solving system of inequalities (C# / NinjaScript) - NinjaTrader Programming | futures io social day trading
futures io futures trading


solving system of inequalities (C# / NinjaScript)
Updated: Views / Replies:980 / 6
Created: by SARdynamite Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

solving system of inequalities (C# / NinjaScript)

  #1 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received

solving system of inequalities (C# / NinjaScript)

As a basic explanation, I'm trying to estimate in ticks where to place a stoploss to restrict my strategy without a max daily loss limit, considering my real P&L (which is not a round multiple of TickSize since including past commissions and slippage as well as anticipated commission+slippage for the stopout)

Please note I'm coding this from a NT indicator, not a strategy, hence I work from a simulated running EC.

ANYWAY, I will simplify the matter here to something along those lines :

 
Code
(ProfitDistance is a double)

X >= (ProfitDistance - Close[0]) / TickSize
X < (ProfitDistance + 1 - Close[0]) / TickSize

X must be an integer

Can it be solved efficiently in C# ? If so what needs to be written ? Never came accross such a need before. Thanks for your help (example scripts of equations solving welcomed)

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,220 since Jun 2009
Thanks: 628 given, 6,318 received
Forum Reputation: Legendary


you can check out his code, https://futures.io/download/ninjatrader-7/indicators/1248-download.html?view

Reply With Quote
The following user says Thank You to cory for this post:
 
  #4 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received

Will give it a look. Thanks

Reply With Quote
 
  #5 (permalink)
 Vendor: www.probabletrades.com 
OC, California, USA
 
Futures Experience: Advanced
Platform: IB/TWS, NinjaTrader, thinkorswim
Favorite Futures: stocks, options, futures, VIX
 
shodson's Avatar
 
Posts: 1,860 since Jun 2009
Thanks: 480 given, 3,255 received

Have you tried rounding ProfitDistance to the nearest tick size?

 
Code
this.Instrument.MasterInstrument.Round2TickSize(ProfitDistance)

Reply With Quote
The following 2 users say Thank You to shodson for this post:
 
  #6 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received

Yes, I thought about using the Round method to solve it as a first intention but actually my equation terms are more complex than the ones written and I would have gotten several terms inside the same Round function which then I cannot split to solve the one liner equation... too bad.

(not sure if my explanation is clear but end of the story is that it was not possible in that case to achieve perfect precision )

Reply With Quote
 
  #7 (permalink)
Elite Member
desert CA
 
Futures Experience: Intermediate
Platform: NT7, TOS
Broker/Data: AMP/wCQG, TDA
Favorite Futures: CL,YM
 
Posts: 2,027 since Jul 2011
Thanks: 2,211 given, 1,551 received

Just vaguely recalling from school. Linear algebra can be used to solve systems of linear equations. And there's probably code out there in C that does it.

(code on this page)
Gauss's method to solve system of linear equation.

Cramer's Rule to Solve Systems of Equations

Reply With Quote

Reply



futures io > > > > > solving system of inequalities (C# / NinjaScript)

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Winning System Is Not Enough efutures Trading Journals 8 June 10th, 2013 02:39 PM
superscalptrading.com system soch Trading Reviews and Vendors 4 November 4th, 2012 04:34 PM
Weekly System Kush NinjaTrader Programming 2 June 27th, 2012 08:39 AM
eminishark system sysot1t Trading Reviews and Vendors 24 September 14th, 2010 02:54 PM
example of trading system iwannatoscript NinjaTrader Programming 3 March 4th, 2010 08:38 PM


All times are GMT -4. The time now is 05:17 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-18 in 0.11 seconds with 19 queries on phoenix via your IP 23.22.136.56