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Date/Time: Tue, 21 Jan 2025 12:24:08 +0000
[Programming Help] - is there any ACSIL function that rounds
View Count: 2496
| [2018-08-11 19:18:01] |
| User61576 - Posts: 445 |
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floats and double to to be by tick size? trying to send a limit order which will not be lower than the stop price and both prices are double. lvl1OrderPrice = sc.BaseDataIn[SC_LOW][cur - 1] + (lvl1Price.GetInt() * sc.TickSize);
I am trying to get a result which is good both for CL (65.54) and for ZB (112.034375)pls advise thanks Date Time Of Last Edit: 2018-08-11 19:18:15
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| [2018-08-12 15:33:46] |
| ForgivingComputers.com - Posts: 988 |
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When I want to round to say the nearest .000001, I multiply by 1,000,000, then use round() to take it to the nearest integer, then divide by 1,000,000. Like this: lvl1OrderPrice = round(sc.BaseData[SC_LAST][sc.Index] * 100000) / 100000;
Brad |
| [2018-08-12 18:14:07] |
| WarriorTrader - Posts: 245 |
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The fastest way to round something is to add .5 and only take the integer part of the answer. I will have to look for some code examples but the ides is simple. To round 3.7 just add 3.7 + .5 which gives 4.2 and throw out the .2 to round 3.7 --> 3.7 + .5 = 4.2 = 4 That technique can be used for decimal places also. --WT Date Time Of Last Edit: 2018-08-13 05:49:09
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| [2018-08-12 19:04:35] |
| @sstfrederik - Posts: 405 |
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sc.RoundToTickSize() / sc.RoundToIncrement()
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| [2018-08-13 20:09:30] |
| User61576 - Posts: 445 |
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using the following lvl1OrderPrice = sc.RoundToTickSize((double)(sc.BaseDataIn[SC_LOW][cur - 1] + (lvl1Price.GetInt() * sc.TickSize)), 0.01);
gives me 69.070000000000007and without (double) it's not compiling so it's working as a double... also lvl1OrderPrice = round(lvl1OrderPrice * 100) / 100;
I tried to work with long double and still got the same results. looks like the floating point keeps giving me the full double result. I need to get 69.07 |
| [2018-08-14 15:03:32] |
| WarriorTrader - Posts: 245 |
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The fastest way to round something is to add .5 and only take the integer part of the answer. I will have to look for some code examples but the ides is simple. To round 3.7 just add 3.7 + .5 which gives 4.2 and throw out the .2
to round 3.7 --> 3.7 + .5 = 4.2 = 4 That technique can be used for decimal places also. Add .005 to the number then truncate the result at the second decimal place. A C++ function probably exists to accomplish what you want, but if you can't find one the method I descried will work. --WT |
| [2018-08-14 18:39:20] |
| @sstfrederik - Posts: 405 |
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double lvl1OrderPrice = sc.RoundToTickSize((sc.BaseDataIn[SC_LOW][sc.Index] + ((double)lvl1Price.GetInt() * sc.TickSize)), 0.01);
Date Time Of Last Edit: 2018-08-14 18:39:42
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| [2018-08-17 14:55:12] |
| User61576 - Posts: 445 |
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well, found out that i didn't defined my problem correctly and i was trying to compare 2 price i thought if i will round both i could compare tham but found that the floating points keeps all the digits... bottom line the solution i found is to create a function to compare 2 arguments and work upon the result of the functions: int compare(float f1, float f2)
{ float epsilon = 0.00001; long float diff = fabs(f1 - f2); if (diff < epsilon) return 0; else if (f1 > f2) return 1; else return - 1; } I hope this will be useful for someone else as well |
| [2018-08-17 15:17:51] |
| @sstfrederik - Posts: 405 |
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sc.FormattedEvaluate()
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| [2018-08-17 15:50:34] |
| User61576 - Posts: 445 |
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thank. i have much more to learn. btw do you happen to know why whil i am in debug mode SC replay keeps going in the background although i can debug line by line and when i stop debug suddenly all "cash" of ticks is seen on sc screen? |
| [2018-08-17 15:55:26] |
| @sstfrederik - Posts: 405 |
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I dont know what you mean.
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| [2018-08-18 19:51:25] |
| User61576 - Posts: 445 |
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i am using VS2017 and while I am in the debug mode, SC is not working properly and not displaying orders on screen etc. is this is a known issue? |
| [2018-08-18 19:58:45] |
| @sstfrederik - Posts: 405 |
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I dont use that. Cant help here.
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| [2018-08-18 20:04:26] |
| User61576 - Posts: 445 |
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what do you do use?
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| [2018-08-18 20:15:11] |
| @sstfrederik - Posts: 405 |
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Any text editor will do. Only use VS when I want to compile locally.
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