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multi instrument / multi timeframe strategy - Round2TickSize

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    multi instrument / multi timeframe strategy - Round2TickSize

    NT support,

    Could you please help me?

    When I have a multi instrument / multi timeframe strategy – i.e. I have GBPUSD both 1 and 60 min and USDJPY 1 and 60 min.

    In that instance what exactly does the method Instrument.MasterInstrument.Round2TickSize() return when used in the OnExecution method?

    I would suggest an update on the documentation for this, it is silent on the issue unless I’m looking in the wrong spot.

    Thanks and regards,

    drolles

    #2
    drolles, I'll have someone get back to you on Monday.
    AustinNinjaTrader Customer Service

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      #3
      Hi guys,

      I think we missed this? Could I please have a reply?

      Thanks,

      drolles

      Comment


        #4
        Hi drolles,

        Sorry for late reply here. It will use the instrument tick size that raises OnExecution() event. If you have a fill from an order submitted to GBPUSD and use Instrument.MasterInstrument.Round2TickSize() in OnExecution, then it uses GBPUSD TickSize.
        Ryan M.NinjaTrader Customer Service

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