Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Indicators value rounding question

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Indicators value rounding question

    Hi - I'm wondering when I use indicator values (double data type) as limit price when place orders in my strategy, should I round the value to certain decimal points in the code?

    For example, I'd like to use 60 moving average as limit entry price to trade crude oil. Oil price only has 2 decimal points, but MA is a calculated value that has many decimal points. When I do this, should I round the MA in my code? or the system automatically rounds it?

    #2
    Hello HiddenPhilosopher,

    Yes if what you calculate returns as a non standard price or something which is off from your instruments tick size that can cause errors for some brokers. It would be good practice to manage the price before submitting it even if the broker doesn't care, that way you know you made a valid price and know what the price was before actually making the order (useful for debugging).

    We have some samples of rounding you can see in the following links.
    https://ninjatrader.com/support/help...ghtsub=roundto
    https://ninjatrader.com/support/help...ghtsub=roundto
    https://ninjatrader.com/support/help...tsub=rounddown

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

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Mizzouman1, Today, 07:35 AM
    4 responses
    18 views
    0 likes
    Last Post Mizzouman1  
    Started by philmg, Today, 01:17 PM
    1 response
    6 views
    0 likes
    Last Post NinjaTrader_ChristopherJ  
    Started by cre8able, Today, 01:01 PM
    1 response
    8 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by manitshah915, Today, 12:59 PM
    1 response
    5 views
    0 likes
    Last Post NinjaTrader_Erick  
    Started by ursavent, Today, 12:54 PM
    1 response
    7 views
    0 likes
    Last Post NinjaTrader_Jesse  
    Working...
    X