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[Programming Help] - is there any ACSIL function that rounds

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[2018-08-11 19:18:01] #1 [Go To First Post]
User61576 - Posts: 418
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

[2018-08-12 15:33:46] #2 [Go To First Post]
bradh - Posts: 854
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] #3 [Go To First Post]
WarriorTrader - Posts: 245
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

[2018-08-12 19:04:35] #4 [Go To First Post]
@sstfrederik - Posts: 403
sc.RoundToTickSize() / sc.RoundToIncrement()

[2018-08-13 20:09:30] #5 [Go To First Post]
User61576 - Posts: 418
using the following lvl1OrderPrice = sc.RoundToTickSize((double)(sc.BaseDataIn[SC_LOW][cur - 1] + (lvl1Price.GetInt() * sc.TickSize)), 0.01); gives me 69.070000000000007 and 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] #6 [Go To First Post]
WarriorTrader - Posts: 245
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] #7 [Go To First Post]
@sstfrederik - Posts: 403
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

[2018-08-17 14:55:12] #8 [Go To First Post]
User61576 - Posts: 418
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] #9 [Go To First Post]
@sstfrederik - Posts: 403
sc.FormattedEvaluate()

[2018-08-17 15:50:34] #10 [Go To First Post]
User61576 - Posts: 418
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] #11 [Go To First Post]
@sstfrederik - Posts: 403
I dont know what you mean.

[2018-08-18 19:51:25] #12 [Go To First Post]
User61576 - Posts: 418
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] #13 [Go To First Post]
@sstfrederik - Posts: 403
I dont use that. Cant help here.

[2018-08-18 20:04:26] #14 [Go To First Post]
User61576 - Posts: 418
what do you do use?

[2018-08-18 20:15:11] #15 [Go To First Post]
@sstfrederik - Posts: 403
Any text editor will do. Only use VS when I want to compile locally.

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