User defined function

permalink · August 27th, 2018, 03:02 AM

Hi guys, I had a block of code that I’ve used in many strategies. I created a user defined function today so that I can just call it in my strategies. This way, anytime I need to make changes to the function.. I can amend the function and it changes it in all my strategies. One of those functions is simple... calculating position size

Code

//			public static void AccountCalcualtion(SystemPerformance systemperformance, double AccountSize, double RiskPercent, double Leverage, double fxToBuy1, double total_fundUSD)
//			{
//			double CumProfits= (systemperformance.AllTrades.TradesPerformance.Currency.CumProfit);
//			total_fundUSD= (AccountSize+CumProfits);
//			double dummyQ = (((int)Math.Floor((total_fundUSD*RiskPercent))) * Leverage); 
//			fxToBuy1 =  ((int)(dummyQ/1000))*1000;
           // NinjaTrader.Code.Output.ProcessfxToBuy1), PrintTo.OutputTab1);

Then I am calling this function in my strategy as

AccountCalculation();

It works, it prints out the correct position size that my strategy would had calculated.

Problem: I can’t seem to assign the values from this function to a variable within my strategy so that I can use it.

I keep getting an error “can’t convert void to double”

I just want to take the value that this function is calculating and then assign it to a variable for the position to purchase.... any help would be appreciate

ABCTG · August 27th, 2018, 04:03 AM

Hi calhawk01,

using void as the return type for a method specifies that the method doesn't return a value. You could change it to double and have the method return a double value (via the return keyword) when called.
You can find more information here: https://docs.microsoft.com/en-us/dotnet/csharp/programming-guide/classes-and-structs/methods

Regards,

ABCTG

permalink · August 27th, 2018, 05:46 AM

@calhawk01

Use return parameter as @ABCTG described above, or prefix your fxToBuy1 parameter with the 'out' keyword, see following for info:

https://docs.microsoft.com/en-us/dotnet/csharp/language-reference/keywords/out-parameter-modifier

[Note that when using public static for shared functions it is best to use a naming prefix to avoid namespace clashes, and also that compiling will cause links to be broken until all charts/strats are F5'd or reopened. (I do use this mechanism a lot and would like to find a good solution to that problem.)]

Another alternative is to use the 'partial class' mechanism for instanced funtions.

permalink · August 27th, 2018, 10:49 AM

ABCTG

Hi calhawk01,

using void as the return type for a method specifies that the method doesn't return a value. You could change it to double and have the method return a double value (via the return keyword) when called.
You can find more information here: https://docs.microsoft.com/en-us/dotnet/csharp/programming-guide/classes-and-structs/methods

Regards,

ABCTG

Thank you.

Code

namespace NinjaTrader.NinjaScript.Strategies
{
		public partial class Strategy
		{
			
			public static double AccountCalcualtion(SystemPerformance systemperformance, double AccountSize, double RiskPercent, double Leverage, double fxToBuy1, double total_fundUSD)
			{
			double CumProfits= (systemperformance.AllTrades.TradesPerformance.Currency.CumProfit);
			total_fundUSD= (AccountSize+CumProfits);
			double dummyQ = (((int)Math.Floor((total_fundUSD*RiskPercent))) * Leverage); 
			fxToBuy1 =  ((int)(dummyQ/1000))*1000;
           // NinjaTrader.Code.Output.ProcessfxToBuy1), PrintTo.OutputTab1);
				
		
			
		}

}
}

I had tried using double. However, NT won't compile with a double.

the error:

Code

NinjaScript File	Error	Code	Line	Column
StrategyFunctions.cs	'NinjaTrader.NinjaScript.Strategies.Strategy.AccountCalcualtion(NinjaTrader.Cbi.SystemPerformance, double, double, double, double, double)': not all code paths return a value	CS0161	46	25

permalink · August 28th, 2018, 01:21 AM

Still trying to get this to work :/

I'm not a programmer so i think the problem is pretty basic but b/c i don't have the background i'm stuck. i've been working with ninjascript for about 4 years and am well verse in creating strategies... just never done anything like this. would appreciate if someone can help! i think once i get this to work i should be good to go with various other functions that i need to create..

permalink · August 28th, 2018, 04:24 AM

The error is due to you declaring return of type double but not returning any double value from your function so you need eg:

return fxToBuy1;

Just put a return and then whatever variable value you need to pass back in your function.

Sent from my iPhone using futures.io

permalink · September 8th, 2018, 02:49 PM

iq200

The error is due to you declaring return of type double but not returning any double value from your function so you need eg:

return fxToBuy1;

Just put a return and then whatever variable value you need to pass back in your function.

Sent from my iPhone using futures.io

Thank you, iq200.

I finally had the chance to try your suggestion. I'm good to go!

Working code:

Code

namespace NinjaTrader.NinjaScript.Strategies
{
		public partial class Strategy
		{
			
			public static double fx_Position_Size(SystemPerformance systemperformance, double AccountSize, double RiskPercent, double Leverage)
			
			{
			double Total_Profit = systemperformance.AllTrades.TradesPerformance.Currency.CumProfit;
			double total_fundUSD= AccountSize+Total_Profit;
			double dummyQ = (((int)Math.Floor((total_fundUSD*RiskPercent))) * Leverage); 
			double fxToBuy =  ((int)(dummyQ/1000))*1000;
			return fxToBuy;
			}					
}
}

User defined function

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User defined function