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Finding real price of current and past ADXVMA bar


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Finding real price of current and past ADXVMA bar

  #1 (permalink)
 
SolubleFish's Avatar
 SolubleFish 
Chapel Hill, NC
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I would like to find the value of anaADXVMA for a futures contract's current and past bar. I have worked on this code, but I'm not getting the right values to get the comparison right. I want to identify chop areas. When ADXVMA looks flat, there is usually a lot of chop. So, here's what I have, but the values are not coming out right. If the current bar's ADXVMA is equal to the previous bar's ADXvma, then we have flattened. Visually, it makes sense. Mathematically, I'm not able to zero in on it due to variances between ticks and actual real value. The instrument I'm using is ZB.

protected override void OnBarUpdate()
{
decimals = Math.Log10(1/Instrument.MasterInstrument.TickSize);
Print("TickSize for " + Instrument + " is " + Instrument.MasterInstrument.TickSize + " and has " + decimals + " decimal places");
Print (" ----------------------------");
adxvmaNow = anaADXVMA(8).ADXVMA[0];
roundedNow = Instrument.MasterInstrument.Round2TickSize(Close[0]);
rounded2decimals0 = Math.Round(roundedNow,2);

//
adxvmaBefore = anaADXVMA(8).ADXVMA[1];
roundedBefore = Instrument.MasterInstrument.Round2TickSize(Close[0]);
rounded2decimals1 = Math.Round(roundedBefore,2);

Attached Thumbnails
Click image for larger version Name: ZB ADXVMA 10min.JPG Views: 225 Size: 74.6 KB ID: 208722  
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 rleplae 
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What are the values your are getting, can you print them both rounded and not rounded
with Print(..) ?

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SolubleFish's Avatar
 SolubleFish 
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Here's some output on the printouts I'm getting. Notice that current and previous bar are the same price.

Thanks
------
TickSize for ZB 06-16 Globex is 0.03125 and has 1.50514997831991 decimal places
----------------------------
5/18/2016 4:00:00 PM - Close of Bar - 163.65625
5/18/2016 4:00:00 PM - ADXVMA Now for ZB 06-16 Globex is: 163.839854496411
5/18/2016 4:00:00 PM - ADXVMA Before for ZB 06-16 Globex is: 163.864920513144
5/18/2016 4:00:00 PM - ADXVMA Level0 for ZB 06-16 Globex is: 163.65625
........
5/18/2016 4:00:00 PM - ADXVMA Now real ZB 06-16 Globex is: 163.65625
5/18/2016 4:00:00 PM - ADXVMA Before real ZB 06-16 Globex is: 163.65625
........
5/18/2016 4:00:00 PM - ADXVMA Now rounded for ZB 06-16 Globex is: 163.66
5/18/2016 4:00:00 PM - ADXVMA Before rounded for ZB 06-16 Globex is: 163.66
-------
TickSize for ZB 06-16 Globex is 0.03125 and has 1.50514997831991 decimal places
----------------------------
5/18/2016 4:10:00 PM - Close of Bar - 163.8125
5/18/2016 4:10:00 PM - ADXVMA Now for ZB 06-16 Globex is: 163.837111570806
5/18/2016 4:10:00 PM - ADXVMA Before for ZB 06-16 Globex is: 163.839854496411
5/18/2016 4:10:00 PM - ADXVMA Level0 for ZB 06-16 Globex is: 163.8125
........
5/18/2016 4:10:00 PM - ADXVMA Now real ZB 06-16 Globex is: 163.8125
5/18/2016 4:10:00 PM - ADXVMA Before real ZB 06-16 Globex is: 163.8125
........
5/18/2016 4:10:00 PM - ADXVMA Now rounded for ZB 06-16 Globex is: 163.81
5/18/2016 4:10:00 PM - ADXVMA Before rounded for ZB 06-16 Globex is: 163.81
-------
TickSize for ZB 06-16 Globex is 0.03125 and has 1.50514997831991 decimal places
----------------------------
5/18/2016 4:20:00 PM - Close of Bar - 163.75
5/18/2016 4:20:00 PM - ADXVMA Now for ZB 06-16 Globex is: 163.83211698193
5/18/2016 4:20:00 PM - ADXVMA Before for ZB 06-16 Globex is: 163.837111570806
5/18/2016 4:20:00 PM - ADXVMA Level0 for ZB 06-16 Globex is: 163.75
........
5/18/2016 4:20:00 PM - ADXVMA Now real ZB 06-16 Globex is: 163.75
5/18/2016 4:20:00 PM - ADXVMA Before real ZB 06-16 Globex is: 163.75
........
5/18/2016 4:20:00 PM - ADXVMA Now rounded for ZB 06-16 Globex is: 163.75
5/18/2016 4:20:00 PM - ADXVMA Before rounded for ZB 06-16 Globex is: 163.75
-------
TickSize for ZB 06-16 Globex is 0.03125 and has 1.50514997831991 decimal places
----------------------------
5/18/2016 4:30:00 PM - Close of Bar - 163.75
5/18/2016 4:30:00 PM - ADXVMA Now for ZB 06-16 Globex is: 163.83211698193
5/18/2016 4:30:00 PM - ADXVMA Before for ZB 06-16 Globex is: 163.83211698193
5/18/2016 4:30:00 PM - ADXVMA Level0 for ZB 06-16 Globex is: 163.75
........
5/18/2016 4:30:00 PM - ADXVMA Now real ZB 06-16 Globex is: 163.75
5/18/2016 4:30:00 PM - ADXVMA Before real ZB 06-16 Globex is: 163.75
........

