Code Snippets needed!

June 27th, 2009, 09:12 AM

Hello Mike and all,

Mike, I'm not sure how the download section for code snippets will work since most snippets I've seen are only a portion of a working code...

My programming experience came from finding indicators built-in to NT or on the NT support forum (that I could then rename with a _v01) and then proceed to try new things that I was learning at the time. I started using the wizard several months ago and am now able to customize some of the indicators and strategies that I like to use.

I'd appreciate others sharing code snippets that you find worthwhile. I'll share a couple things I like to use here and in the following posts:

PLOTTING LINES OF VARIOUS SIZE / COLOR

Code

 
Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "Plot1"));
 
or

Add(new Plot(Color.Orange, "HMA"));

This shows up with line width 1 and may be too narrow to see well plus I never understood "FromKnownColor" purpose.

or

Code

Add(new Plot(Color.Blue, "EMAup"));
Plots[0].Pen.Width = 3;
Plots[0].Pen.DashStyle = DashStyle.Dash;

3 lines of code required...

Code

Add(new Plot(new Pen(Color.Green,3), PlotStyle.Line, "ChannelHigh"));

- okay, now I've got the line width built-in to the plot command...

For newbies the process of learning how to get things to plot are quite a challenge - i.e. the difference required when using DashStyle.Dash and PlotStyle.Line. I can't begin to calculate how many hours I spent trying to get plots to work... Plotting in Strategies is another matter...

Kirk

June 27th, 2009, 09:14 AM

ALERT SOUNDS

Code

PlaySound(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\NinjaTrader 6.5\\sounds\\alarma_submarino.wav");

If your code is set up and all you hear is the incessant alarm going off, you may need to use "FirstTickOfBar":

Code

if (CurrentBar == 0 && FirstTickOfBar)
{
PlaySound(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\NinjaTrader 6.5\\sounds\\Train.wav");
 
}

You can find several resources here and on the NT support forum for alerts.

Try them on your basic script routines and you'll learn where / where not to use them.
Kirk

June 27th, 2009, 09:15 AM

PLOTTING GRAPHICS / DOTS, DIAMONDS, TRIANGLES, etc.
Do you like basic dots?

Code

DrawDot("Dot",false,0,0,Color.Blue);

or

Code

DrawDiamond("Down Diamond" + CurrentBar, 0, SMA(20)[0], Color.Magenta);//I like to name them what their purpose or color is
DrawTriangleDown("Down Triangle" + CurrentBar,0,LinReg(High,(7))[0],Color.Aqua);

Or enhanced "larger" dots or different shapes
In Variables

Code

private Font textFontBig = new Font("Arial", 16);
private Font textFontMedium = new Font("Arial", 14);
private Font textFontSmall = new Font("Arial", 10);
private Font textFontSymbol = new Font("Webdings", 20);//"a" is checkmark
private Font textFontSymbolWing = new Font("Wingdings", 12);//"l" is a circle

see continued section below...

June 27th, 2009, 09:15 AM

...continued from previous post...

if you look at your character map for these different fonts (Webdings, Wingdings, etc.), you'll soon see some useful graphics that will help highlight your charts. You just have to figure out what keystroke is required to give you the desired symbol.

In OnBarUpdate for a larger Wingdings "l" (small-case L) solid circle,

Code

DrawText("DotBlue"+CurrentBar, false, "l", 0, Low[0]-6*TickSize, Color.Blue, textFontSymbolWing, 
StringAlignment.Center, Color.Empty, Color.Empty, 10);

This allows you to use the font size from variables to make as large as you need.

Kirk

June 27th, 2009, 07:42 PM

Good idea zeller. Here's some code I came up with from various samples to give me some peace of mind if you were to run your strategies unattended. (in case I ever have a strategy that makes money!!!)

This is probably very simplistic and old hat for many, but hopefully it will help someone. It can be easily personalized with your own messages, input variables, etc.

