Support Board
Date/Time: Sun, 08 Sep 2024 00:45:23 +0000
[User Discussion] - Recording and Referencing the Highest Bid and Ask Sizes
View Count: 963
[2015-10-23 17:47:24] |
User126996 - Posts: 30 |
I believe the issue I have encountered is that I'm using a SCFloatArray to record and reference my highest Bid/Ask Size variables. When I go to reference the Bid/Ask Sizes I'm using [sc.ArraySize] and comparing it to [sc.ArraySize - 1]. [sc.ArraySize - 1] references the previous high Bid/Ask of the previous candle or index. I would like to reference the previous high Bid/Ask on the current candle or index. How can I record and reference the previous High of the Bid/Ask Size on the current index, and compare them to consistently see which one is Higher bid or ask size? My code is below. SCSFExport scsf_DepthOfMarketData(SCStudyInterfaceRef sc) { SCSubgraphRef BidValue = sc.Subgraph[0]; SCSubgraphRef AskValue = sc.Subgraph[1]; SCSubgraphRef BidSize = sc.Subgraph[2]; SCSubgraphRef AskSize = sc.Subgraph[3]; SCFloatArray BigBid1; SCFloatArray BigAsk1; float Max = sc.GetPersistentFloat(0); if (sc.SetDefaults) { sc.GraphName = "Depth of Market Data"; sc.FreeDLL = 1; sc.StudyDescription = "This is a study to display current market depth data. When adding this study, also add the Spreadsheet study to your chart to view the market depth data in a table form on the spreadsheet."; sc.GraphRegion = 0; sc.UsesMarketDepthData = 1; sc.AutoLoop = 1; return; } int& PriorIndex = sc.GetPersistentInt(1); for (int Level = 0; Level < 5; Level++) { if (sc.ArraySize - 1 - 5 < 0) break; BidSize[sc.ArraySize - 1 - Level] = (float)sc.SymbolData->BidDOM[Level].Volume; BidValue[sc.ArraySize - 1 - Level] = (float)sc.SymbolData->BidDOM[Level].Price; AskValue[sc.ArraySize - 1 - Level] = (float)sc.SymbolData->AskDOM[Level].Price; AskSize[sc.ArraySize - 1 - Level] = (float)sc.SymbolData->AskDOM[Level].Volume; sc.Highest(BidSize, BigBid1, 5); sc.Highest(AskSize, BigAsk1, 5); if (BigBid1[sc.ArraySize] > BigAsk1[sc.ArraySize]) { BigBid1[sc.ArraySize] = Max; Max = BidValue[sc.ArraySize - 1 - Level]; DrawMax(sc, BidValue[sc.ArraySize - 1 - Level], Max); } if (BigAsk1[sc.ArraySize] > BigBid1[sc.ArraySize]) { BigAsk1[sc.Index] = Max; Max = AskValue[sc.ArraySize - 1 - Level]; DrawMax(sc, AskValue[sc.ArraySize - 1 - Level], Max); } } int LastIndex = sc.ArraySize - 1 - MAX_NUM_DOM_LEVELS; sc.EarliestUpdateSubgraphDataArrayIndex = LastIndex; if (PriorIndex < LastIndex) { for (int ClearIndex = LastIndex; ClearIndex >= PriorIndex; ClearIndex--) { BidValue[ClearIndex] = 0; AskValue[ClearIndex] = 0; BidSize[ClearIndex] = 0; } } PriorIndex = (LastIndex >= 0) ? LastIndex : 0; } |
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