DanDeltaWizWorkerSlave.cpp

#include "sierrachart.h"
#include "common.h"
#include <cmath>

void displayBadge(SCStudyInterfaceRef sc, bool displayNoStopFoundError = false) {
	s_UseTool sessionStatusText;

	int activated = sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATED);

	sessionStatusText.Clear();
	sessionStatusText.ChartNumber = sc.ChartNumber;
	sessionStatusText.Region = sc.GraphRegion;
	sessionStatusText.DrawingType = DRAWING_TEXT;
	sessionStatusText.TextAlignment = DT_LEFT;
	sessionStatusText.FontSize = 10;
	sessionStatusText.UseRelativeVerticalValues = 1;
	sessionStatusText.ReverseTextColor = 0;
	sessionStatusText.LineNumber = 3717;
	sessionStatusText.AddMethod = UTAM_ADD_OR_ADJUST;

	// vertical position .... 100 = top
	sessionStatusText.BeginValue = 94;
	// horizontal position ... 0-150 
	sessionStatusText.BeginDateTime = 2;

	sessionStatusText.Text.Format("WorkerSlave: %s", activated == 1 ? "ACTIVE" : "INACTIVE");

	sessionStatusText.Color = activated == 1 ? RGB(0, 255, 0) : RGB(255, 0, 0);
	sessionStatusText.FontBold = true;

	sc.UseTool(sessionStatusText);

}

void displayNoStopErrorMessage(SCStudyInterfaceRef sc) {
	s_UseTool sessionStatusText;

	sessionStatusText.Clear();
	sessionStatusText.ChartNumber = sc.ChartNumber;
	sessionStatusText.Region = sc.GraphRegion;
	sessionStatusText.DrawingType = DRAWING_TEXT;
	sessionStatusText.TextAlignment = DT_LEFT;
	sessionStatusText.FontSize = 10;
	sessionStatusText.UseRelativeVerticalValues = 1;
	sessionStatusText.ReverseTextColor = 0;
	sessionStatusText.LineNumber = 3217;
	sessionStatusText.AddMethod = UTAM_ADD_OR_ADJUST;

	// vertical position .... 100 = top
	sessionStatusText.BeginValue = 92;
	// horizontal position ... 0-150 
	sessionStatusText.BeginDateTime = 2;

	sessionStatusText.Text = "!! ERROR: No attached stop order found !!";

	sessionStatusText.Color = RGB(255, 0, 0);
	sessionStatusText.FontBold = true;

	sc.UseTool(sessionStatusText);
}

void eraseNoStopErrorMessage(SCStudyInterfaceRef sc) {
	sc.DeleteACSChartDrawing(sc.ChartNumber, TOOL_DELETE_CHARTDRAWING, 3217);
}


int getCurrentStopOrderId(SCStudyInterfaceRef sc) {

	int Index = 0;
	s_SCTradeOrder OrderDetails;
	while (sc.GetOrderByIndex(Index, OrderDetails) != SCTRADING_ORDER_ERROR)
	{
		Index++; // Increment the index for the next call to sc.GetOrderByIndex

		if (OrderDetails.OrderStatusCode != SCT_OSC_OPEN)
			continue;

		if (OrderDetails.ParentInternalOrderID == 0)//This means this is an Attached Order
			continue;

		if (OrderDetails.OrderTypeAsInt != SCT_ORDERTYPE_STOP)
			continue;

		//Get the internal order ID for the attached stop
		int InternalOrderID = OrderDetails.InternalOrderID;
		return InternalOrderID;
	}

	return 0;
}

void adjustStopPriceTo(SCStudyInterfaceRef sc, int orderId, float newStopPrice, int tradingDirection) {
	SCInputRef Input_AllowAdjustmentToSmallerStops = sc.Input[4];
	SCString MessageText;

	// first run? allow smaller stops (from 30 to initial), even if the setting forbids it
	int jungfrau = sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_JUNGFRAUENMODUS);

	// get current stop price
	s_SCTradeOrder currentOrder;
	sc.GetOrderByOrderID(orderId, currentOrder);
	float currentStop = currentOrder.Price1;

	bool doTheModification = false;

	if (tradingDirection == ORDER_TYPE_BUY ? (newStopPrice < currentStop) : (newStopPrice > currentStop)) {
		// new stop is larger than the existing stop ... this is always fine
		doTheModification = true;
	} 
	else if (Input_AllowAdjustmentToSmallerStops.GetBoolean()) {
		// new stop is lower or equal, only allow if smaller stops are ok
		doTheModification = true;
	}
	else if ((!Input_AllowAdjustmentToSmallerStops.GetBoolean()) && (jungfrau == 1)) {
//		// if smaller stops are NOT ok but this is the first time, still allow the smaller stop so that we can move away from the notstop
		doTheModification = true;
	}

