DanZoneMaster.cpp

#include "sierrachart.h"
#include "common.h"

void switchZoneToBuy(SCStudyInterfaceRef sc, int drawingIndex, int InputChartNumber) {
	SCInputRef Input_ZoneDrawingMode = sc.Input[1];

	s_UseTool ChartDrawing;
	ChartDrawing.AddMethod = UTAM_ADD_OR_ADJUST;

	Input_ZoneDrawingMode.GetIndex() == 0 ? sc.GetUserDrawnChartDrawing(InputChartNumber, DRAWING_RECTANGLE_EXT_HIGHLIGHT, ChartDrawing, drawingIndex) :
		sc.GetACSDrawingByLineNumber(InputChartNumber, drawingIndex, ChartDrawing);
	ChartDrawing.SecondaryColor = ZONE_ACTIVE_BUY_FILL_COLOR;
	sc.UseTool(ChartDrawing);
}

void switchZoneToSell(SCStudyInterfaceRef sc, int drawingIndex, int InputChartNumber) {
	SCInputRef Input_ZoneDrawingMode = sc.Input[1];

	s_UseTool ChartDrawing;
	ChartDrawing.AddMethod = UTAM_ADD_OR_ADJUST;

	Input_ZoneDrawingMode.GetIndex() == 0 ? sc.GetUserDrawnChartDrawing(InputChartNumber, DRAWING_RECTANGLE_EXT_HIGHLIGHT, ChartDrawing, drawingIndex) :
		sc.GetACSDrawingByLineNumber(InputChartNumber, drawingIndex, ChartDrawing);
	ChartDrawing.SecondaryColor = ZONE_ACTIVE_SELL_FILL_COLOR;
	sc.UseTool(ChartDrawing);
}

void switchZoneToFlip(SCStudyInterfaceRef sc, int drawingIndex, int InputChartNumber) {
	SCInputRef Input_ZoneDrawingMode = sc.Input[1];

	s_UseTool ChartDrawing;
	ChartDrawing.AddMethod = UTAM_ADD_OR_ADJUST;

	Input_ZoneDrawingMode.GetIndex() == 0 ? sc.GetUserDrawnChartDrawing(InputChartNumber, DRAWING_RECTANGLE_EXT_HIGHLIGHT, ChartDrawing, drawingIndex) :
		sc.GetACSDrawingByLineNumber(InputChartNumber, drawingIndex, ChartDrawing);
	ChartDrawing.ChartNumber = InputChartNumber;
	ChartDrawing.SecondaryColor = ZONE_FLIP_FILL_COLOR;
	sc.UseTool(ChartDrawing);
}

void switchZoneToDisabled(SCStudyInterfaceRef sc, int drawingIndex, int InputChartNumber) {
	SCInputRef Input_ZoneDrawingMode = sc.Input[1];

	s_UseTool ChartDrawing;
	ChartDrawing.AddMethod = UTAM_ADD_OR_ADJUST;

	Input_ZoneDrawingMode.GetIndex() == 0 ? sc.GetUserDrawnChartDrawing(InputChartNumber, DRAWING_RECTANGLE_EXT_HIGHLIGHT, ChartDrawing, drawingIndex) :
		sc.GetACSDrawingByLineNumber(InputChartNumber, drawingIndex, ChartDrawing);
	ChartDrawing.ChartNumber = InputChartNumber;
	ChartDrawing.SecondaryColor = ZONE_INACTIVE_FILL_COLOR;
	sc.UseTool(ChartDrawing);
}

void writeZoneMasterStatusBadge(SCStudyInterfaceRef sc, bool enabled, int buyZoneCounter, int sellZoneCounter, int flipZoneCounter, int targetChartNumber) {
	//	if (Subgraph_ActiveStatusDisplay.DrawStyle != DRAWSTYLE_IGNORE)
	//	{

	s_UseTool displaytext;

	displaytext.Clear();
	displaytext.ChartNumber = sc.ChartNumber;
	displaytext.Region = sc.GraphRegion;
	displaytext.DrawingType = DRAWING_TEXT;
	displaytext.TextAlignment = DT_RIGHT;
	displaytext.FontSize = 10;
	displaytext.UseRelativeVerticalValues = 1;
	displaytext.ReverseTextColor = 0;

	displaytext.AddMethod = UTAM_ADD_OR_ADJUST;

