Button Trading with Split Orders
//Rajandran R - Creator of OpenAlgo
//website - openalgo.in / marketcalls.in
//OpenAlgo - Amibroker Button Trading Split Order Module v1.0
//Date - 21/08/2024
_SECTION_BEGIN("OpenAlgo Button Trading with Split Orders");
RequestTimedRefresh(1, False);
// Parameters for trading settings
apikey = ParamStr("OpenAlgo API Key", "******");
strategy = ParamStr("Strategy", "Button Trading");
symbol = ParamStr("Symbol", "NIFTY29AUG2424600CE"); //OpenAlgo Symbol
exchange = ParamList("Exchange", "NSE|NFO|BSE|MCX|CDS",1);
pricetype = ParamStr("Price Type", "MARKET");
product = ParamList("Product", "MIS|NRML|CNC");
quantity = Param("Quantity", 5000, 1, 10000, 1); // Total quantity to be traded
freezeqty = Param("Freeze Quantity", 1800, 1, 5000, 1); // Maximum allowed quantity per order
// Parameters for connectivity settings
host = ParamStr("Host", "http://127.0.0.1:5000");
ver = ParamStr("API Version", "v1");
// Control parameters for voice alerts and algo mode
VoiceAlert = ParamList("Voice Alert", "Disable|Enable", 1);
EnableAlgo = ParamList("Algo Mode", "Disable|Enable", 0); // Algo Mode
bridgeurl = host + "/api/" + ver;
static_name_ = Name()+GetChartID()+interval(2)+strategy;
static_name_algo = static_name_+interval(2)+strategy+"algostatus";
//OpenAlgo Dashboard
GfxSelectFont( "BOOK ANTIQUA", 14, 100 );
GfxSetBkMode( 1 );
if(EnableAlgo == "Enable")
{
AlgoStatus = "Algo Enabled";
GfxSetTextColor( colorGreen );
GfxTextOut( "Algostatus : "+AlgoStatus , 20, 40);
if(Nz(StaticVarGet(static_name_algo),0)!=1)
{
_TRACE("Algo Status : Enabled");
StaticVarSet(static_name_algo, 1);
}
}
if(EnableAlgo == "Disable")
{
AlgoStatus = "Algo Disabled";
GfxSetTextColor( colorRed );
GfxTextOut( "Algostatus : "+AlgoStatus , 20, 40);
if(Nz(StaticVarGet(static_name_algo),0)!=0)
{
_TRACE("Algo Status : Disabled");
StaticVarSet(static_name_algo, 0);
}
}
_SECTION_BEGIN("OpenAlgo Bridge Controls");
EnableScript("VBScript");
<%
Public Sub PlaceOrder(action, quantity)
Dim oXMLHTTP
Dim oStream
Set oXMLHTTP = CreateObject("Msxml2.XMLHTTP")
' Define variables with the specified values
Dim apikey, strategy, symbol , exchange, pricetype, product
apikey = AFL.Var("apikey")
strategy = AFL.Var("strategy")
symbol = AFL.Var("symbol")
exchange = AFL.Var("exchange")
pricetype = AFL.Var("pricetype")
product = AFL.Var("product")
' Construct the JSON string for the POST message
Dim jsonRequestBody
jsonRequestBody = "{""apikey"":""" & apikey & _
""",""strategy"":""" & strategy & _
""",""symbol"":""" & symbol & _
""",""action"":""" & action & _
""",""exchange"":""" & exchange & _
""",""pricetype"":""" & pricetype & _
""",""product"":""" & product & _
""",""quantity"":""" & quantity & """}"
' Set the URL
Dim url
url = AFL.Var("bridgeurl")&"/placeorder"
' Configure the HTTP request for POST method
oXMLHTTP.Open "POST", url, False
oXMLHTTP.setRequestHeader "Content-Type", "application/json"
oXMLHTTP.setRequestHeader "Cache-Control", "no-cache"
oXMLHTTP.setRequestHeader "Pragma", "no-cache"
' Send the request with the JSON body
oXMLHTTP.Send jsonRequestBody
api_parameters = "Strategy :" & strategy & " Symbol :" & symbol & " Exchange :" & exchange & _
" Action :" & action & " Pricetype :" & pricetype & _
" Product :" & product & " Quantity:" & quantity & _
" api_url :" & url
AFL("api_request") = api_parameters
AFL("api_response") = oXMLHTTP.responseText
' Optionally, handle the response here
' Dim response
' response = oXMLHTTP.responseText
' Response handling code...
