Support Board

SCSFExport scsf_aza_MACDLevelsStudy(SCStudyInterfaceRef sc)
{
  int sgNums = 0;
  int inputNums = 0;
  int persInts = 0;
  int persFloats = 0;

  SCSubgraphRef Subgraph_MACDLine = sc.Subgraph[sgNums++];
  SCSubgraphRef Subgraph_SignalLine = sc.Subgraph[sgNums++];
  SCSubgraphRef Subgraph_MACDData = sc.Subgraph[sgNums++];
  SCSubgraphRef Subgraph_Histogram = sc.Subgraph[sgNums++];

  SCSubgraphRef Subgraph_MACDCross = sc.Subgraph[sgNums];

  SCFloatArrayRef Array_CrossUp = sc.Subgraph[sgNums].Arrays[0];
  SCFloatArrayRef Array_CrossDn = sc.Subgraph[sgNums].Arrays[1];
  SCFloatArrayRef Array_HighLevel = sc.Subgraph[sgNums].Arrays[2];
  SCFloatArrayRef Array_LowLevel = sc.Subgraph[sgNums].Arrays[3];

  SCInputRef i_InputData = sc.Input[inputNums++];
  SCInputRef i_FastLen = sc.Input[inputNums++];
  SCInputRef i_SlowLen = sc.Input[inputNums++];
  SCInputRef i_MACDLen = sc.Input[inputNums++];
  SCInputRef i_MAType = sc.Input[inputNums++];



  if (sc.SetDefaults)
  {
    // Set the configuration and defaults

    sc.GraphName = "MACD Levels Study";
    sc.GraphRegion = 1;
    sc.AutoLoop = 1;

    Subgraph_SignalLine.Name = "Signal Line";
    Subgraph_SignalLine.PrimaryColor = RGB(0, 255, 0);
    Subgraph_SignalLine.DrawStyle = DRAWSTYLE_LINE;
    Subgraph_SignalLine.LineWidth = 1;

    Subgraph_MACDLine.Name = "MACD Line";
    Subgraph_MACDLine.PrimaryColor = RGB(250, 0, 0);
    Subgraph_MACDLine.DrawStyle = DRAWSTYLE_LINE;
    Subgraph_MACDLine.LineWidth = 1;

    Subgraph_Histogram.Name = "Histogram";
    Subgraph_Histogram.PrimaryColor = RGB(255, 255, 0);
    Subgraph_Histogram.DrawStyle = DRAWSTYLE_BAR;
    Subgraph_Histogram.LineWidth = 2;
    Subgraph_Histogram.AutoColoring = AUTOCOLOR_POSNEG;

    i_InputData.Name = "Input Data";
    i_InputData.SetInputDataIndex(SC_LAST);

    i_FastLen.Name = "Fast Moving Average Length";
    i_FastLen.SetInt(12);
    i_FastLen.SetIntLimits(1, MAX_STUDY_LENGTH);

    i_SlowLen.Name = "Slow Moving Average Length";
    i_SlowLen.SetInt(26);
    i_SlowLen.SetIntLimits(1, MAX_STUDY_LENGTH);

    i_MACDLen.Name = "MACD Moving Average Length";
    i_MACDLen.SetInt(9);
    i_MACDLen.SetIntLimits(1, MAX_STUDY_LENGTH);

    i_MAType.Name = "Moving Average Type";
    i_MAType.SetMovAvgType(MOVAVGTYPE_EXPONENTIAL);



    return;
  }


  if (sc.IsFullRecalculation && sc.Index == 0)
    sc.ClearAllPersistentData();

  // Do data processing  
  sc.MACD(sc.BaseDataIn[i_InputData.GetInputDataIndex()], Subgraph_MACDData, sc.Index, i_FastLen.GetInt(), i_SlowLen.GetInt(), i_MACDLen.GetInt(), i_MAType.GetInt());

  Subgraph_MACDLine[sc.Index] = Subgraph_MACDData.Data[sc.Index];
  Subgraph_SignalLine[sc.Index] = Subgraph_MACDData.Arrays[2][sc.Index];
  Subgraph_Histogram[sc.Index] = Subgraph_MACDLine[sc.Index] - Subgraph_SignalLine[sc.Index];

  int barsSinceCrossUp = 0;
  int barsSinceCrossDn = 0;

  float swingHigh;
  float swingLow;
  float& highLevel = sc.GetPersistentFloat(persFloats++);
  float& lowLevel = sc.GetPersistentFloat(persFloats++);

  int swingHighIndex;
  int swingLowIndex;
  int& highIndex = sc.GetPersistentInt(persInts++);
  int& lowIndex = sc.GetPersistentInt(persInts++);


  if (sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED) //Defining and plotting swing levels
  {
    if (sc.CrossOver(Subgraph_SignalLine, Subgraph_MACDLine) == CROSS_FROM_BOTTOM)
    {
      Array_CrossDn[sc.Index] = 1;
      swingHigh = sc.GetHighest(sc.High, sc.Index - barsSinceCross(Array_CrossDn, 1) + 1, barsSinceCross(Array_CrossUp, 1) - barsSinceCross(Array_CrossDn, 1));
      swingHighIndex = sc.GetIndexOfHighestValue(sc.High, sc.Index - barsSinceCross(Array_CrossDn, 1) + 1, barsSinceCross(Array_CrossUp, 1) - barsSinceCross(Array_CrossDn, 1));
      highLevel = swingHigh;
      highIndex = swingHighIndex;
    }
    else if (sc.CrossOver(Subgraph_SignalLine, Subgraph_MACDLine) == CROSS_FROM_TOP)
    {
      Array_CrossUp[sc.Index] = 1;
      swingLow = sc.GetLowest(sc.Low, sc.Index - barsSinceCross(Array_CrossUp, 1) + 1, barsSinceCross(Array_CrossDn, 1) - barsSinceCross(Array_CrossUp, 1));
      swingLowIndex = sc.GetIndexOfLowestValue(sc.Low, sc.Index - barsSinceCross(Array_CrossUp, 1) + 1, barsSinceCross(Array_CrossDn, 1) - barsSinceCross(Array_CrossUp, 1));
      lowLevel = swingLow;
      lowIndex = swingLowIndex;
    }
    else
    {
      Array_CrossDn[sc.Index] = 0;
      Array_CrossUp[sc.Index] = 0;
    }



    SCString msg;
    msg.Format("high = %f, low = %f", highLevel, lowLevel);
    sc.AddMessageToLog(msg, 1);


    
  }
  else
  {
    return;
  }



}

int barsSinceCross(SCConstFloatArrayRef arr, int occurence) {
  int bars = 1;
  int reps = 1;

  for (int i = arr.GetArraySize() - 1; i > 0; i--)
  {
    if (arr[i] == 0.0)
    {
      bars++;
    }
    else if (reps < occurence)
    {
      reps++;
      bars++;
    }
    else
    {
      break;
    }
  }
  return bars;
}