Source code for Delta Divergences, written for the Sierra Chart trading platform.
/*jdt Delta DivergenceAuthor: jsydDate: 11/13/2011*/#include
"sierrachart.h"SCDLLInit("Delta
Divergence");/***********************************************************************/SCSFExport
scsf_DeltaDivergence(SCStudyGraphRef sc){SCSubgraphRef
ddVolSubgraph = sc.Subgraph[0];SCSubgraphRef ddBuySubgraph =
sc.Subgraph[1];SCSubgraphRef ddSellSubgraph =
sc.Subgraph[2];SCSubgraphRef ma1Subgraph =
sc.Subgraph[3];SCSubgraphRef ma2Subgraph =
sc.Subgraph[4];SCInputRef version = sc.Input[0];SCInputRef
ddModeInput = sc.Input[1];SCInputRef useCSTInput =
sc.Input[2];SCInputRef ddPeriodInput = sc.Input[3];SCInputRef
ma1Input = sc.Input[4];SCInputRef ma2Input = sc.Input[5];SCInputRef
maTypeInput = sc.Input[6];SCInputRef maInputDataInput =
sc.Input[7];SCInputRef ddOffsetInput = sc.Input[8];SCInputRef
maOffsetInput = sc.Input[9];if(sc.SetDefaults){sc.GraphName="Delta
Divergence";sc.StudyDescription="Delta Divergence with option to
only trade with trend";ddVolSubgraph.Name = "Delta
Volume";ddVolSubgraph.DrawStyle =
DRAWSTYLE_DONOTDRAW;ddBuySubgraph.Name = "Delta Divergence
Buy";ddBuySubgraph.DrawStyle =
DRAWSTYLE_ARROWUP;ddBuySubgraph.PrimaryColor = RGB(0, 255,
0);ddBuySubgraph.LineWidth = 2;ddSellSubgraph.Name = "Delta
Divergence Sell";ddSellSubgraph.DrawStyle =
DRAWSTYLE_ARROWDOWN;ddSellSubgraph.PrimaryColor = RGB(255, 0,
0);ddSellSubgraph.LineWidth = 2;ma1Subgraph.Name =
"ma1";ma1Subgraph.DrawStyle =
DRAWSTYLE_LINE;ma1Subgraph.PrimaryColor = RGB(0, 128,
0);ma1Subgraph.SecondaryColor = RGB(0, 0, 0);ma1Subgraph.LineWidth
= 1;ma2Subgraph.Name = "ma2";ma2Subgraph.DrawStyle =
DRAWSTYLE_LINE;ma2Subgraph.PrimaryColor = RGB(128, 0,
0);ma2Subgraph.SecondaryColor = RGB(0, 0, 0);ma2Subgraph.LineWidth
= 1;// InputsddModeInput.Name = "Trend following
mode";ddModeInput.SetYesNo(false);useCSTInput.Name = "Use Daily
HH/LL (else define
period)";useCSTInput.SetYesNo(false);ddPeriodInput.Name = "Lookback
Period"; ddPeriodInput.SetInt(5); ddPeriodInput.SetIntLimits(0,
1000);ma1Input.Name = "Fast MA
Length";ma1Input.SetInt(20);ma1Input.SetIntLimits(1,
10000);ma2Input.Name = "Slow MA
Length";ma2Input.SetInt(30);ma2Input.SetIntLimits(1,
10000);maTypeInput.Name = "MA
Type";maTypeInput.SetMovAvgType(MOVAVGTYPE_EXPONENTIAL);maInputDataInput.Name
= "MA Input
Data";maInputDataInput.SetInputDataIndex(SC_LAST);ddOffsetInput.Name
= "Display Signal Offset"; ddOffsetInput.SetFloat(.001);
ddOffsetInput.SetFloatLimits(.00001f, 1000);maOffsetInput.Name =
"MA Zone Offset"; maOffsetInput.SetFloat(.0002);
maOffsetInput.SetFloatLimits(.00001f, 1000);version.Name =
"Version";version.SetInt(2);version.SetIntLimits(2,2);sc.DrawZeros
= false; sc.AutoLoop = 1;sc.FreeDLL = 0;sc.GraphRegion =
0;sc.ValueFormat =
6;sc.ScaleRangeType=SCALE_SAMEASREGION;return;}int cur =
sc.Index;/*======================================================================================MA========================================================================================*/sc.MovingAverage(sc.BaseDataIn[maInputDataInput.GetInputDataIndex()],
ma1Subgraph, maTypeInput.GetMovAvgType() , cur,
ma1Input.GetInt());sc.MovingAverage(sc.BaseDataIn[maInputDataInput.GetInputDataIndex()],
ma2Subgraph, maTypeInput.GetMovAvgType() , cur,
ma2Input.GetInt());/*====================================================================================Delta
Divergence====================================================================================*/if(sc.GetBarHasClosedStatus()
== BHCS_BAR_HAS_CLOSED) {float ddHigh;float ddLow;float Open;float
Close;ddVolSubgraph[cur] = sc.BaseDataIn[SC_ASKVOL][cur] -
sc.BaseDataIn[SC_BIDVOL][cur];if(useCSTInput.BooleanValue)
{sc.GetOHLCForDate(sc.BaseDateTimeIn[cur], Open, ddHigh, ddLow,
Close);} else {ddHigh = sc.GetHighest(sc.BaseData[SC_HIGH],
ddPeriodInput.GetInt());ddLow = sc.GetLowest(sc.BaseData[SC_LOW],
ddPeriodInput.GetInt());}if(ddModeInput.BooleanValue)
{if((ddVolSubgraph[cur] > 0) &&
(sc.BaseData[SC_LOW][cur]
(ma2Subgraph[cur]+maOffsetInput.GetFloat())) &&
(sc.BaseDataIn[SC_LOW][cur] = ddHigh) && (ma1Subgraph[cur]
< (ma2Subgraph[cur]-maOffsetInput.GetFloat())) &&
(sc.BaseDataIn[SC_HIGH][cur] >=
(ma1Subgraph[cur]-maOffsetInput.GetFloat()))) {ddSellSubgraph[cur]
= sc.BaseDataIn[SC_HIGH][cur] + ddOffsetInput.GetFloat();}} else
{if((ddVolSubgraph[cur] > 0) &&
(sc.BaseData[SC_LOW][cur] = ddHigh)) {ddSellSubgraph[cur] =
sc.BaseDataIn[SC_HIGH][cur] + ddOffsetInput.GetFloat();}}}}
