Support Board
Date/Time: Wed, 03 Sep 2025 09:08:33 +0000
Post From: How to set up data and backtest a study
| [2025-08-04 16:03:35] |
| User944318 - Posts: 19 |
|
I am testing out the example code from Sierra Charts: #include "sierrachart.h" SCDLLName("SCTradingExample1") /* Overview -------- A modified trading system that enters a new position or reverses an existing one on the crossover of open and close prices. When close crosses open from below (close > open), the system will go long. When close crosses open from above (close < open), the system will go short. This eliminates the need for external studies and uses built-in price data. Comments -------- * The system now uses sc.Open and sc.Close arrays directly * No external study references needed * Crossover logic compares current and previous bar relationships * All other trading logic remains the same with reversals enabled */ SCSFExport scsf_SC_TradingCrossOverExample(SCStudyInterfaceRef sc) { SCSubgraphRef Subgraph_BuyEntry = sc.Subgraph[0]; SCSubgraphRef Subgraph_SellEntry = sc.Subgraph[1]; if (sc.SetDefaults) { // Set the configuration and defaults sc.GraphName = "Trading CrossOver Example - Open vs Close"; sc.StudyDescription = "A trading system that enters a new position or \ reverses an existing one on the crossover of open and close prices. \ When close crosses open from below (bullish bar), the system will go long. \ When close crosses open from above (bearish bar), the system will go short."; sc.AutoLoop = 1; // true sc.GraphRegion = 0; sc.CalculationPrecedence = LOW_PREC_LEVEL; Subgraph_BuyEntry.Name = "Bullish"; Subgraph_BuyEntry.DrawStyle = DRAWSTYLE_POINT_ON_HIGH; Subgraph_BuyEntry.LineWidth = 3; Subgraph_BuyEntry.PrimaryColor = RGB(0, 255, 0); // Green Subgraph_SellEntry.Name = "Bearish"; Subgraph_SellEntry.DrawStyle = DRAWSTYLE_POINT_ON_LOW; Subgraph_SellEntry.LineWidth = 3; Subgraph_SellEntry.PrimaryColor = RGB(255, 0, 0); // Red sc.AllowMultipleEntriesInSameDirection = false; sc.MaximumPositionAllowed = 5; sc.SupportReversals = true; // This is false by default. Orders will go to the simulation system always. sc.SendOrdersToTradeService = false; sc.AllowOppositeEntryWithOpposingPositionOrOrders = false; sc.SupportAttachedOrdersForTrading = false; sc.CancelAllOrdersOnEntriesAndReversals = true; sc.AllowEntryWithWorkingOrders = false; sc.CancelAllWorkingOrdersOnExit = true; sc.AllowOnlyOneTradePerBar = true; sc.MaintainTradeStatisticsAndTradesData = true; return; } // Only process at the close of the bar; if it has not closed don't do anything if (sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_NOT_CLOSED) { return; } // Need at least 2 bars to detect a crossover if (sc.Index < 1) return; // Get current and previous bar data float CurrentOpen = sc.Open[sc.Index]; float CurrentClose = sc.Close[sc.Index]; float PreviousOpen = sc.Open[sc.Index - 1]; float PreviousClose = sc.Close[sc.Index - 1]; // Check for crossover conditions // Bullish crossover: Previous bar had close <= open, current bar has close > open bool BullishCrossover = (PreviousClose <= PreviousOpen) && (CurrentClose > CurrentOpen); // Bearish crossover: Previous bar had close >= open, current bar has close < open bool BearishCrossover = (PreviousClose >= PreviousOpen) && (CurrentClose < CurrentOpen); if (BullishCrossover) { // Mark the crossover on the chart Subgraph_BuyEntry[sc.Index] = sc.Low[sc.Index]; sc.AddMessageToLog("Long", 0); // Create a market order and enter long s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; sc.BuyEntry(NewOrder); } if (BearishCrossover) { // Mark the crossover on the chart Subgraph_SellEntry[sc.Index] = sc.High[sc.Index]; sc.AddMessageToLog("Short", 0); // Create a market order and enter short s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; sc.SellEntry(NewOrder); } } |