	MessageText.Format("!! Stop-modification decision based on settings/parameters is: %i", doTheModification);
	sc.AddMessageToLog(MessageText, 0);

	if (doTheModification) {
		s_SCNewOrder ModifyOrder;
		ModifyOrder.InternalOrderID = orderId;
		ModifyOrder.Price1 = newStopPrice;

		sc.ModifyOrder(ModifyOrder);

		// stop gezogen, jungfrau ist futsch
		sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_JUNGFRAUENMODUS, 0);
	}
}

bool isActivated(SCStudyInterfaceRef sc) {
	return (sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATED) > 0);
}

/*==========================================================================*/
SCSFExport scsf_DeltaWizWorkerSlave(SCStudyInterfaceRef sc)
{
	SCInputRef Input_Enabled = sc.Input[0];
	SCInputRef Input_AdjustOffset = sc.Input[1];
	SCInputRef Input_AutoDeactivateStudyAfterLeavingZone = sc.Input[2];
	SCInputRef Input_StudyDeactivationOffset = sc.Input[3];
	SCInputRef Input_AllowAdjustmentToSmallerStops = sc.Input[4];

	SCString MessageText;

	if (sc.SetDefaults)
	{
		sc.GraphName = "DeltaWiz WorkerSlave";
		sc.AutoLoop = 0;//Auto looping
		sc.GraphRegion = 0;
		sc.ScaleRangeType = SCALE_SAMEASREGION;

		Input_Enabled.Name = "DeltaWiz WorkerSlave Enabled";
		Input_Enabled.SetYesNo(true);

		Input_AdjustOffset.Name = "Stop Adjust Offset";
		Input_AdjustOffset.SetInt(4);
		Input_AdjustOffset.SetIntLimits(1, 1000);
		Input_AdjustOffset.SetDescription("Number of Ticks to offset the newly adjusted Stop.");

		Input_AutoDeactivateStudyAfterLeavingZone.Name = "Auto deactivate Study after Leaving Zone";
		Input_AutoDeactivateStudyAfterLeavingZone.SetYesNo(false);
		Input_AutoDeactivateStudyAfterLeavingZone.SetDescription("If activated, the study deactivates after closing price above x ticks and then moves the stop below the zone.");

		Input_StudyDeactivationOffset.Name = "Study Deactivation Offset";
		Input_StudyDeactivationOffset.SetInt(10);
		Input_StudyDeactivationOffset.SetIntLimits(1, 1000);
		Input_StudyDeactivationOffset.SetDescription("Number of Ticks above/below Zone where to Auto Deactivate Study.");

		Input_AllowAdjustmentToSmallerStops.Name = "Allow Adjusted Stops to Get Smaller";
		Input_AllowAdjustmentToSmallerStops.SetYesNo(false);
		Input_AllowAdjustmentToSmallerStops.SetDescription("Do we allow that stops can get smaller or only bigger?");

		sc.ReceivePointerEvents = false;
		// During development set this flag to 1, so the DLL can be rebuilt without restarting Sierra Chart. When development is completed, set it to 0 to improve performance.
//		sc.FreeDLL = 1;

		sc.AllowMultipleEntriesInSameDirection = 1;
		sc.AllowOppositeEntryWithOpposingPositionOrOrders = 1;
		sc.CancelAllOrdersOnEntriesAndReversals = 0;
		sc.AllowOnlyOneTradePerBar = 0;
		sc.SupportReversals = 0;
		sc.AllowEntryWithWorkingOrders = 1;
		sc.SupportAttachedOrdersForTrading = 0;
		sc.UseGUIAttachedOrderSetting = 1;

		//use a high-value to effectively not put any Position Quantity restrictions
		sc.MaximumPositionAllowed = 100000000;

		return;
	}

	if (sc.IsUserAllowedForSCDLLName == false)
	{
		if (sc.Index == 0)
		{
			sc.AddMessageToLog("You are not allowed to use this study", 1);
		}
		return;
	}

	if (sc.LastCallToFunction)
	{
		// abriss
		return;
	}

	if (sc.HideStudy)
		return;

