NinjaScript Little Helpers Code Share - Snippets/UserDefinedMethods

March 31st, 2015, 11:51 AM

timefreedom

Here is the code from @Fat Tails that displays treasury formats. Insert #region Miscellaneous after #region Properties.

This was indeed the original code that I had published. It had a little bug. Sometimes it would display 32'' instead of 31'' or 0''. Please use the modified code as per below:

Code

public override string FormatPriceMarker(double price)
{
	double trunc = Math.Truncate(price);
	int fraction = 0;
	string priceMarker = "";
	if (TickSize == 0.03125) 
	{
		fraction = Convert.ToInt32(32 * Math.Abs(price - trunc));	
		if (fraction < 10)
			priceMarker = trunc.ToString() + "'0" + fraction.ToString();
		else if(fraction == 32)
		{	
			trunc = trunc + 1;
			fraction = 0;
			priceMarker = trunc.ToString() + "'0" + fraction.ToString();
		}	
		else 
			priceMarker = trunc.ToString() + "'" + fraction.ToString();
	}
	else if (TickSize == 0.015625)
	{
		fraction = 5 * Convert.ToInt32(64 * Math.Abs(price - trunc));	
		if (fraction < 10)
			priceMarker = trunc.ToString() + "'00" + fraction.ToString();
		else if (fraction < 100)
			priceMarker = trunc.ToString() + "'0" + fraction.ToString();
		else if(fraction == 320)
		{	
			trunc = trunc + 1;
			fraction = 0;
			priceMarker = trunc.ToString() + "'00" + fraction.ToString();
		}	
		else	
			priceMarker = trunc.ToString() + "'" + fraction.ToString();
	}
	else if (TickSize == 0.0078125)
	{
		fraction = Convert.ToInt32(Math.Truncate(2.5 * Convert.ToInt32(128 * Math.Abs(price - trunc))));	
		if (fraction < 10)
			priceMarker = trunc.ToString() + "'00" + fraction.ToString();
		else if (fraction < 100)
			priceMarker = trunc.ToString() + "'0" + fraction.ToString();
		else if(fraction == 320)
		{	
			trunc = trunc + 1;
			fraction = 0;
			priceMarker = trunc.ToString() + "'00" + fraction.ToString();
		}	
		else	
			priceMarker = trunc.ToString() + "'" + fraction.ToString();
	}
	else
		priceMarker = price.ToString(Gui.Globals.GetTickFormatString(TickSize));
	return priceMarker;
}

April 3rd, 2015, 09:39 PM

timefreedom

Here is the code from @Fat Tails that displays treasury formats. Insert #region Miscellaneous after #region Properties.

Code

		#region Miscellaneous

		public override string FormatPriceMarker(double price)
		{
			double trunc = Math.Truncate(price);
			int fraction = Convert.ToInt32(320 * Math.Abs(price - trunc) - 0.0001); // rounding down for ZF and ZT
			string priceMarker = "";
			if (TickSize == 0.03125) 
			{
				fraction = fraction/10;
				if (fraction < 10)
					priceMarker = trunc.ToString() + "'0" + fraction.ToString();
				else 
					priceMarker = trunc.ToString() + "'" + fraction.ToString();
			}
			else if (TickSize == 0.015625 || TickSize == 0.0078125)
			{
				if (fraction < 10)
					priceMarker = trunc.ToString() + "'00" + fraction.ToString();
				else if (fraction < 100)
					priceMarker = trunc.ToString() + "'0" + fraction.ToString();
				else	
					priceMarker = trunc.ToString() + "'" + fraction.ToString();
			}
			else
				priceMarker = price.ToString(Gui.Globals.GetTickFormatString(TickSize));
			return priceMarker;
		}		
		#endregion

Is that any different than FormatPrice?

Code

        public double Round2TickSize(double DoubleValue)
        {
            return Instrument.MasterInstrument.Round2TickSize(DoubleValue);
        }

        public string FormatPrice(double DoubleValue)
        {
            return Instrument.MasterInstrument.FormatPrice(Round2TickSize(DoubleValue));
        }

April 3rd, 2015, 09:52 PM

I use my "FormatMoney" routine to print money values.

An empty cents ".00" suffix is generally useless; I usually prefer to see "$2400" vs "$2,400.00". But if the cents are there, I print them.

