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

Rounding in covering

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

    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.
    Chelsea B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by kaywai, Today, 06:26 AM
    1 response
    6 views
    0 likes
    Last Post kaywai
    by kaywai
     
    Started by ct, 05-07-2023, 12:31 PM
    6 responses
    203 views
    0 likes
    Last Post wisconsinpat  
    Started by kevinenergy, 02-17-2023, 12:42 PM
    118 responses
    2,780 views
    1 like
    Last Post kevinenergy  
    Started by briansaul, Today, 05:31 AM
    0 responses
    10 views
    0 likes
    Last Post briansaul  
    Started by traderqz, Yesterday, 12:06 AM
    11 responses
    28 views
    0 likes
    Last Post NinjaTrader_Gaby  
    Working...
    X