problem on Math.Abs

[kantkant2]

Hi,
I'm new in programming.
I have to calculate the ratio between the body and the whole range of the previous day.
I tried using the function Math.abs but I must have done something wrong ...
I enclose here a test script with the function of ratio included, what I did wrong?

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// This strategy enter simply long at high of previoos day.
    /// </summary>
    [Description("This strategy enter simply long at high of previoos day.")]
    public class BreakExample : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int myInput0 = 1; // Default setting for MyInput0
		private double prevHigh = 0;
        // User defined variables (add any user defined variables below)
        #endregion

        /// <summary>
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        /// </summary>
        protected override void Initialize()
        {
            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			//prova di calcolo del rapporto tra close-open e high-low del giorno precedente
			if ((Math.Abs(PriorDayOHLC().PriorClose[0] - PriorDayOHLC().PriorOpen[0]) / (PriorDayOHLC().PriorHigh[0] - PriorDayOHLC().PriorLow[0])) < 0.5)
			return;
			
			if (Bars.BarsSinceSession >= 1)
			{
				EnterLongStop(DefaultQuantity, PriorDayOHLC().PriorHigh[0], "");
				
			}
        }

        #region Properties
        [Description("")]
        [GridCategory("Parameters")]
        public int MyInput0
        {
            get { return myInput0; }
            set { myInput0 = Math.Max(1, value); }
        }
        #endregion
    }
}

[NinjaTrader_ChelseaB]

Hello,

Please try the following:

if (Math.Abs(PriorDayOHLC().PriorClose[0] - PriorDayOHLC().PriorOpen[0])/Math.Abs(PriorDayOHLC().PriorHigh[0] - PriorDayOHLC().PriorLow[0]) < .5)
return;

Let me know if this does not work for you.

[kantkant2]

ok thanks, I'll try later.
but, why the absolute value in the denominator?

[NinjaTrader_ChelseaB]

Hello kantkant2,

I included the absolute value of both subtraction operations to ensure the division result is positive. It is not necessary to use Math.abs twice. The following should work exactly the same.

if (Math.Abs(PriorDayOHLC().PriorClose[0] - PriorDayOHLC().PriorOpen[0]/PriorDayOHLC().PriorHigh[0] - PriorDayOHLC().PriorLow[0]) < .5)
return;

Let me know if this does not resolve your inquiry.

[kantkant2]

many thanks ChelseaB, it seems works better...
but how can I do for visualize the results in the output window?
sorry and many thanks for the support!

[NinjaTrader_ChelseaB]

Hello kantkant2,

To print to the output window use the Print() function.

For example:

Print( (Math.Abs(PriorDayOHLC().PriorClose[0] - PriorDayOHLC().PriorOpen[0]/PriorDayOHLC().PriorHigh[0] - PriorDayOHLC().PriorLow[0]).ToString() );

Below is a link to the help guide on the Print() function.
http://www.ninjatrader.com/support/h...html?print.htm


Please let me know if this does not resolve your inquiry.

[kantkant2]

Thanks again Chelsea,
sorry for the noise but this code give me wrong results:

(Math.Abs(PriorDayOHLC().PriorClose[0] - PriorDayOHLC().PriorOpen[0] / PriorDayOHLC().PriorHigh[0] - PriorDayOHLC().PriorLow[0]) > .5)

this is my output window:

05/04/2013, Ratio=0.741113270405332, Close=26.83, Open=26.91, High=27.015, Low=26.575

obviously the ratio is incorrect, in this case it should be 0.181818......

any idea??

[NinjaTrader_ChelseaB]

Hello kantkant2,

The issue is order of operations.

The division is happening before the subtraction. My first post (post #2) was actually correct. The denominator being absolute didn't really change anything.

if (Math.Abs(PriorDayOHLC().PriorClose[0] - PriorDayOHLC().PriorOpen[0])/(PriorDayOHLC().PriorHigh[0] - PriorDayOHLC().PriorLow[0]) < .5)
return;

Let me know if this does not correct the problem.

[kantkant2]

oh, it's true!!

thanks, you are probably the best support at world!