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Date/Time: Sat, 08 Feb 2025 02:56:48 +0000

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Post From: What Parameter is Missing

[2020-06-22 19:14:00]
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User769783 - Posts: 188
Ahh, works now. Thanks. Could you look at this code and explain why it is not selling. It buys only. Am I using SC_OPEN and SC_CLOSE correctly? Thanks
...
// The top of every source code file must include this line
#include "sierrachart.h"


// This line is required. Change the text within the quote
// marks to what you want to name your group of custom studies.
SCDLLName("Depth Bars DLL")



/*==========================================================================*/
SCSFExport scsf_TradingExampleWithAttachedOrders(SCStudyInterfaceRef sc)
{
  /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Define Subgraphs */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  
  SCSubgraphRef Subgraph_BuyEntry = sc.Subgraph[0];
  SCSubgraphRef Subgraph_SellEntry = sc.Subgraph[1];
SCSubgraphRef Subgraph_BidSize      = sc.Subgraph[6];
  SCSubgraphRef Subgraph_BidValue      = sc.Subgraph[7];
  SCSubgraphRef Subgraph_AskSize      = sc.Subgraph[8];
  SCSubgraphRef Subgraph_AskValue      = sc.Subgraph[9];
  SCSubgraphRef Subgraph_BidStackPullValue = sc.Subgraph[10];
  SCSubgraphRef Subgraph_AskStackPullValue = sc.Subgraph[11];

  SCInputRef Input_Enabled = sc.Input[0];


/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Define Defaults */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  
  if (sc.SetDefaults)
  {
    // Set the study configuration and defaults.

    sc.GraphName = "Trading Example: Moving Average Crossover with Attached Orders";
    
    sc.UsesMarketDepthData = 1;

    /*Subgraph_BuyEntry.Name = "Buy Entry";
    Subgraph_BuyEntry.DrawStyle = DRAWSTYLE_ARROW_UP;
    Subgraph_BuyEntry.PrimaryColor = RGB(0, 255, 0);
    Subgraph_BuyEntry.LineWidth = 2;
    Subgraph_BuyEntry.DrawZeros = false;

    Subgraph_SellEntry.Name = "Sell Entry";
    Subgraph_SellEntry.DrawStyle = DRAWSTYLE_ARROW_DOWN;
    Subgraph_SellEntry.PrimaryColor = RGB(255, 0, 0);
    Subgraph_SellEntry.LineWidth = 2;
    Subgraph_SellEntry.DrawZeros = false;
    
    Subgraph_BidSize.Name = "Bid Size";
    Subgraph_BidSize.DrawStyle = DRAWSTYLE_DASH;
    Subgraph_BidSize.PrimaryColor = RGB(0,255,0);
    Subgraph_BidSize.DrawZeros = false;

    Subgraph_BidValue.Name = "Bid Value";
    Subgraph_BidValue.DrawStyle = DRAWSTYLE_DASH;
    Subgraph_BidValue.PrimaryColor = RGB(255,0,255);
    Subgraph_BidValue.DrawZeros = false;

    Subgraph_AskSize.Name = "Ask Size";
    Subgraph_AskSize.DrawStyle = DRAWSTYLE_DASH;
    Subgraph_AskSize.PrimaryColor = RGB(255,255,0);
    Subgraph_AskSize.DrawZeros = false;

    Subgraph_AskValue.Name = "Ask Value";
    Subgraph_AskValue.DrawStyle = DRAWSTYLE_DASH;
    Subgraph_AskValue.PrimaryColor = RGB(255,127,0);
    Subgraph_AskValue.DrawZeros = false;

    Subgraph_AskStackPullValue.Name = "Ask Stack/Pull Value";
    Subgraph_AskStackPullValue.DrawStyle = DRAWSTYLE_IGNORE;
    Subgraph_AskStackPullValue.PrimaryColor = RGB(128, 128, 128);
    Subgraph_AskStackPullValue.DrawZeros = false;

    Subgraph_BidStackPullValue.Name = "Bid Stack/Pull Value";
    Subgraph_BidStackPullValue.DrawStyle = DRAWSTYLE_IGNORE;
    Subgraph_BidStackPullValue.PrimaryColor = RGB(128, 128, 128);
    Subgraph_BidStackPullValue.DrawZeros = false;*/

    Input_Enabled.Name = "Enabled";
    Input_Enabled.SetYesNo(0);



/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Trade Parameters */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  
    sc.AllowMultipleEntriesInSameDirection = false;
    sc.MaximumPositionAllowed = 100000;
    sc.SupportReversals = true;

    // This is false by default. Orders will go to the simulation system always.
    sc.SendOrdersToTradeService = false;

    sc.AllowOppositeEntryWithOpposingPositionOrOrders = false;

    // This can be false in this function because we specify Attached Orders directly with the order which causes this to be considered true when submitting an order.
    sc.SupportAttachedOrdersForTrading = false;

    sc.CancelAllOrdersOnEntriesAndReversals= true;
    sc.AllowEntryWithWorkingOrders = true;
    sc.CancelAllWorkingOrdersOnExit = true;

    // Only 1 trade for each Order Action type is allowed per bar.
    sc.AllowOnlyOneTradePerBar = false;

    //This needs to be set to true when a trading study uses trading functions.
    sc.MaintainTradeStatisticsAndTradesData = true;

    sc.AutoLoop = 1;
    sc.GraphRegion = 0;

    return;
  }

  if (!Input_Enabled.GetYesNo())
    return;
  
  
  
  /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Begin Data Processing */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  


  /*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Use persistent variables.....attached order IDs.......can be modified or canceled */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  // .
  int& Target1OrderID = sc.GetPersistentInt(1);
  int& Stop1OrderID = sc.GetPersistentInt(2);


/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Make Sure No Open Trades */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  
  s_SCPositionData PositionData;
  sc.GetTradePosition(PositionData);
  if(PositionData.PositionQuantity != 0)
    return;


/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Create an s_SCNewOrder object */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  
  s_SCNewOrder NewOrder;
  NewOrder.OrderQuantity = 1;
  NewOrder.OrderType = SCT_ORDERTYPE_MARKET;
  NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED;
  
  
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Target- StopLoss - Trailing */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/

  NewOrder.Target1Offset = 8*sc.TickSize;
  NewOrder.Stop1Offset = 8*sc.TickSize;
  NewOrder.OCOGroup1Quantity = 1; // If this is left at the default of 0, then it will be automatically set.


/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Buy Order Function */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/

  if (SC_CLOSE > SC_OPEN)//What is SC_CLOSE and SC_OPEN?
  {
    int Result = (int)sc.BuyEntry(NewOrder);
    if (Result > 0) //If there has been a successful order entry, then draw an arrow at the low of the bar.
    {
      Subgraph_BuyEntry[sc.Index] = sc.Low[sc.Index];

      // Remember the order IDs for subsequent modification and cancellation
      Target1OrderID = NewOrder.Target1InternalOrderID;
      Stop1OrderID = NewOrder.Stop1InternalOrderID;
    }
  }

/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/
  /* Sell Order Function */
/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++*/

  else if (SC_CLOSE < SC_OPEN)
  {
    int Result = (int)sc.SellEntry(NewOrder);
    if (Result > 0) //If there has been a successful order entry, then draw an arrow at the high of the bar.
    {
      Subgraph_SellEntry[sc.Index] = sc.High[sc.Index];

      // Remember the order IDs for subsequent modification and cancellation
      Target1OrderID = NewOrder.Target1InternalOrderID;
      Stop1OrderID = NewOrder.Stop1InternalOrderID;
    }
  }


}