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Round2TickSize()

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    Round2TickSize()

    Have a great week-end
    Dominique
    Last edited by dom993; 11-16-2012, 01:51 PM. Reason: My bad

    #2
    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 1352.5
    Can you confirm are you able to get the same prints.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      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

      Comment

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