Firetron's Hedged DCA Dipper

--  ============================================================================
--    Firetron's Hedged DCA Dipper
--
--    Runs a long and a short each doing dollar cost averaging strategy.
--    Expands positions on an interval and exits whenever there is a profit.
--    Only expands a position when its profit is less than a trigger.
--
--    Custom Command Dependencies:
--    Firetron's CurrentVsEntry
--    Firetron's FormatRoundedPercent
--    Firetron's FormatRoundedQuoteCurrency
--    Firetron's ReportMaxRiskPoint
--    Firetron's ReportOpenPositions
--    Firetron's TrueOnInterval
--
--    Discord:  @FiretronP75
--  ============================================================================

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

EnableHighSpeedUpdates()
HideOrderSettings()
HideTradeAmountSettings()

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

local logHRule = '------------------------------------------------------------';

--  ------------------------------------
--    Enumerations
--  ------------------------------------

local booleanOption = {
  no  = 'No',
  yes = 'Yes',
}

local ProfitType = {
  marketChange = 'Market Change',
  positionROI  = 'Position ROI',
}

--  ------------------------------------
--    Positions
--  ------------------------------------

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

--  ========================================================
--    Inputs
--  ========================================================

local group   = ''
local label   = ''
local tooltip = ''

--  ------------------------------------
--    Testing
--  ------------------------------------

local fee               = Fee()
local isVerbose         = booleanOption.no
local verbosityInterval = 60

group = ' Testing'

label   = 'Fee Percentage'
tooltip = 'For backtests and simulated trading.'
fee     = Input(label, fee, tooltip, group)

label     = 'Verbose Logging'
tooltip   = 'Log extra details. Will run slower.'
isVerbose = InputOptions(label, isVerbose, booleanOption, tooltip, group)

label             = 'Verbose Logging Interval'
tooltip           = 'Time between verbose logging.'
verbosityInterval = InputInterval(label, verbosityInterval, tooltip, group)

--  ------------------------------------
--    Main
--  ------------------------------------

local expandBy         =  MinimumTradeAmount()
local expansionTrigger = -5
local interval         =  360
local profitTrigger    =  5
local profitType    = ProfitType.positionROI

group = 'Main'

label    = 'Expand By'
tooltip  = 'Number of contracts to expand by each interval.'
expandBy = Input(label, expandBy, tooltip, group)

label            = 'Expansion Trigger'
tooltip          = 'Only expand when percent profit is below this. Ignored if set higher than Profit Trigger.'
expansionTrigger = Input(label, expansionTrigger, tooltip, group)

label    = 'Interval'
tooltip  = 'Time between position expansions.'
interval = InputInterval(label, interval, tooltip, group)

label         = 'Profit Trigger'
tooltip       = 'Percent profit that will trigger an exit.'
profitTrigger = Input(label, profitTrigger, tooltip, group)

label      = 'Profit Type'
tooltip    = 'Calculate profit using either position ROI or simple change in market price. In other words, you are specifying whether or not your profit trigger is taking leverage into account or not.'
profitType = InputOptions(label, profitType, ProfitType, tooltip, group)

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

--  ------------------------------------
--    Debug
--  ------------------------------------

function GetDebugInfo ()

  if isVerbose == booleanOption.no then
    return {
      isVerbose         = false,
      isVerboseInterval = false,
    }
  end

  local currentPrice = CurrentPrice()

  if not CC_TrueOnInterval(verbosityInterval) then
    return {
      baseCurrency      = BaseCurrency(),
      currentAsk        = CC_FormatRoundedQuoteCurrency(currentPrice.ask),
      currentBid        = CC_FormatRoundedQuoteCurrency(currentPrice.bid),
      isVerbose         = true,
      isVerboseInterval = false,
    }
  end

  return {
    baseCurrency      = BaseCurrency(),
    currentAsk        = CC_FormatRoundedQuoteCurrency(currentPrice.ask),
    currentBid        = CC_FormatRoundedQuoteCurrency(currentPrice.bid),
    isVerbose         = true,
    isVerboseInterval = true,
  }

end

--  ----------------

function ResetSafeLog ()

  Save('lastLog', '')

end

--  ----------------

function SafeLog (text)

  if text == Load('lastLog', '') then return end

  Log(text)
  Save('lastLog', text)

end

--  ----------------

function SafeLogWarning (text)

  if text == Load('lastLog', '') then return end

  LogWarning(text)
  Save('lastLog', text)

end

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

function Exit ()

  local debugInfo = GetDebugInfo()

