tick size for Initialize()

[NinjaTrader_MichaelM]

Hello outsource,

As koganam stated, if you could provide additional information as to exactly what you are trying to achieve with this particular code, we will be able to provide further guidance. A snippet of your actual code around where you are inserting this may be beneficial to include as well.

Thank you in advance!

[koganam]

Thanks koganam,

i tried this very equation,but it seems after that it ignored the other confditions i have.

Should i bracket this equation?

Hard to say. You asked a very specific question, and I gave you the specific expression that you would use. Generally, you have to write statements in a program, so the expression itself standing alone would not do much.

What are you trying to do in this small instance, and I may be able to give you a complete statement, that might be more useful?

[outsource]

Try this one
SetStopLoss("Long Entry 1", CalculationMode.Ticks, Instrument.MasterInstrument.Round2TickSize(MyDoubl e*TickSize), false);
SetProfitTarget("Long Entry 1", CalculationMode.Ticks, (2.0*A_big/TickSize));

Hi,thank you,

but it`s not about setting stops and profits.It`s about adding some degree of freedom to conditions to take place.

[outsource]

By separating them.

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

Thanks koganam,

i tried this very equation,but it seems after that it ignored the other confditions i have.

Should i bracket this equation?

[olres7]

Try this one
SetStopLoss("Long Entry 1", CalculationMode.Ticks, Instrument.MasterInstrument.Round2TickSize(MyDoubl e*TickSize), false);
SetProfitTarget("Long Entry 1", CalculationMode.Ticks, (2.0*A_big/TickSize));

[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

[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??

[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

[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.

[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,

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]

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,

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]

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?

[Radical]

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