I've also made commas optional by providing an overloaded method.

Code

public string FormatMoney(double Money)
{
    return FormatMoney(Money, false);
}

public string FormatMoney(double Money, bool WantCommas)
{
    string retval = String.Format("{0:C2}", Money);

    if (!WantCommas)
        retval = retval.Replace(",", String.Empty);

    return retval.Replace(".00", String.Empty);
}

April 3rd, 2015, 10:02 PM

For strategies that trade futures, I've standardized on accessing certain NinjaTrader values via these properties, which are descriptive and simply named.

Code

public string ContractBaseName {
    get { return Instrument.MasterInstrument.Name; }
}

public string ContractFullName {
    get { return Instrument.FullName; }
}

public DateTime ContractExpiration {
    get { return Instrument.Expiry; }
}

I've also found these useful,

Code

public int BarInterval {
    get { return BarsPeriod.Value; }
}

public string BarType {
    get { return BarsPeriod.Id.ToString(); }
}

public string BarSeries {
    get { return BarInterval.ToString() + "-" + BarType; }
}

April 3rd, 2015, 10:23 PM

I have about a dozen boolean variables and properties that all use the naming convention "IsStrategyXXX".

This family of variables and properties handles strategy wide conditions, and it all started with these three,

Code

public bool IsStrategyLong {
    get { return Position.MarketPosition == MarketPosition.Long; }
}

public bool IsStrategyShort {
    get { return Position.MarketPosition == MarketPosition.Short; }
}

public bool IsStrategyFlat {
    get { return Position.MarketPosition == MarketPosition.Flat; }
}

Define others as you see the need.

I have these as global booleans,

IsStrategyHalted
IsStrategyInited
IsStrategyStarted
IsStrategyPaused
IsStrategyDisabled
IsStrategyExiting
IsStrategyReversing
IsStrategyRunning
IsStrategyManual

and these as boolean properties,

IsStrategyIdle
IsStrategyLive
IsStrategyPerforming

I use IsStrategyIdle to know when it's safe to reverse a position. It looks like this,

Code

public bool IsStrategyIdle {
    get { return IsStrategyFlat && NoOrderPending; }
}

public bool NoOrderPending {
    get { return CountEntryOrders == 0 && CountStopOrders == 0 && CountTargetOrders == 0; }
}

You'll have to hookup the order counters yourself.

April 4th, 2015, 02:35 AM

Fat Tails

This was indeed the original code that I had published. It had a little bug. Sometimes it would display 32'' instead of 31'' or 0''. Please use the modified code as per below:

I'd change a few lines, but that's just me ...

Code

        public override string FormatPriceMarker(double price)
        {
            double trunc = Math.Truncate(price);
            int fraction = 0;
            string priceMarker = string.Empty;
            if (TickSize == 0.03125)
            {
                fraction = Convert.ToInt32(32 * Math.Abs(price - trunc));
                if (fraction == 32)
                {
                    trunc = trunc + 1;
                    fraction = 0;
                }
                priceMarker = string.Format("{0}'{1:00}", trunc, fraction); 
            }
            else if (TickSize == 0.015625)
            {
                fraction = 5 * Convert.ToInt32(64 * Math.Abs(price - trunc));
                if (fraction == 320)
                {
                    trunc = trunc + 1;
                    fraction = 0;
                }
                priceMarker = string.Format("{0}'{1:000}", trunc, fraction); 
            }
            else if (TickSize == 0.0078125)
            {
                fraction = Convert.ToInt32(Math.Truncate(2.5 * Convert.ToInt32(128 * Math.Abs(price - trunc))));
                if (fraction == 320)
                {
                    trunc = trunc + 1;
                    fraction = 0;
                }
                priceMarker = string.Format("{0}'{1:000}", trunc, fraction); 
            }
            else
                priceMarker = price.ToString(Gui.Globals.GetTickFormatString(TickSize));
            return priceMarker;
        }

April 4th, 2015, 07:13 AM

aquarius

I'd change a few lines, but that's just me ...

