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Price to Ticks conversion

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    Price to Ticks conversion

    Hi,

    Sorry for a stupid question but how to convert the price that is coming from OnMarketDepth handler (e.Price) to value in ticks? I could divide by TickSize but afraid that this may introduce tricky precision errors.

    Thank you.

    #2
    Alex, you would always need to be mindful of precision issues arising with your code and working doubles - http://www.ninjatrader.com/support/f...ead.php?t=3929
    BertrandNinjaTrader Customer Service

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      #3
      Hi Bertrand, thank you for the reply.

      So is there a way to convert price (double) to ticks?

      Or, you suggest just to use this:
      int ticks = (int)Math.Round(price / TickSize)

      ?

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        #4
        Correct, you would need convert with custom code like you noted.
        BertrandNinjaTrader Customer Service

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          #5
          Thanks, would you mind to pass the request for the dev team?

          I think we all need a convenience functions!
          double ConvertTicksToPrice(...)
          int ConvertPriceToTicks(...)

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            #6
            Sure, thanks for your feedback here - I have added your thoughts to our enhancement tracking under id 1997.
            BertrandNinjaTrader Customer Service

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