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Bond price markers for Indys/Analyzer etc
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Bond price markers for Indys/Analyzer etc

  #1 (permalink)
Elite Member
Dublin Ireland
 
Futures Experience: Intermediate
Platform: Ninja, TOS
Broker/Data: RCG Direct/Continuum
Favorite Futures: ZB
 
Posts: 18 since Mar 2012
Thanks: 4 given, 5 received

Bond price markers for Indys/Analyzer etc

Apologies if this has been discussed before but I have tried a search and not found the result I was looking for.

I am tired of having to calculate 5 decimal places into a bond value (I know it can be truncated with '.ToString(".00")') when looking at indicator values or the market analyzer. eg I draw a line at today's open and the value is displayed as 128.69 instead of 128'23 (I can convert the analyzer fields in excel once they're there) .

Is there C# / NT code for converting the decimals to the right bond value? (To be displayed on a chart say the Value of an SMA. I know I will have to 'Round2TickSize')

It is done for Sierra Charts - hint **yes I'm getting fed up with minor annoyances in NT and am now looking else where** - and it is displayed correctly in the chart axis for NT - why not the indicators?

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  #2 (permalink)
 Vendor: www.traderwerks.com 
Taipei Taiwan
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Optimus
Favorite Futures: TW
 
Posts: 693 since Jun 2009
Thanks: 440 given, 440 received

Try something like this. ( From Ninjatrader forum )

 
Code
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;
}

Math. A gateway drug to reality.
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The following user says Thank You to traderwerks for this post:
 
  #3 (permalink)
Elite Member
Dublin Ireland
 
Futures Experience: Intermediate
Platform: Ninja, TOS
Broker/Data: RCG Direct/Continuum
Favorite Futures: ZB
 
Posts: 18 since Mar 2012
Thanks: 4 given, 5 received


Thanks traderwerks - now for a session of cut and paste on some indys. What else are weekends for ?

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