Support Board

#include "sierrachart.h"
SCDLLName("EmulatedData")
#define RealVolume  sc.Subgraph[0]
#define EmulVolume  sc.Subgraph[1]

int openOneTickChart(SCStudyGraphRef sc)
{
  // Remember the chart number in a persistent variable to make the chart
  // lookup more efficient.
  int& ChartNumber = sc.GetPersistentInt(1);

  //Only do this on a full recalculation. Could also use sc.UpdateStartIndex == 0 in the case of manual looping which we are using.
  if (sc.IsFullRecalculation)
  {
    s_ACSOpenChartParameters OpenChartParameters;
    OpenChartParameters.PriorChartNumber = ChartNumber;
    OpenChartParameters.ChartDataType = INTRADAY_DATA;
    OpenChartParameters.Symbol = sc.GetRealTimeSymbol();
    OpenChartParameters.IntradayBarPeriodType = IBPT_NUM_TRADES_PER_BAR;
    OpenChartParameters.IntradayBarPeriodLength = 1;
    OpenChartParameters.ContinuousFuturesContractOption = CFCO_DATE_RULE_ROLLOVER;
    OpenChartParameters.DaysToLoad = 0;//same as calling chart

    ChartNumber = sc.OpenChartOrGetChartReference(OpenChartParameters);
  }
  
  return ChartNumber;
}


// Gets ticks inside bar at index x
void getTicksAtIndex(SCStudyGraphRef sc, int x, int & firstTick, int & lastTick, SCGraphData & OneTickData)
{
  int oneTickChartNumber = openOneTickChart(sc);
  
  sc.GetChartBaseData(oneTickChartNumber, OneTickData);

  firstTick = sc.GetNearestMatchForDateTimeIndex(oneTickChartNumber, x);

  // If last bar on main chart
  if (x == sc.ArraySize-1)
    lastTick = OneTickData[0].GetArraySize()-1;
    
  else
    lastTick = sc.GetNearestMatchForDateTimeIndex(oneTickChartNumber, x+1) - 1;  
}

void getEmulatedVolume(SCStudyGraphRef sc, int x)
{
  int firstTick;
  int lastTick;
  SCGraphData OneTickData;

  getTicksAtIndex(sc, x, firstTick, lastTick, OneTickData);

  EmulVolume[x] = 0;
  
  for (int i = firstTick; i <= lastTick; i++)
    EmulVolume[x] += OneTickData[SC_VOLUME][i];


  RealVolume[x] = sc.Volume[x];
}

void calcEmulatedData(SCStudyGraphRef sc)
{

  for (int i = 0; i < sc.ArraySize; i++)
    getEmulatedVolume(sc, i);
}


SCSFExport scsf_Emulated_Volume_With_GetNearestMatchForDateTimeIndex(SCStudyGraphRef sc)
{
  if (sc.SetDefaults)
  {
    sc.AutoLoop = 0;
    
    sc.GraphName = "Emulated Data";

    RealVolume.Name = "Real Volume";
    RealVolume.DrawStyle = DRAWSTYLE_DASH;
    RealVolume.PrimaryColor = RGB(0,0,0);

    EmulVolume.Name = "Emul Volume";
    EmulVolume.DrawStyle = DRAWSTYLE_POINT;
    EmulVolume.PrimaryColor = RGB(0,0,0);

    return;
  }
  
  calcEmulatedData(sc);
}