ACSIL Interface - Custom Chart Bars

sc.UsesCustomChartBarFunction

Type: Read/write integer variable.

sc.UsesCustomChartBarFunction when set to 1 or a nonzero value, specifies that the study function is using a custom bar building function which will set the custom study to become a custom chart bar study. When this is set to 0, the study function is a normal study that does not build custom chart bars.

For complete working example, refer to Complete Code Example.

            if (sc.SetDefaults)
            {   
                sc.UsesCustomChartBarFunction = 1;
               sc.fp_ACSCustomChartBarFunction = CustomChartBarBuildingFunction;
            }
           

sc.fp_ACSCustomChartBarFunction

Type: Read/write integer variable.

sc.fp_ACSCustomChartBarFunction needs to be set to the custom study function which builds the custom chart bars for the study. This function is called from a separate thread.

For complete working example, refer to Complete Code Example.

            if (sc.SetDefaults)
            {   
               sc.UsesCustomChartBarFunction = 1;
               sc.fp_ACSCustomChartBarFunction = CustomChartBarBuildingFunction;
            }
           

Example

        
/*============================================================================
Returns 1 for an up bar, and -1 for a down bar.  If the direction can not
be determined within the past 10 bars, this function will return 1 (up)
as the direction.
----------------------------------------------------------------------------*/
 int GetRangeBarDirection(SCCustomChartBarInterfaceRef ChartBarInterface, int BarIndex) 
{
	int LastIndex = BarIndex;
	int NumIterations = 0;
	while (NumIterations < 10)
	{
		float& BarOpen = ChartBarInterface.GetChartBarValue(SC_OPEN, LastIndex);
		float& BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, LastIndex);
		
		// If the close is below the open, then the bar is down.
		if (BarLast < BarOpen)
		{
			// Down
			return -1;
		}

		// If the close is above the open, then the bar is up.
		if (BarLast > BarOpen)
		{
			// Up
			return 1;
		}

		// If the close is the same as the open, then we need to look at the
		// difference between the current close and the prior close.

		if (LastIndex < 1)
			break;

		float&  PriorBarLast = ChartBarInterface.GetChartBarValue(SC_LAST, LastIndex - 1);

		// If the current close is below the prior close, then the bar is
		// down.
		if ( BarLast < PriorBarLast)
		{
			// Down
			return -1;
		}

		// If the current close is above the prior close, then the bar is up.
		if ( BarLast > PriorBarLast )
		{
			// Up
			return 1;
		}

		// If the current close is the same as the prior close, repeat the
		// algorithm using the previous bar.
		--LastIndex;
		++NumIterations;
	}

	// Direction could not be determined, so always use up.
	return 1;
}
/*============================================================================

----------------------------------------------------------------------------*/
SCSFExport CustomRangeChartBarBuildingFunction(SCCustomChartBarInterfaceRef ChartBarInterface)
{
	ChartBarInterface.StartNewBarFlag = 0;

	SCInputRef RangeInput = ChartBarInterface.GetInput(0);
	float NeededRangeAsFloat = RangeInput.GetInt() * ChartBarInterface.TickSize;

	if (ChartBarInterface.IsDeterminingIfShouldStartNewBar)
	{

		if (ChartBarInterface.BarHasBeenCutAtStartOfSession)
		{
			// This will be true when 'Chart >> Chart Settings >> New Bar at Session Start' is enabled and that condition has been met.
		}

		int Direction = GetRangeBarDirection(ChartBarInterface, ChartBarInterface.CurrentBarIndex);


		float BarHigh = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex);
		float BarLow = ChartBarInterface.GetChartBarValue(SC_LOW, ChartBarInterface.CurrentBarIndex);
		
		if (Direction == 1)
		{
			BarHigh = max(BarHigh, ChartBarInterface.NewFileRecord.GetHigh());

			float Range = BarHigh - BarLow;

			if (Range > NeededRangeAsFloat)
				ChartBarInterface.StartNewBarFlag = 1;
		}
		else if (Direction == -1)
		{
			BarLow = min(BarLow, ChartBarInterface.NewFileRecord.GetLow());

			float Range = BarHigh - BarLow;

			if (Range > NeededRangeAsFloat)
				ChartBarInterface.StartNewBarFlag = 1;
		}
	}
	else if (ChartBarInterface.IsFinalProcessingAfterNewOrCurrentBar)
	{
		if (ChartBarInterface.IsNewChartBar && ChartBarInterface.CurrentBarIndex > 0)
		{
			int Direction = GetRangeBarDirection(ChartBarInterface, ChartBarInterface.CurrentBarIndex - 1);

			if (Direction == 1)
			{
				float& r_BarHigh = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex - 1);
				float& r_BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex - 1);

				r_BarLast = r_BarHigh;

