Support Board

#include "sierrachart.h"

SCDLLName("Custom DOM Study");

// Define the study function
SCSFExport scsf_CustomDOMStudy(SCStudyInterfaceRef sc)
{
// Initialization
if (sc.SetDefaults)
{
sc.GraphName = "Custom DOM Highlighting Study";
sc.StudyDescription = "Highlights prices in the DOM based on bid/ask volume conditions in pulling/stacking columns.";
sc.AutoLoop = 1; // Auto-loop enabled

// Define subgraphs for bid and ask highlights
sc.Subgraph[0].Name = "Bid Highlighted Prices";
sc.Subgraph[0].PrimaryColor = RGB(0, 255, 0); // Green for bid
sc.Subgraph[0].DrawStyle = DRAWSTYLE_TEXT; // Use DRAWSTYLE_TEXT to color text
sc.Subgraph[0].LineWidth = 2;

sc.Subgraph[1].Name = "Ask Highlighted Prices";
sc.Subgraph[1].PrimaryColor = RGB(255, 0, 0); // Red for ask
sc.Subgraph[1].DrawStyle = DRAWSTYLE_TEXT; // Use DRAWSTYLE_TEXT to color text
sc.Subgraph[1].LineWidth = 2;

// Input for volume threshold
sc.Input[0].Name = "Volume Threshold";
sc.Input[0].SetInt(100); // Default threshold value

// Input for number of levels to consider
sc.Input[1].Name = "Number of Levels";
sc.Input[1].SetInt(5); // Default number of levels

return;
}

// Main calculation
int threshold = sc.Input[0].GetInt();
int numLevels = sc.Input[1].GetInt();

// Ensure we have market depth data
if (sc.UpdateStartIndex == 0)
{
// Initialize the subgraph to default values
for (int i = 0; i < sc.ArraySize; ++i)
{
sc.Subgraph[0][i] = 0.0;
sc.Subgraph[1][i] = 0.0;
}
}

s_MarketDepthEntry depthEntry;

// Loop through market depth data for ask and bid sides
for (int level = 0; level < numLevels; ++level)
{
// Ask side
if (sc.GetAskMarketDepthEntryAtLevel(depthEntry, level))
{
int askVolume = depthEntry.Quantity;
float askPrice = depthEntry.Price;

// Check if ask volume is greater than or equal to threshold
if (askVolume >= threshold)
{
// Highlight ask price in the subgraph
for (int i = sc.UpdateStartIndex; i < sc.ArraySize; ++i)
{
if (sc.BaseData[SC_LAST][i] == askPrice)
{
sc.Subgraph[1][i] = askPrice; // Highlight ask price
}
}
}
}

// Bid side
if (sc.GetBidMarketDepthEntryAtLevel(depthEntry, level))
{
int bidVolume = depthEntry.Quantity;
float bidPrice = depthEntry.Price;

// Check if bid volume is greater than or equal to threshold
if (bidVolume >= threshold)
{
// Highlight bid price in the subgraph
for (int i = sc.UpdateStartIndex; i < sc.ArraySize; ++i)
{
if (sc.BaseData[SC_LAST][i] == bidPrice)
{
sc.Subgraph[0][i] = bidPrice; // Highlight bid price
}
}
}
}
}
}

if (sc.GetAskMarketDepthEntryAtLevel(depthEntry, level))
{
int askVolume = depthEntry.Quantity;
float askPrice = depthEntry.Price;

if (askVolume >= threshold)
{
// What is this loop for, it does not seem to fit with the logic of what you are trying to achieve?
for (int i = sc.UpdateStartIndex; i < sc.ArraySize; ++i)
{
// so you only want to highligt the last trade price, nowhere else?
if (sc.BaseData[SC_LAST][i] == askPrice)
{
sc.Subgraph[1][i] = askPrice;
}
}
}
}

#include "sierrachart.h"

SCDLLName("Custom DOM Study")

/*==========================================================================*/
// Drawing function declaration
void DrawToChart(HWND WindowHandle, HDC DeviceContext, SCStudyInterfaceRef sc);

/*==========================================================================*/
SCSFExport scsf_CustomDOMStudy(SCStudyInterfaceRef sc)
{
if (sc.SetDefaults)
{
// Set the configuration and defaults
sc.GraphName = "Custom DOM Highlighting Study";
sc.GraphRegion = 0;

sc.AutoLoop = 0; // Auto-loop disabled

// Input for volume threshold
sc.Input[0].Name = "Volume Threshold";
sc.Input[0].SetInt(100); // Default threshold value

