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Direct MessagesDate/Time: Thu, 02 May 2024 23:46:29 +0000
[Programming Help] - What Parameter is Missing
View Count: 576
| [2020-06-22 15:02:20] |
| User769783 - Posts: 124 |
|
This is a snippet from my ASCIL code: ........... ........... /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Get Current Traded Bid Volume@Price */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /*The sc.GetCurrentTradedBidVolumeAtPrice returns the Bid Volume traded at the given Price for the symbol of the chart of which the study instance that calls this function is applied to. For more detailed information, refer to Chart/Trade DOM Column Descriptions. For this data to be up-to-date and available, there must be a connection to the data feed, or the chart needs to be replaying*/ int CurTradedBidVolumeAtPrice = sc.GetCurrentTradedBidVolumeAtPrice("A certain Price goes here"); ........................... ........................... What price parameter do I put in the parenthesis? When I build the strategy I receive an error showing this line. When I comment this line out, it builds successfully. I don't know what to put there. I'm sure it's simple but my ASCIL programming is limited. Thanks |
| [2020-06-22 16:02:39] |
| User907968 - Posts: 802 |
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You just need to enter the price for which you want to retrieve the current traded bid volume data. For example, to retrieve the current traded bid volume at the current bid price: int CurTradedBidVolumeAtPrice = sc.GetCurrentTradedBidVolumeAtPrice(sc.Bid);
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| [2020-06-22 19:14:00] |
| User769783 - Posts: 124 |
|
Ahh, works now. Thanks. Could you look at this code and explain why it is not selling. It buys only. Am I using SC_OPEN and SC_CLOSE correctly? Thanks ... // The top of every source code file must include this line #include "sierrachart.h" // This line is required. Change the text within the quote // marks to what you want to name your group of custom studies. SCDLLName("Depth Bars DLL") /*==========================================================================*/ SCSFExport scsf_TradingExampleWithAttachedOrders(SCStudyInterfaceRef sc) { /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Define Subgraphs */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ SCSubgraphRef Subgraph_BuyEntry = sc.Subgraph[0]; SCSubgraphRef Subgraph_SellEntry = sc.Subgraph[1]; SCSubgraphRef Subgraph_BidSize = sc.Subgraph[6]; SCSubgraphRef Subgraph_BidValue = sc.Subgraph[7]; SCSubgraphRef Subgraph_AskSize = sc.Subgraph[8]; SCSubgraphRef Subgraph_AskValue = sc.Subgraph[9]; SCSubgraphRef Subgraph_BidStackPullValue = sc.Subgraph[10]; SCSubgraphRef Subgraph_AskStackPullValue = sc.Subgraph[11]; SCInputRef Input_Enabled = sc.Input[0]; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Define Defaults */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ if (sc.SetDefaults) { // Set the study configuration and defaults. sc.GraphName = "Trading Example: Moving Average Crossover with Attached Orders"; sc.UsesMarketDepthData = 1; /*Subgraph_BuyEntry.Name = "Buy Entry"; Subgraph_BuyEntry.DrawStyle = DRAWSTYLE_ARROW_UP; Subgraph_BuyEntry.PrimaryColor = RGB(0, 255, 0); Subgraph_BuyEntry.LineWidth = 2; Subgraph_BuyEntry.DrawZeros = false; Subgraph_SellEntry.Name = "Sell Entry"; Subgraph_SellEntry.DrawStyle = DRAWSTYLE_ARROW_DOWN; Subgraph_SellEntry.PrimaryColor = RGB(255, 0, 0); Subgraph_SellEntry.LineWidth = 2; Subgraph_SellEntry.DrawZeros = false; Subgraph_BidSize.Name = "Bid Size"; Subgraph_BidSize.DrawStyle = DRAWSTYLE_DASH; Subgraph_BidSize.PrimaryColor = RGB(0,255,0); Subgraph_BidSize.DrawZeros = false; Subgraph_BidValue.Name = "Bid Value"; Subgraph_BidValue.DrawStyle = DRAWSTYLE_DASH; Subgraph_BidValue.PrimaryColor = RGB(255,0,255); Subgraph_BidValue.DrawZeros = false; Subgraph_AskSize.Name = "Ask Size"; Subgraph_AskSize.DrawStyle = DRAWSTYLE_DASH; Subgraph_AskSize.PrimaryColor = RGB(255,255,0); Subgraph_AskSize.DrawZeros = false; Subgraph_AskValue.Name = "Ask Value"; Subgraph_AskValue.DrawStyle = DRAWSTYLE_DASH; Subgraph_AskValue.PrimaryColor = RGB(255,127,0); Subgraph_AskValue.DrawZeros = false; Subgraph_AskStackPullValue.Name = "Ask Stack/Pull Value"; Subgraph_AskStackPullValue.