Support Board

#include "sierrachart.h"
#include <unordered_map>
#include <chrono>

SCDLLName("Sweep Genie")

struct TradeInfo
{
std::chrono::time_point<std::chrono::steady_clock> startTime;
double startPrice;
bool tradeEntered;
int positionType; // 1 for buy, -1 for sell
bool stopMovedToBreakeven;
bool trailingStopActivated;
int stopOrderID;
};

std::unordered_map<int, TradeInfo> g_TradeInfo;

void PlaceBracketOrder(SCStudyInterfaceRef& sc, TradeInfo& tradeInfo, int positionType, int orderQuantity, double price, int stopLossTicks, int takeProfitTicks)
{
s_SCNewOrder order;
order.OrderType = SCT_ORDERTYPE_MARKET;
order.OrderQuantity = orderQuantity;
order.TimeInForce = SCT_TIF_GTC;

// Define the attached orders
order.Target1Offset = takeProfitTicks * sc.TickSize;
order.Stop1Offset = stopLossTicks * sc.TickSize;

// Set attached order types
order.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT;
order.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP;

int result = (positionType == 1) ? sc.BuyEntry(order) : sc.SellEntry(order);
if (result > 0)
{
tradeInfo.startTime = std::chrono::steady_clock::now();
tradeInfo.startPrice = price;
tradeInfo.tradeEntered = true;
tradeInfo.positionType = positionType;
tradeInfo.stopMovedToBreakeven = false;
tradeInfo.trailingStopActivated = false;

tradeInfo.stopOrderID = order.Stop1InternalOrderID;
}
}

SCSFExport scsf_SweepGenie(SCStudyInterfaceRef sc)
{
if (sc.SetDefaults)
{
sc.GraphName = "Sweep Genie";
sc.AutoLoop = 0;

sc.Input[0].Name = "Volume Threshold";
sc.Input[0].SetInt(1000);

sc.Input[1].Name = "Order Quantity";
sc.Input[1].SetInt(1);

sc.Input[2].Name = "Stop Loss Ticks";
sc.Input[2].SetInt(10);

sc.Input[3].Name = "Take Profit Ticks";
sc.Input[3].SetInt(20);

sc.Input[4].Name = "Trailing Stop Offset Ticks";
sc.Input[4].SetInt(5);

sc.Input[5].Name = "VBP Study ID";
sc.Input[5].SetStudyID(0); // Default study ID, set by user.

return;
}

int volumeThreshold = sc.Input[0].GetInt();
int orderQuantity = sc.Input[1].GetInt();
int stopLossTicks = sc.Input[2].GetInt();
int takeProfitTicks = sc.Input[3].GetInt();
int trailingStopOffsetTicks = sc.Input[4].GetInt();
int vbpStudyID = sc.Input[5].GetStudyID(); // Get the study ID for the VBP study

SCDateTime currentTime = sc.CurrentSystemDateTime;

auto& tradeInfo = g_TradeInfo[sc.ChartNumber];

s_SCPositionData positionData;
sc.GetTradePosition(positionData);
int currentPosition = positionData.PositionQuantity;

bool buyConditionMet = false;
bool sellConditionMet = false;
double entryPrice = 0.0;

// Iterate through the market depth levels to check pulling/stacking values
for (int level = 0; level < 10; ++level) // Adjust 10 as necessary for the number of levels to check
{
s_MarketDepthEntry bidDepthEntry, askDepthEntry;
double bidPullingStacking = 0.0, askPullingStacking = 0.0;

if (sc.GetBidMarketDepthEntryAtLevel(bidDepthEntry, level))
{
bidPullingStacking = sc.GetBidMarketDepthStackPullValueAtPrice(bidDepthEntry.Price);
}
if (sc.GetAskMarketDepthEntryAtLevel(askDepthEntry, level))
{
askPullingStacking = sc.GetAskMarketDepthStackPullValueAtPrice(askDepthEntry.Price);
}

int profileIndex = 0; // Use 0 for the most recent profile
s_VolumeAtPriceV2 volumeAtPrice;
int PricesCount = sc.GetNumPriceLevelsForStudyProfile(vbpStudyID, profileIndex);
for (int PriceIndex = 0; PriceIndex < PricesCount; ++PriceIndex)
{
if (sc.GetVolumeAtPriceDataForStudyProfile(vbpStudyID, profileIndex, PriceIndex, volumeAtPrice))
{
// Buy condition: PullingStacking >= threshold and AskVolume - BidVolume > 0
if (volumeAtPrice.PriceInTicks == sc.PriceValueToTicks(bidDepthEntry.Price) &&
bidPullingStacking >= volumeThreshold &&
volumeAtPrice.AskVolume - volumeAtPrice.BidVolume > 0)
{
buyConditionMet = true;
entryPrice = sc.Close[sc.ArraySize - 1]; // Set the entry price to the current price
break;
}

