--+------------------------------------------------------------------+ --| Copyright © 2020, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| Patreon: https://goo.gl/GdXWeN | --+------------------------------------------------------------------+ local EntryActions = {}; local ExitActions = {}; -- START OF USER DEFINED SECTION local STRATEGY_NAME = "A WAVE Strategy"; function CreateParameters() strategy.parameters:addInteger("Period", "Period", "", 14); strategy.parameters:addInteger("Period1", "1. EMA Period", "", 13); strategy.parameters:addInteger("Period2", "2. EMA Period", "", 2); strategy.parameters:addInteger("Period3", "3. EMA Period", "", 5); end local indi; function CreateEntryIndicators(source) local profile = core.indicators:findIndicator("A WAVE INDICATOR"); assert(profile ~= nil, "Please, download and install " .. "A WAVE INDICATOR" .. ".LUA indicator"); local indicatorParams = profile:parameters(); indi = core.indicators:create("A WAVE INDICATOR", source, instance.parameters.Period, instance.parameters.Period1, instance.parameters.Period2, instance.parameters.Period3); end function UpdateIndicators() indi:update(core.UpdateLast); end function IsEntryLong(source, period) return core.crossesOver(indi.closeup, indi.Signal, period); end function IsEntryShort(source, period) return core.crossesUnder(indi.closeup, indi.Signal, period); end function IsExitLong(source, period) return false; end function IsExitShort(source, period) return false; end -- END OF USER DEFINED SECTION function Init() strategy:name(STRATEGY_NAME); strategy:description(""); strategy:type(core.Both); strategy:setTag("NonOptimizableParameters", "StartTime,StopTime,ToTime,signaler_ToTime,signaler_show_alert,signaler_play_soundsignaler_sound_file,signaler_recurrent_sound,signaler_send_email,signaler_email,signaler_show_popup,signaler_debug_alert,use_advanced_alert,advanced_alert_key"); strategy.parameters:addBoolean("type", "Price Type", "", true); strategy.parameters:setFlag("type", core.FLAG_BIDASK); strategy.parameters:addString("timeframe", "Timeframe", "", "m1"); strategy.parameters:setFlag("timeframe", core.FLAG_PERIODS); strategy.parameters:addBoolean("AllowTrade", "Allow strategy to trade", "", false); strategy.parameters:setFlag("AllowTrade", core.FLAG_ALLOW_TRADE); 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("entry_execution_type", "Execution Type", "Once per bar close or on every tick", "Live"); strategy.parameters:addStringAlternative("entry_execution_type", "End of Turn", "", "EndOfTurn"); strategy.parameters:addStringAlternative("entry_execution_type", "Live", "", "Live"); strategy.parameters:addString("Account", "Account to trade on", "", ""); strategy.parameters:setFlag("Account", core.FLAG_ACCOUNT); strategy.parameters:addInteger("Amount", "Trade Amount in Lots", "", 1, 1, 1000000); strategy.parameters:addGroup("Money Management"); strategy.parameters:addBoolean("use_stop", "Set Stop", "", false); strategy.parameters:addDouble("stop_pips", "Stop, pips", "", 10); strategy.parameters:addBoolean("use_trailing", "Trailing stop order", "", false); strategy.parameters:addInteger("trailing", "Trailing in pips", "Use 1 for dynamic and 10 or greater for the fixed trailing", 1); strategy.parameters:addBoolean("use_limit", "Set Limit", "", false); strategy.parameters:addDouble("limit_pips", "Limit, pips", "", 20); strategy.parameters:addBoolean("use_position_limit", "Use Position limit", "", true); strategy.parameters:addInteger("position_limit", "Limit", "", 1); strategy.parameters:addBoolean("close_on_opposite", "Close on opposite", "", true); strategy.parameters:addString("custom_id", "Custom ID", "", STRATEGY_NAME); CreateParameters(); strategy.parameters:addGroup("Alerts"); strategy.parameters:addInteger("signaler_ToTime", "Convert the date to", "", 6) strategy.parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1) strategy.parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5) strategy.parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6) strategy.parameters:addBoolean("signaler_show_alert", "Show Alert", "", true); strategy.parameters:addBoolean("signaler_play_sound", "Play Sound", "", false); strategy.parameters:addFile("signaler_sound_file", "Sound File", "", ""); strategy.parameters:setFlag("signaler_sound_file", core.FLAG_SOUND); strategy.parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true); strategy.parameters:addBoolean("signaler_send_email", "Send Email", "", false); strategy.parameters:addString("signaler_email", "Email", "", ""); strategy.parameters:setFlag("signaler_email", core.FLAG_EMAIL); end local MAIN_SOURCE_ID = 1; local TICK_SOURCE_ID = 2; local entry_source_id; local main_source; local base_size, offer_id, Account, Amount, AllowTrade, close_on_opposite, custom_id, AllowedSide; local use_stop, stop_pips, use_limit, limit_pips, entry_execution_type, use_trailing, trailing, use_position_limit, position_limit; local _show_alert, _sound_file, _recurrent_sound, _email; local _ToTime; function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.bid:name() .. ")"; instance:name(name); if nameOnly then return; end use_position_limit = instance.parameters.use_position_limit; position_limit = instance.parameters.position_limit; use_trailing = instance.parameters.use_trailing; trailing = instance.parameters.trailing; AllowedSide = instance.parameters.AllowedSide; entry_execution_type = instance.parameters.entry_execution_type; limit_pips = instance.parameters.limit_pips; use_limit = instance.parameters.use_limit; use_stop = instance.parameters.use_stop; stop_pips = instance.parameters.stop_pips; AllowTrade = instance.parameters.AllowTrade; Account = instance.parameters.Account; Amount = instance.parameters.Amount; close_on_opposite = instance.parameters.close_on_opposite; custom_id = instance.parameters.custom_id; main_source = ExtSubscribe(MAIN_SOURCE_ID, nil, instance.parameters.timeframe, instance.parameters.type, "bar") if entry_execution_type == "Live" then tick_source = ExtSubscribe(TICK_SOURCE_ID, nil, "t1", instance.parameters.type, "bar"); entry_source_id = TICK_SOURCE_ID; else entry_source_id = MAIN_SOURCE_ID; end CreateEntryIndicators(main_source); base_size = core.host:execute("getTradingProperty", "baseUnitSize", instance.bid:instrument(), Account); offer_id = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).OfferID; _ToTime = instance.parameters.signaler_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 if instance.parameters.signaler_play_sound then _sound_file = instance.parameters.signaler_sound_file; assert(_sound_file ~= "", "Sound file must be chosen"); end _show_alert = instance.parameters.signaler_show_alert; _recurrent_sound = instance.parameters.signaler_recurrent_sound; if instance.parameters.signaler_send_email then _email = instance.parameters.signaler_email; assert(_email ~= "", "E-mail address must be specified"); end end local last_entry, last_exit; function ExtUpdate(id, source, period) if id ~= entry_source_id then return; end local entry_period; if entry_execution_type == "Live" then entry_period = main_source:size() - 1; else entry_period = period; end UpdateIndicators(); if IsEntryLong(main_source, entry_period) and last_entry ~= main_source:date(NOW) and not PositionsLimitHit() then if AllowTrade then if close_on_opposite then CloseTrades("S"); end OpenTrade("B"); else Signal("Entry long", main_source); end last_entry = main_source:date(NOW); end if IsEntryShort(main_source, entry_period) and last_entry ~= main_source:date(NOW) and not PositionsLimitHit() then if AllowTrade then if close_on_opposite then CloseTrades("B"); end OpenTrade("S"); else Signal("Entry short", main_source); end last_entry = main_source:date(NOW); end if IsExitLong(main_source, entry_period) and last_exit ~= main_source:date(NOW) then if AllowTrade then CloseTrades("B"); else Signal("Exit long", main_source); end last_exit = main_source:date(NOW); end if IsExitShort(main_source, entry_period) and last_exit ~= main_source:date(NOW) then if AllowTrade then CloseTrades("S"); else Signal("Exit short", main_source); end last_exit = main_source:date(NOW); end end function PositionsLimitHit() if not use_position_limit then return false; end local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); local count = 0; while row ~= nil do if row.BS == side and row.Instrument == main_source:instrument() and (row.QTXT == custom_id or custom_id == "") then count = count + 1; end row = enum:next(); end local enum = core.host:findTable("orders"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == side and row.Instrument == main_source:instrument() and (row.QTXT == custom_id or custom_id == "") then count = count + 1; end row = enum:next(); end return count >= position_limit; end function CloseTrades(side) local enum = core.host:findTable("trades"):enumerator(); local row = enum:next(); while row ~= nil do if row.BS == side and row.Instrument == main_source:instrument() and (row.QTXT == custom_id or custom_id == "") then CloseTrade(row); end row = enum:next(); end end function ExtAsyncOperationFinished(cookie, success, message, message1, message2) end function OpenTrade(side) if AllowedSide ~= "Both" then if AllowedSide == "Buy" and side == "S" then return; end if AllowedSide == "Sell" and side == "B" then return; end end local valuemap = core.valuemap(); valuemap.OrderType = "OM"; valuemap.OfferID = offer_id; valuemap.AcctID = Account; valuemap.Quantity = Amount * base_size; valuemap.BuySell = side; valuemap.CustomID = custom_id; if use_stop then valuemap.PegTypeStop = "O"; if side == "B" then valuemap.PegPriceOffsetPipsStop = -stop_pips; else valuemap.PegPriceOffsetPipsStop = stop_pips; end if use_trailing then valuemap.TrailStepStop = trailing; end end if use_limit then valuemap.PegTypeLimit = "O"; if side == "B" then valuemap.PegPriceOffsetPipsLimit = limit_pips; else valuemap.PegPriceOffsetPipsLimit = -limit_pips; end end local success, msg = terminal:execute(3, valuemap); end function CloseTrade(trade) local valuemap = core.valuemap(); valuemap.BuySell = trade.BS == "B" and "S" or "B"; valuemap.OrderType = "CM"; valuemap.OfferID = trade.OfferID; valuemap.AcctID = trade.AccountID; valuemap.TradeID = trade.TradeID; valuemap.Quantity = trade.Lot; local success, msg = terminal:execute(2, valuemap); end function FormatEmail(source, period, message) --format email subject local subject = message .. "(" .. source:instrument() .. ")"; --format email text local delim = "\013\010"; local signalDescr = "Signal: " .. (STRATEGY_NAME or ""); local symbolDescr = "Symbol: " .. source:instrument(); local messageDescr = "Message: " .. message; local ttime = core.dateToTable(core.host:execute("convertTime", core.TZ_EST, _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 Signal(message, source) if source == nil then if instance.source ~= nil then source = instance.source; elseif instance.bid ~= nil then source = instance.bid; else local pane = core.host.Window.CurrentPane; source = pane.Data:getStream(0); end end if _show_alert then terminal:alertMessage(source:instrument(), source[NOW], message, source:date(NOW)); end if _sound_file ~= nil then terminal:alertSound(_sound_file, _recurrent_sound); end if _email ~= nil then terminal:alertEmail(_email, profile:id().. " : " .. message, FormatEmail(source, NOW, message)); end end dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");