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Delta Divergence Source Code -- Does Not Compile

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[2015-11-06 12:01:01]
[Go To First Post]
KhaosTrader - Posts: 128
Hi,

Delta Divergence Code wont compile...
Date Time Of Last Edit: 2015-11-06 12:22:07
[2015-11-06 12:02:49]
[Go To First Post]
KhaosTrader - Posts: 128
I found the author's source code here... https://www.sierrachart.com/supportboard/showthread.php?t=35090

BUT it wont compile....
[2015-11-06 12:19:48]
[Go To First Post]
KhaosTrader - Posts: 128
Please also note I tried to compile the latest version (version 5) which does not compile..

The Latest Version 5 Source is here:


/*
jdt Delta Divergence
Author: jsyd
Date: 11/13/2011
*/

#include "sierrachart.h"
#include <string>
SCDLLInit("Delta Divergence");
/***********************************************************************/
SCSFExport scsf_DeltaDivergence(SCStudyGraphRef sc)
{
  SCSubgraphRef ddVolSubgraph = sc.Subgraph[0];
  SCSubgraphRef ddBuySubgraph = sc.Subgraph[1];
  SCSubgraphRef buyPriceSubgraph = sc.Subgraph[2];
  SCSubgraphRef ddSellSubgraph = sc.Subgraph[3];
  SCSubgraphRef sellPriceSubgraph = sc.Subgraph[4];
  SCSubgraphRef ma1Subgraph = sc.Subgraph[5];
  SCSubgraphRef ma2Subgraph = sc.Subgraph[6];
  SCSubgraphRef tSetupSubgraph = sc.Subgraph[7];
  SCSubgraphRef stSubgraph = sc.Subgraph[8];
  SCSubgraphRef btSubgraph = sc.Subgraph[9];
  SCSubgraphRef sslSubgraph = sc.Subgraph[10];
  SCSubgraphRef bslSubgraph = sc.Subgraph[11];
  SCSubgraphRef lossCntSubgraph = sc.Subgraph[12];
  SCSubgraphRef winCntSubgraph = sc.Subgraph[13];
  SCSubgraphRef lossPLSubgraph = sc.Subgraph[14];
  SCSubgraphRef winPLSubgraph = sc.Subgraph[15];
  SCSubgraphRef test = sc.Subgraph[16];
  
  SCInputRef version = sc.Input[0];
  SCInputRef useCumVolInput = sc.Input[1];
  SCInputRef volTypeInput = sc.Input[2];
  SCInputRef ddModeInput = sc.Input[3];
  SCInputRef useCSTInput = sc.Input[4];
  SCInputRef ddPeriodInput = sc.Input[5];
  SCInputRef ma1Input = sc.Input[6];
  SCInputRef ma2Input = sc.Input[7];
  SCInputRef maTypeInput = sc.Input[8];
  SCInputRef maInputDataInput = sc.Input[9];
  SCInputRef ddOffsetInput = sc.Input[10];
  SCInputRef maZoneInput = sc.Input[11];
  SCInputRef sigZoneInput = sc.Input[12];
  SCInputRef tradeModeInput = sc.Input[13];
  SCInputRef tPriceInput = sc.Input[14];
  
  if(sc.SetDefaults)
  {
    sc.GraphName="Delta Divergence";
    sc.StudyDescription="Delta Divergence with option to only trade with trend";
    
    ddVolSubgraph.Name = "Delta Volume";
    ddVolSubgraph.DrawStyle = DRAWSTYLE_DONOTDRAW;
    
    ddBuySubgraph.Name = "Delta Divergence Buy";
    ddBuySubgraph.DrawStyle = DRAWSTYLE_ARROWUP;
    ddBuySubgraph.PrimaryColor = RGB(0, 255, 0);
    ddBuySubgraph.LineWidth = 2;
    
