//This is the basic framework of a study function.
SCSFExport scsf_MyCL_2ndEntriesSystem(SCStudyGraphRef sc)
{
SCSubgraphRef LongSignal = sc.Subgraph[0];
SCSubgraphRef ShortSignal = sc.Subgraph[1];
SCSubgraphRef Long1stEntry = sc.Subgraph[2];
SCSubgraphRef Short1stEntry = sc.Subgraph[3];
SCSubgraphRef AuxSignal = sc.Subgraph[4];
//SCSubgraphRef MainMA = sc.Subgraph[5];
SCSubgraphRef FastFilter = sc.Subgraph[6];
SCSubgraphRef SlowFilter = sc.Subgraph[7];
int longEntryStateOld, shortEntryStateOld;
int& longEntryState = sc.PersistVars->i1;
int& shortEntryState = sc.PersistVars->i2;
int& lastEntryBar = sc.PersistVars->i3;
int& longsEnable = sc.PersistVars->i4;
int& shortsEnable = sc.PersistVars->i5;
SCInputRef length = sc.Input[0];
SCInputRef enabled = sc.Input[1];
SCInputRef studyID = sc.Input[2];
float highest, lowest;
// Section 1 - Set the configuration variables and defaults
if (sc.SetDefaults)
{
sc.GraphName = "My CL 2nd Entries System";
// During development set this flag to 1, so the DLL can be rebuilt without restarting Sierra Chart. When development is completed, set it to 0 to improve performance.
sc.FreeDLL = 1;
sc.AutoLoop = 1; //Auto looping is enabled.
sc.GraphRegion = 0;
//MainMA.Name = "Main MA";
//MainMA.DrawStyle = DRAWSTYLE_LINE;
//MainMA.AutoColoring = AUTOCOLOR_SLOPE;
//MainMA.PrimaryColor = COLOR_BLUE;
//MainMA.SecondaryColor = COLOR_MAGENTA;
//MainMA.LineWidth = 2;
LongSignal.Name = "Long Signal";
LongSignal.DrawStyle = DRAWSTYLE_ARROWUP;
LongSignal.PrimaryColor = COLOR_AQUAMARINE;
LongSignal.LineWidth = 2;
LongSignal.DrawZeros = false;
ShortSignal.Name = "Short Signal";
ShortSignal.DrawStyle = DRAWSTYLE_ARROWDOWN;
ShortSignal.PrimaryColor = COLOR_MAGENTA;
ShortSignal.LineWidth = 2;
ShortSignal.DrawZeros = false;
Long1stEntry.Name = "Long 1st Entry";
Long1stEntry.DrawStyle = DRAWSTYLE_TRIANGLEUP;
Long1stEntry.PrimaryColor = COLOR_AQUAMARINE;
Long1stEntry.LineWidth = 2;
Long1stEntry.DrawZeros = false;
Short1stEntry.Name = "Short 1st Entry";
Short1stEntry.DrawStyle = DRAWSTYLE_TRIANGLEDOWN;
Short1stEntry.PrimaryColor = COLOR_MAGENTA;
Short1stEntry.LineWidth = 2;
Short1stEntry.DrawZeros = false;
AuxSignal.Name = "Aux Signal";
AuxSignal.DrawStyle = DRAWSTYLE_DIAMOND;
AuxSignal.PrimaryColor = COLOR_YELLOW;
AuxSignal.LineWidth = 2;
AuxSignal.DrawZeros = false;
sc.Input[0].Name = "Count Length";
sc.Input[0].SetInt(55);
enabled.Name = "Enable Trading";
enabled.SetYesNo(0);
levelsCheck.Name = "Check Levels";
levelsCheck.SetYesNo(0);
studyID.Name = "Keltner Study";
studyID.SetStudyID(8);
longEntryState = eStateInitial;
shortEntryState = eStateInitial;
sc.AllowMultipleEntriesInSameDirection = false;
sc.MaximumPositionAllowed = 1;
sc.SupportReversals = 0;
// ** This false by default. Orders will go to the simulation system always. **
// @@
sc.SendOrdersToTradeService = true;
sc.AllowOppositeEntryWithOpposingPositionOrOrders = false;
sc.SupportAttachedOrdersForTrading = true;
// ** this line will causes to not work
//sc.TradeWindowConfigFileName = "1Contract.twconfig";
sc.CancelAllOrdersOnEntriesAndReversals= true;
sc.AllowEntryWithWorkingOrders = false;
sc.CancelAllWorkingOrdersOnExit = false;
// This is true by default, only 1 trade can be processed per bar.
