#include "sierrachart.h" 

 

 

SCDLLName("Shifted Study DLL")  

 

/***********************************************************************/ 

SCSFExport scsf_ShiftedStudy(SCStudyGraphRef sc) 

{ 

  // Set configuration variables 

 

  if (sc.SetDefaults) 

  { 

    // Set the defaults 

 

    sc.GraphName = "Shifted BaseGraph"; 

 

    sc.StudyDescription = "The Open value of the next day is set to the Close value of the previous day for all the days, starting with 2nd."; 

 

    sc.IsCustomChart = 1; 

    sc.GraphRegion = 0;    

    sc.DrawZeros = 0; 

    sc.GraphDrawType = GDT_OHLCBAR; 

    sc.StandardChartHeader = 1; 

    sc.DisplayAsMainPriceGraph = 1; 

 

    // Subgraphs 

    sc.Subgraph[0].Name = "Open"; 

    sc.Subgraph[0].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[1].Name = "High"; 

    sc.Subgraph[1].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[2].Name = "Low"; 

    sc.Subgraph[2].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[3].Name = "Last"; 

    sc.Subgraph[3].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[4].Name = "Open Base"; 

    sc.Subgraph[4].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[5].Name = "High Base"; 

    sc.Subgraph[5].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[6].Name = "Low Base"; 

    sc.Subgraph[6].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[7].Name = "Last Base"; 

    sc.Subgraph[7].DrawStyle = DRAWSTYLE_LINE; 

 

    sc.Subgraph[4].Name = "Volume"; 

    sc.Subgraph[4].DrawStyle = DRAWSTYLE_IGNORE; 

 

    sc.Subgraph[5].Name = "# of Trades / OI"; 

    sc.Subgraph[5].DrawStyle = DRAWSTYLE_IGNORE; 

 

    sc.Subgraph[6].Name = "OHLC Avg"; 

    sc.Subgraph[6].DrawStyle = DRAWSTYLE_IGNORE; 

 

    sc.Subgraph[7].Name = "HLC Avg"; 

    sc.Subgraph[7].DrawStyle = DRAWSTYLE_IGNORE; 

 

    sc.Subgraph[8].Name = "HL Avg"; 

    sc.Subgraph[8].DrawStyle = DRAWSTYLE_IGNORE; 

 

    sc.Subgraph[9].Name = "Bid Vol"; 

    sc.Subgraph[9].DrawStyle = DRAWSTYLE_IGNORE; 

 

    sc.Subgraph[10].Name = "Ask Vol"; 

    sc.Subgraph[10].DrawStyle = DRAWSTYLE_IGNORE; 

 

    sc.PersistVars->i1 = -1; 

 

    sc.AutoLoop = 1; 

 

    return; 

  } 

 

  SCFloatArrayRef ShiftArray = sc.Subgraph[0].Arrays[0]; 

 

  if (sc.Index == 0) 

  { 

    sc.ResizeArrays(0); 

    sc.PersistVars->i1 = -1; 

  } 

 

  int Index = sc.Index; 

   

  if (sc.OutArraySize - 1 < Index) 

    sc.AddElements(Index - sc.OutArraySize + 1); 

 

  //this tick is last day, so just copy everything 

  for (int SubGraph = 0; SubGraph <= 10; SubGraph++)  

    sc.Subgraph[SubGraph][Index] = sc.BaseDataIn[SubGraph][Index]; 

   

  sc.CalculateOHLCAverages(Index); 

  sc.DateTimeOut[Index] = sc.BaseDateTimeIn[Index]; 

 

  ShiftArray[Index] = 0; 

 

  if(Index < 1) 

    return; 

 

  // don't process the same index again 

  if (sc.PersistVars->i1 >= sc.Index) 

    return; 

 

  // calculate start date for current index 

  SCDateTime StartDateTimeOfCurIndex = sc.BaseDateTimeIn[sc.Index].GetDate(); 

  StartDateTimeOfCurIndex.SetTime(sc.StartTimeOfDay); 

 

  if(sc.StartTimeOfDay > sc.BaseDateTimeIn[sc.Index].GetTime()) 

    StartDateTimeOfCurIndex -= DAYS; 

 

  if(sc.BaseDateTimeIn[Index-1] >= StartDateTimeOfCurIndex) 

    return; 

 

  // save last processed index. We should process it only once 

  sc.PersistVars->i1 = Index; 

 

  float Shift = sc.Subgraph[SC_OPEN][Index] - sc.BaseDataIn[SC_LAST][Index-1];; 

 

  for (int i = Index - 1; i >= 0; i--) 

  { 

    float CumulativeShift = Shift + ShiftArray[i]; 

 

    // shift prices prices 

    sc.Subgraph[SC_OPEN][i] = sc.BaseDataIn[SC_OPEN][i] + CumulativeShift; 

    sc.Subgraph[SC_HIGH][i] = sc.BaseDataIn[SC_HIGH][i] + CumulativeShift; 

    sc.Subgraph[SC_LOW][i] = sc.BaseDataIn[SC_LOW][i] + CumulativeShift; 

    sc.Subgraph[SC_LAST][i] = sc.BaseDataIn[SC_LAST][i] + CumulativeShift; 

 

    //recalculate averages 

    sc.CalculateOHLCAverages(i); 

 

    // update shift value 

    ShiftArray[i] += Shift; 

  } 

}