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Floating point issue with simple price operations

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    Floating point issue with simple price operations

    I'm having a weird floating point issue with a simple subtract operation between two EURUSD prices, that should give some number up to 5 significative decimals, yet it gives almost the right number but there's always a 0.0000000000x that pops up, and being this a simple add/subtract operation between two direct prices, I think it shouldn't give anything like this. I don't know if this feedback is useful for you but it's a heads up.

    In order to address it, which way would you suggest:

    1. Rounding float type ?

    or

    2. Using decimal types ?

    Update:
    Personal choice #1, it allows an easier writing and readable code
    Last edited by pstrusi; 09-20-2017, 09:22 AM.

    #2
    Hello pstrusi,

    Thank you for the post.

    Rounding the float will likely be the best thing to use. Using decimal will use an unnecessary amount of memory.

    I would advise using the following:

    Code:
    Round(Double, Int32)
    Here is a publicly available link to Round on the MSDN Documentation:
    Rounds a value to the nearest integer or to the specified number of fractional digits.


    Could you please post the code you are using to perform the subtraction operation?

    I look forward to your reply.
    Chris L.NinjaTrader Customer Service

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