/*
Developed by Brad Matheny, Matheny Enterprises 1.2008
www.ment.com
-------------------------------------------------------
Simple MTS Template: 

*/

//  Setup MTS
try {
   var mentts = new DLL("mentts.dll");
   doMTSInit();
} finally {
  // debugPrintln("-[ "+getSymbol()+"] **-* Can Not Find MENT_TS DLL *-**");
}

//  Global Variables
var AutoTrade = false
var DefaultContracts = 1;   //  number of shares/contracts to trade.


var tsymbol = "";   // extracted base symbol
fMake_tsymbol();
//                                                                              



//  Setup MTS variables
var MTSStatus = 0;
var MTSBroker = "IB";
var MTSSymbol = "";  
var MTSExchange = "";
var MTSExpiration = "";
var MTSType = "";
var MTSDollarMult = 1;
var HiddenOrder = 0;
var DiscretionaryAmount = 0.0;
var FAAccount = ""; 
//==============================================================
/* These are the only two fields required for FA accounts if you need them. 
Refer to MTS online help for info on setting up MTS for FA accounts 
*/
var FAGroup = "";  
var FAProfile = "";
//                                                                   
var FAMethod = "";
var FAPercentage = "";
var IBCurrency = "USD";


//  Control Logic for easier eSignal integration
//  eSignal uses "Strategy" functions to create backtesting results.  I use similar variables to track auto-trading systems.
var StrategyisLong = false;
var StrategyisShort = false;
var StrategyisInTrade = false;
var ActivePosition = 0;


//  In this template, you should create inidividual orderIDs (as below) to check the different orders.
var Le_OrderID = null;  //  Long Entry Order ID
var Lx_OrderID = null;  //  Long Exit Order ID
var Se_OrderID = null;  //  Short Entry Order ID
var Sx_OrderID = null;  //  Short Exit Order ID
var StopID = null;  //  Short Exit Order ID

var nEntryPrice = 0;
var FilledAmount = 0;


var nFontSize = 8;
var nLastRawTime = 0;
var BarCounter = 0;


var aFPArray = new Array(); 
function preMain() {
    setShowTitleParameters(false);
    setShowCursorLabel(true); 
    setPriceStudy(true);
    setStudyTitle("MTS EFS TEMPLATE");
    setCursorLabelName("Holding", 0);
    

/*
The declared variables below are simply an example.  They do nothing in this code.
*/
    var x = 0;  
    aFPArray[x] = new FunctionParameter( "xVariable1", FunctionParameter.NUMBER); 
    with(aFPArray[x]) { 
        setName("xV1 Length"); 
        setLowerLimit(1); 
        setDefault(10); 
    }   
    x++;
	aFPArray[x] = new FunctionParameter("xVariable2", FunctionParameter.NUMBER);
	with(aFPArray[x]) { 
        setName("xV2 Length");
        setDefault(10);
    }


    x++;
	aFPArray[x] = new FunctionParameter("vnFontSize", FunctionParameter.NUMBER);
	with(aFPArray[x]) { 
        setName("FontSize");
        setDefault(10);
    }

  setupMTSVars();   
}  // end preMain()



function main(xVariable1, xVariable2, vnFontSize) {
   nFontSize = vnFontSize;

   if (getValue("rawtime", 0) != nLastRawTime) {
     nLastRawTime = getValue("rawtime", 0);
     BarCounter += 1;
   }

   MTSStatus = mentts.call("GetBrokerStatus", MTSBroker);

   ActivePosition = getactiveposition();

   DrawButtons();

  var tempOrderReturn = "";
  if (Le_OrderID != null) {  
     tempOrderReturn = fCheckOrders(Le_OrderID);
     if (tempOrderReturn == "FILLED") { Le_OrderID = null;  }
  }
  if (Lx_OrderID != null) {  
     tempOrderReturn = fCheckOrders(Lx_OrderID);
     if (tempOrderReturn == "FILLED") { Lx_OrderID = null;  }
  }
  if (Se_OrderID != null) {  
     tempOrderReturn = fCheckOrders(Se_OrderID);
     if (tempOrderReturn == "FILLED") { Se_OrderID = null;  }
  }
  if (Sx_OrderID != null) {  
     tempOrderReturn = fCheckOrders(Sx_OrderID);
     if (tempOrderReturn == "FILLED") { Sx_OrderID = null;  }
  }