	// vertical position .... 100 = top
	displaytext.BeginValue = 100;
	// horizontal position ... 0-150 
	displaytext.BeginDateTime = 148;

	displaytext.Text = enabled ? "ZoneMaster: Enabled" : "ZoneMaster: Disabled";
	displaytext.Color = enabled ? RGB(0, 255, 0) : RGB(255, 0, 0);

	sc.UseTool(displaytext);

	if (enabled) {


		// display amount of active buy zones
		s_UseTool buyzonecounttext;

		buyzonecounttext.Clear();
		buyzonecounttext.ChartNumber = sc.ChartNumber;
		buyzonecounttext.Region = sc.GraphRegion;
		buyzonecounttext.DrawingType = DRAWING_TEXT;
		buyzonecounttext.TextAlignment = DT_RIGHT;
		buyzonecounttext.FontSize = 10;
		buyzonecounttext.UseRelativeVerticalValues = 1;
		buyzonecounttext.ReverseTextColor = 0;
		buyzonecounttext.LineNumber = 4713;

		buyzonecounttext.AddMethod = UTAM_ADD_OR_ADJUST;

		// vertical position .... 100 = top
		buyzonecounttext.BeginValue = 98;
		// horizontal position ... 0-150 
		buyzonecounttext.BeginDateTime = 148;

		buyzonecounttext.Text.Format("Found %i active Buy Zone(s)", buyZoneCounter);

		buyzonecounttext.Color = RGB(0, 255, 0);
		buyzonecounttext.FontBold = false;

		sc.UseTool(buyzonecounttext);

		// display amount of active sell zones
		s_UseTool sellzonecounttext;

		sellzonecounttext.Clear();
		sellzonecounttext.ChartNumber = sc.ChartNumber;
		sellzonecounttext.Region = sc.GraphRegion;
		sellzonecounttext.DrawingType = DRAWING_TEXT;
		sellzonecounttext.TextAlignment = DT_RIGHT;
		sellzonecounttext.FontSize = 10;
		sellzonecounttext.UseRelativeVerticalValues = 1;
		sellzonecounttext.ReverseTextColor = 0;
		sellzonecounttext.LineNumber = 4714;
		sellzonecounttext.AddMethod = UTAM_ADD_OR_ADJUST;

		// vertical position .... 100 = top
		sellzonecounttext.BeginValue = 96;
		// horizontal position ... 0-150 
		sellzonecounttext.BeginDateTime = 148;

		sellzonecounttext.Text.Format("Found %i active Sell Zone(s)", sellZoneCounter);

		sellzonecounttext.Color = RGB(255, 0, 0);
		sellzonecounttext.FontBold = false;

		sc.UseTool(sellzonecounttext);

		// display amount of active flip zones
		s_UseTool flipzonecounttext;

		flipzonecounttext.Clear();
		flipzonecounttext.ChartNumber = sc.ChartNumber;
		flipzonecounttext.Region = sc.GraphRegion;
		flipzonecounttext.DrawingType = DRAWING_TEXT;
		flipzonecounttext.TextAlignment = DT_RIGHT;
		flipzonecounttext.FontSize = 10;
		flipzonecounttext.UseRelativeVerticalValues = 1;
		flipzonecounttext.ReverseTextColor = 0;
		flipzonecounttext.LineNumber = 4716;
		flipzonecounttext.AddMethod = UTAM_ADD_OR_ADJUST;

