weird division problem

[auspiv]

so i'm trying to build a simple ratio of the total volume of bids / total volume of asks with this code placed in OnMarketDepth:

for(idx = 0; idx < askRows.Count; idx++)
                {
                    totalaskvol += askRows[idx].Volume;
                }
            for(idx = 0; idx < bidRows.Count; idx++)
                {
                    totalbidvol += bidRows[idx].Volume;
                }
            Print("total bid vol:\t" + totalbidvol);
            Print("total ask vol:\t" + totalaskvol);
            
            if(totalbidvol != 0 && totalaskvol != 0)
            {
                bidaskratio = totalbidvol/totalaskvol;
                
            }
            Print("ratio:\t" + bidaskratio);

but i'm getting weird results for the actual division in the line "bidaskratio = totalbidvol/totalaskvol;"

the totals calculate right, but the ratio doesn't.
see below for two examples:

total bid vol:    204
total ask vol:    167
ratio:    1
[ratio should be 1.2215]

total bid vol:    160
total ask vol:    167
ratio:    0
[ratio should be 0.958]

as you can see, the division simply returns 1 for when there is more ask volume than bid volume, and 0 for the opposite. i'd like a little more precision here... the variable, bidaskratio is of type double.

what am i doing wrong here?

[ctrlbrk]

I am terrible at math... so be forewarned

but..

I don't see where you've defined bidaskratio. It's not an int is it? should be a double.

Edit: I see in last sentence of his post he said it was a double.

Mike

[NinjaTrader_Bertrand]

Thanks Mike, would have posted the same question...

[RJay]

auspiv,

I am not a programmer. I just mess around until things work.

But, this problem looks familiar. I had a similar situation about a year ago.

I wish I could remember. When you defined your double, did you put a couple of extra zero's after the decimal point?

If I could see the all code, that might help jog my memory.

RJay

[auspiv]

i have the variable defined inside the variable section, and now i'm trying it with decimal, float and double, but with the same results:

double bidaskratio = 0.00000F;
float baf = 0.00000D;
decimal bad = 0.0000M;

bidaskratio = totalbidvol/totalaskvol;
baf = totalbidvol/totalaskvol;
bad = totalbidvol/totalaskvol;

none of the above work. and if i just declare, without setting a value it doesn't work either.

[NinjaTrader_Bertrand]

Does this change anything?

double bidAskRatio = totalBidVol/totalAskVol;

[RJay]

auspiv,

Try making the numerator and denominator dataseries. Info may be gettting wiped out in the loops.

RJay

[auspiv]

Does this change anything?

double bidaskratio = totalbidvol/totalaskvol;

it didn't.. and i tried creating a function with the above idea, but with the same exact result. this is what i tried:

double Division(int one, int two)
        {
            double result = (one/two);
            return result;
        }
Print(Division(totalbidvol, totalaskvol));

i'm going to try the dataseries idea later on and see how that works.

[NinjaTrader_Bertrand]

Then try casting it to doubles this way -

 
double bidAskRatio = (double) totalBidVol/ (double) totalAskVol;

[auspiv]

Then try casting it to doubles this way -

 
double bidAskRatio = (double) totalBidVol/ (double) totalAskVol;

this works.. thanks for the help!