Questions and discussion for Sierra Chart ACSIL for Beginners

December 21st, 2020, 10:05 PM

I didn't set the array for L2_Buyer in SC.default. Yes I need to store last Close when the last bar closed above the DI and the bar before was below it.. this is for L2 buyer array and if there is no condition then the array values doesn't change

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December 21st, 2020, 10:12 PM

Actually It's not the way I would go about it but it seems to be working.

2020-12-22 14_07_58-Message Log

Code

SCSFExport scsf_msalem_AccumulationTEST(SCStudyInterfaceRef sc)
{

    SCSubgraphRef DC_High = sc.Subgraph[0];
    SCSubgraphRef DC_Low = sc.Subgraph[1];
    SCSubgraphRef DemandIndex = sc.Subgraph[2];

    SCSubgraphRef L2_Buyer = sc.Subgraph[3];
    SCSubgraphRef L2_Seller = sc.Subgraph[4];
    SCSubgraphRef DI_Buyer = sc.Subgraph[5];
    SCSubgraphRef DI_Seller = sc.Subgraph[6];


	//Inputs 
	///Imported studies subgraph(s) input arrays
	SCInputRef Input_Subgraph_DC_High = sc.Input[0];
	SCInputRef Input_Subgraph_DC_Low = sc.Input[1];
	SCInputRef Input_Subgraph_DemandIndex = sc.Input[2];
	

	//Subgraphs 


	// Set configuration variables

	if (sc.SetDefaults)
	{
		//Generic system defaults
		sc.GraphName = "TEST MSalem Institutional Accumulation Trading Algo";
		sc.StudyDescription = "MSalem Institutional Accumulation Trading System";
		sc.GraphRegion = 0;
		sc.AutoLoop = 1;
		sc.CalculationPrecedence = VERY_LOW_PREC_LEVEL;

		//Inputs' Arrays defaults

		//*SET/IMPORT* studies' subgraph(s)from the current chart: defaults to study 0, subgraph 0: change from the study settings to select the studies/subgraphs
		Input_Subgraph_DC_High.Name = "DC: High";
		Input_Subgraph_DC_High.SetStudySubgraphValues(1, 0);

		Input_Subgraph_DC_Low.Name = "DC: Low";
		Input_Subgraph_DC_Low.SetStudySubgraphValues(1, 1);

		Input_Subgraph_DemandIndex.Name = "DemandIndex";
		Input_Subgraph_DemandIndex.SetStudySubgraphValues(2, 0);


		//Subgraphs' arrays defaults 

        DC_High.Name = "DC_High";
        DC_High.DrawStyle = DRAWSTYLE_BAR;
        DC_High.PrimaryColor = RGB(0, 200, 0);

        DC_Low.Name = "DC_Low";
        DC_Low.DrawStyle = DRAWSTYLE_BAR;
        DC_Low.PrimaryColor = RGB(200, 0, 0);


        DemandIndex.Name = "DemandIndex";
        DemandIndex.DrawStyle = DRAWSTYLE_BAR;
        DemandIndex.PrimaryColor = RGB(0, 0, 200);


        L2_Buyer.Name = "L2_Buyer";
        L2_Buyer.DrawStyle = DRAWSTYLE_IGNORE;
        L2_Buyer.PrimaryColor = RGB(0, 0, 200);

        L2_Seller.Name = "L2_Seller";
        L2_Seller.DrawStyle = DRAWSTYLE_IGNORE;
        L2_Seller.PrimaryColor = RGB(0, 0, 200);

        DI_Buyer.Name = "DI_Buyer";
        DI_Buyer.DrawStyle = DRAWSTYLE_IGNORE;
        DI_Buyer.PrimaryColor = RGB(0, 0, 200);

        DI_Seller.Name = "DI_Seller";
        DI_Seller.DrawStyle = DRAWSTYLE_IGNORE;
        DI_Seller.PrimaryColor = RGB(0, 0, 200);






		return;
	}

	// SYSTEM DATA Processing 

	//Setup for data processing 

	// **Get/IMPORT the array of the set studies(s) and corresponding subgraphs**

	//SCFloatArray DC_High;
	sc.GetStudyArrayUsingID(Input_Subgraph_DC_High.GetStudyID(), Input_Subgraph_DC_High.GetSubgraphIndex(), DC_High);


	//SCFloatArray DC_Low;
	sc.GetStudyArrayUsingID(Input_Subgraph_DC_Low.GetStudyID(), Input_Subgraph_DC_Low.GetSubgraphIndex(), DC_Low);

	//SCFloatArray DemandIndex;
	sc.GetStudyArrayUsingID(Input_Subgraph_DemandIndex.GetStudyID(), Input_Subgraph_DemandIndex.GetSubgraphIndex(), DemandIndex);



	// declare string to print log messages
	SCString SignalString;
	SCString LogString;


	// Process once per bar
	int& LastBarIndexProcessed = sc.GetPersistentInt(1);
	if (sc.Index == 0)
		LastBarIndexProcessed = -1;
	if (sc.Index == LastBarIndexProcessed)
		return;
	LastBarIndexProcessed = sc.Index;

	if (sc.IsFullRecalculation)
		return;


	// Create an s_SCNewOrder object. 

