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?
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Indicators value rounding question
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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?Tags: None
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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
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