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_AskStackPullValue.PrimaryColor = RGB(128, 128, 128); Subgraph_AskStackPullValue.DrawZeros = false; Subgraph_BidStackPullValue.Name = "Bid Stack/Pull Value"; Subgraph_BidStackPullValue.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_BidStackPullValue.PrimaryColor = RGB(128, 128, 128); Subgraph_BidStackPullValue.DrawZeros = false;*/ Input_Enabled.Name = "Enabled"; Input_Enabled.SetYesNo(0); /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Trade Parameters */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ sc.AllowMultipleEntriesInSameDirection = false; sc.MaximumPositionAllowed = 100000; sc.SupportReversals = true; // This is false by default. Orders will go to the simulation system always. sc.SendOrdersToTradeService = false; sc.AllowOppositeEntryWithOpposingPositionOrOrders = false; // This can be false in this function because we specify Attached Orders directly with the order which causes this to be considered true when submitting an order. sc.SupportAttachedOrdersForTrading = false; sc.CancelAllOrdersOnEntriesAndReversals= true; sc.AllowEntryWithWorkingOrders = true; sc.CancelAllWorkingOrdersOnExit = true; // Only 1 trade for each Order Action type is allowed per bar. sc.AllowOnlyOneTradePerBar = false; //This needs to be set to true when a trading study uses trading functions. sc.MaintainTradeStatisticsAndTradesData = true; sc.AutoLoop = 1; sc.GraphRegion = 0; return; } if (!Input_Enabled.GetYesNo()) return; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Begin Data Processing */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Use persistent variables.....attached order IDs.......can be modified or canceled */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ // . int& Target1OrderID = sc.GetPersistentInt(1); int& Stop1OrderID = sc.GetPersistentInt(2); /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Make Sure No Open Trades */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ s_SCPositionData PositionData; sc.GetTradePosition(PositionData); if(PositionData.PositionQuantity != 0) return; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Create an s_SCNewOrder object */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Target- StopLoss - Trailing */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ NewOrder.Target1Offset = 8*sc.TickSize; NewOrder.Stop1Offset = 8*sc.TickSize; NewOrder.OCOGroup1Quantity = 1; // If this is left at the default of 0, then it will be automatically set. /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Buy Order Function */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ if (SC_CLOSE > SC_OPEN)//What is SC_CLOSE and SC_OPEN? { int Result = (int)sc.BuyEntry(NewOrder); if (Result > 0) //If there has been a successful order entry, then draw an arrow at the low of the bar. { Subgraph_BuyEntry[sc.Index] = sc.Low[sc.Index]; // Remember the order IDs for subsequent modification and cancellation Target1OrderID = NewOrder.Target1InternalOrderID; Stop1OrderID = NewOrder.Stop1InternalOrderID; } } /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Sell Order Function */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ else if (SC_CLOSE < SC_OPEN) { int Result = (int)sc.SellEntry(NewOrder); if (Result > 0) //If there has been a successful order entry, then draw an arrow at the high of the bar. { Subgraph_SellEntry[sc.Index] = sc.High[sc.Index]; // Remember the order IDs for subsequent modification and cancellation Target1OrderID = NewOrder.Target1InternalOrderID; Stop1OrderID = NewOrder.Stop1InternalOrderID; } } } |
| [2020-06-22 19:16:54] |
| User769783 - Posts: 124 |
|