		// vertical position .... 100 = top
		flipzonecounttext.BeginValue = 94;
		// horizontal position ... 0-150 
		flipzonecounttext.BeginDateTime = 148;

		flipzonecounttext.Text.Format("Found %i Flip Zone(s)", flipZoneCounter);

		flipzonecounttext.Color = RGB(255, 255, 0);
		flipzonecounttext.FontBold = false;

		sc.UseTool(flipzonecounttext);
	}
	//	}
}

boolean zoneIsActive(s_UseTool ChartDrawing) {
	return (ChartDrawing.SecondaryColor == ZONE_ACTIVE_BUY_FILL_COLOR || ChartDrawing.SecondaryColor == ZONE_ACTIVE_SELL_FILL_COLOR || ChartDrawing.SecondaryColor == ZONE_FLIP_FILL_COLOR);
}

boolean isBuyZone(s_UseTool ChartDrawing) {
	return (ChartDrawing.SecondaryColor == ZONE_ACTIVE_BUY_FILL_COLOR);
}

boolean isSellZone(s_UseTool ChartDrawing) {
	return (ChartDrawing.SecondaryColor == ZONE_ACTIVE_SELL_FILL_COLOR);
}

boolean isFlipZone(s_UseTool ChartDrawing) {
	return (ChartDrawing.SecondaryColor == ZONE_FLIP_FILL_COLOR);
}


bool findZones(SCStudyInterfaceRef sc, int InputChartNumber, int zoneDrawingMode) {
	s_UseTool ChartDrawing;
	SCString MessageText;
	SCString ZoneText;
	//	SCSubgraphRef Subgraph_Zones = sc.Subgraph[0];
	SCFloatArrayRef BuyZonesArray = sc.Subgraph[0];
	SCFloatArrayRef SellZonesArray = sc.Subgraph[1];
	SCFloatArrayRef FlipZonesArray = sc.Subgraph[2];

	int numDrawings = 0;
	
	if (zoneDrawingMode == ZONE_DRAWING_MODE_BRACKETMASTER) {
		numDrawings = sc.GetACSDrawingsCount(InputChartNumber, 0);
	}
	else {
		numDrawings = sc.GetUserDrawnDrawingsCount(InputChartNumber, 0);
	}

	//	MessageText.Format("Number of drawings found=%i ", numDrawings);
		//	sc.AddMessageToLog(MessageText, 0);

			// iterate over ALL user drawings and find the zones
	int buyZoneCounter = 0;
	int sellZoneCounter = 0;
	int flipZoneCounter = 0;

	for (int i = 0; i < numDrawings; i++) {

		int result;

		if (zoneDrawingMode == ZONE_DRAWING_MODE_BRACKETMASTER) {
			result = sc.GetACSDrawingByIndex(InputChartNumber, i, ChartDrawing, 0);
		}
		else {
			result = sc.GetUserDrawnChartDrawing(InputChartNumber, DRAWING_RECTANGLE_EXT_HIGHLIGHT, ChartDrawing, i);
		}

		if (result)
		{
			// skip zone if it's not active
			if (!zoneIsActive(ChartDrawing))
				continue;

			float rectTop = ChartDrawing.BeginValue;
			float rectBottom = ChartDrawing.EndValue;

			// get potential text from zone
			ZoneText = ChartDrawing.Text;

			// correct order in case someone draws a rectangle starting from bottom to top
			if (rectBottom > rectTop) {
				float tmp = rectTop;
				rectTop = rectBottom;
				rectBottom = tmp;
			}

			COLORREF fillColor = ChartDrawing.SecondaryColor;
			COLORREF borderColor = ChartDrawing.Color;
			//			sc.AddMessageToLog("Ext. Rectangle was added on current chart!", 0);
			//			MessageText.Format("Top=%f, Bottom=%f, BorderColor=%i, FillColor=%i ", rectTop, rectBottom, borderColor, fillColor);
			//			sc.AddMessageToLog(MessageText, 0);