	/*SCFloatArray L2_Buyer;
	SCFloatArray L2_Seller;
	SCFloatArray DI_Buyer;
	SCFloatArray DI_Seller;*/

	if (sc.Close[sc.Index - 1] > DC_Low[sc.Index - 1] && sc.Close[sc.Index - 2] <= DC_Low[sc.Index - 2])
		//if ( sc.CrossOver(sc.Close, DC_Low) == CROSS_FROM_BOTTOM && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED) 

	{
		L2_Buyer[sc.Index - 1] = sc.Close[sc.Index - 1];
		DI_Buyer[sc.Index - 1] = DemandIndex[sc.Index - 1];
        LogString.Format("check 1 . sc.Close[sc.Index - 1]: %.2f, DemandIndex[sc.Index - 1]: %.2f", sc.Close[sc.Index - 1], DemandIndex[sc.Index - 1]);
		sc.AddMessageToLog("check 1 ", 0);

	}
	else
	{
		L2_Buyer[sc.Index - 1] = L2_Buyer[sc.Index - 2];
		DI_Buyer[sc.Index - 1] = DI_Buyer[sc.Index - 2];        
        LogString.Format("else. L2_Buyer[sc.Index - 1]: %.2f,  L2_Buyer[sc.Index - 2]: %.2f,  DI_Buyer[sc.Index - 1]: %.2f  DI_Buyer[sc.Index - 2]: %.2f", L2_Buyer[sc.Index - 1], L2_Buyer[sc.Index - 2], DI_Buyer[sc.Index - 1], DI_Buyer[sc.Index - 2]);
        sc.AddMessageToLog("check 2 ", 0);

	}


    sc.AddMessageToLog(LogString, 0);
    SignalString.Format("L2_Buyer[sc.Index - 1]: %.2f,  L2_Buyer[sc.Index - 2]: %.2f,   L2_Buyer[sc.Index - 3]: %.2f, DI_Buyer[sc.Index - 1]: %.2f  DI_Buyer[sc.Index - 2]: %.2f,  DI_Buyer[sc.Index - 3]: %.2f", L2_Buyer[sc.Index - 1], L2_Buyer[sc.Index - 2], L2_Buyer[sc.Index - 3],
        DI_Buyer[sc.Index - 1], DI_Buyer[sc.Index - 2], DI_Buyer[sc.Index - 3]);
    sc.AddMessageToLog(SignalString, 0);

}

December 21st, 2020, 10:28 PM

Thanks a lot for the prompt response. I will think why the normal arrays cannot execute as a subgraph. I am thinking also how to draw a line between the last two points of L2_Buyer and DI_Buyer when there is an input condition to show the divergences between the lines ..

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December 22nd, 2020, 05:13 PM

mosalem2003

Thanks a lot for the prompt response. I will think why the normal arrays cannot execute as a subgraph. I am thinking also how to draw a line between the last two points of L2_Buyer and DI_Buyer when there is an input condition to show the divergences between the lines ..

Sent using the NexusFi mobile app

You would be better off re-writing the Donchian Channel Study in a separate study outside of your trading system and just import the signal once you have all the features you want.

It makes for clearer separation of the different functions for debugging and performance.

December 22nd, 2020, 05:31 PM

I am wondering how to draw a line from L2_Buyer[Index-1] to L2_Buyer[Index-2] and another line from DI_Buyer[Index-1] and DI_Buyer[Index-2] at the condition of buy entry.
I think this will be need a new subgraph declared within the body not as an input and will need to set it as draw_style to line but how to define the start and end point statement .. Not sure where is that documented ?

December 22nd, 2020, 05:34 PM

Trembling Hand

You would be better off re-writing the Donchian Channel Study in a separate study outside of your trading system and just import the signal once you have all the features you want.

It makes for clearer separation of the different functions for debugging and performance.

There is no reason that SCFloatArray cannot work -- as u stated it is all zeroed all the time -- the array of the imported study subgraph may be defined in another type . I will check the code of the Donchain study as well

December 22nd, 2020, 06:09 PM

mosalem2003

There is no reason that SCFloatArray cannot work -- as u stated it is all zeroed all the time -- the array of the imported study subgraph may be defined in another type . I will check the code of the Donchain study as well

Nah they are all float arrays. Last guess is that they are being re-written on every call. Just make them a SCSubgraphRef. Why are you not doing that??

December 22nd, 2020, 06:38 PM

I did and it is working but I was just wondering the reason !
I am now in the stage of drawing the lines ...

December 22nd, 2020, 06:41 PM

What is really interesting -- I coded the same system in the spreadsheets and it provides more signals that are confirmed with visual reviews ! this is what is really making me wonder what is the root cause of that discrepancy ~

I found a proof that there is wrong computation - by viewing L2_Buyer and L2_Seller there is missed ones from the system calculation as shown in the rectangles in the chart attached ...
I tried every possible combination of the Index-x comparisons but it didn't help --- I think the import of the Donchian study subgraphs is not correct for some reason ~

I did attach how the L2_Buyer and L2_Seller should look as indicated from the spreadsheet system calculation ... what is wrong with our ACSIL code ?

December 22nd, 2020, 09:34 PM

It worked as the spreadsheet when I copied and pasted the dochian channel code within the trading system.
The idea is get price divergences with demand index or any other study line that I need to import ..so importing should work to be independent from the study to compare with... I will not copy and paste each study code within the system.
I think there might be an issue with the Get function to import the arrays .. this is not what I expected from ACSIl... This is too basic and we need to work it around !!!

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Questions and discussion for Sierra Chart ACSIL for Beginners

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Questions and discussion for Sierra Chart ACSIL for Beginners