Indicators plotting wrong values on ZB

[NoamBarel]

Hi,
I have noticed this weird problem with ZB, possible bug maybe in reading tick size,
when I load indicators to the chart, I get wrong values plotted. (see attached screenshot)
The value should have been somewhere between 137.00 to 137.01,
Instead its showing a value of 137.02, which is wrong.
Is this a known issue? how can this be fixed ?

Thanks in advance,

best regards

Noam Barel

[NinjaTrader_Jason]

Hello Noam,

Unfortunately this is as expected. Indicators reports decimal values while ZB price bars use fractional prices. The same applies for the ZN and ZF.

There is no setting in NinjaTrader available that will plot indicator values in fractional prices.

[NoamBarel]

Hi Jason,
Thanks for your quick replay.

So no solution in this case?

[NinjaTrader_Jason]

Unfortunately I am not aware of a way to have indicators plot fractional prices for futures such as ZB and ZN.

You could calculate the fractional price manually - divide the decimal value by 0.03125.

[NoamBarel]

Well, actually that's a great solution.. I can manually code it.

Thanks alot Jason !

[Harry]

You can use the following code and insert it after the properties region.

#region Miscellaneous

public override string FormatPriceMarker(double price)
{
    double trunc = Math.Truncate(price);
    int fraction = Convert.ToInt32(320 * Math.Abs(price - trunc) - 0.0001); // rounding down for ZF and ZT
    string priceMarker = "";
    if (TickSize == 0.03125) 
    {
        fraction = fraction/10;
        if (fraction < 10)
            priceMarker = trunc.ToString() + "'0" + fraction.ToString();
        else 
            priceMarker = trunc.ToString() + "'" + fraction.ToString();
    }
    else if (TickSize == 0.015625 || TickSize == 0.0078125)
    {
        if (fraction < 10)
            priceMarker = trunc.ToString() + "'00" + fraction.ToString();
        else if (fraction < 100)
            priceMarker = trunc.ToString() + "'0" + fraction.ToString();
        else    
            priceMarker = trunc.ToString() + "'" + fraction.ToString();
    }
    else
        priceMarker = price.ToString(Gui.Globals.GetTickFormatString(TickSize));
    return priceMarker;
}        
#endregion

Your indicators should now work properly with bond futures, see chart below.

[Harry]

Unfortunately I am not aware of a way to have indicators plot fractional prices for futures such as ZB and ZN.

You could calculate the fractional price manually - divide the decimal value by 0.03125.

The SessionPivots indicators in the download section also plot fractional prices for interest rate futures.

http://www.ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=4&linkid=343

[NoamBarel]

Thanks Harry !