			if (zoneIsActive(ChartDrawing)) {
				//				sc.AddMessageToLog("Zone is active!", 0);
				if (isBuyZone(ChartDrawing)) {
					// buy zone
					BuyZonesArray[buyZoneCounter] = rectTop;
					BuyZonesArray[buyZoneCounter + 1] = rectBottom;
					if (zoneDrawingMode == ZONE_DRAWING_MODE_BRACKETMASTER) {
						BuyZonesArray[buyZoneCounter + 2] = static_cast<float>(ChartDrawing.LineNumber); // store DrawingIndex so that we can disable the zone later
					}
					else {
						BuyZonesArray[buyZoneCounter + 2] = static_cast<float>(i); // store DrawingIndex so that we can disable the zone later
					}
					buyZoneCounter += 3;
				}
				else if (isSellZone(ChartDrawing)) {
					// sell zone
					SellZonesArray[sellZoneCounter] = rectTop;
					SellZonesArray[sellZoneCounter + 1] = rectBottom;
					if (zoneDrawingMode == ZONE_DRAWING_MODE_BRACKETMASTER) {
						SellZonesArray[sellZoneCounter + 2] = static_cast<float>(ChartDrawing.LineNumber);
					}
					else {
						SellZonesArray[sellZoneCounter + 2] = static_cast<float>(i);
					}
					sellZoneCounter += 3;
				}
				else if (isFlipZone(ChartDrawing)) {
					// flip zone
					FlipZonesArray[flipZoneCounter] = rectTop;
					FlipZonesArray[flipZoneCounter + 1] = rectBottom;
					if (zoneDrawingMode == ZONE_DRAWING_MODE_BRACKETMASTER) {
						FlipZonesArray[flipZoneCounter + 2] = static_cast<float>(ChartDrawing.LineNumber);
					}
					else {
						FlipZonesArray[flipZoneCounter + 2] = static_cast<float>(i);
					}
					flipZoneCounter += 3;
				}
				else
					sc.AddMessageToLog("Zone is inactive! - skipping", 0);

				//		sc.AddMessageToLog(ChartDrawing.Text, 1);
			}
		}
	}

	bool dirty = false;

	int prevBuyZoneCount = sc.GetPersistentInt(PERSISTENT_PREV_BUY_ZONE_COUNT);
	int prevSellZoneCount = sc.GetPersistentInt(PERSISTENT_PREV_SELL_ZONE_COUNT);
	int prevFlipZoneCount = sc.GetPersistentInt(PERSISTENT_PREV_FLIP_ZONE_COUNT);


	if (prevBuyZoneCount < 0) {
		// first run
		sc.SetPersistentInt(PERSISTENT_PREV_BUY_ZONE_COUNT, buyZoneCounter / 3);
	}
	else {
		if (prevBuyZoneCount != (buyZoneCounter / 3)
			) {
			sc.SetPersistentInt(PERSISTENT_PREV_BUY_ZONE_COUNT, buyZoneCounter / 3);
			dirty = true;
		}
	}

	if (prevSellZoneCount < 0) {
		// first run
		sc.SetPersistentInt(PERSISTENT_PREV_SELL_ZONE_COUNT, sellZoneCounter / 3);
	}
	else {
		if (prevSellZoneCount != (sellZoneCounter / 3)
			) {
			sc.SetPersistentInt(PERSISTENT_PREV_SELL_ZONE_COUNT, sellZoneCounter / 3);
			dirty = true;
		}
	}

	if (prevFlipZoneCount < 0) {
		// first run
		sc.SetPersistentInt(PERSISTENT_PREV_FLIP_ZONE_COUNT, flipZoneCounter / 3);
	}
	else {
		if (prevFlipZoneCount != (flipZoneCounter / 3)
			) {
			sc.SetPersistentInt(PERSISTENT_PREV_FLIP_ZONE_COUNT, flipZoneCounter / 3);
			dirty = true;
		}
	}

	// persist total count of zones for buy and sell
	sc.SetPersistentInt(PERSISTENT_BUY_ZONE_COUNT, buyZoneCounter / 3);
	sc.SetPersistentInt(PERSISTENT_SELL_ZONE_COUNT, sellZoneCounter / 3);
	sc.SetPersistentInt(PERSISTENT_FLIP_ZONE_COUNT, flipZoneCounter / 3);

