Support Board

#include "sierrachart.h"

SCDLLName("A-Finish")

// A-Finish: Tick-by-tick Finish Delta via Time & Sales only
SCSFExport scsf_AFinish(SCStudyInterfaceRef sc)
{
SCSubgraphRef Finish = sc.Subgraph[0];
SCSubgraphRef MaxDelta = sc.Subgraph[1];
SCSubgraphRef MinDelta = sc.Subgraph[2];
SCInputRef Lookback = sc.Input[0];

if (sc.SetDefaults)
{
sc.GraphName = "A-Finish";
sc.StudyDescription = "Finish Delta using only Time & Sales data.";
sc.AutoLoop = 0;
sc.UpdateAlways = 1;
sc.MaintainAdditionalChartDataArrays = 1;
sc.GraphRegion = 0;

Finish.Name = "Finish";
Finish.DrawStyle = DRAWSTYLE_LINE;
Finish.PrimaryColor = RGB(255,128,0);

MaxDelta.Name = "Max Delta";
MaxDelta.DrawStyle = DRAWSTYLE_IGNORE;
MinDelta.Name = "Min Delta";
MinDelta.DrawStyle = DRAWSTYLE_IGNORE;

Lookback.Name = "Bars to Log";
Lookback.SetInt(10);
Lookback.SetIntLimits(1,100);
return;
}

if (sc.IsFullRecalculation)
{
// Process all historical bars except the last (still forming)
for (int barToProcess = 0; barToProcess < sc.ArraySize - 1; ++barToProcess)
{
float runningDelta = 0.0f;
float maxDelta = 0.0f;
float minDelta = 0.0f;
int lastMaxIndex = -1;
int lastMinIndex = -1;
float totalAskVol = 0.0f;
float totalBidVol = 0.0f;

s_IntradayRecord record;
int subIndex = 0;
int readSuccess = 1;
bool firstIteration = true;
while (readSuccess)
{
IntradayFileLockActionEnum lockAction = IFLA_NO_CHANGE;
if (firstIteration) {
lockAction = IFLA_LOCK_READ_HOLD;
firstIteration = false;
}
readSuccess = sc.ReadIntradayFileRecordForBarIndexAndSubIndex(barToProcess, subIndex, record, lockAction);
if (readSuccess)
{
runningDelta += record.AskVolume;
runningDelta -= record.BidVolume;
totalAskVol += record.AskVolume;
totalBidVol += record.BidVolume;
if (subIndex == 0 || runningDelta > maxDelta)
{
maxDelta = runningDelta;
lastMaxIndex = subIndex;
}
if (subIndex == 0 || runningDelta < minDelta)
{
minDelta = runningDelta;
lastMinIndex = subIndex;
}
++subIndex;
}
}
sc.ReadIntradayFileRecordForBarIndexAndSubIndex(-1, -1, record, IFLA_RELEASE_AFTER_READ);
MaxDelta[barToProcess] = maxDelta;
MinDelta[barToProcess] = minDelta;
float finalDelta = totalAskVol - totalBidVol;
float finishValue = 0.0f;
if (finalDelta > 0)
finishValue = finalDelta - maxDelta;
else if (finalDelta < 0)
finishValue = finalDelta - minDelta;
else
finishValue = 0.0f;
Finish[barToProcess] = finishValue;
}
}
else
{
// Real-time: only process the most recent closed bar
static int lastProcessedBar = -1;
int currentIndex = sc.Index;
if (sc.GetBarHasClosedStatus(currentIndex - 1) != BHCS_BAR_HAS_CLOSED)
return;
int barToProcess = currentIndex - 1;
if (barToProcess == lastProcessedBar)
return;
lastProcessedBar = barToProcess;
float runningDelta = 0.0f;
float maxDelta = 0.0f;
float minDelta = 0.0f;
int lastMaxIndex = -1;
int lastMinIndex = -1;
float totalAskVol = 0.0f;
float totalBidVol = 0.0f;
s_IntradayRecord record;
int subIndex = 0;
int readSuccess = 1;
bool firstIteration = true;
while (readSuccess)
{
IntradayFileLockActionEnum lockAction = IFLA_NO_CHANGE;
if (firstIteration) {
lockAction = IFLA_LOCK_READ_HOLD;
firstIteration = false;
}
readSuccess = sc.ReadIntradayFileRecordForBarIndexAndSubIndex(barToProcess, subIndex, record, lockAction);
if (readSuccess)
{
runningDelta += record.AskVolume;
runningDelta -= record.BidVolume;
totalAskVol += record.AskVolume;
totalBidVol += record.BidVolume;
if (subIndex == 0 || runningDelta > maxDelta)
{
maxDelta = runningDelta;
lastMaxIndex = subIndex;
}
if (subIndex == 0 || runningDelta < minDelta)
{
minDelta = runningDelta;
lastMinIndex = subIndex;
}
++subIndex;
}
}
sc.ReadIntradayFileRecordForBarIndexAndSubIndex(-1, -1, record, IFLA_RELEASE_AFTER_READ);
MaxDelta[barToProcess] = maxDelta;
MinDelta[barToProcess] = minDelta;
float finalDelta = totalAskVol - totalBidVol;
float finishValue = 0.0f;
if (finalDelta > 0)
finishValue = finalDelta - maxDelta;
else if (finalDelta < 0)
finishValue = finalDelta - minDelta;
else
finishValue = 0.0f;
Finish[barToProcess] = finishValue;
}

// Log for last N bars (show correct values for all processed bars)
int N = Lookback.GetInt();
int currentIndex = sc.Index;
int startBar = max(0, currentIndex - N);
for (int b = startBar; b < currentIndex; ++b)
{
// Calculate Delta for the bar (total AskVol - BidVol)
float delta = Finish[b]; // Default to Finish for backward compatibility
if (b < sc.ArraySize) {
// Recalculate delta for the bar if possible
float totalAskVol = 0.0f;
float totalBidVol = 0.0f;
s_IntradayRecord record;
int subIndex = 0;
int readSuccess = 1;
bool firstIteration = true;
while (readSuccess)
{
IntradayFileLockActionEnum lockAction = IFLA_NO_CHANGE;
if (firstIteration) {
lockAction = IFLA_LOCK_READ_HOLD;
firstIteration = false;
}
readSuccess = sc.ReadIntradayFileRecordForBarIndexAndSubIndex(b, subIndex, record, lockAction);
if (readSuccess)
{
totalAskVol += record.AskVolume;
totalBidVol += record.BidVolume;
++subIndex;
}
}
sc.ReadIntradayFileRecordForBarIndexAndSubIndex(-1, -1, record, IFLA_RELEASE_AFTER_READ);
delta = totalAskVol - totalBidVol;
}
// Calculate Finish %
float finish = Finish[b];
float finishPercent = 0.0f;
if (finish < 0 && MaxDelta[b] != 0)
finishPercent = (fabsf(finish) / fabsf(MaxDelta[b])) * 100.0f;
else if (finish > 0 && MinDelta[b] != 0)
finishPercent = (fabsf(finish) / fabsf(MinDelta[b])) * 100.0f;
// If finish is 0 or divisor is 0, percent remains 0
SCString msg;
msg.Format("%s, Delta: %.0f, Max: %.0f, Min: %.0f, Finish: %.0f, Finish %%: %.0f",
sc.FormatDateTime(sc.BaseDateTimeIn[b]).GetChars(),
delta,
MaxDelta[b],
MinDelta[b],
finish,
finishPercent);
sc.AddMessageToLog(msg, 0);
}
}