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Date/Time: Thu, 28 Nov 2024 06:45:32 +0000



Post From: Adding pull/stack columns to depth of market data study

[2016-11-18 23:56:47]
Sierra Chart Engineering - Posts: 104368
Here is an example that we verified does work. The functions do work correctly.

/*==========================================================================*/
SCSFExport scsf_MarketDepthPullingStackingValuesExample(SCStudyInterfaceRef sc)
{
  SCSubgraphRef BidPullingStackingSubgraph = sc.Subgraph[0];
  SCSubgraphRef AskPullingStackingSubgraph = sc.Subgraph[1];

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

    sc.GraphName = "Market Depth Pulling/Stacking Values Example";

    sc.GraphRegion = 1;

    sc.AutoLoop = 0;

    sc.FreeDLL = 0;

    BidPullingStackingSubgraph.Name = "Bid";
    BidPullingStackingSubgraph.DrawStyle = DRAWSTYLE_LINE;

    AskPullingStackingSubgraph.Name = "Ask";
    AskPullingStackingSubgraph.DrawStyle = DRAWSTYLE_LINE;

    return;
  }


  //The following two functions will return 0 if there is no pulling and stacking value at the specified price
  BidPullingStackingSubgraph[sc.ArraySize - 1] = (float)sc.GetBidMarketDepthStackPullValueAtPrice(sc.Bid);
  AskPullingStackingSubgraph[sc.ArraySize - 1] = (float)sc.GetAskMarketDepthStackPullValueAtPrice(sc.Ask);
}

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