	/*
	for (int i = 0; i < buyZoneCounter; i+=3) {
		MessageText.Format("BUYZONE Chart #%i - Top=%f, Bottom=%f, DrawingIndex=%f", InputChartNumber, BuyZonesArray[i], BuyZonesArray[i+1], BuyZonesArray[i + 2]);
		sc.AddMessageToLog(MessageText, 0);
	}

	for (int i = 0; i < sellZoneCounter; i += 3) {
		MessageText.Format("SELLZONE Chart #%i - Top=%f, Bottom=%f, DrawingIndex=%f", InputChartNumber, SellZonesArray[i], SellZonesArray[i + 1], SellZonesArray[i + 2]);
		sc.AddMessageToLog(MessageText, 0);
	}

		for (int i = 0; i < flipZoneCounter; i += 3) {
		MessageText.Format("FLIPZONE Chart #%i - Top=%f, Bottom=%f, DrawingIndex=%f", InputChartNumber, FlipZonesArray[i], FlipZonesArray[i + 1], FlipZonesArray[i + 2]);
		sc.AddMessageToLog(MessageText, 0);
	}

	*/

	return dirty;

}

/*==========================================================================*/
SCSFExport scsf_ZoneMaster(SCStudyInterfaceRef sc)
{
	SCFloatArrayRef BuyZonesArray = sc.Subgraph[0];
	SCFloatArrayRef SellZonesArray = sc.Subgraph[1];
	SCFloatArrayRef FlipZonesArray = sc.Subgraph[2];

	SCInputRef Input_Enabled = sc.Input[0];
	SCInputRef Input_ZoneDrawingMode = sc.Input[1];
	SCInputRef Input_AutomatedFlippingBasedOnPriceLocation = sc.Input[2];

	SCString MessageText;

	if (sc.SetDefaults)
	{
		sc.GraphName = "ZoneMaster2000";
		sc.AutoLoop = 0;//Manual looping
		sc.GraphRegion = 0;
		sc.ScaleRangeType = SCALE_SAMEASREGION;

		Input_Enabled.Name = "ZoneMaster Enabled";
		Input_Enabled.SetYesNo(true);

		Input_ZoneDrawingMode.Name = "Where To Take Zones From";
		Input_ZoneDrawingMode.SetCustomInputStrings("User Chart Drawings;BracketMaster");
		Input_ZoneDrawingMode.SetCustomInputIndex(0);

		Input_AutomatedFlippingBasedOnPriceLocation.Name = "Adjust Zone Directions based on Current Price";
		Input_AutomatedFlippingBasedOnPriceLocation.SetYesNo(true);
		Input_AutomatedFlippingBasedOnPriceLocation.SetDescription("Automatically switch all upper Zones to sell and lower zones to buy after bar close.");

		sc.ReceivePointerEvents = false;

		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;
	}

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

	bool dirty = findZones(sc, sc.ChartNumber, Input_ZoneDrawingMode.GetIndex() == 0 ? ZONE_DRAWING_MODE_USERDRAWINGS : ZONE_DRAWING_MODE_BRACKETMASTER);

	sc.SetPersistentInt(PERSISTENT_DIRTY, dirty);

	int buyZoneCounter = sc.GetPersistentInt(PERSISTENT_BUY_ZONE_COUNT);
	int sellZoneCounter = sc.GetPersistentInt(PERSISTENT_SELL_ZONE_COUNT);
	int flipZoneCounter = sc.GetPersistentInt(PERSISTENT_FLIP_ZONE_COUNT);

	if (sc.UpdateStartIndex == 0)//Perform initialization
	{
		writeZoneMasterStatusBadge(sc, Input_Enabled.GetBoolean(), buyZoneCounter, sellZoneCounter, flipZoneCounter, sc.ChartNumber);
		sc.SetPersistentInt(PERSISTENT_COMMAND_SET_ZONE_TO_FLIPZONE, -1);
		sc.SetPersistentInt(PERSISTENT_COMMAND_SET_ZONE_TO_DEACTIVATED, -1);
	}