Code

// At the start of a new session calculate the prior cum profit so it won't be included in the 
// calculation. Need this for historical testing.
if (Bars.FirstBarOfSession)
	{priorCumProfit = Performance.AllTrades.TradesPerformance.Currency.CumProfit;}

// *** Calculate the toal profit (cumulative profit minus prior profit plus the current position profit 
double myMaxProfit = (double) 1000;
double myMaxLoss = (double) -1000;
double cumProfit = (double) Performance.AllTrades.TradesPerformance.Currency.CumProfit;
double curPosition = (double) Position.GetProfitLoss(Close[0], PerformanceUnit.Currency);
double totCumProfit = (double) cumProfit - priorCumProfit + curPosition ;
			
// *** STOP the strategy! if a total profit or loss exceeds the max
if (totCumProfit <= myMaxLoss || totCumProfit >= myMaxProfit)
	{
	if (Position.MarketPosition == MarketPosition.Long) {ExitLong("DMA: Exit Long - max Profit/Loss exceeded", "");}
	if (Position.MarketPosition == MarketPosition.Short) {ExitShort("DMA: Exit Short - max Profit/Loss exceeded", "");}
	Print(Time[0] + ": EXIT STRATEGY - Max Profit/Loss exceeded: $" + myMaxProfit + "/$" + myMaxLoss + ", Current: $" + totCumProfit);
	return;
	}

June 27th, 2009, 08:09 PM

Thanks jackyd,

only questions I have before trying,

where in OnBarUpdate do you place this, near bottom after trades are placed?
or is there some critical items to address before or after?

I understand about the variables to define...

kz

June 27th, 2009, 08:21 PM

You're welcome. I place it at the very top of OnBarUpdate as a standard first thing it always checks for. Also, keep in mind that it doesn't actually stop the strategy, but only prevents it from taking any more trades for that session, which is also necessary so that it doesn't interfere with backtesting.

October 18th, 2009, 03:46 PM

I'm still mulling over how to provide a "store" of code snippets in a way that makes them easy to find and easy to figure out how to integrate into a custom code file... within the futures.io (formerly BMT) forum construct... (or possibly "without" - in the mathematical sense - it may be best to create a wiki type environment which can be linked to from within futures.io (formerly BMT)).

An example is the one I did on how to code sound alerts.. but that takes a lot of time and I wouldn't want to require that from all contributors... however there is no question that we need categories to organize them... "fundamentals"; "data definitions and usage"; "plotting and drawing"; "referencing objects from other code files"; "performance tips and tricks"; "order handling", etc.

Any and all ideas are welcomed.

March 26th, 2010, 07:27 AM

Programming some code today I discovered an error that is unusual and took me a while to solve.

Very occasionally on an IB feed I noticed that my entryprice vs current price in ticks was out by 1 ie 10t profit was showing as 9t in my code but NOT all the time.
Eventually I reasoned that it's due to some internal rounding that NT does. It is most noticeable on forex futures eg 6E.

The solution seems messy but it does work

price = Close[0] or whatever you want;

Code

val = RoundPrice(Math.Abs((price - entryprice)))/TickSize;
//solves rounding issue

Obviously for a short position you would invert the above code (entryprice - price)

Here is the function code for RoundPrice

Code

//RoundPrice(Round2TickSize)
public Double RoundPrice ( double price) 
{
return base.Bars.Instrument.MasterInstrument.Round2TickSize(price);
}

October 27th, 2010, 10:44 AM

Not exactly a code snippet, yet ...

NT Support recommends that any indicator that is used within a strategy NOT have any reference to CalculateOnBarClose ...

I looked at a random sample of the default indicators and they do not have COBC in their code. I tried it myself for backtesting a strategy and it does make a small difference in outputs (depending on the complexity of the indicator)

YMMV !!

Jon

Code Snippets needed!

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Code Snippets needed!