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Date/Time: Thu, 28 Mar 2024 11:59:52 +0000



Post From: ACSIL howto get working OrderID/FilledPrice in ReplayMode (Sim)

[2018-12-17 05:30:34]
Sierra Chart Engineering - Posts: 104368
3. Here is the code example:

SCSFExport scsf_GetOrderFillEntryExample(SCStudyInterfaceRef sc)
{
  //Define references to the Subgraphs and Inputs for easy reference.
  //In this particular example, these are not used but this study is configured as a typical trading study.
  SCSubgraphRef BuyEntrySubgraph = sc.Subgraph[0];
  SCSubgraphRef BuyExitSubgraph = sc.Subgraph[1];
  SCSubgraphRef SellEntrySubgraph = sc.Subgraph[2];
  SCSubgraphRef SellExitSubgraph = sc.Subgraph[3];

  SCInputRef Enabled = sc.Input[0];

  if (sc.SetDefaults)
  {
    // Set the study configuration and defaults.

    sc.GraphName = "GetOrderFillEntry Example";

    BuyEntrySubgraph.Name = "Buy Entry";
    BuyEntrySubgraph.DrawStyle = DRAWSTYLE_ARROW_UP;
    BuyEntrySubgraph.PrimaryColor = RGB(0, 255, 0);
    BuyEntrySubgraph.LineWidth = 2;
    BuyEntrySubgraph.DrawZeros = false;

    BuyExitSubgraph.Name = "Buy Exit";
    BuyExitSubgraph.DrawStyle = DRAWSTYLE_ARROW_DOWN;
    BuyExitSubgraph.PrimaryColor = RGB(255, 128, 128);
    BuyExitSubgraph.LineWidth = 2;
    BuyExitSubgraph.DrawZeros = false;

    SellEntrySubgraph.Name = "Sell Entry";
    SellEntrySubgraph.DrawStyle = DRAWSTYLE_ARROW_DOWN;
    SellEntrySubgraph.PrimaryColor = RGB(255, 0, 0);
    SellEntrySubgraph.LineWidth = 2;
    SellEntrySubgraph.DrawZeros = false;

    SellExitSubgraph.Name = "Sell Exit";
    SellExitSubgraph.DrawStyle = DRAWSTYLE_ARROW_UP;
    SellExitSubgraph.PrimaryColor = RGB(128, 255, 128);
    SellExitSubgraph.LineWidth = 2;
    SellExitSubgraph.DrawZeros = false;

    Enabled.Name = "Enabled";
    Enabled.SetYesNo(0);
    Enabled.SetDescription("This input enables the study and allows it to function. Otherwise, it does nothing.");

    // This is false by default. Orders will be simulated.
    sc.SendOrdersToTradeService = false;

    sc.AllowMultipleEntriesInSameDirection = false;

    //This must be equal to or greater than the order quantities you will be submitting orders for.
    sc.MaximumPositionAllowed = 10000;

    sc.SupportReversals = true;
    sc.AllowOppositeEntryWithOpposingPositionOrOrders = true;

    // This variable controls whether to use or not use attached orders that are configured on the Trade Window for the chart.
    sc.SupportAttachedOrdersForTrading = false;

    //This variable controls whether to use the "Use Attached Orders" setting on the Trade Window for the chart
    sc.UseGUIAttachedOrderSetting = false;

    sc.CancelAllOrdersOnEntriesAndReversals = false;
    sc.AllowEntryWithWorkingOrders = false;
    sc.CancelAllWorkingOrdersOnExit = true;
    sc.AllowOnlyOneTradePerBar = false;

    //This needs to be set to true when a trading study uses trading functions.
    sc.MaintainTradeStatisticsAndTradesData = true;

    sc.AutoLoop = true;
    sc.GraphRegion = 0;

    return;
  }

  //These must be outside of the sc.SetDefaults code block since they have a dependency upon an actual chart object existing
  sc.SupportTradingScaleIn = 0;
  sc.SupportTradingScaleOut = 0;


  if (!Enabled.GetYesNo())
    return;

  if (sc.LastCallToFunction)
    return;//nothing to do

  int& PriorOrderFillEntrySize = sc.GetPersistentInt(1);

  int CurrentOrderFillEntrySize = sc.GetOrderFillArraySize();

  if (CurrentOrderFillEntrySize != PriorOrderFillEntrySize)
  {
    PriorOrderFillEntrySize = CurrentOrderFillEntrySize;
    if (CurrentOrderFillEntrySize > 0)
    {
      s_SCOrderFillData OrderFillData;

      sc.GetOrderFillEntry(CurrentOrderFillEntrySize - 1, OrderFillData);
      SCString OrderFillMessage;

      uint32_t OrderQuantity = OrderFillData.Quantity;

      OrderFillMessage.Format("New order fill: InternalOrderID = %u, FillPrice = %f, Quantity = %u", OrderFillData.InternalOrderID, OrderFillData.FillPrice, OrderQuantity);

      sc.AddMessageToLog(OrderFillMessage, 0);

    }

  }
}

Sierra Chart Support - Engineering Level

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