Dominique
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Partner 728x90
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NinjaTrader
Round2TickSize()
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Hello Dominique,
If I try using the below code on a ES chart then I am getting the Prints as
Code:Print("Plus " + this.Instrument.MasterInstrument.Round2TickSize(Close[0] + .01).ToString()); Print("Minus " + this.Instrument.MasterInstrument.Round2TickSize(Close[0] - .01).ToString());
Plus 1352.75
Minus 1352.75
Plus 1352.75
Minus 1352.75
Plus 1352.75
Minus 1352.75
Plus 1352.5JoydeepNinjaTrader Customer Service
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Hi Joydeep,
My bad ... the issue is that I was using Round2Ticksize( xxxxx + TickSize/2 - double.epsilon) to round to the next tick up, but for whatever reason double.epsilon is too small to make a difference ... I ended up using
Round2Ticksize( xxxxx + TickSize/2 - TickSize/100) which works correctly.
Cheers
Dominique
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