// Sell condition: PullingStacking >= threshold and AskVolume - BidVolume < 0
if (volumeAtPrice.PriceInTicks == sc.PriceValueToTicks(askDepthEntry.Price) &&
askPullingStacking >= volumeThreshold &&
volumeAtPrice.AskVolume - volumeAtPrice.BidVolume < 0)
{
sellConditionMet = true;
entryPrice = sc.Close[sc.ArraySize - 1]; // Set the entry price to the current price
break;
}
}
}

if (buyConditionMet || sellConditionMet)
{
break; // Exit the loop if either condition is met
}
}

// Execute Buy or Sell based on conditions
if (buyConditionMet && currentPosition == 0)
{
PlaceBracketOrder(sc, tradeInfo, 1, orderQuantity, entryPrice, stopLossTicks, takeProfitTicks);
}
else if (sellConditionMet && currentPosition == 0)
{
PlaceBracketOrder(sc, tradeInfo, -1, orderQuantity, entryPrice, stopLossTicks, takeProfitTicks);
}

// Rest of the trade management logic
if (tradeInfo.tradeEntered)
{
double stopLossPrice = tradeInfo.startPrice - (tradeInfo.positionType * stopLossTicks * sc.TickSize);
double takeProfitPrice = tradeInfo.startPrice + (tradeInfo.positionType * takeProfitTicks * sc.TickSize);
double trailingStopTriggerPrice = tradeInfo.startPrice + (tradeInfo.positionType * takeProfitTicks * 0.7 * sc.TickSize);

if ((tradeInfo.positionType == 1 && (sc.Close[sc.ArraySize - 1] <= stopLossPrice || sc.Close[sc.ArraySize - 1] >= takeProfitPrice)) ||
(tradeInfo.positionType == -1 && (sc.Close[sc.ArraySize - 1] >= stopLossPrice || sc.Close[sc.ArraySize - 1] <= takeProfitPrice)))
{
sc.FlattenAndCancelAllOrders();
tradeInfo.tradeEntered = false;
tradeInfo.positionType = 0;
}
else if (!tradeInfo.trailingStopActivated && tradeInfo.stopOrderID > 0 &&
((tradeInfo.positionType == 1 && sc.Close[sc.ArraySize - 1] >= trailingStopTriggerPrice) ||
(tradeInfo.positionType == -1 && sc.Close[sc.ArraySize - 1] <= trailingStopTriggerPrice)))
{
tradeInfo.trailingStopActivated = true;

s_SCNewOrder modifyOrder;
modifyOrder.InternalOrderID = tradeInfo.stopOrderID;
modifyOrder.Price1 = tradeInfo.startPrice + (tradeInfo.positionType * trailingStopOffsetTicks * sc.TickSize);

int modifyResult = sc.ModifyOrder(modifyOrder);
if (modifyResult == 1)
{
SCString message;
message.Format("Trailing stop activated at price: %f", modifyOrder.Price1);
sc.AddMessageToLog(message, 0);
}
else
{
SCString message;
message.Format("Failed to modify stop order for trailing stop. Error: %d", modifyResult);
sc.AddMessageToLog(message, 1);
}
}
    // Manage Breakeven Stop Logic
if (!tradeInfo.stopMovedToBreakeven && tradeInfo.positionType != 0)
{
double breakevenPrice = tradeInfo.startPrice;
if ((tradeInfo.positionType == 1 && sc.Close[sc.ArraySize - 1] >= breakevenPrice) ||
(tradeInfo.positionType == -1 && sc.Close[sc.ArraySize - 1] <= breakevenPrice))
{
s_SCNewOrder modifyOrder;
modifyOrder.InternalOrderID = tradeInfo.stopOrderID;
modifyOrder.Price1 = breakevenPrice;

int modifyResult = sc.ModifyOrder(modifyOrder);
if (modifyResult == 1)
{
tradeInfo.stopMovedToBreakeven = true;
SCString message;
message.Format("Stop moved to breakeven at price: %f", modifyOrder.Price1);
sc.AddMessageToLog(message, 0);
}
else
{
SCString message;
message.Format("Failed to modify stop order to breakeven. Error: %d", modifyResult);
sc.AddMessageToLog(message, 1);
}
}
}

// Additional Exit Logic: Any other conditions for exiting the trade can be added here

} // End of trade management logic

return;
}