Hey guys I am looking for the study that de-gaps every 5 minute bar. ie the close of previous bar is equal to open on current bar. Does anyone have it?

There is a study out there called shifted where it only shifts the previous days close to match current days open. Not all bars on the chart.

The shifted study is below

Regards

 

Code

#include "sierrachart.h" SCDLLName("Shifted Study DLL") /***********************************************************************/ SCSFExport scsf_ShiftedStudy(SCStudyGraphRef sc) { // Set configuration variables if (sc.SetDefaults) { // Set the defaults sc.GraphName = "Shifted BaseGraph"; sc.StudyDescription = "The Open value of the next day is set to the Close value of the previous day for all the days, starting with 2nd."; sc.IsCustomChart = 1; sc.GraphRegion = 0; sc.DrawZeros = 0; sc.GraphDrawType = GDT_OHLCBAR; sc.StandardChartHeader = 1; sc.DisplayAsMainPriceGraph = 1; // Subgraphs sc.Subgraph[0].Name = "Open"; sc.Subgraph[0].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[1].Name = "High"; sc.Subgraph[1].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[2].Name = "Low"; sc.Subgraph[2].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[3].Name = "Last"; sc.Subgraph[3].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[4].Name = "Open Base"; sc.Subgraph[4].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[5].Name = "High Base"; sc.Subgraph[5].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[6].Name = "Low Base"; sc.Subgraph[6].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[7].Name = "Last Base"; sc.Subgraph[7].DrawStyle = DRAWSTYLE_LINE; sc.Subgraph[4].Name = "Volume"; sc.Subgraph[4].DrawStyle = DRAWSTYLE_IGNORE; sc.Subgraph[5].Name = "# of Trades / OI"; sc.Subgraph[5].DrawStyle = DRAWSTYLE_IGNORE; sc.Subgraph[6].Name = "OHLC Avg"; sc.Subgraph[6].DrawStyle = DRAWSTYLE_IGNORE; sc.Subgraph[7].Name = "HLC Avg"; sc.Subgraph[7].DrawStyle = DRAWSTYLE_IGNORE; sc.Subgraph[8].Name = "HL Avg"; sc.Subgraph[8].DrawStyle = DRAWSTYLE_IGNORE; sc.Subgraph[9].Name = "Bid Vol"; sc.Subgraph[9].DrawStyle = DRAWSTYLE_IGNORE; sc.Subgraph[10].Name = "Ask Vol"; sc.Subgraph[10].DrawStyle = DRAWSTYLE_IGNORE; sc.PersistVars->i1 = -1; sc.AutoLoop = 1; return; } SCFloatArrayRef ShiftArray = sc.Subgraph[0].Arrays[0]; if (sc.Index == 0) { sc.ResizeArrays(0); sc.PersistVars->i1 = -1; } int Index = sc.Index; if (sc.OutArraySize - 1 < Index) sc.AddElements(Index - sc.OutArraySize + 1); //this tick is last day, so just copy everything for (int SubGraph = 0; SubGraph <= 10; SubGraph++) sc.Subgraph[SubGraph][Index] = sc.BaseDataIn[SubGraph][Index]; sc.CalculateOHLCAverages(Index); sc.DateTimeOut[Index] = sc.BaseDateTimeIn[Index]; ShiftArray[Index] = 0; if(Index < 1) return; // don't process the same index again if (sc.PersistVars->i1 >= sc.Index) return; // calculate start date for current index SCDateTime StartDateTimeOfCurIndex = sc.BaseDateTimeIn[sc.Index].GetDate(); StartDateTimeOfCurIndex.SetTime(sc.StartTimeOfDay); if(sc.StartTimeOfDay > sc.BaseDateTimeIn[sc.Index].GetTime()) StartDateTimeOfCurIndex -= DAYS; if(sc.BaseDateTimeIn[Index-1] >= StartDateTimeOfCurIndex) return; // save last processed index. We should process it only once sc.PersistVars->i1 = Index; float Shift = sc.Subgraph[SC_OPEN][Index] - sc.BaseDataIn[SC_LAST][Index-1];; for (int i = Index - 1; i >= 0; i--) { float CumulativeShift = Shift + ShiftArray[i]; // shift prices prices sc.Subgraph[SC_OPEN][i] = sc.BaseDataIn[SC_OPEN][i] + CumulativeShift; sc.Subgraph[SC_HIGH][i] = sc.BaseDataIn[SC_HIGH][i] + CumulativeShift; sc.Subgraph[SC_LOW][i] = sc.BaseDataIn[SC_LOW][i] + CumulativeShift; sc.Subgraph[SC_LAST][i] = sc.BaseDataIn[SC_LAST][i] + CumulativeShift; //recalculate averages sc.CalculateOHLCAverages(i); // update shift value ShiftArray[i] += Shift; } }

Maybe try changing StartDateTimeOfCurIndex -= DAYS; to StartDateTimeOfCurIndex -= MINUTES;

Thanks, I tried that it does not work. I really would appreciate help.

Regards