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Worked Examples

Two complete studies walked through line by line — a moving-average overlay and a momentum sub-pane histogram — straight from the shipped examples.

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Two studies, start to finish

These are complete, compilable studies — nothing elided. Paste either into the Study Editor and press Compile & Load. The first is the moving-average overlay the editor ships preloaded; the second is the momentum example that ships in the SDK examples folder.

Example 1 — Simple moving average (overlay)

A line on the price plane: the mean of the last period closes, computed with a rolling sum so it stays cheap on long series.

my_sma.cpp

#include "sharpnel_study_sdk.h"

#include <new>

namespace { struct Inst { int _ = 0; }; }

extern "C" {

SHARPNEL_STUDY_API int sharpnel_study_v1_abi_version(void) {

return SHARPNEL_STUDY_ABI_VERSION;

}

SHARPNEL_STUDY_API void sharpnel_study_v1_describe(SnStudyDesc* d) {

d->type_id = "my_sma"; // unique id for this study

d->display_name = "My SMA (editor)";

d->category = "Trend";

d->target = SN_TARGET_OVERLAY; // draw on the price plane

}

SHARPNEL_STUDY_API int sharpnel_study_v1_inputs(SnInputSpec* out, int max) {

if (max < 1) return 1;

out[0].type = SN_IN_INT; out[0].key = "period"; out[0].label = "Period";

out[0].def_i = 20; out[0].min = 2; out[0].max = 400; out[0].step = 1;

return 1;

}

SHARPNEL_STUDY_API void* sharpnel_study_v1_create(void) { return new (std::nothrow) Inst(); }

SHARPNEL_STUDY_API void sharpnel_study_v1_destroy(void* p){ delete static_cast<Inst*>(p); }

SHARPNEL_STUDY_API void sharpnel_study_v1_compute(

void*, const SnSeries* s, uint64_t, const SnInput* in, int n,

SnSink* sink, const SnSinkApi* api) {

long long period = 20;

for (int i = 0; i < n; ++i)

if (in[i].key && in[i].key[0] == 'p') period = in[i].ival;

if (period < 2) period = 2;

SnBuf b = api->subgraph(sink, "SMA", SN_STYLE_LINE, 0xFF5AA9E6u, 1.4f);

if (!b.ptr) return;

const uint64_t cnt = (s->count < b.len) ? s->count : b.len;

double sum = 0.0;

for (uint64_t i = 0; i < cnt; ++i) {

sum += s->bars[i].close;

if (i >= (uint64_t)period) sum -= s->bars[i - (uint64_t)period].close;

b.ptr[i] = (i + 1 >= (uint64_t)period) ? sum / (double)period : SN_NOVALUE;

}

SHARPNEL_STUDY_API void sharpnel_study_v1_shutdown(void) {}

}

Line by line:

#include "sharpnel_study_sdk.h" — the only Sharpnel header. <new> is for std::nothrow.
struct Inst — per-instance state behind the void* handle. An SMA is stateless, so it is empty; it exists so two copies on two charts stay independent.
abi_version() returns SHARPNEL_STUDY_ABI_VERSION — the host calls this first and refuses a mismatch.
describe() names the study and sets SN_TARGET_OVERLAY so it draws on the price plane.
inputs() declares one integer period with a default of 20 and 2–400 bounds; the terminal builds the settings dialog from it. It returns 1 — the number of inputs it would write.
create() / destroy() allocate and free that per-instance Inst.
In compute(): resolve period from the flat SnInput[] by matching the key; ask the sink for a line buffer named "SMA" (steel blue, 1.4px wide); bound the loop by b.len; keep a running sum, subtracting the bar that falls out of the window; and write SN_NOVALUE for warmup bars so the line only begins once period bars exist.

+The rolling-sum trick

Recomputing the full average on every bar would be O(n·period). The running sum — add the new close, subtract the one leaving the window — makes it O(n). Cheap studies keep pan/zoom smooth.

Example 2 — Momentum / rate of change (sub-pane)

A histogram in its own pane: the difference between the current close and the close period bars ago, with a zero reference line. Same six exports; two things change — the draw target and the plot style.

example_momentum.cpp

#include "sharpnel_study_sdk.h"

#include <new> // std::nothrow

// Per-instance state behind the void* handle (no globals -> two charts at once

// stay independent). ROC is stateless, so this is empty for now.

namespace { struct MomInstance { int _unused = 0; }; }

extern "C" {

SHARPNEL_STUDY_API int sharpnel_study_v1_abi_version(void) {

return SHARPNEL_STUDY_ABI_VERSION;

}

SHARPNEL_STUDY_API void sharpnel_study_v1_describe(SnStudyDesc* d) {

if (!d) return;

d->type_id = "ext_momentum";

d->display_name = "Momentum (plugin)";

d->category = "Momentum";

d->target = SN_TARGET_SUBPANE; // its own pane below the price

}

SHARPNEL_STUDY_API int sharpnel_study_v1_inputs(SnInputSpec* out, int max) {

if (max < 1 || !out) return 1; // report the intended count

out[0].type = SN_IN_INT;

out[0].key = "period";

out[0].label = "Length";

out[0].def_i = 10;

out[0].min = 2;

out[0].max = 500;

out[0].step = 1;

return 1;

}

SHARPNEL_STUDY_API void* sharpnel_study_v1_create(void) {

return new (std::nothrow) MomInstance();

}

SHARPNEL_STUDY_API void sharpnel_study_v1_destroy(void* inst) {

delete static_cast<MomInstance*>(inst);

}

SHARPNEL_STUDY_API void sharpnel_study_v1_compute(

void* /*inst*/, const SnSeries* s, uint64_t /*from*/,

const SnInput* inputs, int input_count,

SnSink* sink, const SnSinkApi* api) {

if (!s || !sink || !api) return;

// Resolve the period input (host passes a flat SnInput[]).

long long period = 10;

for (int i = 0; i < input_count; ++i)

if (inputs[i].key && inputs[i].key[0] == 'p') period = inputs[i].ival;

if (period < 2) period = 2;

// Ask the host for an output buffer (fat pointer: ptr + len).

SnBuf buf = api->subgraph(sink, "Mom", SN_STYLE_HISTOGRAM, 0xFFFFAA00u, 1.0f);

if (!buf.ptr) return;

const uint64_t n = (s->count < buf.len) ? s->count : buf.len; // bound by len

for (uint64_t i = 0; i < n; ++i) {

if (i < (uint64_t)period) { buf.ptr[i] = SN_NOVALUE; continue; } // warmup

buf.ptr[i] = s->bars[i].close - s->bars[i - (uint64_t)period].close;

}

// A zero reference line.

api->level(sink, 0.0, 0x55808080u, /*dashed=*/0, "0");

}

SHARPNEL_STUDY_API void sharpnel_study_v1_shutdown(void) { /* nothing global */ }

} // extern "C"

What differs from the SMA:

describe() sets SN_TARGET_SUBPANE — momentum oscillates around zero, so it belongs in its own pane below the price, not on top of it.
subgraph("Mom", SN_STYLE_HISTOGRAM, …) asks for a histogram (amber) rather than a line — bars above/below zero read as positive/negative momentum.
The compute is a plain difference: close[i] − close[i − period], with the first period bars left as SN_NOVALUE.
api->level(sink, 0.0, …, "0") draws a semi-transparent grey zero line — the axis the histogram reads against.
Every pointer is null-checked (if (!s || !sink || !api), if (!buf.ptr)) — defensive, and cheap.

iThis is the reference example

Example 2 is the file a study author is meant to read first — it is the shipped example_momentum.cpp. Start from it, change the math in compute(), and you have your own study.

SDK Reference — every type and callback these examples touch.
Troubleshooting — if a build fails or a study draws nothing.

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Troubleshooting

Futures/options trading involves substantial risk. Past performance is not indicative of future results. Content is for informational purposes only and is not investment advice. Not suitable for all investors.

Example 1 — Simple moving average (overlay)

A line on the price plane: the mean of the last period closes, computed with a rolling sum so it stays cheap on long series.

my_sma.cpp

#include "sharpnel_study_sdk.h"

#include <new>

namespace { struct Inst { int _ = 0; }; }

extern "C" {

SHARPNEL_STUDY_API int sharpnel_study_v1_abi_version(void) {

return SHARPNEL_STUDY_ABI_VERSION;

}

SHARPNEL_STUDY_API void sharpnel_study_v1_describe(SnStudyDesc* d) {

d->type_id = "my_sma"; // unique id for this study

d->display_name = "My SMA (editor)";

d->category = "Trend";

d->target = SN_TARGET_OVERLAY; // draw on the price plane

}

SHARPNEL_STUDY_API int sharpnel_study_v1_inputs(SnInputSpec* out, int max) {

if (max < 1) return 1;

out[0].type = SN_IN_INT; out[0].key = "period"; out[0].label = "Period";

out[0].def_i = 20; out[0].min = 2; out[0].max = 400; out[0].step = 1;

return 1;

}

SHARPNEL_STUDY_API void* sharpnel_study_v1_create(void) { return new (std::nothrow) Inst(); }

SHARPNEL_STUDY_API void sharpnel_study_v1_destroy(void* p){ delete static_cast<Inst*>(p); }

SHARPNEL_STUDY_API void sharpnel_study_v1_compute(

void*, const SnSeries* s, uint64_t, const SnInput* in, int n,

SnSink* sink, const SnSinkApi* api) {

long long period = 20;

for (int i = 0; i < n; ++i)

if (in[i].key && in[i].key[0] == 'p') period = in[i].ival;

if (period < 2) period = 2;

SnBuf b = api->subgraph(sink, "SMA", SN_STYLE_LINE, 0xFF5AA9E6u, 1.4f);

if (!b.ptr) return;

const uint64_t cnt = (s->count < b.len) ? s->count : b.len;

double sum = 0.0;

for (uint64_t i = 0; i < cnt; ++i) {

sum += s->bars[i].close;

if (i >= (uint64_t)period) sum -= s->bars[i - (uint64_t)period].close;

b.ptr[i] = (i + 1 >= (uint64_t)period) ? sum / (double)period : SN_NOVALUE;

}

SHARPNEL_STUDY_API void sharpnel_study_v1_shutdown(void) {}

}

Line by line:

#include "sharpnel_study_sdk.h" — the only Sharpnel header. <new> is for std::nothrow.
struct Inst — per-instance state behind the void* handle. An SMA is stateless, so it is empty; it exists so two copies on two charts stay independent.
abi_version() returns SHARPNEL_STUDY_ABI_VERSION — the host calls this first and refuses a mismatch.
describe() names the study and sets SN_TARGET_OVERLAY so it draws on the price plane.
inputs() declares one integer period with a default of 20 and 2–400 bounds; the terminal builds the settings dialog from it. It returns 1 — the number of inputs it would write.
create() / destroy() allocate and free that per-instance Inst.
In compute(): resolve period from the flat SnInput[] by matching the key; ask the sink for a line buffer named "SMA" (steel blue, 1.4px wide); bound the loop by b.len; keep a running sum, subtracting the bar that falls out of the window; and write SN_NOVALUE for warmup bars so the line only begins once period bars exist.

+The rolling-sum trick

Recomputing the full average on every bar would be O(n·period). The running sum — add the new close, subtract the one leaving the window — makes it O(n). Cheap studies keep pan/zoom smooth.

