanced_alert_key ~= nil then self:AlertTelegram(label, source:instrument(), source:barSize()); end if self._signaler_debug_alert then core.host:trace(label); end if self._show_popup == true then local subject, text = self:FormatEmail(source, NOW, label); core.host:execute("prompt", self._ids_start + 2, subject, text); 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:addInteger("signaler_ToTime", "Convert the date to", "", 6) parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1) parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2) parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3) parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4) parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5) parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6) 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); if indicator ~= nil and strategy == nil then parameters:addBoolean("signaler_show_popup", "Show Popup", "", false); end parameters:addBoolean("signaler_debug_alert", "Print into log", "", false); parameters:addBoolean("use_advanced_alert", "Send Advanced Alert", "Telegram message or Channel post", false); parameters:addString("advanced_alert_key", "Advanced Alert Key", "You can get it via @profit_robots_bot Telegram bot", ""); end function signaler:Prepare(name_only) self._ToTime = instance.parameters.signaler_ToTime if self._ToTime == 1 then self._ToTime = core.TZ_EST elseif self._ToTime == 2 then self._ToTime = core.TZ_UTC elseif self._ToTime == 3 then self._ToTime = core.TZ_LOCAL elseif self._ToTime == 4 then self._ToTime = core.TZ_SERVER elseif self._ToTime == 5 then self._ToTime = core.TZ_FINANCIAL elseif self._ToTime == 6 then self._ToTime = core.TZ_TS end 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; self._show_popup = instance.parameters.signaler_show_popup; self._signaler_debug_alert = instance.parameters.signaler_debug_alert; 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.advanced_alert_key ~= "" and instance.parameters.use_advanced_alert then self._advanced_alert_key = instance.parameters.advanced_alert_key; require("http_lua"); self._advanced_alert_timer = self._ids_start + 1; core.host:execute("setTimer", self._advanced_alert_timer, 1); end end signaler:RegisterModule(Modules);