[EXPERIMENTAL] [pshaiBot] Keltner Grid Bot v2 (KGB) (HEDGE-ONLY)

EnableHighSpeedUpdates(true)


-- KGB:
-- use 1 active slots per side. once slot order is filled, activate next and take the placement from
-- the band value in the moment of fill. place take-profit taking the average entry price into account.
-- use either hard SL
-- or re-activate slots
-- or decrease take-profit distance as time goes on (should have setting to allow it to move to the losing side or to limit it to break-even)

InputGroupHeader('Trade Settings')
local allow_longs = Input('Allow Longs', true)
local allow_shorts = Input('Allow Shorts', true)
local deact_nopos = Input('Deactivate on NoPosition', false)
local force_close = Input('Force Position Close', false)

InputGroupHeader('General Settings')
local slot_count = Input('1. Max Slots', 10, 'Maximum count of possible price levels/slots. This does not limit how many fills you can get, but limits the range where orders can fill.')
local max_fills = Input('2. Max Fills', 100, 'Maximum count of fills allowed per position. If your trade amount is 2 and max fills set to 100, your total position size is limited to 200 (or less, if some orders dont fill 100%).')
local size_mult = Input('3. Slot Size Multiplier', 1.25, 'Exponential multiplier for slot sizes. The multiplication is applied based on the previous slot size, so if size is 1 and multiplier is 2, we got 1, 2, 4, 8, 16 and so on. Be careful with this!!')
local max_take_profit_prc = Input('4.1. Max. Take-Profit %', 1, 'Maximum TP % value that is price change based, not ROI.')
local min_take_profit_prc = Input('4.2. Min. Take-Profit %', 0, 'Minimum TP % value that is price change based, not ROI. When bot has made MAX FILLS, this TP will be used. If bot has half filled (of MAX FILLS), the take-profit will be in the middle of min. and max. TP %. In other words, the TP decreases as position size increases! Setting this to zero means BREAKEVEN at max position size.')

InputGroupHeader('Indicator Settings')
local base_ma_len = Input('1. Base MA Length', 10, 'Length of the MA that is used as an anchor-point for slot calculations.')
local base_ma_type = InputMaTypes('2. Base MA Type', EmaType, 'Type of the base MA.')
local atr_len = Input('3. ATR Length', 50, 'Length of the ATR. ATR value is used to calculate slot levels, away from the base MA.') 
local price_int = InputInterval('4. Price Data Timeframe', 1, 'Timeframe/Interval for the prices used to calculate base MA and ATR values.')

local h = HighPrices(price_int)
local l = LowPrices(price_int)
local c = ClosePrices(price_int)
local cp = CurrentPrice()

local pos_id_long = Load('poidl', NewGuid())
local pos_id_short = Load('poids', NewGuid())

local pos_long = PositionContainer(pos_id_long)
local pos_short = PositionContainer(pos_id_short)


if deact_nopos then
    if pos_long.amount > 0 and pos_short.amount <= 0 then
        if IsAnyOrderOpen(pos_id_short) then
            CancelAllOrders(pos_id_short)
        end

        allow_shorts = false
    elseif pos_long.amount <= 0 and pos_short.amount > 0 then
        if IsAnyOrderOpen(pos_id_long) then
            CancelAllOrders(pos_id_long)
        end

        allow_longs = false
    else
        DeactivateBot('Full NoPosition detected, deactivated bot.', true)
    end
end


local long_index = Load('lix', 1)
local short_index = Load('six', 1)

local base_ma = MA(c, base_ma_len, base_ma_type)
local atr = ATR(h, l, c, atr_len)

function getSlotAmount(index)
    return TradeAmount() * Pow(size_mult, index-1)
end

function updateSlot(index, is_long)
    if (is_long and long_index > max_fills)
    or (not is_long and short_index > max_fills) then
        -- print a warning ONCE. reset when TP
        if Load('fills_warning', true) then
            LogWarning('------ Maximum fills reached. No more trades allowed. ------')
            Save('fills_warning', false)
        end

        return
    end

    local prefix = is_long and 'L' or 'S'
    local mem_id = prefix..index
    local atr2 = is_long and atr * -index or atr * index
    local trigger_price = base_ma + atr2
    local oid = Load(mem_id..'oid', '')
    local is_filled = Load(mem_id..'if', false)
    local amt = getSlotAmount(index)

    if is_long and cp.close < trigger_price then
        Plot(0, mem_id, trigger_price, {c = Green, id = pos_id_long..index})
    elseif not is_long and cp.close > trigger_price then
        Plot(0, mem_id, trigger_price, {c = Red, id = pos_id_short..index})
    end