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 rleplae 
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use this for decimal places :

 
Code 
public static class MathDecimals
{
    public static int GetDecimalPlaces(decimal n)
    {
        n = Math.Abs(n); //make sure it is positive.
        n -= (int)n;     //remove the integer part of the number.
        var decimalPlaces = 0;
        while (n > 0)
        {
            decimalPlaces++;
            n *= 10;
            n -= (int)n;
        }
        return decimalPlaces;
    }
}
1. Some indicators don't give you the previous value (if not exposed), you can verify this by
opening the databox on the chart and going over with your mouse

2. In that case, the work around could be to memorize the previous value, like

oldADXVMA = anaADXVMA(8).ADXVMA[0] at the end of your check
so at every bar, you have the old value at the beginning of your OnBarUpdae

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  #6 (permalink)
 
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 SolubleFish 
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Thanks. Will try that. Your code is much more elegant than what I stitched together.

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SolubleFish's Avatar
 SolubleFish 
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Thanks for the help. After getting it coded it turns out what 'looks' to the eye as a neutral or choppy area, the underlying math says otherwise. So, what I really would like to know if there is a way to access the Pos, Neg, Neutral trend state in anaADXVMA indicator from the code. I can see that the series is exposed (Bloodhound can see the trend series), but I don't know how to access them from ninjascript. I could use some help there if it is possible.

Thanks!

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 rleplae 
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Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
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SolubleFish View Post
Thanks for the help. After getting it coded it turns out what 'looks' to the eye as a neutral or choppy area, the underlying math says otherwise. So, what I really would like to know if there is a way to access the Pos, Neg, Neutral trend state in anaADXVMA indicator from the code. I can see that the series is exposed (Bloodhound can see the trend series), but I don't know how to access them from ninjascript. I could use some help there if it is possible.

Thanks!

If you open the databox, and you scroll over the chart, do you see the variables ?
what is their name ?
can you post a screenshot ?

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SolubleFish's Avatar
 SolubleFish 
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Here are a couple; one for a neutral and one for a trending. The names are not different, just colors are different. I'm also including a screenshot from what Bloodhound Sees. Thanks for the help.

Attached Thumbnails
Click image for larger version Name: anaADXVMA_Bloodhound Exposed.JPG Views: 188 Size: 44.4 KB ID: 208856   Click image for larger version Name: anaADXVMA_TrendingJPG.JPG Views: 210 Size: 41.1 KB ID: 208857   Click image for larger version Name: anaADXVMA_Neutral.JPG Views: 174 Size: 46.4 KB ID: 208858  
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 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
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SolubleFish View Post
Here are a couple; one for a neutral and one for a trending. The names are not different, just colors are different. I'm also including a screenshot from what Bloodhound Sees. Thanks for the help.

do you have the source code of that adxvma ?

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