//StopID = null;  //  Short Exit Order ID


}  //  End MAIN





function DrawButtons() {

      if (!AutoTrade) {
        drawTextPixel(4,25, " Auto-Trade OFF "+"@URL=EFS:ATbutton" , Color.white, Color.RGB(0xE0, 0x00, 0x00), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "ATB");
      } else {
        drawTextPixel(4,25, " Auto-Trade ON "+"@URL=EFS:ATbutton" , Color.black, Color.RGB(0x00, 0xE0, 0x00), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "ATB");
      }

    drawTextPixel(4,40, " Sell "+"@URL=EFS:Sellbutton" , Color.black, Color.RGB(0xE0, 0xE0, 0xE0), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "SellBTn");
    drawTextPixel(34,40, " Buy "+"@URL=EFS:Buybutton" , Color.black, Color.RGB(0xE0, 0xE0, 0xE0), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "BuyBTn");

    if ((Strategy.isLong()) || (StrategyisLong)) {
      drawTextPixel(63,40, " Close ALL "+"@URL=EFS:CAbutton" , Color.black, Color.RGB(0xE0, 0xFF, 0xE0), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "STBTn");
    } else if ((Strategy.isShort()) || (StrategyisShort)) {
      drawTextPixel(63,40, " Close ALL "+"@URL=EFS:CAbutton" , Color.black, Color.RGB(0xFF, 0xE0, 0xE0), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "STBTn");
    } else if ((!Strategy.isInTrade()) || (!StrategyisInTrade)) {
      drawTextPixel(63,40, " Close ALL "+"@URL=EFS:CAbutton" , Color.black, Color.RGB(0xE0, 0xFF, 0xFF), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "STBTn");
    }
      
    drawTextPixel(44,10, " Holding : "+Math.floor(ActivePosition)+"  ", Color.black, Color.RGB(0xE0, 0xE0, 0xFA), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "Holding");
    drawTextPixel(4,10, " Edit "+"@URL=EFS:Editbutton" , Color.black, Color.RGB(0xE0, 0xE0, 0xE0), Text.FRAME | Text.ONTOP | Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM, null, nFontSize, "ARTCB");
}



function Editbutton() {
 Alert.playSound("autoplay.wav");
 askForInput("Edit MTS EFS Template Settings");
}


function CAbutton() {
    if ((getCurrentBarIndex() == 0) && (AutoTrade)) {
        Alert.playSound("autoplay.wav");
        TradeMarket(13);  // GO FLAT
    } 
}

function Sellbutton() {
  Alert.playSound("autoplay.wav");
        drawShapeRelative(0, high()+MakeGOffset(), Shape.DOWNARROW, "", Color.red, Shape.TOP | Shape.ONTOP , BarCounter+"SE");
        Strategy.doShort("Se", Strategy.LIMIT, Strategy.THISBAR, Strategy.DEFAULT, close());
        //-----   RT Autotrade
            if ((getCurrentBarIndex() == 0) && (AutoTrade)) {
               TradeMarket(2);  //  SELL MARKET ORDER
            }
}

function Buybutton() {
      Alert.playSound("autoplay.wav");
        drawShapeRelative(0, low()-MakeGOffset(), Shape.UPARROW, "", Color.green, Shape.TOP | Shape.ONTOP , BarCounter+"LE");
        Strategy.doLong("Le", Strategy.LIMIT, Strategy.THISBAR, Strategy.DEFAULT, close());
        //-----   RT Autotrade
            if ((getCurrentBarIndex() == 0) && (AutoTrade)) {
               TradeMarket(1);   //  BUY MARKET ORDER
            }
}


function ATbutton() {
  Alert.playSound("autoplay.wav");
  if (!AutoTrade) {    AutoTrade = true;   } else {   AutoTrade = false; }
  DrawButtons();
}





//---  function to define MTS functions.
function doMTSInit()
{  

function InitMTS()
{
    debugPrintln("InitMTS");
   
    if (null != mentts)
        return;
        
    mentts = new DLL("mentts.dll");

    mentts.addFunction("SetOption",DLL.INT,DLL.CDECL,"setoption",DLL.STRING,DLL.STRING);

    mentts.addFunction("LogMessage",DLL.INT,DLL.CDECL,"LogMessage",DLL.STRING);
        
    mentts.addFunction("PlaceOrder",DLL.INT,DLL.CDECL,"placeorder", DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING, DLL.INT, DLL.DOUBLE, DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING, DLL.DOUBLE, DLL.STRING);
    mentts.addFunction("CancelOrder",DLL.INT,DLL.CDECL,"cancelorder",DLL.INT);
    mentts.addFunction("GetFillAmount",DLL.INT,DLL.CDECL,"getfillamount",DLL.INT);
    mentts.addFunction("GetFillPrice",DLL.DOUBLE,DLL.CDECL,"getfillprice",DLL.INT);
    mentts.addFunction("GetOrderStatus",DLL.STRING,DLL.CDECL,"getorderstatus",DLL.INT);
    
