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How to round up the tick in back test

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  • sledge
    replied
    check this out here:

    http://www.ninjatrader.com/support/f...oundtoticksize


    Originally posted by Thomas79 View Post
    Hi

    in my strategy i use as a target the "atr"

    for example, if the atr = 2.53 on S&P my target will be 1415.53 (supposed i bought at 1413.00) in the strategy analyzer during the back test... but the S&P never trade 1415.53

    so my question is how to round up to the real tick above or down of the market, like 1415.50 or 1415.75, or better... round up to the nearest real tick of the market

    thx
    Thomas

    Leave a comment:


  • Thomas79
    started a topic How to round up the tick in back test

    How to round up the tick in back test

    Hi

    in my strategy i use as a target the "atr"

    for example, if the atr = 2.53 on S&P my target will be 1415.53 (supposed i bought at 1413.00) in the strategy analyzer during the back test... but the S&P never trade 1415.53

    so my question is how to round up to the real tick above or down of the market, like 1415.50 or 1415.75, or better... round up to the nearest real tick of the market

    thx
    Thomas

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