I trimmed it down to make it easier to read.. ..... ..... // The top of every source code file must include this line #include "sierrachart.h" // This line is required. Change the text within the quote // marks to what you want to name your group of custom studies. SCDLLName("Depth Bars DLL") /*==========================================================================*/ SCSFExport scsf_TradingExampleWithAttachedOrders(SCStudyInterfaceRef sc) { /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Define Subgraphs */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ SCSubgraphRef Subgraph_BuyEntry = sc.Subgraph[0]; SCSubgraphRef Subgraph_SellEntry = sc.Subgraph[1]; SCInputRef Input_Enabled = sc.Input[0]; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Define Defaults */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ if (sc.SetDefaults) { // Set the study configuration and defaults. sc.GraphName = "Trading Example: Moving Average Crossover with Attached Orders"; sc.UsesMarketDepthData = 1; Subgraph_BuyEntry.Name = "Buy Entry"; Subgraph_BuyEntry.DrawStyle = DRAWSTYLE_ARROW_UP; Subgraph_BuyEntry.PrimaryColor = RGB(0, 255, 0); Subgraph_BuyEntry.LineWidth = 2; Subgraph_BuyEntry.DrawZeros = false; Subgraph_SellEntry.Name = "Sell Entry"; Subgraph_SellEntry.DrawStyle = DRAWSTYLE_ARROW_DOWN; Subgraph_SellEntry.PrimaryColor = RGB(255, 0, 0); Subgraph_SellEntry.LineWidth = 2; Subgraph_SellEntry.DrawZeros = false; Input_Enabled.Name = "Enabled"; Input_Enabled.SetYesNo(0); /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Trade Parameters */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ sc.AllowMultipleEntriesInSameDirection = false; sc.MaximumPositionAllowed = 100000; sc.SupportReversals = true; // This is false by default. Orders will go to the simulation system always. sc.SendOrdersToTradeService = false; sc.AllowOppositeEntryWithOpposingPositionOrOrders = false; // This can be false in this function because we specify Attached Orders directly with the order which causes this to be considered true when submitting an order. sc.SupportAttachedOrdersForTrading = false; sc.CancelAllOrdersOnEntriesAndReversals= true; sc.AllowEntryWithWorkingOrders = true; sc.CancelAllWorkingOrdersOnExit = true; // Only 1 trade for each Order Action type is allowed per bar. sc.AllowOnlyOneTradePerBar = false; //This needs to be set to true when a trading study uses trading functions. sc.MaintainTradeStatisticsAndTradesData = true; sc.AutoLoop = 1; sc.GraphRegion = 0; return; } if (!Input_Enabled.GetYesNo()) return; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Begin Data Processing */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Use persistent variables.....attached order IDs.......can be modified or canceled */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ // . int& Target1OrderID = sc.GetPersistentInt(1); int& Stop1OrderID = sc.GetPersistentInt(2); /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Make Sure No Open Trades */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ s_SCPositionData PositionData; sc.GetTradePosition(PositionData); if(PositionData.PositionQuantity != 0) return; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Create an s_SCNewOrder object */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Target- StopLoss - Trailing */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ NewOrder.Target1Offset = 8*sc.TickSize; NewOrder.Stop1Offset = 8*sc.TickSize; NewOrder.OCOGroup1Quantity = 1; // If this is left at the default of 0, then it will be automatically set. /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Buy Order Function */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ if (SC_CLOSE > SC_OPEN)//What is SC_CLOSE and SC_OPEN? { int Result = (int)sc.BuyEntry(NewOrder); if (Result > 0) //If there has been a successful order entry, then draw an arrow at the low of the bar. { Subgraph_BuyEntry[sc.Index] = sc.Low[sc.Index]; // Remember the order IDs for subsequent modification and cancellation Target1OrderID = NewOrder.Target1InternalOrderID; Stop1OrderID = NewOrder.Stop1InternalOrderID; } } /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ /* Sell Order Function */ /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/ else if (SC_CLOSE < SC_OPEN) { int Result = (int)sc.SellEntry(NewOrder); if (Result > 0) //If there has been a successful order entry, then draw an arrow at the high of the bar. { Subgraph_SellEntry[sc.Index] = sc.High[sc.Index]; // Remember the order IDs for subsequent modification and cancellation Target1OrderID = NewOrder.Target1InternalOrderID; Stop1OrderID = NewOrder.Stop1InternalOrderID; } } } |
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