tick size for Initialize()

[alexstox]

Hello! What should I use to return ticket size of instrument (futures), that could be used in Initialize().
Example:
SetStopLoss("Long Entry 1", CalculationMode.Ticks, MyDouble*TickSize, false);

MyDouble=0.0123. It should be in ticks for Stop target, =123.

Unfortunately TickSize doesn't work in Initialize().

[Radical]

I have no idea if this will work, but maybe try using TickSize in OnStartUp()?

[NinjaTrader_AdamP]

To all,

Yes, TickSize should not be used in Initialize(). Unfortunately there aren't any supported work arounds available, but someone may have a solution here.

[alexstox]

I have no idea if this will work, but maybe try using TickSize in OnStartUp()?

Please write here how I can do it? These two versions don't work, because I don't know how to assign TickSize to ts ---> ts = TickSize

protected override void OnStartUp()
{
private object ts = TickSize;
}

protected override void OnStartUp()
{
ts = TickSize;
}

[alexstox]

rat-tat! rat-tat! rat-tat! Please don't leave me alone

[Radical]

Try 'double ts = TickSize;' in OnStartUp()

[alexstox]

before "protected override void Initialize()" I inserted
"protected override void OnStartUp()
{
double ts = TickSize;
}
But error "The name `ts` does not exist in the current context"
Where should I declair `ts`? In "#region Properties"? as private double or just as double?

[NinjaTrader_AdamP]

alexstox,

Where are you using the variable ts? I suspect you would need to declare :

private double ts;

in the "variables" section to make it accessible by the other methods.

A variable declared within a method like OnStartup() or OnBarUpdate() will only be accessible in OnStartup() or OnBarUpdate() respectively the way you are declaring it.

Please let me know if I may assist further.

[alexstox]

public class LWMP : Strategy
{
#region Variables
private double TS = TickSize;
#endregion

error: An object reference is required for the non-static field, method, or property `NinjaTrader.Strategy.StrategyBase.TickSize.Get`


P.S. The problem is I can't get TickSize in Initialize(), but there are conditions that use it.
For example:
protected override void Initialize()
{
SetProfitTarget("Long Entry 1", CalculationMode.Ticks, 2*A_big/TS);

[NinjaTrader_AdamP]

alexstox,

This is the issue : private double TS = TickSize;

Here :

public class LWMP : Strategy
{
#region Variables
private double TS = TickSize; 
#endregion

//other code and methods

}

The TickSize variable is only accessible in the OnBarUpdate() method, though some people seem to get it to work in OnStartup() which is unsupported currently.

Basically, you need to declare your variable :

public class LWMP : Strategy
{
#region Variables
private double TS; 
#endregion

// other code and methods

}

Then assign it in another method like :

private override void OnBarUpdate()
{

TS = TickSize;

//other code

}

Please let me know if I may assist further.

[alexstox]

The problem is I can't get TickSize in Initialize(), but there are conditions that use it.
For example:
protected override void Initialize()
{
SetProfitTarget("Long Entry 1", CalculationMode.Ticks, 2*A_big/TS);

When I do like you wrote - Backtest work bad, incorrect. When I just use 0.0001 instead of TS - everything is OK. So, what can you advise? How can I use TickSize in Profit and Stop targets? I need it to be divide by TickSize to get {2*0.0112/0.0001=224} ticks for targets.

[NinjaTrader_AdamP]

alexstox,

Unfortunately TickSize is not accessible in the Initialize() method.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?ticksize.htm

Please keep in mind you can also specify a stop loss in the OnBarUpdate() method, where TickSize would be accessible, and it will apply this stop loss to your orders.

http://www.ninjatrader.com/support/forum/showthread.php?t=3222

Please let me know if I may assist further.

[outsource]

A bit off top...

But,how to achieve -/+ ticksize within the same condition?

So for Value[0][0] > Value[0][1] +/- ticksize

So,it would be true n ticks above OR n ticks below

Thanks to All

[sledge]

A bit off top...

But,how to achieve -/+ ticksize within the same condition?

So for Value[0][0] > Value[0][1] +/- ticksize

So,it would be true n ticks above OR n ticks below

Thanks to All

Don't do it in initialize??

[koganam]

A bit off top...

But,how to achieve -/+ ticksize within the same condition?

So for Value[0][0] > Value[0][1] +/- ticksize

So,it would be true n ticks above OR n ticks below

Thanks to All

By separating them.

Value[0][0] < Value[0][1] - TickSize  || Value[0][0] > Value[0][1] + TickSize