Support Board

#include "sierrachart.h"

SCDLLName("Custom Trailing Entry")



bool short_logic(SCStudyInterfaceRef sc){
  return sc.Close[sc.Index] > sc.Close[sc.Index - 1];
}

bool long_logic(SCStudyInterfaceRef sc){
  return sc.Close[sc.Index] < sc.Close[sc.Index - 1];
}

bool check_entry_fill(SCStudyInterfaceRef sc, s_SCNewOrder order)
{

s_SCOrderFillData fill;
int latest_index = sc.GetOrderFillArraySize() - 1;

// Step 1: Check most recent fill
if (latest_index >= 0 && sc.GetOrderFillEntry(latest_index, fill))
{
if (fill.InternalOrderID == order.InternalOrderID)
return true;
}

// Step 2: Iterate backwards if needed
for (int i = latest_index - 1; i >= 0; --i)
{
if (sc.GetOrderFillEntry(i, fill) && fill.InternalOrderID == order.InternalOrderID)
return true;
}
return false;
}

bool check_exit_fill(SCStudyInterfaceRef sc, s_SCNewOrder order)
{

s_SCOrderFillData fill;
int latest_index = sc.GetOrderFillArraySize() - 1;

// Step 1: Check most recent fill
if (latest_index >= 0 && sc.GetOrderFillEntry(latest_index, fill))
{
if (fill.InternalOrderID != order.InternalOrderID)
return true;
}

return false;
}

void enter_trade(SCStudyInterfaceRef sc, float stop, float target, float offset, int direction, s_SCNewOrder& order, int& result)
{
  order.OrderType = SCT_ORDERTYPE_TRAILING_STOP_LIMIT;
  order.OrderQuantity = 1;
  order.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED;

  order.AttachedOrderStop1Type = SCT_ORDERTYPE_LIMIT;
  order.Stop1Offset = stop;

  order.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT;
  order.Target1Offset = target;

  if (direction == 1) {
    order.Price1 = sc.Close[sc.Index] + offset;
    result = sc.BuyEntry(order);
  }
  else if (direction == -1) {
    order.Price1 = sc.Close[sc.Index] - offset;
    result = sc.SellEntry(order);
  }
}




SCSFExport scsf_TrailingEntry(SCStudyInterfaceRef sc)
{
  static bool waiting_to_enter = false;
  static bool in_trade = false;
  static int direction = 0.0f;
  static double trail_price = 0.0f;
  static int result = -1;
  static s_SCNewOrder entry_order;
  static double last_sent_trail_price = 0.0;

  static double offset = 5.0f; //Can also use sc.TickSize * ticks
  static double stop = 3.0f;
  static double target = 3.0f;


  if (sc.SetDefaults)
  {
    sc.GraphName = "Trailing Entry";
    sc.AutoLoop = 1;
    sc.UpdateAlways = 1;
    sc.GraphRegion = 1;
    sc.ValueFormat = 3;
    sc.AllowOnlyOneTradePerBar = true;
    return;
  }

  if (sc.Index != sc.ArraySize - 1)
    return;

  if (!in_trade && !waiting_to_enter) {

    if (long_logic(sc))
      direction = 1;
    else if (short_logic(sc))
      direction = -1;

    if (direction != 0) {
      enter_trade(sc, stop, target, offset, direction, entry_order, result);

      if (result > 0) {
        waiting_to_enter = true;
        direction = direction;
        trail_price = sc.Close[sc.Index] + (direction * offset);

        SCString msg;
        msg.Format("Trailing %s: %.2f | Result: %d",
          (direction == 1 ? "Long" : "Short"),
          entry_order.Price1, result);
        sc.AddMessageToLog(msg, 1);
      } else {
        SCString msg;
        msg.Format("Order failed with code: %d", result);
        sc.AddMessageToLog(msg, 1);
      }
    }
  }


  if (waiting_to_enter && check_entry_fill(sc, entry_order)) {
   waiting_to_enter = false;
   in_trade = true;
  }

  if (in_trade && check_exit_fill(sc,entry_order)) {
   in_trade = false;
   trail_price = 0.0f;
   direction = 0;
  }



  if (waiting_to_enter && (direction == 1 || direction == -1)) {
   double candidate_price = sc.RoundToTickSize(sc.Close[sc.Index] + (direction * offset), sc.TickSize);

   bool should_trail = (direction == 1 && candidate_price < trail_price) ||
   (direction == -1 && candidate_price > trail_price);

   if (should_trail && candidate_price != last_sent_trail_price) {
   s_SCTradeOrder status;
   if (!sc.GetOrderByOrderID(entry_order.InternalOrderID, status) ||
   status.OrderStatusCode == SCT_OSC_OPEN)
   return;

   trail_price = candidate_price;
   last_sent_trail_price = candidate_price;

   s_SCNewOrder modify;
   modify.InternalOrderID = entry_order.InternalOrderID;
   modify.Price1 = trail_price;

   int result = sc.ModifyOrder(modify);
   if (result <= 0) {
   SCString msg;
   msg.Format("%s Modify failed: %d %.2f",
   (direction == 1 ? "Long" : "Short"),
   result, trail_price);
   sc.AddMessageToLog(msg, 1);
   }
   }
  }




}