  ExitCheckLong( debugInfo)
  ExitCheckShort(debugInfo)

end

--  ----------------

function ExitCheckLong (debugInfo)

  local longProfit

  if longPositionId != '' then
    longProfit = profitType == ProfitType.positionROI and GetPositionROI(longPositionId) or CC_CurrentVsEntry(longPositionId)
  end

  if longPositionId == '' then
    if debugInfo.isVerboseInterval then
      SafeLog(logHRule)
      SafeLog('No long position.')
    end
  elseif longProfit >= profitTrigger then
    if debugInfo.isVerbose then
      SafeLog(logHRule)
    end
    ExitLong()
    if debugInfo.isVerbose then ResetSafeLog() end
  elseif debugInfo.isVerboseInterval then
    SafeLog(logHRule)
    SafeLog('Not exiting long.')
    SafeLog('Long profit is '..CC_FormatRoundedPercent(longProfit))
    SafeLog(debugInfo.baseCurrency..' bid is @ '..debugInfo.currentBid)
  end

end

--  ----------------

function ExitCheckShort (debugInfo)

  local shortProfit

  if shortPositionId != '' then
    shortProfit = profitType == ProfitType.positionROI and GetPositionROI(shortPositionId) or CC_CurrentVsEntry(shortPositionId)
  end

  if shortPositionId == '' then
    if debugInfo.isVerboseInterval then
      SafeLog(logHRule)
      SafeLog('No short position.')
    end
  elseif shortProfit >= profitTrigger then
    if debugInfo.isVerbose then
      SafeLog(logHRule)
    end
    ExitShort()
    if debugInfo.isVerbose then ResetSafeLog() end
  elseif debugInfo.isVerboseInterval then
    SafeLog(logHRule)
    SafeLog('Not exiting short.')
    SafeLog('Short profit is '..CC_FormatRoundedPercent(shortProfit))
    SafeLog(debugInfo.baseCurrency..' ask is @ '..debugInfo.currentAsk)
  end

end

--  ----------------

function ExitLong ()

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

  SafeLogWarning('Taking profit on long.')
  PlaceExitPositionOrder(parameters);
  Save('longPositionId', '')

end

--  ----------------

function ExitShort ()

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

  SafeLogWarning('Taking profit on short.')
  PlaceExitPositionOrder(parameters);
  Save('shortPositionId', '')

end

--  ------------------------------------
--    Going
--  ------------------------------------

function Go ()

  local debugInfo = GetDebugInfo()

  if debugInfo.isVerbose then
    SafeLog(logHRule)
  end

  GoCheckLong( debugInfo)
  GoCheckShort(debugInfo)

end

--  ----------------

function GoCheckLong (debugInfo)

  local longProfit

  if longPositionId != '' then
    longProfit = CC_CurrentVsEntry(longPositionId)
  end

  if longPositionId == '' then
    longPositionId = NewGuid()
    Save('longPositionId', longPositionId)
    GoLong()
    if debugInfo.isVerbose then ResetSafeLog() end
  elseif longProfit <= expansionTrigger then
    GoLong()
    if debugInfo.isVerbose then ResetSafeLog() end
  elseif debugInfo.isVerboseInterval then
    SafeLog('Not going long.')
    SafeLog('Long profit is '..CC_FormatRoundedPercent(longProfit))
    SafeLog(debugInfo.baseCurrency..' bid is @ '..debugInfo.currentBid)
  end

end

--  ----------------

function GoCheckShort (debugInfo)

  local shortProfit

  if shortPositionId != '' then
    shortProfit = CC_CurrentVsEntry(shortPositionId)
  end

  if shortPositionId == '' then
    shortPositionId = NewGuid()
    Save('shortPositionId', shortPositionId)
    GoShort()
    if debugInfo.isVerbose then ResetSafeLog() end
  elseif shortProfit <= expansionTrigger then
    GoShort()
    if debugInfo.isVerbose then ResetSafeLog() end
  elseif debugInfo.isVerboseInterval then
    SafeLog('Not going short.')
    SafeLog('Short profit is '..CC_FormatRoundedPercent(shortProfit))
    SafeLog(debugInfo.baseCurrency..' ask is @ '..debugInfo.currentAsk)
  end

end

--  ----------------

function GoLong ()

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

  PlaceGoLongOrder(1, expandBy, parameters)

end

--  ----------------

function GoShort ()

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

  PlaceGoShortOrder(1, expandBy, parameters)

end

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

SetFee(fee)

CC_ReportOpenPositions()
CC_ReportMaxRiskPoint()

Exit()
OptimizedForInterval(interval, Go)