[pshaiBot] Deribot

Name: [pshaiBot] Deribot
Author: pshai

stable

By pshai in Trading Bots Published December 2019 👁 2,829 views 💬 0 comments

Description

Somewhat advanced scalper bot with nice features and settings. And as the name suggests, it works well in LEVERAGE MARKETS. At start, bot places 2 orders: Long entry and short entry. Once one of these is filled, the bot is taken a position and will either continue to grow that position, or exits it. There is also a stop-loss that will trigger at "StopLoss Offset" away from the AVERAGE ENTRY PRICE(*) once the LAST ORDER in the grid is filled. If you have any improvements and/or suggestions, please let me know. (*) Bot uses HaasScript's virtual positions to monitor average entry prices. So any manual trades made in the same account the bot is using, will not affect the bot's actions. **NOTE: This bot doesn't place a grid beforehand, but 2 orders at a time. The idea behind this was to be able to run as many bots as possible, so using only 2 orders at a time per bot was my final decision.**

EnableHighSpeedUpdates()
HideTradeAmountSettings()
HideOrderSettings()

local positions_options = {
    &#039;Long only&#039;,
    &#039;Short only&#039;,
    &#039;Both&#039;
    }

-- INPUTS
    local input_positions = InputOptions(&#039;1. Positions&#039;, positions_options[1], positions_options, &#039;&#039;, &#039;General&#039;)
    local input_gridOrders = Input(&#039;1. Grid orders&#039;, 3, &#039;&#039;, &#039;Grid&#039;)
    local input_gridStep = Input(&#039;2. Step size&#039;, 25, &#039;&#039;, &#039;Grid&#039;)
    local input_stepMult = Input(&#039;3. Step Multiplier&#039;, 3, &#039;&#039;, &#039;Grid&#039;)
    local input_gridSize = Input(&#039;4. Grid order size&#039;, 10, &#039;&#039;, &#039;Grid&#039;)
    local input_sizeMult = Input(&#039;5. Size multiplier&#039;, 3, &#039;&#039;, &#039;Grid&#039;)
    local input_takeStep = Input(&#039;6. Take step&#039;, 25, &#039;&#039;, &#039;Grid&#039;)
    local input_slOffset = Input(&#039;1. StopLoss offset&#039;, 70, &#039;&#039;, &#039;Safeties&#039;)
    local input_slTimer = Input(&#039;2. StopLoss timer&#039;, 2500, &#039;&#039;, &#039;Safeties&#039;)


-- VARIABLES
    local cp = CurrentPrice()
    local lpid = Load(&#039;lpid&#039;, NewGuid()) -- long position id
    local spid = Load(&#039;spid&#039;, NewGuid()) -- short position id
    local pos_long = PositionContainer(lpid)
    local pos_short = PositionContainer(spid)
    local order_count = Load(&#039;oc&#039;, 0)
    local cooldownTimer = Load(&#039;cdt&#039;, 0)
    local leid = Load(&#039;leid&#039;, &#039;&#039;)
    local seid = Load(&#039;seid&#039;, &#039;&#039;)
    local exid = Load(&#039;exid&#039;, &#039;&#039;)
    local basePrice = Load(&#039;bp&#039;, cp.close)
    local slPrice_long = pos_long.enterPrice - input_slOffset
    local slPrice_short = pos_short.enterPrice + input_slOffset


-- TRADE LOGIC
    if exid == &#039;&#039; and pos_long.isLong == false and pos_short.isShort == false then
        if cooldownTimer &lt; Time() and IsAnyOrderOpen() == false then
            basePrice = cp.close
            if input_positions == positions_options[1] or input_positions == positions_options[3] then
                leid = PlaceGoLongOrder(basePrice - input_gridStep, input_gridSize, {type=MakerOrCancelOrderType, timeout=9999, positionId=lpid, note=&#039;L-E 1 (&#039;..lpid..&#039;)&#039;})
            end

            if input_positions == positions_options[2] or input_positions == positions_options[3] then
                seid = PlaceGoShortOrder(basePrice + input_gridStep, input_gridSize, {type=MakerOrCancelOrderType, timeout=9999, positionId=spid, note=&#039;S-E 1 (&#039;..spid..&#039;)&#039;})
            end
            LogWarning(&#039;----- Placed first orders&#039;)
        end
    else
        if pos_long.isLong then
            if leid != &#039;&#039; then
                if IsOrderFilled(leid) then
                    LogWarning(&#039;LONG order filled, continuing... (order &#039;..(order_count+1)..&#039;/&#039;..input_gridOrders..&#039;)&#039;)
                    CancelAllOrders()
                    order_count = order_count + 1
                    leid = &#039;&#039;
                    seid = &#039;&#039;
                    exid = &#039;&#039;
                