	//For safety must never do any order management while historical data is being downloaded.
	if (sc.ChartIsDownloadingHistoricalData(sc.ChartNumber))
		return;

	int index = sc.Index;


	if (sc.UpdateStartIndex == 0)//Perform initialization
	{
		sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATED, 0);
		sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATE_POST_ZONE_ADJUSTMENT, 0);
		sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_JUNGFRAUENMODUS, 1);

		return;
	}

	// main update, done after the next bar is finished
	if (index == 0) {
		return;
	}

	displayBadge(sc);

	sc.SetCustomStudyControlBarButtonHoverText(ACS_BUTTON_44, "Click here to abort SMBS (Stop Management by Slave)");
	sc.SetCustomStudyControlBarButtonText(ACS_BUTTON_44, "Stop the Slave");

	// wait for a button
	if (sc.MenuEventID == ACS_BUTTON_44)
	{
		// reset button to off
		sc.SetCustomStudyControlBarButtonEnable(sc.MenuEventID, 0);
		sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATED, 0);
		sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_JUNGFRAUENMODUS, 1);
		eraseNoStopErrorMessage(sc);
		return;
	}

	if (!(sc.GetBarHasClosedStatus(index) == BHCS_BAR_HAS_CLOSED))
	{
		return;
	}

	sc.SendOrdersToTradeService = !sc.GlobalTradeSimulationIsOn;

	// check if we got activated by the deltazone wizard
	// do nothing if not
	if (!isActivated(sc)) {
		return;
	}

	float zoneTop = sc.GetPersistentFloat(WORKERSLAVE_PERSISTENT_MONITORING_ZONE_TOP);
	float zoneBottom = sc.GetPersistentFloat(WORKERSLAVE_PERSISTENT_MONITORING_ZONE_BOTTOM);
	int tradingDirection = sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_TRADING_DIRECTION);

	float barClose = sc.BaseDataIn[SC_LAST][sc.Index];
	float barLow = sc.BaseDataIn[SC_LOW][sc.Index];
	float barHigh = sc.BaseDataIn[SC_HIGH][sc.Index];

	// get current stop order (has to be attached!)
	int currentStopOrderId = getCurrentStopOrderId(sc);
	if (currentStopOrderId <= 0) {
		sc.AddMessageToLog("Error: We are activated but no attached stop order was found. Exiting.", 1);
		displayNoStopErrorMessage(sc);
		return;
	}
	else {
		eraseNoStopErrorMessage(sc);
	}
	
	// long case
	if (tradingDirection == ORDER_TYPE_BUY) {

		// 1: Wenn Low untertickt (aber nicht unterclosed), merken wir uns das und ziehen den Stop erst unter das low, und spaeter unter die Zone, sobald ein SK ueber der Zone gemacht wurde
		// ABA NUR, WENN DER BISHERIGE STOP NICHT HÖHER IST
		if (
			sc.FormattedEvaluate(barLow, sc.BaseGraphValueFormat, LESS_OPERATOR, static_cast<float>(zoneBottom), sc.BaseGraphValueFormat) &&
			!(sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, LESS_OPERATOR, static_cast<float>(zoneBottom), sc.BaseGraphValueFormat))
			) {

			MessageText.Format("!! Price SPIKE below zone low. Adjusting stop to %.02f.", barLow - Input_AdjustOffset.GetInt() * sc.TickSize);
			sc.AddMessageToLog(MessageText,0);

			adjustStopPriceTo(sc, currentStopOrderId, barLow - Input_AdjustOffset.GetInt() * sc.TickSize, tradingDirection);

			// activate post zone adjustment ... stop wieder unter die zone sobald oben raus
			sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATE_POST_ZONE_ADJUSTMENT, 1);

			// fertig
			return;
		}
		// 2: Wenn Low unterclosed, Stopp nachziehen unter das Low der Kerze, ABA NUR, WENN DER BISHERIGE STOP NICHT HÖHER IST
		else if ( sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, LESS_OPERATOR, static_cast<float>(zoneBottom), sc.BaseGraphValueFormat)) {

			MessageText.Format("!! Price CLOSE below zone low. Adjusting stop to %.02f.", barLow - Input_AdjustOffset.GetInt() * sc.TickSize);
			sc.AddMessageToLog(MessageText, 0);

			adjustStopPriceTo(sc, currentStopOrderId, barLow - Input_AdjustOffset.GetInt() * sc.TickSize, tradingDirection);
		}