			}
			else if (Direction == -1)
			{
				float& r_BarLow = ChartBarInterface.GetChartBarValue(SC_LOW, ChartBarInterface.CurrentBarIndex - 1);
				float& r_BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex - 1);

				r_BarLast = r_BarLow;
			}
		}
	}
	else if (ChartBarInterface.IsInsertFileRecordsProcessing)
	{

		// If the range of the last bar is greater than the range setting when
		// there is a new record.

		int Direction = GetRangeBarDirection(ChartBarInterface, ChartBarInterface.CurrentBarIndex);

		float& r_BarHigh = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex);
		float& r_BarLow = ChartBarInterface.GetChartBarValue(SC_LOW, ChartBarInterface.CurrentBarIndex);
		float& r_BarOpen = ChartBarInterface.GetChartBarValue(SC_OPEN, ChartBarInterface.CurrentBarIndex);
		float& r_BarLast = ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex);

		float Range = r_BarHigh - r_BarLow;

		if (Range <= NeededRangeAsFloat)
		{
			ChartBarInterface.InsertNewRecord = 0;
			return;
		}

		// Create a new overflow record to take everything from the last bar that
		// does not fit in the range setting, depending on the direction of the
		// last bar.

		ChartBarInterface.InsertNewRecord = 1;

		if (Direction == 1)// Up
		{
			ChartBarInterface.NewRecordToInsert.High = r_BarHigh;
			ChartBarInterface.NewRecordToInsert.Close = r_BarLast;

			// Lower the high of the last bar so that the range of the last bar
			// is equal to the range setting.

			float NewHigh = r_BarLow + NeededRangeAsFloat;
			r_BarHigh = NewHigh;

			if (r_BarLast > r_BarHigh)
			{
				r_BarLast = r_BarHigh;
			}

			if (r_BarOpen > r_BarHigh)
			{
				r_BarOpen = r_BarHigh;
			}

			ChartBarInterface.NewRecordToInsert.Low = r_BarHigh;
			ChartBarInterface.NewRecordToInsert.Open = r_BarHigh + ChartBarInterface.TickSize;

			if (ChartBarInterface.NewRecordToInsert.Close < ChartBarInterface.NewRecordToInsert.Low)
				ChartBarInterface.NewRecordToInsert.Close = ChartBarInterface.NewRecordToInsert.Low;
		}
		else// Down
		{			

			ChartBarInterface.NewRecordToInsert.Low = r_BarLow;
			ChartBarInterface.NewRecordToInsert.Close = r_BarLast;

			// Raise the low of the last bar so that the range of the last bar is
			// equal to the range setting.

			float NewLow = r_BarHigh - NeededRangeAsFloat;

			r_BarLow = NewLow;


			if (r_BarLast < r_BarLow)
			{
				r_BarLast = r_BarLow;
			}

			if (r_BarOpen < r_BarLow)
			{
				r_BarOpen = r_BarLow;
			}

			ChartBarInterface.NewRecordToInsert.High = r_BarLow;
			ChartBarInterface.NewRecordToInsert.Open = r_BarLow - ChartBarInterface.TickSize;

			if (ChartBarInterface.NewRecordToInsert.Close > ChartBarInterface.NewRecordToInsert.High)
				ChartBarInterface.NewRecordToInsert.Close = ChartBarInterface.NewRecordToInsert.High;
		}
	}
}

/*============================================================================

----------------------------------------------------------------------------*/
SCSFExport scsf_CustomRangeChartBarsExample(SCStudyInterfaceRef sc)
{
	SCInputRef Input_RangePerBar = sc.Input[0];

	if (sc.SetDefaults)
	{
		// Set the configuration and defaults
		sc.GraphRegion = 0;
		sc.GraphName = "Custom Range Chart Bars Example";
		sc.UsesCustomChartBarFunction = 1;

		// This function is called from another thread.
		sc.fp_ACSCustomChartBarFunction = CustomRangeChartBarBuildingFunction;

		sc.AutoLoop = 0;//Always use manual looping.

