Compare Operator used on a data series

[krubin]

protected override void OnBarUpdate()
{
nom.Set(Close[0] - MIN(Low, PeriodK)[0]);
den.Set(MAX(High, PeriodK)[0] - MIN(Low, PeriodK)[0]);
if (den[0].Compare(0, 0.000000000001) == 0)
fastK.Set(CurrentBar == 0 ? 50 : fastK[1]);
else
fastK.Set(Math.Min(100, Math.Max(0, 100 * nom[0] / den[0])));
// Slow %K == Fast %D
K.Set(SMA(fastK, Smooth)[0]);
D.Set(SMA(K, PeriodD)[0]);
}
Hi,
I'm a NinjaTrader newbie and am looking at the code of the Stochastic indicator
shown above.One line which I don't understand is:
if (den[0].Compare(0, 0.000000000001) == 0)
My understanding is that den[0] is calculated as the highest high minus the lowest low value of
the last PeriodK. (Putting it in the data series as the most recent value)
I'm not understanding what the compare is doing and I was unable to find it in the
NinjaScript language help.
Also for the line below, I thought that 100 * nom[0] / den[0] would always be positive, so I'm
not sure why it is compared with 0, to find the max.
fastK.Set(Math.Min(100, Math.Max(0, 100 * nom[0] / den[0])));
Thank you,
Ken

[koganam]

protected override void OnBarUpdate()
{
nom.Set(Close[0] - MIN(Low, PeriodK)[0]);
den.Set(MAX(High, PeriodK)[0] - MIN(Low, PeriodK)[0]);
if (den[0].Compare(0, 0.000000000001) == 0)
fastK.Set(CurrentBar == 0 ? 50 : fastK[1]);
else
fastK.Set(Math.Min(100, Math.Max(0, 100 * nom[0] / den[0])));
// Slow %K == Fast %D
K.Set(SMA(fastK, Smooth)[0]);
D.Set(SMA(K, PeriodD)[0]);
}
Hi,
I'm a NinjaTrader newbie and am looking at the code of the Stochastic indicator
shown above.One line which I don't understand is:
if (den[0].Compare(0, 0.000000000001) == 0)
My understanding is that den[0] is calculated as the highest high minus the lowest low value of
the last PeriodK. (Putting it in the data series as the most recent value)
I'm not understanding what the compare is doing and I was unable to find it in the
NinjaScript language help.
Also for the line below, I thought that 100 * nom[0] / den[0] would always be positive, so I'm
not sure why it is compared with 0, to find the max.
fastK.Set(Math.Min(100, Math.Max(0, 100 * nom[0] / den[0])));
Thank you,
Ken

Both are statements designed to take care of floating point inaccuracies. Due to these inaccuracies, floating point numbers are almost never equal, so instead of comparing two doubles, one compares their difference from zero to a small user-defined amount (in this case to 12 decimal places).

So in this instance if the difference between den[0] and 0 is less than 0.000000000001, then it will be assumed that it is 0.

By the same token at those very small values it is possible for den[0] to end up as a small negative number, so the Math.Max function is used to ensure that it is never recorded as negative, but rather as 0.

[krubin]

Dear Koganam,

Thank you for the quick response and the very clear explanation!

Best Wishes,
Ken