Support Board

SCSFExport scsf_ScaleInOutDemo3(SCStudyInterfaceRef sc)

{

if (sc.SetDefaults)

{

sc.GraphName = "ScaleInOut Demo 3";

sc.AutoLoop = 0;

sc.GraphRegion = 0;

sc.MaximumPositionAllowed = 10;


sc.AllowMultipleEntriesInSameDirection = true;

sc.SupportAttachedOrdersForTrading = true;

sc.UseGUIAttachedOrderSetting = false;

// Only 1 trade for each Order Action type is allowed per bar.

sc.AllowOnlyOneTradePerBar = false;

sc.AllowEntryWithWorkingOrders = true;

sc.AllowOppositeEntryWithOpposingPositionOrOrders = true;



// This is false by default. Orders will go to the simulation system always.

sc.SendOrdersToTradeService = false;



return;

}


int& setorder = sc.GetPersistentInt(0);


SCString msg;


if ( setorder == 1 ){

setorder = 0;

// Disable scale-out for next order



if (sc.SupportTradingScaleOut == 0){



s_SCNewOrder order2;

// Submit new sell order with attached orders

order2.Target1Offset = -.10; // 10 ticks below entry

order2.Stop1Offset = .10; // 10 ticks above entry

order2.OrderType = SCT_ORDERTYPE_STOP;

order2.Price1 = sc.Low[sc.Index] -sc.TickSize;

order2.OrderQuantity = 1;

order2.OCOGroup1Quantity=1;



sc.SellEntry(order2); // This should be treated as a new parent order, with attached orders. Except it isnt.



msg.Format("index=%u,Reversal Orderid = %u, sc.SupportTradingScaleOut = %u, sc.ArraySize-1=%u", sc.Index, order2.InternalOrderID, sc.SupportTradingScaleOut,sc.ArraySize-1);

sc.AddMessageToLog(msg, 1);


sc.SupportTradingScaleOut = 1;
}
}

// Only run study at close of bar. have tried combinations of BAR_HAS_NOT_CLOSED etc but does not change outcome

if (sc.GetBarHasClosedStatus(sc.Index) != BHCS_BAR_HAS_CLOSED)

return;









sc.SupportTradingScaleIn = 1;
//sc.SupportTradingScaleOut = 0;




s_SCPositionData PositionData;

sc.GetTradePosition(PositionData);



if ( PositionData.PositionQuantity ==0 ){





sc.SupportTradingScaleOut = 1;



// Example: Buy Market Order with attached orders

s_SCNewOrder order;

order.OrderType = SCT_ORDERTYPE_MARKET;

order.OrderQuantity = 3;

order.Target1Offset = .50; // 50 ticks above

order.Stop1Offset = -.50; // 50 ticks below

order.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP;

order.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT;

order.OCOGroup1Quantity=3;



// Submit first buy order







int result = sc.BuyEntry(order);

if ( result > 0) {



msg.Format("index=%u,1st Orderid = %u, sc.SupportTradingScaleOut = %u, sc.ArraySize-1 =%u ", sc.Index, order.InternalOrderID, sc.SupportTradingScaleOut, sc.ArraySize-1);

sc.AddMessageToLog(msg, 1);

}

}
else if ( PositionData.PositionQuantity >0 ){

setorder = 1;
sc.SupportTradingScaleOut = 0;
return;
}




}