NexusFi: Find Your Edge


Home Menu

 





Translating EMA-values to ZN-values or visaversa


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one max-td with 8 posts (1 thanks)
    2. looks_two wh with 5 posts (0 thanks)
    3. looks_3 Big Mike with 3 posts (0 thanks)
    4. looks_4 Richard with 2 posts (1 thanks)
    1. trending_up 8,439 views
    2. thumb_up 2 thanks given
    3. group 1 followers
    1. forum 17 posts
    2. attach_file 3 attachments




 
Search this Thread

Translating EMA-values to ZN-values or visaversa

  #1 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927

hi all,
ZN is seems to get trendy here in this area ;-)
but i realized that is has strange values and cant be used together with MAs in a strategy because of this. EMA values + ZN values are totaly different- ie. if you wanna code an ENTRY after the Bar closes Above / Below EMA 50 - thats not possible at the moment. i am looking looking for some ideas to manage this, maybe someone got a "translation-code" in his pocket yet ;-)
Thanks for infos
max-td

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
MC PL editor upgrade
MultiCharts
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Exit Strategy
NinjaTrader
Better Renko Gaps
The Elite Circle
ZombieSqueeze
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Diary of a simple price action trader
26 thanks
Just another trading journal: PA, Wyckoff & Trends
21 thanks
My NQ Trading Journal
19 thanks
Tao te Trade: way of the WLD
16 thanks
HumbleTraders next chapter
9 thanks
  #2 (permalink)
 
wh's Avatar
 wh 
Neubrandenburg, Germany
 
Experience: Advanced
Platform: R
Trading: Stocks
Posts: 538 since Jun 2009
Thanks Given: 298
Thanks Received: 512

hi max,

what are ZN-values. I do not know. but i think mike has same problem.

perhaps 123'234 anstead 123.57578 then i can give method ...

best regards

wh

Reply With Quote
  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,440 since Jun 2009
Thanks Given: 33,207
Thanks Received: 101,599


This code may be of use, it was provided by Roonius:

private string FormatZN(double price)
{
return String.Format("{0}'{1:000}", Math.Truncate(price), (price - Math.Truncate(price)) * 320);
}


The number "320" is the bond fraction or number of pips per point. ZN is 320.

Mike

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #4 (permalink)
 
wh's Avatar
 wh 
Neubrandenburg, Germany
 
Experience: Advanced
Platform: R
Trading: Stocks
Posts: 538 since Jun 2009
Thanks Given: 298
Thanks Received: 512

private string whatisthat(double number)
{


//string s = "114.843750";

string s = Convert.ToString(number);
string[] numbers = s.split('.');

string zahler = "";
double dnenner = 0;

for(int i = 0; i < numbers.length; i++)
{
if(i == 0)
String zahler = numbers[i];

if(i == 1)
String tmp = numbers[i];

double dtmp = Double.Parse(tmp);
dnenner = dtmp/ 320;
}

string nenner = Convert.ToString(dnenner);

string val = zahler+"'"+nenner;

return val;
}

is not tested some bugs inside

Reply With Quote
  #5 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927

hi - one more try - with your codeexamples i couldnt do anything - i am just a copy+paste coder.
But i know what i need
here is an example of my condition-idea - very simple stuff :

double ZNvalueclose = Close[0] ;
double ema33 = EMA (33) [0] ;

if ( ZNvalueclose < ema33 )

{ go short }

But now we konw the problem that ZN gives us (europeans espcialy ) some grazy numbers wich are not comparable with the EMA-values.

so i need a bit of math-magic to translate my ZNvalueclose into a normal valuedouble



double ZNvalueclose = Close[0] ;

double ZNvalueNORM = ZNvalueclose * magic-maths ;

double ema33 = EMA (33) [0] ;

if ( ZNvalueNORM < ema33 )

{ go short }

i always work with such doubles only - need no dataseries or other big things
please dont laugh - thats the way i code my things + it works + thats my goal

maybe someone got an idea

i saw this Math.Truncate-Method in mike psoting - but dont know what tish is / how to use it in my formular

max-td
Started this thread Reply With Quote
  #6 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927

ok -another step DONE !

protected override void OnBarUpdate()
{

double EMAprice = EMA(30)[0];

string emaTOznvalue = String.Format("{0}'{1:000}", Math.Truncate(EMAprice), (EMAprice - Math.Truncate(EMAprice)) * 320);


emaTOznvalue now gives out the EMA in ZN-format
ie like : 114°025

next step is converting this string to a double to be able to use it for conditions in indicators or strategys in combination with PA (price-action)
stay tuned ...

max-td
Started this thread Reply With Quote
Thanked by:
  #7 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,440 since Jun 2009
Thanks Given: 33,207
Thanks Received: 101,599


max-td View Post
ok -another step DONE !

protected override void OnBarUpdate()
{

double EMAprice = EMA(30)[0];

string emaTOznvalue = String.Format("{0}'{1:000}", Math.Truncate(EMAprice), (EMAprice - Math.Truncate(EMAprice)) * 320);


emaTOznvalue now gives out the EMA in ZN-format
ie like : 114°025

next step is converting this string to a double to be able to use it for conditions in indicators or strategys in combination with PA (price-action)
stay tuned ...

Nice work max!

Mike

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #8 (permalink)
 
wh's Avatar
 wh 
Neubrandenburg, Germany
 
Experience: Advanced
Platform: R
Trading: Stocks
Posts: 538 since Jun 2009
Thanks Given: 298
Thanks Received: 512

you need a string format, that can you parse to a double.
or you use the replace function in c# and then do parsing ...

string s = "114°025";

string v = s.Replace("°", ".");

double z = Convert.ToDouble(v);

You need a dot that you get a good double value ...

Reply With Quote
  #9 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927

Thats what i have - a propper sting with this ` - thing.
You see the output in the text-box.

max-td
Attached Thumbnails
Click image for larger version

Name:	ZN EMA.png
Views:	306
Size:	16.5 KB
ID:	204  
Attached Files
Elite Membership required to download: ZN_EMA_01.cs
Started this thread Reply With Quote
  #10 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927


oh - you think i have to replace that " ` " + make it a dot !?

max-td
Started this thread Reply With Quote




Last Updated on June 22, 2009


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts