I would like to create a custom tool to be used within a program I use for charting. The program is called Sierra chart which is used to graph financial market data. I am looking to modify an existing indicator called VWAP or Volume Weighted Average Price. This indicator is written in ASCIL but uses C++ at its core. The existing indicator uses the chart index start to begin the vwap calculation and here is where I would like the finctionality changed.
There already exists a function that performs something similar, so I know it can be done.
The modified indicator should do the following:
1. Using the same calculation method as the VWAP indicator, I would like to have the ability bypass the graph index start and allow the function to access the index data of the graph.
2. I would like to right click on a graphed "bar" and select a function called DRAW MIDAS, which will then draw VWAP from the location at which was right clicked.
3. I would like this function to be able create multiple instances of MIDAS on the same graph, This may entail having a user configured option of the maximum number of MIDAS drawings that can be drawn on 1 graph.
4. I would also like to have a separate function called delete MIDAS, which allows the user to right click on a drawn MIDAS and delete that instance of the MIDAS.
5. Currently there exists a DLL has performs this function,but it can only draw 1 curve and has no ability to delete curves.
6. It may be easy by having a master function access the existing VWAP function for drawings purposes.
Here is what the existing MIDAS function looks like.
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