    buyPriceSubgraph.Name = "Buy Price";
    buyPriceSubgraph.DrawStyle = DRAWSTYLE_DASH;
    buyPriceSubgraph.PrimaryColor = RGB(128,255,128);
    buyPriceSubgraph.LineWidth = 4;
    
    ddSellSubgraph.Name = "Delta Divergence Sell";
    ddSellSubgraph.DrawStyle = DRAWSTYLE_ARROWDOWN;
    ddSellSubgraph.PrimaryColor = RGB(255, 0, 0);
    ddSellSubgraph.LineWidth = 2;
    
    sellPriceSubgraph.Name = "Sell Price";
    sellPriceSubgraph.DrawStyle = DRAWSTYLE_DASH;
    sellPriceSubgraph.PrimaryColor = RGB(255,128,128);
    sellPriceSubgraph.LineWidth = 4;
    
    stSubgraph.Name = "Sell Target Price";
    stSubgraph.DrawStyle = DRAWSTYLE_DASH;
    stSubgraph.PrimaryColor = RGB(255,255,255);
    stSubgraph.LineWidth = 4;
    
    btSubgraph.Name = "BuyTarget Price";
    btSubgraph.DrawStyle = DRAWSTYLE_DASH;
    btSubgraph.PrimaryColor = RGB(255,255,255);
    btSubgraph.LineWidth = 4;
    
    sslSubgraph.Name = "Sell StopLoss Price";
    sslSubgraph.DrawStyle = DRAWSTYLE_DASH;
    sslSubgraph.PrimaryColor = RGB(255,0,0);
    sslSubgraph.LineWidth = 4;
    
    bslSubgraph.Name = "Buy StopLoss Price";
    bslSubgraph.DrawStyle = DRAWSTYLE_DASH;
    bslSubgraph.PrimaryColor = RGB(255,0,0);
    bslSubgraph.LineWidth = 4;
    
    ma1Subgraph.Name = "ma1";
    ma1Subgraph.DrawStyle = DRAWSTYLE_LINE;
    ma1Subgraph.PrimaryColor = RGB(0, 128, 0);
    ma1Subgraph.SecondaryColor = RGB(0, 0, 0);
    ma1Subgraph.LineWidth = 1;
    
    ma2Subgraph.Name = "ma2";
    ma2Subgraph.DrawStyle = DRAWSTYLE_LINE;
    ma2Subgraph.PrimaryColor = RGB(128, 0, 0);
    ma2Subgraph.SecondaryColor = RGB(0, 0, 0);
    ma2Subgraph.LineWidth = 1;
    
    tSetupSubgraph.Name = "Trade Setup Signal";
    tSetupSubgraph.DrawStyle = DRAWSTYLE_DONOTDRAW;
    
    lossCntSubgraph.Name = "Loss Cnt Subgraph";
    lossCntSubgraph.DrawStyle = DRAWSTYLE_DONOTDRAW;
    
    winCntSubgraph.Name = "Win Cnt Subgraph";
    winCntSubgraph.DrawStyle = DRAWSTYLE_DONOTDRAW;
    
    lossPLSubgraph.Name = "Loss PL Subgraph";
    lossPLSubgraph.DrawStyle = DRAWSTYLE_DONOTDRAW;
    
    winPLSubgraph.Name = "Win PL Subgraph";
    winPLSubgraph.DrawStyle = DRAWSTYLE_DONOTDRAW;
    
    test.Name = "Test Subgraph";
    test.DrawStyle = DRAWSTYLE_DONOTDRAW;
    
