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Date/Time: Thu, 23 Jan 2025 00:08:34 +0000



Post From: Anything similar to a dynamic rotation study ??

[2015-10-17 03:44:59]
QnReally - Posts: 181
This requires a little bit of experimentation. Here is what I would do:
1) Add the Zig Zag study to a chart and set Additional Output for Spreadsheets = Yes. This will give present additional subgraphs in the study. One of them would be Zig Zag Line Length.

2) Write a study to access the Zig Zag Line Length subgraph. Remember, all zero values in this subgraph can be ignored. Then figure out a way to write the SCID file from all the non-zero Zig Zag legnths. Here are some pointers:

a) Open an SCID file for writing. For example, to open an SCID file for reading I used: datafile = fopen(Filename.c_str(), "rb");. For writing, the syntax will be a small variation.

b) Write the s_IntradayHeader record into the file. This is only done once. I have not written SCID files before so you may have to do some research on this.

c) Fill in the s_IntradayRecord structure (check http://www.sierrachart.com/index.php?page=doc/doc_IntradayDataFileFormat.html for the format) and write the s_IntradayRecord to the SCID file (you would be doing these steps once for each non-zero length rotation). The field values can be set as follows and see what works:
DateTime = sc.BaseDateTimeIn[barindex]
Open = RotationSize -- set High, Low, Close to the same value
NumTrades=1
TotalVolume=1
BidVolume=1 -- It doesn't matter if you set BidVolume or AskVolume
AskVolume=0

d) Close the SCID file

* See http://www.sierrachart.com/index.php?page=doc/doc_IntradayDataFileFormat.html#FeedSierraChartData for help on creating SCID files.

3) Create a new chart and open the SCID file you created above. Then try the VolumeByPrice study on it to see if it works.

Hope that helps.