                elseif IsOrderOpen(leid) == false then
                    leid = &#039;&#039;
                end
            end


        elseif pos_short.isShort then
            if seid != &#039;&#039; then
                if IsOrderFilled(seid) then
                    LogWarning(&#039;SHORT order filled, continuing... (order &#039;..(order_count+1)..&#039;/&#039;..input_gridOrders..&#039;)&#039;)
                    CancelAllOrders()
                    order_count = order_count + 1
                    leid = &#039;&#039;
                    seid = &#039;&#039;
                    exid = &#039;&#039;
                
                elseif IsOrderOpen(seid) == false then
                    seid = &#039;&#039;
                end
            end
        end

        local amt = input_gridSize * Pow(input_sizeMult, order_count)
        local step = input_gridStep * Pow(input_stepMult, order_count)

        if order_count &lt; input_gridOrders then
            if leid == &#039;&#039; and pos_long.isLong then
                leid = PlaceGoLongOrder(basePrice - step, amt, {type=MakerOrCancelOrderType, timeout=999999, positionId=lpid, note=&#039;L-E &#039;..(order_count+1)..&#039; (&#039;..lpid..&#039;)&#039;})
                LogWarning(&#039;Placed next LONG order (order &#039;..(order_count+1)..&#039;/&#039;..input_gridOrders..&#039;)&#039;)
            
            
            elseif seid == &#039;&#039; and pos_short.isShort then
                seid = PlaceGoShortOrder(basePrice + step, amt, {type=MakerOrCancelOrderType, timeout=999999, positionId=spid, note=&#039;S-E &#039;..(order_count+1)..&#039; (&#039;..spid..&#039;)&#039;})
                LogWarning(&#039;Placed next SHORT order (order &#039;..(order_count+1)..&#039;/&#039;..input_gridOrders..&#039;)&#039;)
            end
        end
    end

    if exid != &#039;&#039; then
        if IsOrderFilled(exid) then
            LogWarning(&#039;----- EXITED! Resetting...&#039;)
            CancelAllOrders()
            order_count = 0
            leid = &#039;&#039;
            seid = &#039;&#039;
            exid = &#039;&#039;
            lpid = NewGuid()
            spid = NewGuid()
        
        
        elseif IsOrderOpen(exid) == false then
            exid = &#039;&#039;
        end
    else
        local p, posid

        if pos_long.isLong then
            p = pos_long.enterPrice + input_takeStep
            posid = lpid
            exid = PlaceExitPositionOrder({price = p, type=MakerOrCancelOrderType, timeout=999999, positionId=posid, note=&#039;L-X (&#039;..lpid..&#039;)&#039;})
            LogWarning(&#039;Placed LONG EXIT order at &#039;..p)
             
        elseif pos_short.isShort then
            p = pos_short.enterPrice - input_takeStep
            posid = spid
            exid = PlaceExitPositionOrder({price = p, type=MakerOrCancelOrderType, timeout=999999, positionId=posid, note=&#039;S-X (&#039;..spid..&#039;)&#039;})
            LogWarning(&#039;Placed SHORT EXIT order at &#039;..p)
        end
    end
    
    if order_count &gt;= input_gridOrders and pos_long.isLong and cp.bid &lt;= slPrice_long then
        CancelAllOrders()
        exid = PlaceExitPositionOrder({price = 0, type=MarketOrderType, positionId=lpid, note=&#039;L-SL (&#039;..lpid..&#039;)&#039;})
        LogWarning(&#039;Triggered LONG SL EXIT at &#039;..slPrice_long)
        cooldownTimer = Time() + input_slTimer


    elseif order_count &gt;= input_gridOrders and pos_short.isShort and cp.ask &gt;= slPrice_short then
        CancelAllOrders()
        exid = PlaceExitPositionOrder({price = 0, type=MarketOrderType, positionId=spid, note=&#039;S-SL (&#039;..spid..&#039;)&#039;})
        LogWarning(&#039;Triggered SHORT SL EXIT at &#039;..slPrice_short)
        cooldownTimer = Time() + input_slTimer
    end



-- MEMORY MANAGEMENT
    Save(&#039;oc&#039;, order_count)
    Save(&#039;cdt&#039;, cooldownTimer)
    Save(&#039;lpid&#039;, lpid)
    Save(&#039;spid&#039;, spid)
    Save(&#039;leid&#039;, leid)
    Save(&#039;seid&#039;, seid)
    Save(&#039;exid&#039;, exid)
    Save(&#039;bp&#039;, basePrice)

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