    // Inputs

    useCumVolInput.Name = "Use Cummulative Volume";
    useCumVolInput.SetYesNo(true);

    volTypeInput.Name = "Volume Type - 1=Ask-Bid, 2=UpTickVol-DnTickVol";
volTypeInput.SetInt(1);
volTypeInput.SetIntLimits(1, 2);

    ddModeInput.Name = "Trend following mode";
    ddModeInput.SetYesNo(false);

    useCSTInput.Name = "Use Daily HH/LL (else define period)";
    useCSTInput.SetYesNo(true);
    
    ddPeriodInput.Name = "Lookback Period";
ddPeriodInput.SetInt(13);
ddPeriodInput.SetIntLimits(0, 1000);
    
    ma1Input.Name = "Fast MA Length";
    ma1Input.SetInt(20);
    ma1Input.SetIntLimits(1, 10000);
    
    ma2Input.Name = "Slow MA Length";
    ma2Input.SetInt(30);
    ma2Input.SetIntLimits(1, 10000);          

    maTypeInput.Name = "MA Type";
    maTypeInput.SetMovAvgType(MOVAVGTYPE_EXPONENTIAL);
    
    maInputDataInput.Name = "MA Input Data";
    maInputDataInput.SetInputDataIndex(SC_LAST);

    ddOffsetInput.Name = "Display Signal Offset";
ddOffsetInput.SetFloat(.001);
ddOffsetInput.SetFloatLimits(.00001f, 1000);

    maZoneInput.Name = "MA Trend Zone";
maZoneInput.SetFloat(.0002);
maZoneInput.SetFloatLimits(.00001f, 1000);

    sigZoneInput.Name = "Entry Signal Zone";
sigZoneInput.SetFloat(.0005);
sigZoneInput.SetFloatLimits(.00001f, 1000);  

    tradeModeInput.Name = "Trade Mode - signals when trigger bar is broken";
    tradeModeInput.SetYesNo(true);

    tPriceInput.Name = "Target (ticks/pips)";
tPriceInput.SetFloat(.001);
tPriceInput.SetFloatLimits(.00001f, 1000);  
    
    version.Name = "Version";
    version.SetInt(5);
    version.SetIntLimits(5,5);  

    sc.DrawZeros = false;
sc.AutoLoop = 1;
    sc.FreeDLL = 1;
    sc.GraphRegion = 0;
    sc.ValueFormat = 6;
    sc.ScaleRangeType=SCALE_SAMEASREGION;

    return;
  }

  int cur = sc.Index;
  int& inTrade = sc.PersistVars->i1;
/*======================================================================================
MA
========================================================================================*/
  sc.MovingAverage(sc.BaseDataIn[maInputDataInput.GetInputDataIndex()], ma1Subgraph, maTypeInput.GetMovAvgType() , cur, ma1Input.GetInt());
  sc.MovingAverage(sc.BaseDataIn[maInputDataInput.GetInputDataIndex()], ma2Subgraph, maTypeInput.GetMovAvgType() , cur, ma2Input.GetInt());