sc.AllowOnlyOneTradePerBar = true;
sc.MaintainTradeStatisticsAndTradesData = true;
longsEnable = 0;
shortsEnable = 0;
return;
}
// Setup buttons
if (sc.MenuEventID != 0)
{
if(sc.MenuEventID == SC_ACS_TOOL1)
{
if(sc.MouseEventType == SC_ACS_TOOL_ON)
{
sc.AddMessageToLog("Longs On", 0);
longsEnable = 1;
}
else if(sc.MouseEventType == SC_ACS_TOOL_OFF)
{
sc.AddMessageToLog("Longs Off", 0);
longsEnable = 0;
}
}
else if(sc.MenuEventID == SC_ACS_TOOL2)
{
if(sc.MouseEventType == SC_ACS_TOOL_ON)
{
sc.AddMessageToLog("Shorts On", 0);
shortsEnable = 1;
}
else if(sc.MouseEventType == SC_ACS_TOOL_OFF)
{
sc.AddMessageToLog("Shorts Off", 0);
shortsEnable = 0;
}
}
else if(sc.MenuEventID == SC_ACS_TOOL3)
{
if(sc.MouseEventType == SC_ACS_TOOL_ON)
{
sc.AddMessageToLog("Pausing", 0);
longsEnable = 0;
shortsEnable = 0;
}
}
}
// Section 2 - Do data processing here
//sc.ExponentialMovAvg(sc.Close, MainMA, length.GetInt());
// @@
//sc.WeightedMovingAverage(sc.BaseDataIn[SC_LAST], FastFilter, 20);
//sc.WeightedMovingAverage(sc.BaseDataIn[SC_LAST], SlowFilter, 35);
longEntryStateOld = longEntryState;
shortEntryStateOld = shortEntryState;
// Determine current entry state for bars
BarEntryState(sc, length.GetInt(), longEntryState, shortEntryState);
// save study values
SCFloatArray studyRef;
SCFloatArray studyRefStd1Upper;
SCFloatArray studyRefStd1Lower;
//Get the first (0) subgraph from the study the user has selected.