    if is_long then
        if not is_filled then
            if oid == '' and cp.close < trigger_price then
                oid = PlaceGoLongOrder(SubPerc(cp.bid, 0.01), amt, {type=MakerOrCancelOrderType, note=mem_id, positionId=pos_id_long, timeout=604800})
            elseif oid != '' and IsOrderOpen(oid) then
                CancelOrder(oid)
            end
        end

        if is_filled and cp.close > trigger_price then
            is_filled = false
        end
    else
        if not is_filled then
            if oid == '' and cp.close > trigger_price then
                oid = PlaceGoShortOrder(AddPerc(cp.ask, 0.01), amt, {type=MakerOrCancelOrderType, note=mem_id, positionId=pos_id_short, timeout=604800})
            elseif oid != '' and IsOrderOpen(oid) then
                CancelOrder(oid)
            end
        end

        if is_filled and cp.close < trigger_price then
            is_filled = false
        end
    end

    if oid != '' and IsOrderOpen(oid) == false then
        if IsOrderFilled(oid) then
            is_filled = true
            
            if is_long then
                long_index = long_index + 1
            else
                short_index = short_index + 1
            end
        end

        oid = ''
    end

    Save(mem_id..'oid', oid)
    Save(mem_id..'if', is_filled)

end

function updatePosition(pos_id)
    local position = PositionContainer(pos_id)
    local take_profit_prc = position.isLong
        and max_take_profit_prc - (long_index -2) / max_fills * (max_take_profit_prc - min_take_profit_prc)
        or max_take_profit_prc - (short_index -2) / max_fills * (max_take_profit_prc - min_take_profit_prc)
    local price = position.isLong
        and AddPerc(position.enterPrice, take_profit_prc)
        or SubPerc(position.enterPrice, take_profit_prc)
    local prefix = position.isLong and 'LX' or 'SX'
    local oid = Load(prefix..'oid', '')
    local last_amt = Load(prefix..'la', position.amount)

    if not (position.isLong or position.isShort) then
        return pos_id
    else
        if position.isLong then
            Plot(0, 'long_pos', position.enterPrice, {c = Cyan, id = position.positionId, w = 2})
        else
            Plot(0, 'short_pos', position.enterPrice, {c = Purple, id = position.positionId, w = 2})
        end
    end



    if position.amount != last_amt and oid != '' and IsOrderOpen(oid) then
        CancelOrder(oid)
        oid = ''
    elseif oid == '' then
        Log('Current TP is ' .. take_profit_prc .. ' %')

        oid = PlaceExitPositionOrder({price=price, type=MakerOrCancelOrderType, note=prefix, positionId=pos_id, timeout=604800})
    else
        if IsOrderOpen(oid) == false then
            if IsOrderFilled(oid) then
                pos_id = NewGuid()
                Save('fills_warning', true) -- reset warning switch
                
                if position.isLong then
                    long_index = 1
                elseif position.isShort then
                    short_index = 1
                end
            end

            oid = ''
        end
    end

    if oid != '' and IsOrderOpen(oid) then
        local order = OrderContainer(oid)
        Plot(0, prefix, order.price, {c=Gold(50), id=pos_id})
    end

    Save(prefix..'oid', oid)
    Save(prefix..'la', position.amount)

    return pos_id
end

for i = 1, slot_count do
    if not force_close and allow_longs then
        updateSlot(i, true)
    end

    if not force_close and allow_shorts then
        updateSlot(i, false)
    end
end

if not force_close then
    pos_id_long = updatePosition(pos_id_long)
    pos_id_short = updatePosition(pos_id_short)
else
    local long_pos = PositionContainer(pos_id_long)
    local short_pos = PositionContainer(pos_id_short)
    
    if IsAnyOrderOpen(pos_id_long) then
        CancelAllOrders(pos_id_long)
    end

    if IsAnyOrderOpen(pos_id_short) then
        CancelAllOrders(pos_id_short)
    end

    if long_pos.amount > 0 then
        PlaceExitPositionOrder(pos_id_long, {type = MarketOrderType, note = 'Forced Close'})
        pos_id_long = NewGuid()
    end

    if short_pos.amount > 0 then
        PlaceExitPositionOrder(pos_id_short, {type = MarketOrderType, note = 'Forced Close'})
        pos_id_short = NewGuid()
    end
end

Save('poidl', pos_id_long)
Save('poids', pos_id_short)
Save('lix', long_index)
Save('six', short_index)