[pshaiBot] MadHatter Bot v2 - The original Haasonline MadHatter Bot in steroids

EnableHighSpeedUpdates(true)
 
 
-- market compatibility
local isSpot = MarketType() == SpotTrading
local buy_cmd = isSpot and PlaceBuyOrder or PlaceGoLongOrder
local sell_cmd = isSpot and PlaceSellOrder or PlaceGoShortOrder
 
 
-- Safeties
InputGroupHeader('General Settings')
maxEntries = Input('1. Max. Entries', 10, 'The maximum amount of entries allowed per position')
stopLoss = Input('2. Stop Loss (%)', 1)
takeProfit = Input('3. Take Profit (%)', 1)
consensus = Input('4. Indicator Consensus', true)
entryOrderType = InputOrderType('5. Entry Order Type', MakerOrCancelOrderType)
entryTimeout = Input('6. Entry Order Timeout', 10, 'Entry order timeout in minutes')
entryTimeLimit = Input('7. Entry Cooldown', 10, 'Entry cooldown in minutes. Use this to ensure bot doesn\'t consume all entries on consecutive signals (unless that is a wanted behavior). Set this to zero to ignore')
exitOrderType = InputOrderType('8. Exit Order Type', MakerOrCancelOrderType)
exitTimeout = Input('9. Exit Order Timeout', 10, 'Exit order timeout in minutes')
 
 
-- Indicators
bbInterval = InputInterval('BBands Interval', 5, 'Sets the data and update interval for BBANDS', 'MadHatter BBands ')
macdInterval = InputInterval('MACD Interval', 5, 'Sets the data and update interval for MACD', 'MadHatter MACD ')
rsiInterval = InputInterval('RSI Interval', 5, 'Sets the data and update interval for RSI', 'MadHatter RSI ')
bbandResult = CC_MadHatterBBands(0, '', bbInterval)
macdResult = CC_MadHatterMACD(1, '', macdInterval)
rsiResult = CC_MadHatterRSI(2, '', rsiInterval)
 
indicatorContainer = IndicatorContainer( 
    bbandResult,
    macdResult,
    rsiResult
)
 
indicatorSignal = indicatorContainer[1]
if consensus then
    indicatorSignal = indicatorContainer[2]
end
 
-- Insurances
insurances = InsuranceContainer(OvercomeFeeCosts())

-- Safeties
safeties = SafetyContainer(StopLoss(stopLoss), TakeProfit(takeProfit))
 
-- useful data
    local cp = CurrentPrice()
    local botPos = GetPositionDirection()
    local botRoi = GetPositionROI()
    local entryCount = Load('ec', 0)
 
-- entry logic function
    local updateEntryLogic = function(isLong, can_entry)
        local orderId = Load('en_oid', '')
        local remaining = 0
        local cmd = isLong and buy_cmd or sell_cmd
        
        if orderId != '' then
            local order = OrderContainer(orderId)
 
            if order.isOpen then
                return -- nothing to do
            else
                remaining = order.executedAmount - order.filledAmount
 
                if order.isFilled and remaining == 0 then
                    -- increment entryCount
                    entryCount = entryCount + 1
                end
                
                orderId = ''
            end
        end
 
        if can_entry and entryCount < maxEntries then
            local price = isLong and SubPerc(cp.bid, 0.001) or AddPerc(cp.ask, 0.001)
            local amount = remaining == 0 and TradeAmount() or remaining
            local note = (isLong and 'L' or 'S') .. (entryCount + 1)
 
            if IsTradeAmountEnough(PriceMarket(), price, amount, true) then
                -- place order
                orderId = cmd(price, amount, {type = entryOrderType, note = note, timeout = entryTimeout})
            end
        end
 
        Save('en_oid', orderId)
    end
 
-- exit logic function
    local updateExitLogic = function(isProfit)
        local orderId = Load('ex_oid', '')
        local remaining = 0
        
        if orderId != '' then
            local order = OrderContainer(orderId)
 
            if order.isOpen then
                return -- nothing to do
            else
                remaining = order.executedAmount - order.filledAmount
 
                if order.isFilled and remaining == 0 then
                    -- reset entryCount since we exited successfully
                    entryCount = 0
                end
                
                orderId = ''
            end
        end
 
        local note = isProfit and 'Take-Profit' or 'Stop-Loss'
 
        -- place order
        orderId = PlaceExitPositionOrder({type = exitOrderType, note = note, timeout = exitTimeout})
 
        Save('ex_oid', orderId)
    end
 
 
-- the new logic
    local entry_long = false
    local entry_short = false

    if insurances and (entryTimeLimit == 0 or TradeOncePerBar(entryTimeLimit)) then
        
        -- having botRoi in the rules will make sure we don't
        -- increase position size in the profitable direction.
        -- we only want to add to the position when we are on
        -- the losing side, to ensure our DCA/AvgEP moves only
        -- outwards - not inwards!
        if indicatorSignal == SignalBuy
        and botPos != PositionShort
        and botRoi <= 0 then
            entry_long = true
        
        elseif indicatorSignal == SignalSell
        and botPos != PositionLong
        and botRoi <= 0 then
            entry_short = true

        end

    end

    -- we call these on every update,
    -- just so we get our order IDs updated
    updateEntryLogic(true, entry_long) -- long
    updateEntryLogic(false, entry_short) -- short
 
-- safeties
    if safeties and botPos != NoPosition then
        updateExitLogic(botRoi > 0)
    end
 
-- Save memory
    Save('ec', entryCount)
 
-- Reports
Finalize(function()
 
   CustomReport('BBands Signal', bbandResult)
   CustomReport('MACD Signal', macdResult)
   CustomReport('RSI Signal', rsiResult)
   CustomReport('Entry Count', entryCount)
 
end)