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Tenth Pip and Digit Precision

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    Tenth Pip and Digit Precision

    Am porting over a tick-based strategy in Amibroker that a colleague developed, for which a tick difference looks like:


    Code:
    xtickslow=Param("xticks Low", 0.0.01,0.00001,1,.01);

    Question is, is the digit precision of 1E-05 accessible in a 150-tick bar strategy in NT8?


    The target asset is the ES using e.g. 150-tick bars.

    #2
    Hello pel11,

    Thank you for the post.

    In general, the calculations you do and values you store as doubles in C# will allow for that precision. The price data you see will likely not be in that precision and will instead be formatted based on the instruments TickSize property.

    In NinjaScript if you do a calculation with that price data that results in a large remainder it is certainly possible to see the remainder of that value. You would be able to see the remainder up to the extent that the type (double) allows for as you created a new value.

    The ES has a TickSize of 0.25 defined in its instrument settings, so the incoming price values reported would be in increments of 0.25. All plotted values would also be formatted for the TickSize unless you override the price marker for the value of the indicator. This allows for other precision values to be plotted, or to avoid locking the visual to the tick size.
    https://ninjatrader.com/support/help...ub=formatprice

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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