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Post From: ACSIL: finding first bar for the trading day

[2015-10-11 13:46:48]
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User44052 - Posts: 34
Just an update, the code proposed by Jack seems to go into an infinite loop if you attempt an auto-replay backtest (even without any orders). Here's the code that crashes Sierra - I have no idea why.

SCSFExport scsf_findFirstBar(SCStudyInterfaceRef sc)
{
  // Section 1 - Set the configuration variables and defaults
  if (sc.SetDefaults)
  {
    sc.GraphName = "First Bar";
    
    sc.FreeDLL = 1;
    sc.AutoLoop = 1; //Auto looping is enabled.
    sc.GraphRegion = 0;
    
    sc.Subgraph[0].Name = "Dummy Line Replicates Close";
    sc.Subgraph[0].DrawStyle = DRAWSTYLE_LINE;
    sc.Subgraph[0].PrimaryColor = RGB (0, 0, 255);
    
    return;
  }
  
  
  // Section 2 - Do data processing here
  int FirstBarOfDay = sc.ArraySize - 1;
  while (DATE_PART(sc.BaseDateTimeIn[FirstBarOfDay]) == DATE_PART(sc.BaseDateTimeIn[FirstBarOfDay - 1])) FirstBarOfDay --;

  sc.Subgraph[0][sc.Index] = sc.Close[sc.Index];
  
}