/*====================================================================================
Delta Divergence
====================================================================================*/
  if(tradeModeInput.BooleanValue) {
    lossCntSubgraph[cur] = lossCntSubgraph[cur-1];
    winCntSubgraph[cur] = winCntSubgraph[cur-1];
    lossPLSubgraph[cur] = lossPLSubgraph[cur-1];
    winPLSubgraph[cur] = winPLSubgraph[cur-1];
    if(inTrade == 1) {
      if(sc.BaseDataIn[SC_LOW][cur] <= bslSubgraph[cur-1]) {
        inTrade = 0;
        lossPLSubgraph[cur] = (bslSubgraph[cur-1] - buyPriceSubgraph[cur-1]) + lossPLSubgraph[cur];
        buyPriceSubgraph[cur] = 0;
        btSubgraph[cur] = 0;
        bslSubgraph[cur] = 0;
        lossCntSubgraph[cur] = lossCntSubgraph[cur] + 1;
      } else if(sc.BaseDataIn[SC_HIGH][cur] > btSubgraph[cur-1]) {
        inTrade = 0;
        winPLSubgraph[cur] = (btSubgraph[cur-1] - buyPriceSubgraph[cur-1]) + winPLSubgraph[cur];
        buyPriceSubgraph[cur] = 0;
        btSubgraph[cur] = 0;
        bslSubgraph[cur] = 0;
        winCntSubgraph[cur] = winCntSubgraph[cur] + 1;
      } else {
        buyPriceSubgraph[cur] = buyPriceSubgraph[cur-1];
        btSubgraph[cur] = btSubgraph[cur-1];
        bslSubgraph[cur] = bslSubgraph[cur-1];
      }
    } else if(inTrade == -1) {
      if(sc.BaseDataIn[SC_HIGH][cur] >= sslSubgraph[cur-1]) {
        inTrade = 0;
        lossPLSubgraph[cur] = (sellPriceSubgraph[cur-1] - sslSubgraph[cur-1]) + lossPLSubgraph[cur];
        sellPriceSubgraph[cur] = 0;
        stSubgraph[cur] = 0;
        sslSubgraph[cur] = 0;
        lossCntSubgraph[cur] = lossCntSubgraph[cur] + 1;
      } else if(sc.BaseDataIn[SC_LOW][cur] < stSubgraph[cur-1]) {
        inTrade = 0;
        winPLSubgraph[cur] = (sellPriceSubgraph[cur-1] - stSubgraph[cur-1]) + winPLSubgraph[cur];
        sellPriceSubgraph[cur] = 0;
        stSubgraph[cur] = 0;
        sslSubgraph[cur] = 0;
        winCntSubgraph[cur] = winCntSubgraph[cur] + 1;
      } else {
        sellPriceSubgraph[cur] = sellPriceSubgraph[cur-1];
        stSubgraph[cur] = stSubgraph[cur-1];
        sslSubgraph[cur] = sslSubgraph[cur-1];
      }
    }
    if((tSetupSubgraph[cur-1] == 1) && (sc.BaseDataIn[SC_HIGH][cur] > sc.BaseDataIn[SC_HIGH][cur-1] )) {
      ddBuySubgraph[cur] = sc.BaseDataIn[SC_LOW][cur] - ddOffsetInput.GetFloat();
      if(inTrade == 0) {
        buyPriceSubgraph[cur] = sc.BaseDataIn[SC_HIGH][cur-1];
        btSubgraph[cur] = buyPriceSubgraph[cur] + tPriceInput.GetFloat();
        bslSubgraph[cur] = sc.BaseDataIn[SC_LOW][cur-1];
        inTrade = 1;
      }
    } else if((tSetupSubgraph[cur-1] == -1) && (sc.BaseDataIn[SC_LOW][cur] < sc.BaseDataIn[SC_LOW][cur-1] )) {
      ddSellSubgraph[cur] = sc.BaseDataIn[SC_HIGH][cur] + ddOffsetInput.GetFloat();
      if(inTrade == 0) {
        sellPriceSubgraph[cur] = sc.BaseDataIn[SC_LOW][cur-1];
        stSubgraph[cur] = sellPriceSubgraph[cur] - tPriceInput.GetFloat();
        sslSubgraph[cur] = sc.BaseDataIn[SC_HIGH][cur-1];
        inTrade = -1;
      }  
    }
  }
  if(sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED) {
    float ddHigh;
    float ddLow;
    float Open;
    float Close;
    int uVolType = SC_ASKVOL;
    int dVolType = SC_BIDVOL;
    if(volTypeInput.GetInt() == 2) {
