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// USING FOR YM TEST
/***************************************************************************
Chicken Pot Pie Setp
****************************************************************************/
debugClear();
var vATR = null;
var ATR = null;
var NATR = null;
var vAllow = null;
var Result = null;
var carryForward = 0;
var swing = 1;
var closed = 0;
var lstexec = 0; // geoff - added to count trades
var totlpts = 0; // geoff added to count total plus or minus pts
var trades = 0; // geoff
var dreset = 0; // geoff added sept 13th
// These are from auto trading IB sample script
var bEdit = true;
var vSize = null;
var vType = "MARKET";
// The very FIRST order placed when auto-trading is enabled will be the
// normal lot size, otherwise reversals will be 2x lot size
var fFirstOrder = true; //change back to true later on if you want program to enter first order
function preMain() {
setProperty("HideEncryptedLock", "yes");
setStudyTitle("SAR AUTO - COC OFF, 3.0 ATR");
setShowTitleParameters(false);
setCursorLabelName("Smackdown", 0);
setShowCursorLabel(true);
setColorPriceBars(true);
setComputeOnClose(true); // TURN OFF FOR TICK BY TICK CALCULATIONS
setPlotType(PLOTTYPE_CIRCLE,0);
setDefaultBarFgColor(Color.yellow, 0);
setDefaultBarThickness(1,0);
setPriceStudy(true);
var c1 = new FunctionParameter("BuyStopColor", FunctionParameter.COLOR);
c1.setName("Buy Stop Color");
c1.setDefault(Color.RGB(0,0,255));
var c2 = new FunctionParameter("SellStopColor", FunctionParameter.COLOR);
c2.setName("Sell Stop Color");
c2.setDefault(Color.RGB(255,0,0));
// These are from auto trading IB sample script
var dp0 = new FunctionParameter("vAllow", FunctionParameter.BOOLEAN);
dp0.setName("Auto Trading");
dp0.setDefault(false);
var dp1 = new FunctionParameter("Size", FunctionParameter.NUMBER);
dp1.setName("Default Lot Size");
dp1.setLowerLimit(1);
dp1.setDefault(4);
}
function main(BuyStopColor, SellStopColor, vAllow, Size) {
//TEST
debugPrintln("Barindex: "+getCurrentBarIndex() );
//
if (getInterval() < 3 ) {
drawTextPixel(250, 50, "Symbol interval is not set to 3!", Color.RGB(0,0,255), Color.RGB(165,165,165), Text.ONTOP, null, 10, "TagName");
debugPrintln("Symbol interval is not set to 3!");
return;
}
if (vAllow==false ) {
drawTextPixel(250, 50, "NOTICE: AUTO TRADING IS **OFF**", Color.RGB(0,0,255), Color.RGB(165,165,165), Text.ONTOP, null, 10, "TagName");
}
// GET CURRENT TIME AND SET NO TRADE RULE
Time = (hour(0)*100)+minute(0); // Time of bar -1/0 limited by your charts time template
TosTime = (hour(0, inv("1T"))*100)+minute(0,inv("1T")); // Current time of current TOS tick reguardless of chart template
//debugPrintln(TosTime); // Compare and save!:
// debugPrintln(Time);
daynow = new Date(getValue("time",0));
allow=1
if (
TosTime >= 1600 ||
TosTime < 930
)
allow=0;
//////
var Factor = 3.95; // This was 1.4 but am testing on tick by tick basis. change back later
gFactor = Factor // Geoff added this for print reason. Didnt want to mess with above line just incase
if (vATR == null) vATR = new ATRStudy(16);
ATR = vATR.getValue(ATRStudy.ATR);
NATR = Factor * (tvAbs(ATR));
vSize = Size;
// EXIT TRADES AT EOD IF THERE ARE ANY CURRENTLY OPEN (EVEN IF ALL IN IS CHECKD) DO YOU REALLY WANT TO SLEEP WITH??
if ( TosTime >= 1558 && TosTime <= 1700 && lstexec !=0 && closed !=1 && getCurrentBarIndex() >= -1 ) {
Alert.addToList(getSymbol(), " EOD EXITING TRADES!! ", Color.RGB(255,255,255), Color.RGB(0,0,255));
Alert.playSound("Punch.wav");
debugPrintln(Time + " Time to exit trades!!");
fFirstOrder = true; //This sets the order size to 4 to exit the trade so we dont rebuy EOD. Its also used for start trade
if ( swing == 1) sell();
if ( swing == -1) buy();
allow=0;
vAllow=false;
closed=1;
}
// END EOD EXIT CODE
if (bEdit == true) { // BEGIN ALLOW TRADING BUTTON CODE
var enabledText = "Trading Enabled";
var eColor = Color.green;
if (vAllow == false) {
enabledText = " Trading DISABLED!!";
eColor = Color.red;
}
drawTextAbsolute(5, 15, enabledText+"@URL=EFS:editParameters",
eColor, Color.lightgrey,
Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM | Text.ONTOP | Text.CENTER,
"Arial", 12, "msg");
bEdit = false;
} // END ALLOW TRADING BUTTON CODE
//This states if current bar day isnt equal to the day of thep previous bar, it must be a new day.
