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Rounding

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    Rounding

    Hi
    I need to round a number to the nearest tick size, I've done it before but cant really remember the formula or how it works. Can someone please point in the direction in which i can find the formula and a explanation as to how to implement it.

    Thanks

    #2
    here's what I use - it's one way, no doubt there are others

    private double Round2Tick(double price)
    {
    decimal p = (decimal)price;
    decimal t = (decimal)TickSize;
    return (double)(p - p % t + ((p % t < t / 2) ? 0 : t));
    }

    .... use like this
    // round daily mid to nearest Tick
    //
    mid = Round2Tick((CurrentDayOHL().CurrentHigh[0] + CurrentDayOHL().CurrentLow[0])*0.5);

    Comment


      #3
      You can either use the custom approach offered, or check into NT's per default offered Round2TickSize function - http://www.ninjatrader.com/support/h...trument_ro.htm
      BertrandNinjaTrader Customer Service

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