ChartHelper in a Strategy

March 14th, 2011, 08:10 AM

Warning, this is a bit tricky/high level problem.
Some of our very good coders, @Mindset, @bukkan, @gomi, @eDanny, @Fat Tails, ... may have an idea.

I've been playing with ChartHelper.cs, which allow nice things, like calculate the price of the bar number, from the point you have clicked on a chart.
It works fine in an indicator, you can very quickly write an indicator which trap a mouse click, and then get the bar number, or the price level, and so on.
To calculate this, it use the Update() method, which seems to be called with a min and max, which can then be used to calculate the price.
It's also possible, with the Plot() method, where you have a min and a max.
But, AFAIK, these methods are not accessible in a Strategy, right ?

Any idea, to make a strategy able to get these min & max ?
Below a sample Strat, trying to get this price level.
The ChartHelper.cs is also here: ChartHelper.cs

Code

                            
namespace NinjaTrader.Strategy
{
    [Description(" XY")]
    public class xyselect : Strategy
    {            
        private ChartHelper chartHelper;    
        private bool _found = false;
        private double _t    = 0.0;
        
        protected override void Initialize() {
            CalculateOnBarClose = true;                        
        }
        
        protected override void OnStartUp() {
        }
                
        protected override void OnBarUpdate()
        {    
            if (!_found) {
                this.ChartControl.ChartPanel.MouseUp += new MouseEventHandler(chart_MouseClick);
                chartHelper = new ChartHelper ( this.ChartControl, this.Bars, this.TickSize);
                _t = Instrument.MasterInstrument.TickSize;
                _found=true;
            }            
        }
                
        private void chart_MouseClick(object sender, MouseEventArgs e)
        {            
            Panel chartPanel = sender as Panel;    
            if (chartPanel == null)
                return;                        
            if (e.Clicks == 1 && (e.Button == MouseButtons.Left) ) { 
                Print("e.X: "+e.X);
                Print("e.Y: "+e.Y);                
                Print("Price: "+chartHelper.ConvertYtoPrice(e.Y).ToString());
            }            
        }
        
        protected override void OnTermination() {        
            if(ChartControl==null)
                return;
            this.ChartControl.ChartPanel.MouseUp -= new MouseEventHandler(chart_MouseClick);            
            base.Dispose();
        }        
}

March 14th, 2011, 09:40 AM

I use channel indicator it called chart helper to draw a channel but it has a bug. When you re-open a chart it draws down channel only, I have to delete then add it back then it draws both up and down channel.

March 14th, 2011, 11:17 AM

Thanks Cory, but my problem is being able to use some of its classes in a Strategy.
In an Indicator, it works as expected.

March 15th, 2011, 02:39 PM

Here's some code I wrote some time ago, it computes BarNum and Price using dichotomy on

ChartControl.GetXByBarIdx() and
ChartControl.GetYByValue()

I converted it to Strategy and looks OK

March 15th, 2011, 02:55 PM

I might add that both the ChannelHelper.cs and the a00Channels.cs look to me as the Pepe Hershey Indicators PP_ChartHelper and PP_Channels, see here , except that there no mention to Pepe any more.

As a developer I find it rather uncool, so I'll grab this opportunity to make public mention of this awsome series of Indicators, and thank Pepe if he wanders here one day.

Pepe, your work was truly inspirational to me and helped me tremendously to deal with mouse/keyboard interaction with the Ninja charts. It really was an eye-opener.

Thanks again !

March 15th, 2011, 05:24 PM

I downloaded the NT7 version of Pepe package I could find on ET ( Forums - Software Used to Trade Jack Hershey Methods) and it reloaded up and down channels on chart recreation.

March 15th, 2011, 08:14 PM

Thanks @gomi.

I already had this piece of code, but I was trying to see if there was a simpler way to convert the Y value to a price.
As it seems there is not, I think I will have to modify this one (but I need to understand it first, not really an amateur's one

).
As this indicator/strategy can give the low of a bar if the mouse click is done below, it might be able to also give the high of the same bar. If I can have an Y' of low, and an Y'' for the high, with a know low and high, I should be able to translate my Y into a price.

Very clear for me now, let's see tomorrow morning...

gomi

Here's some code I wrote some time ago, it computes BarNum and Price using dichotomy on

ChartControl.GetXByBarIdx() and
ChartControl.GetYByValue()

I converted it to Strategy and looks OK

March 16th, 2011, 04:28 AM

If you're willing to get an y outside of the bar, anywhere on the chart, here's what you can do:

Code

                            
        private bool GetBarnumPriceFromMouseClick(ref int barnum, ref double price, int mousex, int mousey)
        {    
            barnum=IntegerDichotomy( 0,CurrentBar,GetX,mousex);
            
            price=IntegerDichotomy( Convert.ToInt32(MIN(CurrentBar)[0]/this.TickSize),Convert.ToInt32(MAX(CurrentBar)[0]/this.TickSize),MinusGetY,-mousey)*this.TickSize;
            
            return true;
        }

March 16th, 2011, 05:28 AM

Thanks, it works like a charm !!!

gomi

If you're willing to get an y outside of the bar, anywhere on the chart, here's what you can do:

Code

                            
        private bool GetBarnumPriceFromMouseClick(ref int barnum, ref double price, int mousex, int mousey)
        {    
            barnum=IntegerDichotomy( 0,CurrentBar,GetX,mousex);
            
            price=IntegerDichotomy( Convert.ToInt32(MIN(CurrentBar)[0]/this.TickSize),Convert.ToInt32(MAX(CurrentBar)[0]/this.TickSize),MinusGetY,-mousey)*this.TickSize;
            
            return true;
        }

ChartHelper in a Strategy

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ChartHelper in a Strategy