// Input for number of levels to consider
sc.Input[1].Name = "Number of Levels";
sc.Input[1].SetInt(5); // Default number of levels

return;
}

// Ensure the drawing function is called
sc.p_GDIFunction = DrawToChart;
}


void DrawToChart(HWND WindowHandle, HDC DeviceContext, SCStudyInterfaceRef sc)
{
int threshold = sc.Input[0].GetInt();
int numLevels = sc.Input[1].GetInt();
s_MarketDepthEntry depthEntry;

for (int level = 0; level < numLevels; ++level)
{
// Ask side
if (sc.GetAskMarketDepthEntryAtLevel(depthEntry, level))
{
int askVolume = depthEntry.Quantity;
float askPrice = depthEntry.Price;

if (askVolume >= threshold)
{
// Set the drawing color to red for ask
n_ACSIL::s_GraphicsColor color;
color.SetRGB(255, 0, 0);

RECT rect;
int yPixelCoordinate = sc.RegionValueToYPixelCoordinate(askPrice, 0);
SetRect(&rect, sc.StudyRegionLeftCoordinate, yPixelCoordinate - 5, sc.StudyRegionRightCoordinate, yPixelCoordinate + 5);

HBRUSH brush = CreateSolidBrush(RGB(255, 200, 200)); // Light red for ask
FillRect(DeviceContext, &rect, brush);
DeleteObject(brush);
}
}

// Bid side
if (sc.GetBidMarketDepthEntryAtLevel(depthEntry, level))
{
int bidVolume = depthEntry.Quantity;
float bidPrice = depthEntry.Price;

if (bidVolume >= threshold)
{
// Set the drawing color to green for bid
n_ACSIL::s_GraphicsColor color;
color.SetRGB(0, 255, 0);

RECT rect;
int yPixelCoordinate = sc.RegionValueToYPixelCoordinate(bidPrice, 0);
SetRect(&rect, sc.StudyRegionLeftCoordinate, yPixelCoordinate - 5, sc.StudyRegionRightCoordinate, yPixelCoordinate + 5);

HBRUSH brush = CreateSolidBrush(RGB(200, 255, 200)); // Light green for bid
FillRect(DeviceContext, &rect, brush);
DeleteObject(brush);
}
}
}
}

#include "sierrachart.h"

SCDLLName("Custom DOM Study")

/*==========================================================================*/
// Drawing function declaration
void DrawToChart(HWND WindowHandle, HDC DeviceContext, SCStudyInterfaceRef sc);

/*==========================================================================*/
SCSFExport scsf_CustomDOMStudy(SCStudyInterfaceRef sc)
{
if (sc.SetDefaults)
{
// Set the configuration and defaults
sc.GraphName = "Custom DOM Highlighting Study";
sc.GraphRegion = 0;

sc.AutoLoop = 0; // Auto-loop disabled

// Input for volume threshold
sc.Input[0].Name = "Volume Threshold";
sc.Input[0].SetInt(100); // Default threshold value

// Input for number of levels to consider
sc.Input[1].Name = "Number of Levels";
sc.Input[1].SetInt(5); // Default number of levels

return;
}

// Ensure the drawing function is called
sc.p_GDIFunction = DrawToChart;
}

/*==========================================================================*/
// This is the actual drawing function. This function is specified by the
// "sc.p_GDIFunction" member in the main study function above. This drawing
// function is called when Sierra Chart draws the study on the chart.

void DrawToChart(HWND WindowHandle, HDC DeviceContext, SCStudyInterfaceRef sc)
{
int threshold = sc.Input[0].GetInt();
int numLevels = sc.Input[1].GetInt();
s_MarketDepthEntry depthEntry;

for (int level = 0; level < numLevels; ++level)
{
// Ask side pulling/stacking
if (sc.GetAskMarketDepthEntryAtLevel(depthEntry, level))
{
double pullingStackingAsk = sc.GetAskMarketDepthStackPullValueAtPrice(depthEntry.Price);

if (pullingStackingAsk >= threshold)
{
// Set the drawing color to red for ask
n_ACSIL::s_GraphicsColor color;
color.SetRGB(255, 0, 0);

RECT rect;
int yPixelCoordinate = sc.RegionValueToYPixelCoordinate(depthEntry.Price, 0);
SetRect(&rect, sc.StudyRegionLeftCoordinate, yPixelCoordinate - 5, sc.StudyRegionRightCoordinate, yPixelCoordinate + 5);

HBRUSH brush = CreateSolidBrush(RGB(255, 200, 200)); // Light red for ask
FillRect(DeviceContext, &rect, brush);
DeleteObject(brush);
}
}

