Support Board

SCSFExport scsf_TradingSystemStudySubgraph(SCStudyInterfaceRef sc)
{
  SCInputRef Input_Line1Ref = sc.Input[0];
  SCInputRef Input_Line2Ref = sc.Input[1];
  SCInputRef Input_Enabled = sc.Input[2];
  SCInputRef Input_SendTradeOrdersToTradeService = sc.Input[3];
  SCInputRef Input_MaximumPositionAllowed = sc.Input[4];
  SCInputRef Input_ActionOnCrossoverWhenInPosition = sc.Input[5];
  SCInputRef Input_EvaluateOnBarCloseOnly = sc.Input[6];

  SCSubgraphRef Subgraph_BuyEntry = sc.Subgraph[0];
  SCSubgraphRef Subgraph_SellEntry = sc.Subgraph[1];

  if (sc.SetDefaults)
  {

    // Set the configuration and defaults

    sc.GraphName = "Trading System - Study Subgraph";


    sc.AutoLoop = 1; // true
    sc.GraphRegion = 0;
    sc.CalculationPrecedence = LOW_PREC_LEVEL;

    Input_Line1Ref.Name = "Line1";
    Input_Line1Ref.SetStudySubgraphValues(1, 0);

    Input_Line2Ref.Name = "Line2";
    Input_Line2Ref.SetStudySubgraphValues(1, 0);

    Input_Enabled.Name = "Enabled";
    Input_Enabled.SetYesNo(false);

    Input_SendTradeOrdersToTradeService.Name = "Send Trade Orders to Trade Service";
    Input_SendTradeOrdersToTradeService.SetYesNo(false);

    Input_MaximumPositionAllowed.Name = "Maximum Position Allowed";
    Input_MaximumPositionAllowed.SetInt(1);

    Input_ActionOnCrossoverWhenInPosition.Name = "Action on Crossover When in Position";
    Input_ActionOnCrossoverWhenInPosition.SetCustomInputStrings("No Action;Exit on Crossover;Reverse on Crossover");
    Input_ActionOnCrossoverWhenInPosition.SetCustomInputIndex(0);

    Input_EvaluateOnBarCloseOnly.Name = "Evaluate on Bar Close Only";
    Input_EvaluateOnBarCloseOnly.SetYesNo(true);


    Subgraph_BuyEntry.Name = "Buy";
    Subgraph_BuyEntry.DrawStyle = DRAWSTYLE_POINT_ON_HIGH;
    Subgraph_BuyEntry.LineWidth = 4;

    Subgraph_SellEntry.Name = "Sell";
    Subgraph_SellEntry.DrawStyle = DRAWSTYLE_POINT_ON_LOW;
    Subgraph_SellEntry.LineWidth = 4;

    sc.AllowMultipleEntriesInSameDirection = false;
    sc.SupportReversals = false;

    sc.AllowOppositeEntryWithOpposingPositionOrOrders = false;

    sc.SupportAttachedOrdersForTrading = false;
    sc.UseGUIAttachedOrderSetting = true;
    sc.CancelAllOrdersOnEntriesAndReversals = true;
    sc.AllowEntryWithWorkingOrders = false;
    sc.CancelAllWorkingOrdersOnExit = true;

    // Only 1 trade for each Order Action type is allowed per bar.
    sc.AllowOnlyOneTradePerBar = true;

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

    return;
  }

  sc.MaximumPositionAllowed = Input_MaximumPositionAllowed.GetInt();
  sc.SendOrdersToTradeService = Input_SendTradeOrdersToTradeService.GetYesNo();

  if (!Input_Enabled.GetYesNo())
    return;

  // only process at the close of the bar. If it has not closed do not do anything
  if (Input_EvaluateOnBarCloseOnly.GetYesNo()
    && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_NOT_CLOSED)
  {
    return;
  }

  // using the Input_Line1Ref and Input_Line2Ref input variables, retrieve the subgraph arrays
  SCFloatArray StudyLine1;
  sc.GetStudyArrayUsingID(Input_Line1Ref.GetStudyID(), Input_Line1Ref.GetSubgraphIndex(), StudyLine1);

  SCFloatArray StudyLine2;
  sc.GetStudyArrayUsingID(Input_Line2Ref.GetStudyID(), Input_Line2Ref.GetSubgraphIndex(), StudyLine2);



  sc.SupportReversals = false;

  if (StudyLine1[sc.Index] > 0 && StudyLine2[sc.Index] > 0)
  {
    // mark the crossover on the chart
    Subgraph_BuyEntry[sc.Index] = 1;

    if (!sc.IsFullRecalculation && !sc.DownloadingHistoricalData)
    {
        s_SCNewOrder NewOrder;
        NewOrder.OrderQuantity = 0;
        NewOrder.OrderType = SCT_ORDERTYPE_MARKET;
        NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED;
        int Result = (int)sc.BuyEntry(NewOrder);//Buy order
if (Result < 0)
          sc.AddMessageToLog(sc.GetTradingErrorTextMessage(Result), false);

    }
  }

  if (StudyLine1[sc.Index] < 0 && StudyLine2[sc.Index] < 0)
  {
    // mark the crossover on the chart
    Subgraph_SellEntry[sc.Index] = 1;

    if (!sc.IsFullRecalculation && !sc.DownloadingHistoricalData)
    {

      s_SCNewOrder NewOrder;
      NewOrder.OrderQuantity = 0;
      NewOrder.OrderType = SCT_ORDERTYPE_MARKET;
      NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED;
      int Result = (int)sc.SellEntry(NewOrder);//Sell order
      if (Result < 0)
        sc.AddMessageToLog(sc.GetTradingErrorTextMessage(Result), false);
  
    }
  }
}