		//sc.MaintainAdditionalChartDataArrays = 1;
		//sc.AllocateAndNameRenkoChartBarArrays = 1;


		Input_RangePerBar.Name = "Range Per Bar in Ticks";
		Input_RangePerBar.SetInt(10);
		Input_RangePerBar.SetIntLimits(1, INT_MAX);

		return;
	}


	int& r_ChartDataReloadedFlag = sc.GetPersistentInt(CUSTOM_CHART_BAR_RELOAD_FLAG_KEY);

	if (r_ChartDataReloadedFlag == 0)
	{
		sc.FlagToReloadChartData = true;
		r_ChartDataReloadedFlag = 1;
	}

	// It is necessary for the study function which creates custom chart bars to detect changes with its own input settings and flag to reload data.

	const int RangePerBar = Input_RangePerBar.GetInt();

	int& r_PriorRangePerBar = sc.GetPersistentInt(1);

	if (r_PriorRangePerBar != 0 && r_PriorRangePerBar != RangePerBar)
		sc.FlagToReloadChartData = true;

	r_PriorRangePerBar = RangePerBar;

	// Set the graph name for this custom bar type.
	if (sc.IsFullRecalculation)
		sc.GraphName.Format("Custom Range Bar = %d", RangePerBar);
}


/*============================================================================
This function can take a well commented description of the relevant variables of the ChartBarInterface structure and how to use them 
----------------------------------------------------------------------------*/


SCSFExport CustomChartBarBuildingFunction(SCCustomChartBarInterfaceRef ChartBarInterface)
{
    // This is the bar building function which is used along with
    // scsf_CustomChartBarsExample to build custom chart bars. This
    // function tells Sierra Chart when to start a new bar and allows
    // the custom study to make any necessary bar modifications and
    // insert its own file records. 
	
	// It is Sierra Chart itself, which will combine the Intraday
	// data records into bars and set the Date-Time, Open, High, 
	// Low, Last, Volume, Bid Volume, Ask Volume, and Volume at 
	// Price data for the chart bars.

	//This is set to 0 by Sierra Chart upon each entry into this 
	// function, but just setting it here for clarity.
    
	ChartBarInterface.StartNewBarFlag = 0;

	if (ChartBarInterface.IsDeterminingIfShouldStartNewBar)
	{
        // This flag is set to 1 and this function is called after 
        // the initial processing of the intraday file record but
        // before it is added to the most recent chart bar. Set
        // ChartBarInterface.StartNewBarFlag to 1 to indicate to
        // start a new bar or 0 to indicate not to start a new
        // chart bar.

        // Below is an example of how a volume-based chart bar is
        // built. Once the volume is equal to or greater than the
        // volume specified through the study Input, then a new
        // chart bar is indicated to be started. After a new bar
        // is added, then ChartBarInterface.NewFileRecord is
        // added to that bar.

		if (ChartBarInterface.BarHasBeenCutAtStartOfSession)
		{
            // This will be true when 'Chart >> Chart Settings
            // >> New Bar at Session Start' is enabled and that
            // condition has been met.
		}

		SCInputRef VolumeInput = ChartBarInterface.GetInput(0);
		const uint64_t CurrentBarVolume = (uint64_t)ChartBarInterface.GetChartBarValue(SC_VOLUME, ChartBarInterface.CurrentBarIndex);

		if (CurrentBarVolume >= VolumeInput.GetInt())
		{
			ChartBarInterface.StartNewBarFlag = 1;

			return;
		}

	}
	else if (ChartBarInterface.IsFinalProcessingAfterNewOrCurrentBar)
	{
        // This function is called and this flag is true after and
        // Intraday file record is fully processed. This gives the
        // custom study the ability to make any modifications to
        // the most recent chart bar. Or theoretically any chart
        // bar through the ChartBarInterface.GetChartBarValue()
        // function.
		
		//This will be true when the first bar is added to the chart
		if (ChartBarInterface.IsFirstBarOfChart)
		{
			//perform initialization.
		}

        // Example to set the last trade price of the bar to the high
        // of the bar after the bar is finished building.

		if (ChartBarInterface.IsNewChartBar)
		{
			if (ChartBarInterface.CurrentBarIndex >= 1)
			{
				ChartBarInterface.GetChartBarValue(SC_LAST, ChartBarInterface.CurrentBarIndex - 1) = ChartBarInterface.GetChartBarValue(SC_HIGH, ChartBarInterface.CurrentBarIndex - 1);
			}
		}

		return;
	}
	else if (ChartBarInterface.IsInsertFileRecordsProcessing)
	{
		


		
		return;
	}
}