Support Board

// This line is required. Change the text within the quote
// marks to what you want to name your group of custom studies.
SCDLLName("DepthBarsToGPB")

//This is the basic framework of a study function. Change the name 'TemplateFunction' to what you require.
SCSFExport scsf_DepthBarsToGPB(SCStudyInterfaceRef sc)
{

  int& isRunOnce = sc.GetPersistentInt(1);
  // Section 1 - Set the configuration variables and defaults
  if (sc.SetDefaults)
  {
    sc.GraphName = "Depth Bars To GPB Convertor";

    sc.AutoLoop = 0; //Automatic looping is disabled.
    
    //sc.Subgraph[0].Name = "";
    //sc.Subgraph[0].DrawStyle = DRAWSTYLE_LINE;
    //sc.Subgraph[0].PrimaryColor = RGB (0, 255, 0);
    
    sc.Input[0].Name = "Float Input";
    sc.Input[0].SetFloat(0.0f);

    sc.MaintainHistoricalMarketDepthData = TRUE;

    isRunOnce = -1;
    
    return;
  }

  SCString DebugMessage;

  if (isRunOnce > 0)
    return;

  isRunOnce = 1;  

  // Get access to the market depth bars in the chart the study instance is applied to.
  c_ACSILDepthBars* p_DepthBars = sc.GetMarketDepthBars();
  
  if (p_DepthBars != NULL)
  {
    // DebugMessage.Format("We Get Market Depth Bars");
    // sc.AddMessageToLog(DebugMessage, 1);
    return;
  }
  
  if (p_DepthBars == NULL)
  {
    return;
  }

  if (p_DepthBars->DepthDataExistsAt(sc.Index))
  {
    DebugMessage.Format("We Have Depth Data");
    sc.AddMessageToLog(DebugMessage, 1);
  }

  for (int i = 0; i < sc.ArraySize; i++) // Iterating through all present bars
  {
    if (p_DepthBars->DepthDataExistsAt(i))
    {
      DebugMessage.Format("We Have Depth Data Exists At: %d", i);
      sc.AddMessageToLog(DebugMessage, 1);      
    }

    // Do nothing if the bar at the current index has no data.
    if (!p_DepthBars->DepthDataExistsAt(i))
    {
      /*DebugMessage.Format("No Depth Data Exists At: %d", i);
      sc.AddMessageToLog(DebugMessage, 1);*/
      continue;
    }

    // Iterate through each price index for the bar at the current index.
    int PriceTickIndex = p_DepthBars->GetBarLowestPriceTickIndex(i);

    do
    {
      // Use PriceTickIndex to get the desired depth data at the current
      // price level. For example:
      const int MaxBidQuantityAtPriceTick = p_DepthBars->GetMaxBidQuantity(sc.Index, PriceTickIndex);
    }
    while (p_DepthBars->GetNextHigherPriceTickIndex(i, PriceTickIndex));
  }
}