//Reset some day dependant variables for continious running on tick replayer
if (day(0) != day(-1) && dreset == 0 )
{
debugPrintln("reset day data");
closed = 0;
lstexec = 0;
fFirstOrder = true
dreset = 1;
}
else if (day(0) == day(-1) ) dreset = 0;
//ENTER IN FIRST TRADE OF THE DAY
if (getCurrentBarIndex() >= -1 && allow==1) {
if (lstexec == 0 && swing == -1 && vAllow==true && fFirstOrder == true && Time > 931 ) sell();
else if (lstexec == 0 && swing == 1 && vAllow==true && fFirstOrder == true && Time > 931 ) buy();
}
// THAT SHOULD DO IT FOR NOW
if (swing == 1 && allow == 1) {
if (close() <= Result) {
if (Strategy.isLong()) {
Strategy.doSell("Exit Long", Strategy.MARKET, Strategy.NEXTBAR, Strategy.ALL, Math.round(Result));
}
if (vAllow==true && getCurrentBarIndex() >= -1) sell();
Strategy.doShort("Short", Strategy.MARKET, Strategy.NEXTBAR, Strategy.DEFAULT, Math.round(Result));
Alert.addToList(getSymbol(), " SHORT " );
//Alert.playSound("sell.wav");
swing = -1;
Result = 1000000000;
}
} else if (swing == -1 && allow == 1) {
if (close() >= Result) {
if (Strategy.isShort()) {
Strategy.doCover("EXIT Short", Strategy.MARKET, Strategy.NEXTBAR, Strategy.ALL, Math.round(Result));
}
if (vAllow==true && getCurrentBarIndex() >= -1) buy();
Strategy.doLong("Long", Strategy.MARKET, Strategy.NEXTBAR, Strategy.Default, Math.round(Result));
Alert.addToList(getSymbol(), " LONG ", Color.RGB(255,255,255), Color.RGB(0,0,255));
//Alert.playSound("buy.wav");
swing = 1;
Result = -1000000000;
}
}
if (swing == 1) {
setPriceBarColor(Color.blue);
} else if (swing == -1) {
setPriceBarColor(Color.red);
} else {
setPriceBarColor(Color.yellow);
}
if (swing == 1) {
if (low()-carryForward > Result) {
Result = low()-carryForward;
}
} else if (swing == -1) {
if (high()+carryForward < Result) {
Result = high()+carryForward;
}
}
var color = SellStopColor;
setBarFgColor(SellStopColor);
if (swing == -1) {
color = BuyStopColor;
setBarFgColor(BuyStopColor);
}
if (getCurrentBarIndex() >= -1) {
drawShapeRelative(1, Result, Shape.RIGHTARROW, null, color, Shape.TOP, "fixedstop");
}
if (getBarState() == BARSTATE_NEWBAR) {
carryForward = NATR;
}
// Result=Math.round(Result); // GEOFF TEST -- IF YOU WANT THE STOPS TO BE EXACT AND NOT DECIMALS UNCOMMENT
return Result;
}
function buy()
{
var nSize = 0;
if ( fFirstOrder == true)
{
nSize = vSize;
fFirstOrder = false;
}
else
nSize = vSize * 2;
if ( getSymbol() != "$PLAYBACK" ) buyMarket(getSymbol(), nSize);
debugPrintln("");
debugPrintln("Buy signal sent "+Time+"EST to IB size: " + nSize + " at " + close() );
if (lstexec != 0) { lstexec = ( lstexec-close() );
debugPrintln("Last trade net "+ lstexec + " points");
totlpts = totlpts+lstexec; }
trades=trades+1;
debugPrintln("Total net is "+totlpts+" points in "+trades+" trades. ");
debugPrintln(getSymbol()+ ": Net PNL w/ Comissions @ ATR factor "+gFactor+" ($"+ ( (totlpts*vSize*5) - (trades*4.79*vSize) ) + ")");
lstexec=close();
return;
}
function sell()
{
var nSize = 0;
if ( fFirstOrder == true)
{
nSize = vSize;
fFirstOrder = false;
}
else
nSize = vSize * 2;
if ( getSymbol() != "$PLAYBACK" ) sellMarket(getSymbol(), nSize);
debugPrintln("");
debugPrintln("Sell signal sent "+Time+"EST to IB size: " + nSize + " at " + close() );
if (lstexec != 0) { lstexec = ( close() - lstexec);
debugPrintln("Last trade net "+ lstexec + " points");
totlpts = totlpts+lstexec }
trades=trades+1;
debugPrintln("Total net is "+totlpts+" points in "+trades+" trades");
debugPrintln(getSymbol()+": Net PNL w/ Comissions @ ATR factor "+gFactor+" ($"+ ( (totlpts*vSize*5) - (trades*4.79*vSize) ) + ")");
lstexec=close();
return;
}
function tvAbs(value)
{
if (value < 0) {
return -value;
} else {
return value;
}
}
var nClick = 0;
function editParameters(nButtonPressed) {
if (nButtonPressed == BUTTON_LEFT) {
askForInput("Trading Parameters");
}
if (nClick >= 2) nClick = 0;
return;
}
function postMain() {
vAllow = false;
}
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