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 LogDebugMessage(SCStudyInterfaceRef& sc, const SCString& message)
{
sc.AddMessageToLog(message, 0);
}

void LogErrorMessage(SCStudyInterfaceRef& sc, const SCString& message)
{
sc.AddMessageToLog(message, 1);
}

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_DAY;

// 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;

SCString message;
message.Format("Trade entered: PositionType=%d, Price=%f", positionType, price);
LogDebugMessage(sc, message);
}
else
{
SCString message;
message.Format("Failed to enter trade: PositionType=%d, Error=%d", positionType, result);
LogErrorMessage(sc, message);
}
}

bool CheckFlashGenieHighlight(SCStudyInterfaceRef& sc, bool isBid)
{
int numLevels = sc.Input[1].GetInt();
double threshold = sc.Input[0].GetInt();

s_MarketDepthEntry depthEntry;
for (int level = 0; level < numLevels; ++level)
{
if (isBid)
{
if (sc.GetBidMarketDepthEntryAtLevel(depthEntry, level))
{
double pullingStackingBid = sc.GetBidMarketDepthStackPullValueAtPrice(depthEntry.Price);
if (pullingStackingBid >= threshold)
{
LogDebugMessage(sc, "Flash Genie bid highlight condition met.");
return true;
}
}
}
else
{
if (sc.GetAskMarketDepthEntryAtLevel(depthEntry, level))
{
double pullingStackingAsk = sc.GetAskMarketDepthStackPullValueAtPrice(depthEntry.Price);
if (pullingStackingAsk >= threshold)
{
LogDebugMessage(sc, "Flash Genie ask highlight condition met.");
return true;
}
}
}
}
return false;
}

bool CheckDeltaGenieHighlight(SCStudyInterfaceRef& sc, bool isBid)
{
int volumeProfileStudyID = sc.Input[0].GetInt();
int numLevelsToCheck = sc.Input[3].GetInt();

s_MarketDepthEntry depthEntry;
s_VolumeAtPriceV2 volumeAtPriceData;

for (int level = 0; level < numLevelsToCheck; ++level)
{
if (isBid)
{
if (sc.GetBidMarketDepthEntryAtLevel(depthEntry, level))
{
for (int priceIndex = 0; priceIndex < sc.GetNumPriceLevelsForStudyProfile(volumeProfileStudyID, 0); ++priceIndex)
{
if (sc.GetVolumeAtPriceDataForStudyProfile(volumeProfileStudyID, 0, priceIndex, volumeAtPriceData))
{
double vbpPrice = volumeAtPriceData.PriceInTicks * sc.TickSize;
if (fabs(vbpPrice - depthEntry.Price) < sc.TickSize / 2)
{
if (volumeAtPriceData.AskVolume < volumeAtPriceData.BidVolume)
{
LogDebugMessage(sc, "Delta Genie bid highlight condition met.");
return true;
}
}
}
}
}
}
else
{
if (sc.GetAskMarketDepthEntryAtLevel(depthEntry, level))
{
for (int priceIndex = 0; priceIndex < sc.GetNumPriceLevelsForStudyProfile(volumeProfileStudyID, 0); ++priceIndex)
{
if (sc.GetVolumeAtPriceDataForStudyProfile(volumeProfileStudyID, 0, priceIndex, volumeAtPriceData))
{
double vbpPrice = volumeAtPriceData.PriceInTicks * sc.TickSize;
if (fabs(vbpPrice - depthEntry.Price) < sc.TickSize / 2)
{
if (volumeAtPriceData.AskVolume > volumeAtPriceData.BidVolume)
{
LogDebugMessage(sc, "Delta Genie ask highlight condition met.");
return true;
}
}
}
}
}
}
}
return false;
}

SCSFExport scsf_SweepGenie(SCStudyInterfaceRef sc)
{
if (sc.SetDefaults)
{
sc.GraphName = "Sweep Genie";
sc.GraphRegion = 0;
sc.AutoLoop = 0; // Manual loop enabled

// User inputs
sc.Input[0].Name = "Use Start/Stop Time";
sc.Input[0].SetYesNo(0); // Default to No

sc.Input[1].Name = "Start Time (HH:MM:SS)";
sc.Input[1].SetTime(HMS_TIME(9, 30, 0)); // Default start time

sc.Input[2].Name = "Stop Time (HH:MM:SS)";
sc.Input[2].SetTime(HMS_TIME(16, 0, 0)); // Default stop time

sc.Input[3].Name = "Volume Profile Study ID";
sc.Input[3].SetInt(7); // Set this to the actual study ID of the Volume Profile

sc.Input[4].Name = "Order Quantity";
sc.Input[4].SetInt(1);

sc.Input[5].Name = "Stop Loss Ticks";
sc.Input[5].SetInt(10);

sc.Input[6].Name = "Take Profit Ticks";
sc.Input[6].SetInt(20);

sc.Input[7].Name = "Trailing Stop Offset Ticks";
sc.Input[7].SetInt(5);

sc.Input[8].Name = "Trade Type";
sc.Input[8].SetCustomInputStrings("Long;Short;Long & Short");
sc.Input[8].SetCustomInputIndex(2); // Default to Long & Short

sc.Input[9].Name = "Maximum Positions Allowed";
sc.Input[9].SetInt(1); // Default to 1 position

return;
}

bool useStartStopTime = sc.Input[0].GetYesNo();
SCDateTime startTime = sc.Input[1].GetTime();
SCDateTime stopTime = sc.Input[2].GetTime();
int volumeProfileStudyID = sc.Input[3].GetInt();
int orderQuantity = sc.Input[4].GetInt();
int stopLossTicks = sc.Input[5].GetInt();
int takeProfitTicks = sc.Input[6].GetInt();
int trailingStopOffsetTicks = sc.Input[7].GetInt();
int tradeType = sc.Input[8].GetIndex();
int maxPositionsAllowed = sc.Input[9].GetInt();