End Sub
Public Sub SquareoffAll()
Dim oXMLHTTP
Dim oStream
Set oXMLHTTP = CreateObject("Msxml2.XMLHTTP")
' Define variables with the specified values
Dim apikey, strategy
apikey = AFL.Var("apikey")
strategy = AFL.Var("strategy")
' Construct the JSON string for the POST message
Dim jsonRequestBody
jsonRequestBody = "{""apikey"":""" & apikey & _
""",""strategy"":""" & strategy & """}"
' Set the URL
Dim url
url = AFL.Var("bridgeurl")&"/closeposition"
' Configure the HTTP request for POST method
oXMLHTTP.Open "POST", url, False
oXMLHTTP.setRequestHeader "Content-Type", "application/json"
oXMLHTTP.setRequestHeader "Cache-Control", "no-cache"
oXMLHTTP.setRequestHeader "Pragma", "no-cache"
' Send the request with the JSON body
oXMLHTTP.Send jsonRequestBody
api_parameters = "Strategy :" & strategy & " api_url :" & url
AFL("sq_api_request") = api_parameters
AFL("sq_api_response") = oXMLHTTP.responseText
' Optionally, handle the response here
' Dim response
' response = oXMLHTTP.responseText
' Response handling code...
End Sub
%>
openalgo = GetScriptObject();
// Function to split orders and place them in smaller batches based on freezeqty
function PlaceSplitOrders(action, totalQuantity) {
remainingQuantity = totalQuantity; // Start with total quantity
while (remainingQuantity > 0) {
if (remainingQuantity >= freezeqty) {
orderQuantity = freezeqty;
} else {
orderQuantity = remainingQuantity; // Remaining quantity for the last order
}
// Place the order with the calculated order quantity
openalgo.PlaceOrder(action, orderQuantity);
_TRACE("Placed " + action + " order for " + orderQuantity + " qty");
_TRACE("API Request : " + api_request);
_TRACE("API Response : " + api_response);
// Update the remaining quantity
remainingQuantity = remainingQuantity - orderQuantity;
}
}
// Button Trading Logic
X0 = 20;
Y0 = 100;
X1 = 60;
LBClick = GetCursorMouseButtons() == 9; // Left Button Click
MouseX = Nz(GetCursorXPosition(1)); // X Position of Mouse
MouseY = Nz(GetCursorYPosition(1)); // Y Position of Mouse
// Procedure to draw buttons on the chart
procedure DrawButton(Text, x1, y1, x2, y2, colorFrom, colorTo) {
GfxSetOverlayMode(0);
GfxSelectFont("Verdana", 9, 700);
GfxSetBkMode(1);
GfxGradientRect(x1, y1, x2, y2, colorFrom, colorTo);
GfxDrawText(Text, x1, y1, x2, y2, 32 | 1 | 4 | 16);
}
GfxSetTextColor(colorWhite);
if (EnableAlgo == "Enable") {
// Drawing buttons for Buy, Sell, Short, Cover, and Close All
DrawButton("BUY", X0, Y0, X0 + X1, Y0 + 50, colorGreen, colorGreen);
CursorInBEButton = MouseX >= X0 AND MouseX <= X0 + X1 AND MouseY >= Y0 AND MouseY <= Y0 + 50;
BEButtonClick = CursorInBEButton AND LBClick;
DrawButton("SELL", X0 + 65, Y0, X0 + X1 + 65, Y0 + 50, colorRed, colorRed);
CursorInBXButton = MouseX >= X0 + 65 AND MouseX <= X0 + X1 + 65 AND MouseY >= Y0 AND MouseY <= Y0 + 50;