    mentts.addFunction("GetBrokerStatus",DLL.INT,DLL.CDECL,"getbrokerstatus",DLL.STRING);
    mentts.addFunction("GetCurrentPosition",DLL.INT,DLL.CDECL,"getcurrentposition",DLL.STRING,DLL.STRING,DLL.STRING,DLL.STRING);
 
    mentts.addFunction("FAPlaceOrder",DLL.INT,DLL.CDECL,"FAPlaceOrder",DLL.STRING,DLL.STRING,DLL.STRING,DLL.INT,DLL.DOUBLE,DLL.STRING,DLL.STRING,DLL.STRING,DLL.STRING,DLL.DOUBLE,DLL.STRING,DLL.STRING,DLL.STRING,DLL.STRING,DLL.STRING,DLL.STRING);
    mentts.addFunction("FAGetNumAccounts",DLL.INT,DLL.CDECL,"FAGetNumAccounts");
    mentts.addFunction("FAGetIndexedAccount", DLL.STRING,DLL.CDECL,"FAGetIndexedAccount", DLL.INT);

}


function setupMTSVars() {
//  Default all setting to US STOCKS with IB.
//     debugPrintln("PRE SETUP VARS "+tsymbol);
     MTSSymbol = tsymbol;  
     MTSExchange = "SMART";
     MTSExpiration = "";
     MTSType = "stock";
     MTSDollarMult = 1;
     HiddenOrder = 0;
     FAAccount = ""; 
     FAGroup = "";  
     FAProfile = "";
     FAMethod = "";
     FAPercentage = "";
     IBCurrency = "USD";


   if ((tsymbol == "ES")) {  //  Emini S&P
     debugPrintln("Symbol Found "+tsymbol);
     DefaultContracts = 1;
     MTSSymbol = "ESU0";  
     MTSExchange = "GLOBEX";
     MTSExpiration = "201009";
     MTSType = "future";
     MTSDollarMult = 1;
     HiddenOrder = 0;
     FAAccount = ""; 
     FAGroup = "";  
     FAProfile = "";
     FAMethod = "";
     FAPercentage = "";
     IBCurrency = "USD";
   }


}


function UpdatePositions() {


    if (ActivePosition == 0) {  //  currently FLAT
      StrategyisLong = false;
      StrategyisShort = false;
      StrategyisInTrade = false;
    }
    if (ActivePosition < 0) {   //  currently SHORT
      StrategyisLong = false;
      StrategyisShort = true;
      StrategyisInTrade = true;
    }
    if (ActivePosition > 0) {   //  currently LONG
      StrategyisLong = true;
      StrategyisShort = false;
      StrategyisInTrade = true;
    }


}


function TradeMarket(TradeAction) {
/*
1 = Buy Market
2 = Sell Market
13 = GO FLAT
*/

debugPrintln("Pre Fire Order "+MTSBroker+" "+MTSSymbol+" "+DefaultContracts+" "+MTSExchange+" "+MTSType);
   if (MTSStatus == 0) {
       // ========= BUY MARKET ORDERS =========================================   
       if (TradeAction == 1) {  //  buy market order
         //  Example of a PlaceOrder function call.
         Le_OrderID = mentts.call("PlaceOrder", MTSBroker,"BUY","MKT",MTSSymbol,DefaultContracts,0,"GTC",MTSExchange,MTSType,"",0,IBCurrency);

         //  Example of an IBPlaceOrder function call.
         //Le_OrderID = mentts.call("IBPlaceOrder","BUY","MKT",MTSSymbol,DefaultContracts,0,"GTC",MTSExchange,MTSType,"",0,0,HiddenOrder, FAAccount,FAGroup,FAProfile,FAMethod,FAPercentage,IBCurrency,"");
            ///   OCA Group (at the end of the above line) is empty : ""
            
       }
   

       // ========= SELL MARKET ORDERS =========================================   
       if (TradeAction == 2) {  //  sell market order
         //  Example of a PlaceOrder function call.
         Se_OrderID = mentts.call("PlaceOrder", MTSBroker,"SELL","MKT",MTSSymbol,DefaultContracts,0,"GTC",MTSExchange,MTSType,"",0,IBCurrency);

         //  Example of an IBPlaceOrder function call.
         //Se_OrderID = mentts.call("IBPlaceOrder","BUY","MKT",MTSSymbol,DefaultContracts,0,"GTC",MTSExchange,MTSType,"",0,0,HiddenOrder, FAAccount,FAGroup,FAProfile,FAMethod,FAPercentage,IBCurrency,"");
            ///   OCA Group (at the end of the above line) is empty : ""
       }
   

