Support Board

#include "sierrachart.h"

SCDLLName("Trade Logic Strategy");

SCSFExport scsf_TradeLogicStrategy(SCStudyInterfaceRef sc)
{

//inputs

SCInputRef Input_Level = sc.Input[0];
SCInputRef Input_StartTime = sc.Input[1];
SCInputRef Input_Stop = sc.Input[3];
SCInputRef Input_Target = sc.Input[4];
SCInputRef Input_Quantity = sc.Input[5];

if (sc.SetDefaults)
{
sc.GraphName = "Trade Logic Strategy";
sc.StudyDescription = "Automated strategy using predefined levels and opening range.";
sc.AutoLoop = 1;

Input_Level.Name = "Predefined Level";
Input_Level.SetFloat(4000.0f);
Input_StartTime.Name = "Opening Range Start Time";
Input_StartTime.SetTime(HMS_TIME(9, 30, 0));
sc.Input[2].Name = "Tick Bar Size";
sc.Input[2].SetInt(2000);
Input_Stop.Name = "Stop Loss (Ticks)";
Input_Stop.SetInt(10);
Input_Target.Name = "Target Profit (Ticks)";
Input_Target.SetInt(20);
Input_Quantity.Name = "Order Quantity";
Input_Quantity.SetInt(1);

sc.AllowMultipleEntriesInSameDirection = false;
sc.MaximumPositionAllowed = 1;
sc.SupportReversals = false;
sc.SendOrdersToTradeService = false;

return;
}

if (sc.Index == 0)
return;

float predefinedLevel = Input_Level.GetFloat();
int orderQuantity = Input_Quantity.GetInt();
int stopLossTicks = Input_Stop.GetInt();
int targetProfitTicks = Input_Target.GetInt();

//opening range

const int date = sc.BaseDateTimeIn[sc.Index].GetDate();
int& r_LastDate = sc.GetPersistentInt(0);
float& r_High = sc.GetPersistentFloat(0);
float& r_Low = sc.GetPersistentFloat(1);
int& r_OpeningRangeSet = sc.GetPersistentInt(2);

//reset range on new session

if (date != r_LastDate)
{
r_LastDate = date;
r_OpeningRangeSet = 0;
r_High = sc.High[sc.Index];
r_Low = sc.Low[sc.Index];
}

//opening range

SCDateTime now = sc.BaseDateTimeIn[sc.Index];
SCDateTime openingRangeStartTime = Input_StartTime.GetTime();
SCDateTime openingRangeEndTime = openingRangeStartTime + 3600;

if (r_OpeningRangeSet == 0 && now >= openingRangeStartTime && now < openingRangeEndTime)
{
r_High = sc.High[sc.Index] > r_High ? sc.High[sc.Index] : r_High;
r_Low = sc.Low[sc.Index] < r_Low ? sc.Low[sc.Index] : r_Low;
}
else if (now >= openingRangeEndTime)
{
r_OpeningRangeSet = 1;
}

//wait for range set

if (r_OpeningRangeSet == 0)
return;

//trade conditions

float lastPrice = sc.Close[sc.Index];
bool isAboveConditions = (lastPrice > predefinedLevel) && (lastPrice > r_High);
bool isBelowConditions = (lastPrice < predefinedLevel) && (lastPrice < r_Low);
bool tradeConditionsMet = isAboveConditions || isBelowConditions;

//execution

if (tradeConditionsMet)
{
s_SCNewOrder NewOrder;
NewOrder.OrderType = SCT_ORDERTYPE_MARKET;
NewOrder.OrderQuantity = orderQuantity;
NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED;

NewOrder.Target1Offset = targetProfitTicks * sc.TickSize;
NewOrder.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT;

NewOrder.Stop1Offset = stopLossTicks * sc.TickSize;
NewOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP;

if (isAboveConditions)
sc.BuyEntry(NewOrder);
else if (isBelowConditions)
sc.SellEntry(NewOrder);
}
}