      uVolType = SC_UPVOL;
      dVolType = SC_DOWNVOL;
    }
//    ddVolSubgraph[cur] = sc.BaseDataIn[SC_ASKVOL][cur] - sc.BaseDataIn[SC_BIDVOL][cur];
    if(useCSTInput.BooleanValue) {
      if(useCumVolInput.BooleanValue) {
        if(sc.SecondsSinceStartTime(sc.BaseDateTimeIn[cur]) < 30) {
          ddVolSubgraph[cur] = sc.BaseDataIn[uVolType][cur] - sc.BaseDataIn[dVolType][cur];
        } else {
          ddVolSubgraph[cur] = ddVolSubgraph[cur-1] + (sc.BaseDataIn[uVolType][cur] - sc.BaseDataIn[dVolType][cur]);
        }
      } else {
        ddVolSubgraph[cur] = sc.BaseDataIn[uVolType][cur] - sc.BaseDataIn[dVolType][cur];
      }
      sc.GetOHLCForDate(sc.BaseDateTimeIn[cur], Open, ddHigh, ddLow, Close);
    } else {
      if(useCumVolInput.BooleanValue) {
        for(int x=cur-ddPeriodInput.GetInt();x<=cur;x++) {
          if(x == cur-ddPeriodInput.GetInt()) {
            ddVolSubgraph[x] = sc.BaseDataIn[uVolType][x] - sc.BaseDataIn[dVolType][x];
          } else {
            ddVolSubgraph[x] = ddVolSubgraph[x-1] + (sc.BaseDataIn[uVolType][x] - sc.BaseDataIn[dVolType][x]);
          }
        }
      } else {
        ddVolSubgraph[cur] = sc.BaseDataIn[uVolType][cur] - sc.BaseDataIn[dVolType][cur];
      }    
      ddHigh = sc.GetHighest(sc.BaseData[SC_HIGH], ddPeriodInput.GetInt());
      ddLow = sc.GetLowest(sc.BaseData[SC_LOW], ddPeriodInput.GetInt());
    }
    if(ddModeInput.BooleanValue) {
      if((ddVolSubgraph[cur] > 0) && (sc.BaseData[SC_LOW][cur] <= ddLow) && (ma1Subgraph[cur] > (ma2Subgraph[cur]+maZoneInput.GetFloat())) && (sc.BaseDataIn[SC_LOW][cur] <= (ma2Subgraph[cur]+sigZoneInput.GetFloat()))) {
        if(tradeModeInput.BooleanValue) {
          tSetupSubgraph[cur] = 1;
        } else {
          ddBuySubgraph[cur] = sc.BaseDataIn[SC_LOW][cur] - ddOffsetInput.GetFloat();
        }
      } else if((ddVolSubgraph[cur] < 0) && (sc.BaseData[SC_HIGH][cur] >= ddHigh) && (ma1Subgraph[cur] < (ma2Subgraph[cur]-maZoneInput.GetFloat())) && (sc.BaseDataIn[SC_HIGH][cur] >= (ma1Subgraph[cur]-sigZoneInput.GetFloat()))) {
        if(tradeModeInput.BooleanValue) {
          tSetupSubgraph[cur] = -1;
        } else {
          ddSellSubgraph[cur] = sc.BaseDataIn[SC_HIGH][cur] + ddOffsetInput.GetFloat();
        }
      }
    } else {
      if((ddVolSubgraph[cur] > 0) && (sc.BaseData[SC_LOW][cur] <= ddLow)) {
        if(tradeModeInput.BooleanValue) {
          tSetupSubgraph[cur] = 1;
        } else {
          ddBuySubgraph[cur] = sc.BaseDataIn[SC_LOW][cur] - ddOffsetInput.GetFloat();
        }
      } else if((ddVolSubgraph[cur] < 0) && (sc.BaseData[SC_HIGH][cur] >= ddHigh)) {
        if(tradeModeInput.BooleanValue) {
          tSetupSubgraph[cur] = -1;
        } else {
          ddSellSubgraph[cur] = sc.BaseDataIn[SC_HIGH][cur] + ddOffsetInput.GetFloat();
        }
      }  
    }
  }
  if(tradeModeInput.BooleanValue) {
    test[cur] = inTrade;
  }
}
[2015-11-06 19:07:29]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
Use the attached file.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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attachmentDeltaDivergence_v3.cpp - Attached On 2015-11-06 19:07:17 UTC - Size: 6.72 KB - 500 views

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