BXButtonClick = CursorInBXButton AND LBClick;
DrawButton("SHORT", X0, Y0 + 55, X0 + X1, Y0 + 105, colorRed, colorRed);
CursorInSEButton = MouseX >= X0 AND MouseX <= X0 + X1 AND MouseY >= Y0 + 55 AND MouseY <= Y0 + 105;
SEButtonClick = CursorInSEButton AND LBClick;
DrawButton("COVER", X0 + 65, Y0 + 55, X0 + X1 + 65, Y0 + 105, colorGreen, colorGreen);
CursorInSXButton = MouseX >= X0 + 65 AND MouseX <= X0 + X1 + 65 AND MouseY >= Y0 + 55 AND MouseY <= Y0 + 105;
SXButtonClick = CursorInSXButton AND LBClick;
DrawButton("CLOSE ALL", X0, Y0 + 110, X0 + X1 + 65, Y0 + 155, colorRed, colorRed);
CursorInCXButton = MouseX >= X0 AND MouseX <= X0 + X1 + 65 AND MouseY >= Y0 + 110 AND MouseY <= Y0 + 155;
CXButtonClick = CursorInCXButton AND LBClick;
// BUY Button Click Event
if (BEButtonClick AND StaticVarGet(static_name_ + "BEAlgo") == 0) {
PlaceSplitOrders("BUY", quantity); // Split the order into smaller quantities
if (VoiceAlert == "Enable") {
Say("Buy Order Triggered");
}
StaticVarSet(static_name_ + "BEAlgo", 1);
} else {
StaticVarSet(static_name_ + "BEAlgo", 0);
}
// SELL Button Click Event
if (BXButtonClick AND StaticVarGet(static_name_ + "BXAlgo") == 0) {
PlaceSplitOrders("SELL", quantity); // Split the order into smaller quantities
if (VoiceAlert == "Enable") {
Say("Sell Order Triggered");
}
StaticVarSet(static_name_ + "BXAlgo", 1);
} else {
StaticVarSet(static_name_ + "BXAlgo", 0);
}
// SHORT Button Click Event
if (SEButtonClick AND StaticVarGet(static_name_ + "SEAlgo") == 0) {
PlaceSplitOrders("SELL", quantity); // Execute short order as SELL
if (VoiceAlert == "Enable") {
Say("Short Order Triggered");
}
StaticVarSet(static_name_ + "SEAlgo", 1);
} else {
StaticVarSet(static_name_ + "SEAlgo", 0);
}
// COVER Button Click Event
if (SXButtonClick AND StaticVarGet(static_name_ + "SXAlgo") == 0) {
PlaceSplitOrders("BUY", quantity); // Execute cover order as BUY
if (VoiceAlert == "Enable") {
Say("Cover Order Triggered");
}
StaticVarSet(static_name_ + "SXAlgo", 1);
} else {
StaticVarSet(static_name_ + "SXAlgo", 0);
}
// CLOSE ALL Button Click Event
if (CXButtonClick AND StaticVarGet(Name() + GetChartID() + "CXAlgo") == 0) {
openalgo.SquareoffAll(); // Call the function to close all open positions
if (VoiceAlert == "Enable") {
Say("Squareoff All Triggered");
}
_TRACE("API Request : " + sq_api_request);
_TRACE("API Response : " + sq_api_response);
StaticVarSet(Name() + GetChartID() + "CXAlgo", 1);
} else {
StaticVarSet(Name() + GetChartID() + "CXAlgo", 0);
}
}
_SECTION_END();
_SECTION_BEGIN("Candlestick Charts with Date & Time Axis");
// Enable the Date & Time Axis
SetChartOptions(0, chartShowArrows | chartShowDates);
// Plotting Candlestick charts
Plot(Close, "Candle", colorDefault, styleCandle);
_SECTION_END();
Last updated