sc.GetStudyArrayUsingID(studyID.GetStudyID(), 0, studyRef);
sc.GetStudyArrayUsingID(studyID.GetStudyID(), 1, studyRefStd1Upper);
sc.GetStudyArrayUsingID(studyID.GetStudyID(), 2, studyRefStd1Lower);
// Handle long entry states
if(longEntryStateOld == eStateCount0Retrace &&
longEntryState == eStateCount1)
{
// 1st entry long
Long1stEntry[sc.Index] = sc.Low[sc.Index]-sc.TickSize*2;
}
else if(longEntryStateOld == eStateCount1Retrace &&
longEntryState == eStateCount2)
{
// 2nd entry long
LongSignal[sc.Index] = sc.Low[sc.Index]-sc.TickSize*2;
if(sc.BaseData[SC_LAST][sc.Index] < studyRefStd1Upper[sc.Index])
{
AuxSignal[sc.Index] = sc.Low[sc.Index]-sc.TickSize*4;
if(longsEnable && enabled.GetYesNo())
EnterLongOrder(sc);
}
}
// Handle short entry states
if(shortEntryStateOld == eStateCount0Retrace &&
shortEntryState == eStateCount1)
{
// 1st entry
Short1stEntry[sc.Index] = sc.High[sc.Index]+sc.TickSize*2;
}
else if(shortEntryStateOld == eStateCount1Retrace &&
shortEntryState == eStateCount2)
{
// 2nd entry
ShortSignal[sc.Index] = sc.High[sc.Index]+sc.TickSize*2;
if(sc.BaseData[SC_LAST][sc.Index] > studyRefStd1Lower[sc.Index])
{
AuxSignal[sc.Index] = sc.High[sc.Index]+sc.TickSize*4;
if(shortsEnable && enabled.GetYesNo())
EnterShortOrder(sc);
}
}
// Update text lables
if(longEntryState == eStateCount1Retrace)
{
sprintf(arTempStr, "L arming");
}
else
{
sprintf(arTempStr, " ");
}
DrawText(sc, 9398, 4, 96, COLOR_GREEN, RGB(0,0,0), arTempStr);
if(shortEntryState == eStateCount1Retrace)
{
sprintf(arTempStr, "S arming");
}
else
{
sprintf(arTempStr, " ");
}
DrawText(sc, 9399, 4, 92, COLOR_RED, RGB(0,0,0), arTempStr);
if(enabled.GetYesNo() && longsEnable)
{
sprintf(arTempStr, "Long Enable");
DrawText(sc, 9397, 4, 88, COLOR_GREEN, RGB(0,0,0), arTempStr);
}
else if(enabled.GetYesNo() && shortsEnable)
{
sprintf(arTempStr, "Short Enable");
DrawText(sc, 9397, 4, 88, COLOR_RED, RGB(0,0,0), arTempStr);
}
else
{
sprintf(arTempStr, " ");
DrawText(sc, 9397, 4, 88, COLOR_RED, RGB(0,0,0), arTempStr);
}
}
SCSFExport scsf_SC_TradingCrossOverExample(SCStudyInterfaceRef sc) {
SCInputRef dailyLowRef = sc.Input[0];
SCInputRef dailyHighRef = sc.Input[1];
SCInputRef outputFileName = sc.Input[2];
SCInputRef todayLowRef = sc.Input[3];
SCInputRef todayHighRef = sc.Input[4];
//BollingerBangs
SCInputRef topBandRef = sc.Input[5];
SCInputRef movingAverageRef = sc.Input[6];
SCInputRef bottomBandRef = sc.Input[7];
//logTheCurrentDirectory(sc);
if(sc.Index == 0)
{
SCString outputFileStr;
outputFileStr.Format("%s-%d.csv",sc.Symbol.GetChars(), sc.SecondsPerBar / 60);
outputFileName.Name = "Output File";
//outputFileName.SetString(sc.Symbol);
outputFileName.SetString(outputFileStr);
remove(outputFileName.GetString());
}
ofstream outputStream;
outputStream.open (outputFileName.GetString(), std::ofstream::app);
if (sc.SetDefaults) {
dailyLowRef.Name = "Daily Low";
dailyLowRef.SetStudySubgraphValues(1, 2);
dailyHighRef.Name = "Daily High";
dailyHighRef.SetStudySubgraphValues(1, 1);
SCString outputFileStr;
outputFileStr.Format("%s-%d.csv",sc.Symbol.GetChars(), sc.SecondsPerBar / 60);
outputFileName.Name = "Output File";
//outputFileName.SetString(sc.Symbol);
outputFileName.SetString(outputFileStr);
todayLowRef.Name = "Today Low";
todayLowRef.SetStudySubgraphValues(4, 2);
todayHighRef.Name = "Today High";
todayHighRef.SetStudySubgraphValues(4, 1);
//Bollinger Bands
topBandRef.Name = "Top Band";
topBandRef.SetStudySubgraphValues(3, 0);
movingAverageRef.Name = "Moving Average";
movingAverageRef.SetStudySubgraphValues(3, 1);
bottomBandRef.Name = "Bottom Band";
bottomBandRef.SetStudySubgraphValues(3, 2);
sc.GraphName = "DataWriter";
sc.StudyDescription = "Write the data to file";
sc.AutoLoop = 1; // true
sc.GraphRegion = 0;
sc.FreeDLL = 1;
sc.CalculationPrecedence = LOW_PREC_LEVEL;
sc.AllowMultipleEntriesInSameDirection = false;
sc.MaximumPositionAllowed = 5;
sc.SupportReversals = true;
// This is false by default. Orders will go to the simulation system always.