// Bid side pulling/stacking
if (sc.GetBidMarketDepthEntryAtLevel(depthEntry, level))
{
double pullingStackingBid = sc.GetBidMarketDepthStackPullValueAtPrice(depthEntry.Price);

if (pullingStackingBid >= threshold)
{
// Set the drawing color to green for bid
n_ACSIL::s_GraphicsColor color;
color.SetRGB(0, 255, 0);

RECT rect;
int yPixelCoordinate = sc.RegionValueToYPixelCoordinate(depthEntry.Price, 0);
SetRect(&rect, sc.StudyRegionLeftCoordinate, yPixelCoordinate - 5, sc.StudyRegionRightCoordinate, yPixelCoordinate + 5);

HBRUSH brush = CreateSolidBrush(RGB(200, 255, 200)); // Light green for bid
FillRect(DeviceContext, &rect, brush);
DeleteObject(brush);
}
}
}
}

// Calculate the bid and ask stacked sums
double bidStackedSum = sc.GetBidMarketDepthStackPullSum();
double askStackedSum = sc.GetAskMarketDepthStackPullSum();

if (bidStackedSum + askStackedSum > 0) // Ensure there is no division by zero
{
double bidPercentage = (bidStackedSum / (bidStackedSum + askStackedSum)) * 100;
double askPercentage = (askStackedSum / (bidStackedSum + askStackedSum)) * 100;

// Display the percentage information

// Display B% anchored to the highest bid price
SCString bidPercentageText;
bidPercentageText.Format("B%%: %.2f%%", bidPercentage);

s_UseTool bidPercentageTool;
bidPercentageTool.Clear();
bidPercentageTool.ChartNumber = sc.ChartNumber;
bidPercentageTool.DrawingType = DRAWING_TEXT;
bidPercentageTool.AddAsUserDrawnDrawing = 1;
bidPercentageTool.BeginDateTime = sc.BaseDateTimeIn[sc.ArraySize - 1];
bidPercentageTool.BeginValue = highestBidPrice; // Position the text at the highest bid price
bidPercentageTool.Color = RGB(255, 255, 255); // White text
bidPercentageTool.Text = bidPercentageText;
bidPercentageTool.FontSize = 12;
bidPercentageTool.LineNumber = 1; // Unique identifier for updating
bidPercentageTool.AddMethod = UTAM_ADD_OR_ADJUST;

sc.UseTool(bidPercentageTool);

// Display S% anchored to the lowest ask price
SCString askPercentageText;
askPercentageText.Format("S%%: %.2f%%", askPercentage);

s_UseTool askPercentageTool;
askPercentageTool.Clear();
askPercentageTool.ChartNumber = sc.ChartNumber;
askPercentageTool.DrawingType = DRAWING_TEXT;
askPercentageTool.AddAsUserDrawnDrawing = 1;
askPercentageTool.BeginDateTime = sc.BaseDateTimeIn[sc.ArraySize - 1];
askPercentageTool.BeginValue = lowestAskPrice; // Position the text at the lowest ask price
askPercentageTool.Color = RGB(255, 255, 255); // White text
askPercentageTool.Text = askPercentageText;
askPercentageTool.FontSize = 12;
askPercentageTool.LineNumber = 2; // Unique identifier for updating
askPercentageTool.AddMethod = UTAM_ADD_OR_ADJUST;

sc.UseTool(askPercentageTool);
}

// Calculate and display the range
if (lowestAskPrice != FLT_MAX && highestBidPrice != -FLT_MAX)
{
double rangeTicks = (lowestAskPrice - highestBidPrice) / 0.25;
double rangePoints = rangeTicks / 4.0;

// Display the range information
SCString rangeText;
rangeText.Format("Active Range: %.0f ticks (%.2f points)", rangeTicks, rangePoints);

s_UseTool rangeTool;
rangeTool.Clear();
rangeTool.ChartNumber = sc.ChartNumber;
rangeTool.DrawingType = DRAWING_TEXT;
rangeTool.AddAsUserDrawnDrawing = 1;
rangeTool.BeginDateTime = sc.BaseDateTimeIn[sc.ArraySize - 1];
rangeTool.BeginValue = highestBidPrice; // Position the text near the highest bid price
rangeTool.Color = RGB(255, 255, 255); // White text
rangeTool.Text = rangeText;
rangeTool.FontSize = 12;
rangeTool.LineNumber = 3; // Unique identifier for updating
rangeTool.AddMethod = UTAM_ADD_OR_ADJUST;

sc.UseTool(rangeTool);
}
}