SCDateTime currentTime = sc.CurrentSystemDateTime;

// Check if current time is within trading hours
if (useStartStopTime && (currentTime < startTime || currentTime > stopTime))
{
LogDebugMessage(sc, "Outside of trading hours. No trades will be executed.");
return;
}

// Get current position size
s_SCPositionData positionData;
sc.GetTradePosition(positionData);
int currentPosition = positionData.PositionQuantity;

// Access the trade information
auto& tradeInfo = g_TradeInfo[sc.ChartNumber];

bool buyConditionMet = false;
bool sellConditionMet = false;
double entryPrice = sc.Close[sc.ArraySize - 1]; // Using the current price for entry
  // Calculate the sum of bid and ask market depth quantities and pulling/stacking values
  double bidSum = 0.0;
  double askSum = 0.0;
  double pullingStackingBidSum = 0.0;
  double pullingStackingAskSum = 0.0;

  s_MarketDepthEntry depthEntry;

  for (int level = 0; level < sc.GetBidMarketDepthNumberOfLevels(); ++level)
  {
    if (sc.GetBidMarketDepthEntryAtLevel(depthEntry, level))
    {
      bidSum += depthEntry.Quantity;
      pullingStackingBidSum += sc.GetBidMarketDepthStackPullValueAtPrice(depthEntry.Price);
    }
  }

  for (int level = 0; level < sc.GetAskMarketDepthNumberOfLevels(); ++level)
  {
    if (sc.GetAskMarketDepthEntryAtLevel(depthEntry, level))
    {
      askSum += depthEntry.Quantity;
      pullingStackingAskSum += sc.GetAskMarketDepthStackPullValueAtPrice(depthEntry.Price);
    }
  }

  double totalDepthSum = bidSum + askSum;
  double bidSumPercentage = (totalDepthSum > 0) ? (bidSum / totalDepthSum) * 100 : 0;
  double askSumPercentage = (totalDepthSum > 0) ? (askSum / totalDepthSum) * 100 : 0;

  double bidPullStackPercentage = (pullingStackingBidSum / (pullingStackingBidSum + pullingStackingAskSum)) * 100;
  double askPullStackPercentage = (pullingStackingAskSum / (pullingStackingBidSum + pullingStackingAskSum)) * 100;

// Buy Entry Conditions
  if (bidSumPercentage > askSumPercentage && // Bid sum percentage > ask sum percentage
    bidPullStackPercentage > askPullStackPercentage && // Bid pulling/stacking sum percentage > ask pulling/stacking sum percentage
    currentPosition < maxPositionsAllowed && // Current position below max positions allowed
    CheckFlashGenieHighlight(sc, true) && // Flash Genie bid highlight condition met
    CheckDeltaGenieHighlight(sc, true) && // Delta Genie bid highlight condition met
    tradeType != 1) // Long or Long & Short allowed
  {
    buyConditionMet = true;
  }

// Sell Entry Conditions
  else if (askSumPercentage > bidSumPercentage && // Ask sum percentage > bid sum percentage
      askPullStackPercentage > bidPullStackPercentage && // Ask pulling/stacking sum percentage > bid pulling/stacking sum percentage
      currentPosition > -maxPositionsAllowed && // Current position below max positions allowed
      CheckFlashGenieHighlight(sc, false) && // Flash Genie ask highlight condition met
      CheckDeltaGenieHighlight(sc, false) && // Delta Genie ask highlight condition met
      tradeType != 0) // Short or Long & Short allowed
  {
    sellConditionMet = true;
  }

// Execute Buy or Sell based on conditions
  if (buyConditionMet && !tradeInfo.tradeEntered)
  {
    PlaceBracketOrder(sc, tradeInfo, 1, orderQuantity, entryPrice, stopLossTicks, takeProfitTicks);
  }
  else if (sellConditionMet && !tradeInfo.tradeEntered)
  {
    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);

// Check for stop loss or take profit condition
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;
SCString message;
message.Format("Trade exited: PositionType=%d, Price=%f", tradeInfo.positionType, sc.Close[sc.ArraySize - 1]);
LogDebugMessage(sc, message);
}
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);
LogDebugMessage(sc, message);
}
else
{
SCString message;
message.Format("Failed to modify stop order for trailing stop. Error: %d", modifyResult);
LogErrorMessage(sc, message);
}
}

// 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);
LogDebugMessage(sc, message);
}
else
{
SCString message;
message.Format("Failed to modify stop order to breakeven. Error: %d", modifyResult);
LogErrorMessage(sc, message);
}
}
}

// Additional Exit Logic: Any other conditions for exiting the trade can be added here
} // End of trade management logic

return;
}