Support Board

#include <string>
#include "sierrachart.h"
#include <math.h>
#include <iostream>
#include <fstream>
using namespace std;
SCDLLName("test")


SCSFExport scsf_TradingSystemStudySubgraphCrossover(SCStudyInterfaceRef sc)
{
  SCInputRef Input_Line1Ref = sc.Input[0];
  SCInputRef Input_Line2Ref = sc.Input[1];
  SCInputRef Input_Line3Ref = sc.Input[2];
  SCInputRef Input_Enabled = sc.Input[3];
  SCInputRef Input_SendTradeOrdersToTradeService = sc.Input[4];
  SCInputRef Input_MaximumPositionAllowed = sc.Input[5];
  SCInputRef Input_EvaluateOnBarCloseOnly = sc.Input[7];
  SCInputRef Min_Ratchet = sc.Input[8];
  SCInputRef Max_Ratchet = sc.Input[9];
  SCInputRef ddOffsetInput = sc.Input[10];

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

  if (sc.SetDefaults)
  {

    // Set the configuration and defaults

    sc.GraphName = "test";

    sc.StudyDescription = "A trading system that enters a new position \
      based";

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

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

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

    Input_Line3Ref.Name = "Final";
    Input_Line3Ref.SetStudySubgraphValues(1, 0);

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

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

    Input_MaximumPositionAllowed.Name = "Maximum Position Allowed";
    Input_MaximumPositionAllowed.SetInt(0);

    Input_EvaluateOnBarCloseOnly.Name = "Evaluate on Bar Close Only";
    Input_EvaluateOnBarCloseOnly.SetYesNo(true);
    
    Subgraph_BuyEntry.Name = "Buy";
    Subgraph_BuyEntry.DrawStyle = DRAWSTYLE_CIRCLE_HOLLOW;
    Subgraph_BuyEntry.PrimaryColor = RGB(0, 255, 0);
    Subgraph_BuyEntry.LineWidth = 7;
    Subgraph_BuyEntry.DrawZeros = false;

    Subgraph_SellEntry.Name = "Sell";
    Subgraph_SellEntry.DrawStyle = DRAWSTYLE_CIRCLE_HOLLOW;
    Subgraph_SellEntry.PrimaryColor = RGB(255, 0, 0);
    Subgraph_SellEntry.LineWidth = 7;
    Subgraph_SellEntry.DrawZeros = false;

    Min_Ratchet.Name = "Minimal Counter Pick";
    Min_Ratchet.SetInt(-100);
    Min_Ratchet.SetIntLimits(-10000, -1);

    Max_Ratchet.Name = "Maximal Counter Pick";
    Max_Ratchet.SetInt(100);
    Max_Ratchet.SetIntLimits(1, 1000);

    ddOffsetInput.Name = "Display Signal Offset";
    ddOffsetInput.SetFloat(.02);
    ddOffsetInput.SetFloatLimits(.00001f, 1000);

    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;

    sc.FreeDLL = 1;      //need to change to 0 in production

    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; //Max
  sc.GetStudyArrayUsingID(Input_Line1Ref.GetStudyID(), Input_Line1Ref.GetSubgraphIndex(), StudyLine1);
  
  SCFloatArray StudyLine2; //Min
  sc.GetStudyArrayUsingID(Input_Line2Ref.GetStudyID(), Input_Line2Ref.GetSubgraphIndex(), StudyLine2);

  SCFloatArray StudyLine3;//Close
  sc.GetStudyArrayUsingID(Input_Line3Ref.GetStudyID(), Input_Line3Ref.GetSubgraphIndex(), StudyLine3);
  
  //simplifing the caclculations
  float Max = StudyLine1[sc.Index];
  float Min = StudyLine2[sc.Index];
  float Close = StudyLine3[sc.Index];
  
  s_SCPositionData PositionData;

  if (!sc.IsFullRecalculation)
    sc.GetTradePosition(PositionData);

  // code below is where we check for crossovers and take action accordingly

  sc.SupportReversals = false;

  //long entry condition
  if (
    (StudyLine2[sc.Index] < (Min_Ratchet.GetInt()))
    
    )
  {
    // mark the crossover on the chart
    Subgraph_BuyEntry[sc.Index] = sc.Low[sc.Index] - ddOffsetInput.GetFloat();//from DD

    if (!sc.IsFullRecalculation && !sc.DownloadingHistoricalData)// i am not d.l. historical data and i am not in full recalc
    {
      if (Input_SendTradeOrdersToTradeService.GetYesNo() == true)
      {
        s_SCNewOrder NewOrder;
          NewOrder.OrderQuantity = 1;
          NewOrder.OrderType = SCT_ORDERTYPE_MARKET;
          NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED;
          int Result = (int)sc.SellExit(NewOrder);//Buy order
          if (Result < 0)
            sc.AddMessageToLog(sc.GetTradingErrorTextMessage(Result), false);
      }
    }
  }

  //short entry condition
  if (
    (StudyLine1[sc.Index] >= (Max_Ratchet.GetInt()))
    
    )
  {
    // mark the crossover on the chart
    Subgraph_SellEntry[sc.Index] = sc.High[sc.Index] + ddOffsetInput.GetFloat();//from DD

    if (!sc.IsFullRecalculation && !sc.DownloadingHistoricalData)// i am not d.l. historical data and i am not in full recalc
    {
      if (Input_SendTradeOrdersToTradeService.GetYesNo() == true)
      {
        s_SCNewOrder NewOrder;
          NewOrder.OrderQuantity = 1;
          NewOrder.OrderType = SCT_ORDERTYPE_MARKET;
          NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED;
          int Result = (int)sc.SellExit(NewOrder);//Buy order
          if (Result < 0)
            sc.AddMessageToLog(sc.GetTradingErrorTextMessage(Result), false);

      }
    }
  }
}