Ninja Trader BUG Open[0] and Close[0]

December 16th, 2009, 01:08 PM

Ok. I post it there.

December 16th, 2009, 02:21 PM

Hey,

it was just a programming issue

!!!

Here is the right code if someone has the same problem:

if ( Math.Abs(Close[0] - Open[0]) < TickSize * 0.5 )
BarColor = Color.Yellow;

Thanks goes to roonius!!!

December 16th, 2009, 02:45 PM

here the solution - posted by roonius :

It is double.Epsilon issue.

You can try replacing your condition like this:

if ( Math.Abs(Close[0] - Open[0]) < TickSize * 0.5 )
BarColor = Color.Yellow;

double.Epsilon is C# thing when dealing with double values - you have to be careful when comparing them.

https://bytes.com:443/topic/c-sharp/answers/253204-meaning-double-epsilon

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www.TradingStudies.com

ThanX,
very interesting !

anymore easy to understand expalainations for this ?

December 16th, 2009, 02:59 PM

while programming for an vb.net app i had a hell of a time before realizing this. then treated the price variable as Decimals.

December 16th, 2009, 03:06 PM

do i have the same problems if i do it like this :

double open = Open[0]
double close= Close[0]

if ( close == open )
BarColor = Color.Yellow;

??

roonius · December 16th, 2009, 03:58 PM

max-td

do i have the same problems if i do it like this :

double open = Open[0]
double close= Close[0]

if ( close == open )
BarColor = Color.Yellow;

??

You will have the same problem, if you do like this.
NinjaTrader has an undocumented method (so they are aware of this of course)

if(Instrument.MasterInstrument.Compare(Open[0], Close[0]) == 0)
BarColor = Color.Yellow;

public int Compare(double price1, double price2)
Member of NinjaTrader.Cbi.MasterInstrument
Summary:
Compares 2 prices with respect to the NinjaTrader.Cbi.MasterInstrument.TickSize to ensure accuracy when dealing with floating point precision.
Parameters:
price1:
price2:
Returns:
1: If price1 is greater than price2, -1: If price1 is less than price2, 0: If price1 is equal to price2

December 16th, 2009, 04:12 PM

roonius

NinjaTrader has an undocumented method (so they are aware of this of course)

if(Instrument.MasterInstrument.Compare(Open[0], Close[0]) == 0)
BarColor = Color.Yellow;

so this is also a working solution simular to your own sugestion, roonius ?

roonius · December 16th, 2009, 05:12 PM

max-td

so this is also a working solution simular to your own sugestion, roonius ?

Yes - it is another working solution.

Ninja Trader BUG Open[0] and Close[0]

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Ninja Trader BUG Open[0] and Close[0]