Example 2 — Momentum / rate of change (sub-pane)

example_momentum.cpp

#include "sharpnel_study_sdk.h"

#include <new> // std::nothrow

// Per-instance state behind the void* handle (no globals -> two charts at once

// stay independent). ROC is stateless, so this is empty for now.

namespace { struct MomInstance { int _unused = 0; }; }

extern "C" {

SHARPNEL_STUDY_API int sharpnel_study_v1_abi_version(void) {

return SHARPNEL_STUDY_ABI_VERSION;

}

SHARPNEL_STUDY_API void sharpnel_study_v1_describe(SnStudyDesc* d) {

if (!d) return;

d->type_id = "ext_momentum";

d->display_name = "Momentum (plugin)";

d->category = "Momentum";

d->target = SN_TARGET_SUBPANE; // its own pane below the price

}

SHARPNEL_STUDY_API int sharpnel_study_v1_inputs(SnInputSpec* out, int max) {

if (max < 1 || !out) return 1; // report the intended count

out[0].type = SN_IN_INT;

out[0].key = "period";

out[0].label = "Length";

out[0].def_i = 10;

out[0].min = 2;

out[0].max = 500;

out[0].step = 1;

return 1;

}

SHARPNEL_STUDY_API void* sharpnel_study_v1_create(void) {

return new (std::nothrow) MomInstance();

}

SHARPNEL_STUDY_API void sharpnel_study_v1_destroy(void* inst) {

delete static_cast<MomInstance*>(inst);

}

SHARPNEL_STUDY_API void sharpnel_study_v1_compute(

void* /*inst*/, const SnSeries* s, uint64_t /*from*/,

const SnInput* inputs, int input_count,

SnSink* sink, const SnSinkApi* api) {

if (!s || !sink || !api) return;

// Resolve the period input (host passes a flat SnInput[]).

long long period = 10;

for (int i = 0; i < input_count; ++i)

if (inputs[i].key && inputs[i].key[0] == 'p') period = inputs[i].ival;

if (period < 2) period = 2;

// Ask the host for an output buffer (fat pointer: ptr + len).

SnBuf buf = api->subgraph(sink, "Mom", SN_STYLE_HISTOGRAM, 0xFFFFAA00u, 1.0f);

if (!buf.ptr) return;

const uint64_t n = (s->count < buf.len) ? s->count : buf.len; // bound by len

for (uint64_t i = 0; i < n; ++i) {

if (i < (uint64_t)period) { buf.ptr[i] = SN_NOVALUE; continue; } // warmup

buf.ptr[i] = s->bars[i].close - s->bars[i - (uint64_t)period].close;

}

// A zero reference line.

api->level(sink, 0.0, 0x55808080u, /*dashed=*/0, "0");

}

SHARPNEL_STUDY_API void sharpnel_study_v1_shutdown(void) { /* nothing global */ }

} // extern "C"

What differs from the SMA:

describe() sets SN_TARGET_SUBPANE — momentum oscillates around zero, so it belongs in its own pane below the price, not on top of it.
subgraph("Mom", SN_STYLE_HISTOGRAM, …) asks for a histogram (amber) rather than a line — bars above/below zero read as positive/negative momentum.
The compute is a plain difference: close[i] − close[i − period], with the first period bars left as SN_NOVALUE.
api->level(sink, 0.0, …, "0") draws a semi-transparent grey zero line — the axis the histogram reads against.
Every pointer is null-checked (if (!s || !sink || !api), if (!buf.ptr)) — defensive, and cheap.

iThis is the reference example

Example 2 is the file a study author is meant to read first — it is the shipped example_momentum.cpp. Start from it, change the math in compute(), and you have your own study.

Worked Examples

Two studies, start to finish

Example 1 — Simple moving average (overlay)

Example 2 — Momentum / rate of change (sub-pane)

Next

Worked Examples

Two studies, start to finish

Example 1 — Simple moving average (overlay)

Example 2 — Momentum / rate of change (sub-pane)

Next