Firetron’s Hedged DCA

--  ============================================================================
--    Firetron's Hedged DCA
--
--    Runs a long and a short each doing dollar cost averaging strategy.
--    Expands positions on an interval and exits whenever there is a profit.
--
--    Custom Command Dependencies:
--    Firetron's CurrentVsEntry
--    Firetron's FormatRoundedPercent
--    Firetron's FormatRoundedQuoteCurrency
--    Firetron's ReportMaxRiskPoint
--    Firetron's ReportOpenPositions
--    Firetron's TrueOnInterval
--
--    Discord:  @FiretronP75
--    BTC Tips: 14WLDZsrhshcP6qvBarKW8ABACv3iUXEro
--    ETH Tips: 0xfaaac99fbf11f8f4abc4b3bf079cb2c7a43b5f87
--  ============================================================================

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

EnableHighSpeedUpdates()
HideOrderSettings()
HideTradeAmountSettings()

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

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

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

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

--  ------------------------------------
--    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 interval      = 1440
local profitTrigger = 10

group = 'Main'

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

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

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

function GetDebugInfo ()

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

  if not CC_TrueOnInterval(verbosityInterval) then
    return {
      isVerbose = false,
    }
  end

  local currentPrice = CurrentPrice()

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

end

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

function Exit ()

  local debugInfo = GetDebugInfo()

  ExitCheckLong( debugInfo)
  ExitCheckShort(debugInfo)

end

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

function ExitCheckLong (debugInfo)

  local longProfit

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

  if longPositionId == '' then
    if debugInfo.isVerbose then
      Log(logHRule)
      Log('No long position.')
    end
  elseif longProfit >= profitTrigger then
    ExitLong()
  elseif debugInfo.isVerbose then
    Log(logHRule)
    Log('Long profit is '..CC_FormatRoundedPercent(longProfit))
    Log(debugInfo.baseCurrency..' bid is @ '..debugInfo.currentBid)
  end

end

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

function ExitCheckShort (debugInfo)

  local shortProfit

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

  if shortPositionId == '' then
    if debugInfo.isVerbose then
      Log(logHRule)
      Log('No short position.')
    end
  elseif shortProfit >= profitTrigger then
    ExitShort()
  elseif debugInfo.isVerbose then
    Log(logHRule)
    Log('Short profit is '..CC_FormatRoundedPercent(shortProfit))
    Log(debugInfo.baseCurrency..' ask is @ '..debugInfo.currentAsk)
  end

end

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

function ExitLong ()

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

  Log(logHRule)
  LogWarning('Taking profit on long.')
  PlaceExitPositionOrder(parameters);
  Save('longPositionId', '')

end

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

function ExitShort ()

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

  Log(logHRule)
  LogWarning('Taking profit on short.')
  PlaceExitPositionOrder(parameters);
  Save('shortPositionId', '')

end

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

function Go ()

  if longPositionId == '' then

    longPositionId = NewGuid()
    Save('longPositionId', longPositionId)

  end

  Log(logHRule)
  GoLong()

  if shortPositionId == '' then

    shortPositionId = NewGuid()
    Save('shortPositionId', shortPositionId)

  end

  GoShort()

end

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

function GoLong ()

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

  PlaceGoLongOrder(0, expandBy, parameters)

end

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

function GoShort ()

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

  PlaceGoShortOrder(0, expandBy, parameters)

end

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

SetFee(fee)

CC_ReportOpenPositions()
CC_ReportMaxRiskPoint()

Exit()
OptimizedForInterval(interval, Go)