		// 3: wenn preis 10T ueber der Zone, den Sklaven wieder deaktivieren
		else if (Input_AutoDeactivateStudyAfterLeavingZone.GetBoolean() && sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, GREATER_OPERATOR, static_cast<float>(zoneTop + Input_StudyDeactivationOffset.GetInt() * sc.TickSize), sc.BaseGraphValueFormat)) {
			sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATED, 0);

			if (sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_JUNGFRAUENMODUS) == 1) {
				// jungfraeulicher Stop, ziehen auf Zone -1

				MessageText.Format("!! Auto-off after close above zone high. Adjusting stop to %.02f.", zoneBottom - 1 * sc.TickSize);
				sc.AddMessageToLog(MessageText, 0);

				adjustStopPriceTo(sc, currentStopOrderId, zoneBottom - 1 * sc.TickSize, tradingDirection);
			}
		}

		// 4: es gab einen ausstopper und wir ziehen nach verlassen der zone den stop wieder unter die urspungszone
//		else if (
//			(sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATE_POST_ZONE_ADJUSTMENT) == 1) &&
//			sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, GREATER_OPERATOR, static_cast<float>(zoneTop), sc.BaseGraphValueFormat)
//			) {
//			adjustStopPriceTo(sc, currentStopOrderId, zoneBottom - 1 * sc.TickSize);
//		}
	}

	// short case
	else if (tradingDirection == ORDER_TYPE_SELL) {

		// 1: Wenn High uebertickt (aber nicht ueberclosed), merken wir uns das und ziehen den Stop erst unter das high, und spaeter ueber die Zone, sobald ein SK unter der Zone gemacht wurde
		if (
			sc.FormattedEvaluate(barHigh, sc.BaseGraphValueFormat, GREATER_OPERATOR, static_cast<float>(zoneTop), sc.BaseGraphValueFormat) &&
			!(sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, GREATER_OPERATOR, static_cast<float>(zoneTop), sc.BaseGraphValueFormat))
			) {

			MessageText.Format("!! Price SPIKE above zone high. Adjusting stop to %.02f.", barHigh + Input_AdjustOffset.GetInt() * sc.TickSize);
			sc.AddMessageToLog(MessageText, 0);

			adjustStopPriceTo(sc, currentStopOrderId, barHigh + Input_AdjustOffset.GetInt() * sc.TickSize, tradingDirection);

			// activate post zone adjustment ... stop wieder ueber die zone sobald unten raus
			sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATE_POST_ZONE_ADJUSTMENT, 1);

			// fertig
			return;
		}
		// 2: Wenn High ueberclosed, Stopp nachziehen ueber das High der Kerze
		else if (sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, GREATER_OPERATOR, static_cast<float>(zoneTop), sc.BaseGraphValueFormat)) {

			MessageText.Format("!! Price CLOSE above zone high. Adjusting stop to %.02f.", barHigh + Input_AdjustOffset.GetInt() * sc.TickSize);
			sc.AddMessageToLog(MessageText, 0);

			adjustStopPriceTo(sc, currentStopOrderId, barHigh + Input_AdjustOffset.GetInt() * sc.TickSize, tradingDirection);
		}

		// 3: wenn preis 10T unter der Zone, den Sklaven wieder deaktivieren
		else if (Input_AutoDeactivateStudyAfterLeavingZone.GetBoolean() && sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, LESS_OPERATOR, static_cast<float>(zoneBottom - Input_StudyDeactivationOffset.GetInt() * sc.TickSize), sc.BaseGraphValueFormat)) {
			sc.SetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATED, 0);

			if (sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_JUNGFRAUENMODUS) == 1) {

				MessageText.Format("!! Auto-off after close below zone low. Adjusting stop to %.02f.", zoneTop + 1 * sc.TickSize);
				sc.AddMessageToLog(MessageText, 0);

				// jungfraeulicher Stop, ziehen auf Zone -1
				adjustStopPriceTo(sc, currentStopOrderId, zoneTop + 1 * sc.TickSize, tradingDirection);
			}
		}

		// 4: es gab einen ausstopper und wir ziehen nach verlassen der zone den stop wieder ueber die urspungszone
//		else if (
//			(sc.GetPersistentInt(WORKERSLAVE_PERSISTENT_ACTIVATE_POST_ZONE_ADJUSTMENT) == 1) &&
//			sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, LESS_OPERATOR, static_cast<float>(zoneBottom), sc.BaseGraphValueFormat)
//			) {
//			adjustStopPriceTo(sc, currentStopOrderId, zoneTop + 1 * sc.TickSize);
//		}
	}
	
}