Firetron's Hedge Race

--  ==========================================================================================================
--    Firetron's Hedge Race
--
--    A long position and a short position are opened at the same time. They run until hitting a stop loss or
--    take profit. After both positions close, a new race begins. In order to make a profit, the take profit
--    must be greater than the stop loss.
--
--    Discord: @FiretronP75
--  ==========================================================================================================

--  =================
--    Configuration  
--  =================

EnableHighSpeedUpdates(true)
HideOrderSettings()
HideTradeAmountSettings()

--  =============
--    Variables  
--  =============

--  ----------
--    Inputs  
--  ----------

-- Basic

local amount = Input('Trade Amount',          100,   'contracts',                           'Basic')
local fee    = Input('Market Fee Percentage', Fee(), 'for backtests and simulated trading', 'Basic')

-- Winner / Loser Percentages

local stopLoss   = Input('Stop Loss',   1,   'percent loss the loser should quit at',   'Winner / Loser Percentages')
local takeProfit = Input('Take Profit', 1.5, 'percent profit the winner should win at', 'Winner / Loser Percentages')

--  ----------
--    Memory  
--  ----------

local longPositionId     = Load('longPositionId',     '')
local maxRiskPointAmount = Load('maxRiskPointAmount', 0)
local shortPositionId    = Load('shortPositionId',    '')

--  ----------
--    System  
--  ----------

local currentPrice = CurrentPrice()
local longAmount   = LongAmount()
local shortAmount  = ShortAmount()

--  =============
--    Functions  
--  =============

--  ----------
--    Checks  
--  ----------

-- Check Max Risk Point

function CheckMaxRiskPoint()

  local positionList = GetAllOpenPositions()

  if Count(positionList) == 0 then return end

  local nowRiskPointAmount = 0

  for i = 1, #positionList do

    local positionContainer = positionList[i]

    nowRiskPointAmount = nowRiskPointAmount + positionContainer.profit

  end

  if nowRiskPointAmount >= maxRiskPointAmount then return end

  maxRiskPointAmount = nowRiskPointAmount

  Save('maxRiskPointAmount', maxRiskPointAmount)

end

-- Did Breach Long Stop Loss

function DidBreachLongStopLoss()

  local parameters = {
    positionId = longPositionId,
    direction  = PositionLong,
  }

  return StopLoss(stopLoss, parameters)

end

-- Did Breach Long Take Profit

function DidBreachLongTakeProfit()

  local parameters = {
    positionId = longPositionId,
    direction  = PositionLong,
  }

  return TakeProfit(takeProfit, parameters)

end

-- Did Breach Short Stop Loss

function DidBreachShortStopLoss()

  local parameters = {
    positionId = shortPositionId,
    direction  = PositionShort,
  }

  return StopLoss(stopLoss, parameters)

end

-- Did Breach Short Take Profit

function DidBreachShortTakeProfit()

  local parameters = {
    positionId = shortPositionId,
    direction  = PositionShort,
  }

  return TakeProfit(takeProfit, parameters)

end

-- Is Input Valid

function IsInputValid()

  if takeProfit > stopLoss then return true end

  LogError('Take Profit must be higher than Stop Loss')

  return false

end

--  ------------
--    Entering  
--  ------------

-- Try Begin Race

function TryBeginRace()

  local didRaceEnd = longAmount == 0 and shortAmount == 0

  if not didRaceEnd then return end

  GoLong()
  GoShort()

end

-- Go Long

function GoLong()

  longPositionId = NewGuid()

  local parameters = {
    type       = MarketOrderType,
    note       = 'Long is racing!',
    positionId = longPositionId,
  }

  PlaceGoLongOrder(currentPrice, amount, parameters)

  Save('longPositionId', longPositionId)

end

-- Go Short

function GoShort()

  shortPositionId = NewGuid()

  local parameters = {
    type       = MarketOrderType,
    note       = 'Short is racing!',
    positionId = shortPositionId,
  }

  PlaceGoShortOrder(currentPrice, amount, parameters)

  Save('shortPositionId', shortPositionId)

end

--  -----------
--    Exiting  
--  -----------

-- Try Exit Long

function TryExitLong()

  if longAmount == 0 then
    return
  elseif DidBreachLongStopLoss() then
    ExitLong('Long has quit!')
  elseif DidBreachLongTakeProfit() then
    ExitLong('Long has won!')
  end

end

-- Try Exit Short

function TryExitShort()

  if shortAmount == 0 then
    return
  elseif DidBreachShortStopLoss() then
    ExitShort('Short has quit!')
  elseif DidBreachShortTakeProfit() then
    ExitShort('Short has won!')
  end

end

-- Exit Long

function ExitLong(note)

  local parameters = {
    positionId = longPositionId,
    type       = MarketOrderType,
    note       = note,
  }

  PlaceExitPositionOrder(parameters);

end

-- Exit Short

function ExitShort(note)

  local parameters = {
    positionId = shortPositionId,
    type       = MarketOrderType,
    note       = note,
  }

  PlaceExitPositionOrder(parameters);

end

--  =============
--    Execution  
--  =============

if IsInputValid() then

  SetFee(fee)
  CheckMaxRiskPoint()
  TryBeginRace()
  TryExitLong()
  TryExitShort()

end

--  =============
--    Reporting  
--  =============

Finalize(function()

  local maxRiskPointAmountText = maxRiskPointAmount..' '..QuoteCurrency()

  CustomReport('Max. Risk Point Amount', maxRiskPointAmountText, 'Max Risk Point Report')

end)