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Date/Time: Sun, 24 Nov 2024 06:41:58 +0000



Post From: Drawing line at all time high - performance issue

[2013-04-06 13:44:41]
T44 - Posts: 363
I am working with multiple instruments using intraday interval bar charts. I would like each intraday chart to reference a historical daily chart and calculate the all time high (and low).

My study is as follows:

//Get the symbol
const char* p_Symbol;
p_Symbol = sc.Symbol.GetChars();

//Get the chart reference of the daily chart for p_Symbol
  // Remember the chart number in a persistent variable to make the chart
  // lookup more efficient.
  int& ChartNumber = sc.PersistVars->i1;
  
  s_ACSOpenChartParameters OpenChartParameters;
  OpenChartParameters.PriorChartNumber = ChartNumber;
  OpenChartParameters.ChartDataType = DAILY_DATA;
  OpenChartParameters.Symbol = p_Symbol;
  OpenChartParameters.DaysToLoad = 4380;
  
  ChartNumber = sc.OpenChartOrGetChartReference(OpenChartParameters);
  
    if (ChartNumber != 0)
  {
    SCGraphData ReferenceChartData;
    
    // Get the arrays from the reference chart
    sc.GetChartBaseData(ChartNumber, ReferenceChartData);
    if (ReferenceChartData[SC_LOW].GetArraySize() == 0)
      return; // The array is empty
    

//Get the array size
int ArraySize = ReferenceChartData[SC_HIGH].GetArraySize();


/* Get the all time high
--------------------------*/
float ATH = 0;

for (int j = 0; j < ArraySize; j++)
{
if (ReferenceChartData[SC_HIGH][j] > ATH)
ATH=ReferenceChartData[SC_HIGH][j];
}

/* Get the all time low
--------------------------*/
float ATL = 99999; //some arbitrary large number dirty hack

for (int j = 0; j < ArraySize; j++)
{
if (ReferenceChartData[SC_LOW][j] < ATL)
ATL=ReferenceChartData[SC_LOW][j];
}

....


sc.Input[0].SetFloat(ATH);
sc.Input[1].SetFloat(ATL);


for (int k = 0; k < 2 ; k++) {
if (sc.Index == 0) {
sc.Subgraph[k][Index] = sc.Input[k].GetFloat();


Autolooping is off and I have a manual loop which only iterates through the sc.Input and sc.Subgraph in order to draw the horizontal line the whole way across the chart.

The issue I am running into is that it seems incredibly inefficient to have 5 intraday interval bar charts running a study which references the daily historical chart and iterates through 4,000 odd bars to find the all time high and low. I am receiving errors.
Warning the Custom DLL Study has just caused a CPU exception. Warning: This Custom DLL study may cause Sierra Chart to be unstable until you remove the study from your chart and restart Sierra Chart.

In addition, the chart windows are redrawing a lot slower than I would expect for a Q6600 CPU, which means I've done something terribly inefficient in the code. Help with this would be appreciated: what is the best way to get a horizontal line on an intraday chart positioned at the all time high for that symbol (in such a way as I can repeat for 52 week high etc).


Perhaps the better question would be how can I separate the piece of code which needs to run at most once per trading day (to get the highs and lows from the last 12 years on a daily historical chart) with the piece of code which needs to plot the lines. Could I store these values in a flat file or similar so that the values did not need to be wastefully recalculated every 'chart update interval'?
Date Time Of Last Edit: 2013-04-06 13:52:59