Calculating PipValue - Error in cross calculation
Calculating PipValue - Error in cross calculation
30 Oct 2013, 07:22
public bool IsSymbol(string argSymbolCode)
{
try
{
Symbol XXXYYY = MarketData.GetSymbol(argSymbolCode);
} catch (Exception ex)
{
return false;
}
return true;
}
public double CalculatePipValue(string argSymbolCode)
{
double FinalPipValue = 0;
string BaseCurr = argSymbolCode.Substring(0, 3);
string QuoteCurr = argSymbolCode.Substring(3, 3);
string AccountCurr = Account.Currency;
bool CheckZZZXXX = IsSymbol(QuoteCurr + AccountCurr);
if (QuoteCurr != "JPY" || AccountCurr == "JPY")
{
if (AccountCurr == QuoteCurr && AccountCurr != "JPY")
{
FinalPipValue = 10;
}
else if (AccountCurr == "JPY" && QuoteCurr == "JPY")
{
FinalPipValue = 1000;
}
else if (AccountCurr == BaseCurr)
{
Symbol XXXYYY = MarketData.GetSymbol(AccountCurr + QuoteCurr);
double XXXYYYp = (XXXYYY.Ask + XXXYYY.Bid) / 2;
FinalPipValue = 10 / XXXYYYp;
}
else if (AccountCurr != BaseCurr && AccountCurr != QuoteCurr)
{
if (CheckZZZXXX)
{
double ZZZXXXp = MarketData.GetSymbol(QuoteCurr + AccountCurr).Ask;
FinalPipValue = 10 * ZZZXXXp;
}
else
{
double XXXZZZp = MarketData.GetSymbol(AccountCurr + QuoteCurr).Bid;
FinalPipValue = 10 / XXXZZZp;
}
}
}
else
{
Symbol XXXJPY = MarketData.GetSymbol(AccountCurr + "JPY");
double XXXJPYp = (XXXJPY.Ask + XXXJPY.Bid) / 2;
FinalPipValue = 1000 / XXXJPYp;
}
return FinalPipValue;
}
This is a method I wrote which retrieves the current pip value of any symbol in the value of the account currency. Everything works, except the bold "else" block which deals with crosses.
Oddly enough if I just put a simple FinalPipValue = 10; it will run fine, as soon as I call the GetSymbol, nothing happens.
Any help would be appreciated and feel free to take this code if you want, once it's fixed.
:)
Replies
Kate
30 Oct 2013, 11:12
Try this code:
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.API.Requests;
using cAlgo.Indicators;
namespace cAlgo.Robots
{
[Robot(TimeZone = TimeZones.UTC)]
public class PipValueTest : Robot
{
protected override void OnStart()
{
var symbol = MarketData.GetSymbol("GBPCAD");
Print("PipValue of {0} is {1:0.0000000} ", symbol.Code, GetPipValue(symbol));
Stop();
}
private double GetPipValue(Symbol symbol)
{
var quoteCurrency = symbol.Code.Substring(3, 3);
if (quoteCurrency == Account.Currency)
return 1;
var rate = GetConversionRate(quoteCurrency, Account.Currency);
Print("Conversion rate {0} -> {1} is {2:0.000}", quoteCurrency, Account.Currency, rate);
var pipValue = symbol.PipSize * rate;
return pipValue;
}
private double GetConversionRate(string fromCurrency, string toCurrency)
{
Symbol symbol = TryGetSymbol(fromCurrency + toCurrency);
if (symbol != null)
return symbol.Bid;
symbol = TryGetSymbol(toCurrency + fromCurrency);
return 1 / symbol.Bid;
}
private Symbol TryGetSymbol(string symbolCode)
{
try
{
Symbol symbol = MarketData.GetSymbol(symbolCode);
if (symbol.Bid == 0.0)
return null;
return symbol;
} catch
{
return null;
}
}
}
}
@Kate
Hyperloop
30 Oct 2013, 20:07
Hi,
I just ran your code on the GBPCAD, and got the error:
"Crashed in OnStart with NullReferenceException: Object reference not set to an instance of an object."
@Hyperloop
Hyperloop
30 Oct 2013, 07:23
The bold didn't format correctly. Lines 34-38 is what I am talking about.
@Hyperloop