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Rounding in covering

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    Rounding in covering

    If one has a dynamic cover such as covering at the current SMA[0], how does ninjatrader determine which price to be on since the SMA might not be at the exact tick price? I see sometimes that the cover orders would go back and forth between the current tick and a tick down based on where the last tick traded.

    One probably don't want the orders to go back and forth like that, essentially if one is long, he/she want the cover order at the ask to stick.

    Would an offset value work in this case? for example, if the SMA is at 2824.10 and I have a cover order at 2824. it might switch between 2824 and 2824.25. what if one did something like SMA[0] -0.10?

    #2
    Hello Boonfly8,

    This is up to the logic in your script.

    If you want something rounded to a tick size, pass this as a parameter to the Instrument.MasterInstrument.RoundToTickSize() method.
    https://ninjatrader.com/support/help...toticksize.htm
    Chelsea B.NinjaTrader Customer Service

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