sc.SendOrdersToTradeService = false;
sc.AllowOppositeEntryWithOpposingPositionOrOrders = false;
sc.SupportAttachedOrdersForTrading = false;
sc.CancelAllOrdersOnEntriesAndReversals = true;
sc.AllowEntryWithWorkingOrders = false;
sc.CancelAllWorkingOrdersOnExit = true;
sc.AllowOnlyOneTradePerBar = true;
sc.MaintainTradeStatisticsAndTradesData = true;
return;
}
SCFloatArray dailyLows;
sc.GetStudyArrayUsingID(dailyLowRef.GetStudyID(), dailyLowRef.GetSubgraphIndex(), dailyLows);
float dailyLow = dailyLows[sc.Index];
SCFloatArray dailyHighs;
sc.GetStudyArrayUsingID(dailyHighRef.GetStudyID(), dailyHighRef.GetSubgraphIndex(), dailyHighs);
float dailyHigh = dailyHighs[sc.Index];
SCFloatArray todayLows;
sc.GetStudyArrayUsingID(todayLowRef.GetStudyID(), todayLowRef.GetSubgraphIndex(), todayLows);
float todayLow = todayLows[sc.Index];
SCFloatArray todayHighs;
sc.GetStudyArrayUsingID(todayHighRef.GetStudyID(), todayHighRef.GetSubgraphIndex(), todayHighs);
float todayHigh = todayHighs[sc.Index];
SCFloatArray topBands;
sc.GetStudyArrayUsingID(topBandRef.GetStudyID(), topBandRef.GetSubgraphIndex(), topBands);
float topBand = topBands[sc.Index];
SCFloatArray movingAverages;
sc.GetStudyArrayUsingID(movingAverageRef.GetStudyID(), movingAverageRef.GetSubgraphIndex(), movingAverages);
float movingAverage = movingAverages[sc.Index];
SCFloatArray bottomBands;
sc.GetStudyArrayUsingID(bottomBandRef.GetStudyID(), bottomBandRef.GetSubgraphIndex(), bottomBands);
float bottomBand = bottomBands[sc.Index];
int year;
int month;
int day;
int hour;
int minute;
int second;
sc.BaseDateTimeIn[sc.Index].GetDateTimeYMDHMS(year, month, day, hour, minute, second );
float LastTradePrice = sc.Close[sc.Index];
float Open = sc.Open[sc.Index];
float Low = sc.Low[sc.Index];
float PreviousLow = sc.Low[sc.Index - 1];
float High = sc.High[sc.Index];
float PreviousHigh = sc.High[sc.Index - 1];
float PreviousClose = sc.Close[sc.Index - 1];
float LastBarSize = PreviousClose - PreviousLow;
SCString dataLine;
dataLine.Format("%d-%d-%dT%d:%d:%d,%f,%f,%f,%f,%f,%f,%f,%f,%f,%f,%f\n", year, month, day, hour, minute, second, Open, Low,
High, LastTradePrice, dailyLow, dailyHigh, todayLow, todayHigh, topBand, movingAverage, bottomBand);
//sc.AddMessageToLog(Buffer2, 0);
outputStream << dataLine;
s_SCPositionData PositionData;
int Result = sc.GetTradePosition(PositionData);
}