	if (dirty) {
		writeZoneMasterStatusBadge(sc, Input_Enabled.GetBoolean(), buyZoneCounter, sellZoneCounter, flipZoneCounter, sc.ChartNumber);
	}

	int flipZoneCommandZoneIndex = sc.GetPersistentInt(PERSISTENT_COMMAND_SET_ZONE_TO_FLIPZONE);

	if (flipZoneCommandZoneIndex >= 0) {
		sc.SetPersistentInt(PERSISTENT_COMMAND_SET_ZONE_TO_FLIPZONE, -1);
		switchZoneToFlip(sc, flipZoneCommandZoneIndex, sc.ChartNumber);
	}

	int disableZoneCommandZoneIndex = sc.GetPersistentInt(PERSISTENT_COMMAND_SET_ZONE_TO_DEACTIVATED);

	if (disableZoneCommandZoneIndex >= 0) {
		sc.SetPersistentInt(PERSISTENT_COMMAND_SET_ZONE_TO_DEACTIVATED, -1);
		switchZoneToDisabled(sc, disableZoneCommandZoneIndex, sc.ChartNumber);
	}

	// do stuff once a bar is finished
	if (!(sc.GetBarHasClosedStatus(sc.Index) == BHCS_BAR_HAS_CLOSED))
	{
		return;
	}

	int index = sc.Index;

	if (index == 0) {
		return;
	}

	//	displaySessionTimeStatus(sc, Input_DifferentValuesForEveningSession.BooleanValue, Input_DeltaThreshold.GetInt(), Input_EveningDeltaThreshold.GetInt(), Input_DeltaFilterThreshold.GetInt(), Input_EveningDeltaFilterThreshold.GetInt(), sc.BaseDateTimeIn.TimeAt(sc.Index));

	// No zones? Do nothing!
	if ((buyZoneCounter == 0 && sellZoneCounter == 0 && flipZoneCounter == 0) || (Input_Enabled.BooleanValue == 0))
		return;

	// if persistent value changed


	// blah

	float barClose = sc.BaseDataIn[SC_LAST][sc.Index];

	// now it is determined that we have active zones and M15 candle is finished ... let's do the work now per zone type

	// buy zones
	for (int i = 0; i < buyZoneCounter * 3; i += 3) {

		float zoneTop = BuyZonesArray[i];
		float zoneBottom = BuyZonesArray[i + 1];
		int drawingIndex = static_cast<int>(BuyZonesArray[i + 2]);

		if (Input_AutomatedFlippingBasedOnPriceLocation.GetBoolean() && sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, LESS_OPERATOR, static_cast<float>(zoneBottom), sc.BaseGraphValueFormat)) {
			switchZoneToSell(sc, drawingIndex, sc.ChartNumber);
		}
	}

	// sell zones
	for (int i = 0; i < sellZoneCounter * 3; i += 3) {

		float zoneTop = SellZonesArray[i];
		float zoneBottom = SellZonesArray[i + 1];
		int drawingIndex = static_cast<int>(SellZonesArray[i + 2]);

		if (Input_AutomatedFlippingBasedOnPriceLocation.GetBoolean() && sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, GREATER_OPERATOR, static_cast<float>(zoneTop), sc.BaseGraphValueFormat)) {
			switchZoneToBuy(sc, drawingIndex, sc.ChartNumber);
		}
	}

	// flip zones
	for (int i = 0; i < flipZoneCounter * 3; i += 3) {

		float zoneTop = FlipZonesArray[i];
		float zoneBottom = FlipZonesArray[i + 1];
		int drawingIndex = static_cast<int>(FlipZonesArray[i + 2]);

		if (sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, GREATER_OPERATOR, static_cast<float>(zoneTop), sc.BaseGraphValueFormat)) {
			switchZoneToBuy(sc, drawingIndex, sc.ChartNumber);
		}
		else if (sc.FormattedEvaluate(barClose, sc.BaseGraphValueFormat, LESS_OPERATOR, static_cast<float>(zoneBottom), sc.BaseGraphValueFormat)) {
			switchZoneToSell(sc, drawingIndex, sc.ChartNumber);
		}
	}

}