Code

        public override string FormatPriceMarker(double price)
        {
            double trunc = Math.Truncate(price);
            int fraction = 0;
            string priceMarker = string.Empty;
            if (TickSize == 0.03125)
            {
                fraction = Convert.ToInt32(32 * Math.Abs(price - trunc));
                if (fraction == 32)
                {
                    trunc = trunc + 1;
                    fraction = 0;
                }
                priceMarker = string.Format("{0}'{1:00}", trunc, fraction); 
            }
            else if (TickSize == 0.015625)
            {
                fraction = 5 * Convert.ToInt32(64 * Math.Abs(price - trunc));
                if (fraction == 320)
                {
                    trunc = trunc + 1;
                    fraction = 0;
                }
                priceMarker = string.Format("{0}'{1:000}", trunc, fraction); 
            }
            else if (TickSize == 0.0078125)
            {
                fraction = Convert.ToInt32(Math.Truncate(2.5 * Convert.ToInt32(128 * Math.Abs(price - trunc))));
                if (fraction == 320)
                {
                    trunc = trunc + 1;
                    fraction = 0;
                }
                priceMarker = string.Format("{0}'{1:000}", trunc, fraction); 
            }
            else
                priceMarker = price.ToString(Gui.Globals.GetTickFormatString(TickSize));
            return priceMarker;
        }

@aquarius: This code does exactly the same thing, but the formatting of the strings is visibly more elegant.

Thank you for posting it.

I recommend it over the code that I have posted.

April 10th, 2015, 09:18 PM

Fat Tails

@aquarius: This code does exactly the same thing, but the formatting of the strings is visibly more elegant.

Thank you for posting it.

I recommend it over the code that I have posted.

I submit there is something even better: just use the builtin FormatPrice() method.

See my post here:
NinjaTrader Support Forum - Price marker format for T-Notes Futures [AUTOLINK]Pivot[/AUTOLINK] Points

April 11th, 2015, 04:08 PM

bltdavid

I submit there is something even better: just use the builtin FormatPrice() method.

See my post here:
NinjaTrader Support Forum - Price marker format for T-Notes Futures [AUTOLINK]Pivot[/AUTOLINK] Points

@bltdavid: Good, this means that we can use inbuilt NinjaTrader methods that already exist to simplify the task.

My conclusion is that whenever you code an indicator in overlay mode - that is an indicator which is shown on the price panel - you should add the following lines of code:

Code

public override string FormatPriceMarker(double price)
{
     return Instrument.MasterInstrument.FormatPrice(Instrument.MasterInstrument.Round2TickSize(price));
}

This would do the same as my more cumbersome suggestion or the improved version from #17, as the method is alreay built into NinjaTrader. A simple solution certainly beats the complex one!

April 20th, 2015, 11:04 AM

As I was writing g3ChartSpan indicator I needed a way of formatting the TimeSpan to optionally exclude some information if it == 0 and additionally give me some further info like years, months and weeks. I couldn't find anything generic that would satisfy my needs, so I ended up writing this simple method that gives me close enough approximation for the purpose of the indicator. So here is the code:

Code

        public static string OptionalFormat(TimeSpan ts)
        {
            var totalDays = ts.TotalDays;
            var years = (int)Math.Floor(totalDays / 365.25);
            var months = (int)Math.Floor((totalDays % 365.25) / 30.5);
            var weeks = (int)Math.Floor(((totalDays % 365.25) % 30.5 )/ 7);
            var days = (int)Math.Floor((((totalDays % 365.25) % 30.5 )% 7));
            return (years == 0 ? "" : years.ToString() + " Year" + (years == 1 ?", " :"s, "))
                    + (months == 0 ? "" : months.ToString() + " Month" + (months == 1 ? ", " : "s, "))
                    + (weeks == 0 ? "" : weeks.ToString() + " Week" + (weeks == 1 ? ", " : "s, "))
                    + (days == 0 ? "" : days.ToString() + " Day" + (days == 1 ? ", " : "s, "))
                    + (ts.Hours == 0 ? "" : ts.Hours.ToString("00") + "h")
                    + (ts.Minutes == 0 ? "" : ts.Minutes.ToString("00") + "m")
                    + (ts.Seconds == 0 ? "" : ts.Seconds.ToString("00") + "s");
        }

NinjaScript Little Helpers Code Share - Snippets/UserDefinedMethods

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NinjaScript Little Helpers Code Share - Snippets/UserDefinedMethods