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Fractions as inputs for an indicator running on Bonds

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    Fractions as inputs for an indicator running on Bonds

    I have an indicator that takes two prices as inputs.

    For most instruments there isn't an issue, but for bonds that trade in fractions it's much easier to say 138'2 than 138.0625. Is there a type converter or tool that would convert the Bond's shorthand given as a string to a double?
    daqu40
    NinjaTrader Ecosystem Vendor - QTradez

    #2
    Hello Dan,

    Thanks for your post.

    There isn't a TypeConverter available that I could suggest, but you could consider parsing the string, checking if it has a ' and then you can divide the subscript by 32 and add it to the whole number.

    Code:
    string input = "123'2";
    string[] split = input.Split('\'');
    double subscript = double.Parse(split[1]);
    subscript = subscript / 32;
    double number = double.Parse(split[0]);
    Print((number + subscript).ToString());
    I look forward to assisting.
    JimNinjaTrader Customer Service

    Comment


      #3
      Thanks Jim.

      I didn't think there was anything, but wanted to check to be sure.

      FYI for everyone reading this...
      Jim's example is good for the specific case of ZB. To make this work for all instruments using the apostrophe use:

      Code:
      subscript = subscript * Instrument.MasterInstrument.TickSize;
      Also some supporting code to make sure you are starting with a number and didn't get any other characters in your string that won't convert to a number.
      daqu40
      NinjaTrader Ecosystem Vendor - QTradez

      Comment

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