       // ========= GO FLAT ORDERS =========================================   
       if (TradeAction == 13) {  //  GO FLAT ORDER
          if (StrategyisLong) { 
              //  Example of a PlaceOrder function call.
              Lx_OrderID = mentts.call("PlaceOrder", MTSBroker,"SELL","MKT",MTSSymbol,ActivePosition,0,"GTC",MTSExchange,MTSType,"",0,IBCurrency);

              //  Example of an IBPlaceOrder function call.
              //Lx_OrderID = mentts.call("IBPlaceOrder","SELL","MKT",MTSSymbol,ActivePosition,0,"GTC",MTSExchange,MTSType,"",0,0,HiddenOrder, FAAccount,FAGroup,FAProfile,FAMethod,FAPercentage,IBCurrency,"");
                 ///   OCA Group (at the end of the above line) is empty : ""
          }
          if (StrategyisShort) { 
              //  Example of a PlaceOrder function call.
              Sx_OrderID = mentts.call("PlaceOrder", MTSBroker,"BUY","MKT",MTSSymbol,Math.abs(ActivePosition),0,"GTC",MTSExchange,MTSType,"",0,IBCurrency);

              //  Example of an IBPlaceOrder function call.
              //Sx_OrderID = mentts.call("IBPlaceOrder","BUY","MKT",MTSSymbol,Math.abs(ActivePosition),0,"GTC",MTSExchange,MTSType,"",0,0,HiddenOrder, FAAccount,FAGroup,FAProfile,FAMethod,FAPercentage,IBCurrency,"");
                 ///   OCA Group (at the end of the above line) is empty : ""
          }

       }

   
   } else {
      debugPrintln("MTS Broker Connection Failed - Aborting order process");
   }

}


function fCheckOrders(OrderID) {
  var MTSOrderStatus = "NOTHING";  
  if (OrderID != null) {
     MTSOrderStatus = mentts.call("GetOrderStatus", MTSBroker, OrderID );
  }
  return MTSOrderStatus;
}


function ReportOrderStatus(OrderID, MTSOrderStatus) {
      if (MTSOrderStatus == "FILLED") {
        nEntryPrice = mentts.call("GetFillPrice", MTSBroker, OrderID );
        FilledAmount = mentts.call("GetFillAmount", MTSBroker, OrderID );
        debugPrintln("-- Order#:"+OrderID+" "+MTSOrderStatus+" For :"+FilledAmount+" @ "+nEntryPrice );
      }
      if (MTSOrderStatus == "PARTIAL FILL") {
        FilledAmount = mentts.call("GetFillAmount", MTSBroker, OrderID );
        debugPrintln("-- Order#:"+OrderID+" "+MTSOrderStatus+" For :"+FilledAmount+" @ "+nEntryPrice );
      }
      if (MTSOrderStatus == "UNKNOWN") {
        debugPrintln("-- Order#:"+OrderID+" "+MTSOrderStatus+" --  Possible MTS or IB failure" );
      }
      if (MTSOrderStatus == "PENDING") {
        debugPrintln("-- Order#:"+OrderID+" "+MTSOrderStatus+" --  Possible incorrect price or other problem" );
      }
      if (MTSOrderStatus == "PRESUBMITTED") {
        debugPrintln("-- Order#:"+OrderID+" "+MTSOrderStatus+" --  Awaiting SUBMIT status" );
      }
      if (MTSOrderStatus == "SUBMITTED") {
        debugPrintln("-- Order#:"+OrderID+" "+MTSOrderStatus+" --  SUBMIT status" );
      }
      if (MTSOrderStatus == "NOT FOUND") {
        debugPrintln("-- Order#:"+OrderID+" "+MTSOrderStatus+" --  SUBMIT status achieved" );
      }
}


function getactiveposition() {
  var tCurrentPosition = 0;
  tCurrentPosition = mentts.call("GetCurrentPosition",MTSBroker,MTSSymbol,MTSType,MTSExchange,MTSExpiration);
  //  debugPrintln(tCurrentPosition);
  if (tCurrentPosition < -10000000) { tCurrentPosition = 0; }  //  this bypasses all dll return errors
  return tCurrentPosition;
}


function fMake_tsymbol() {
  tsymbol = getSymbol();
   var PosCount = tsymbol.split(" ");
    if (PosCount[0]) { tsymbol = PosCount[0]; }
}

function MakeGOffset() {
  return (high()-low())/3;
}