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Old 07-28-2009, 04:15 PM   #1
NinjaTrader_JoshP
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Default Strategy: Rounding values to the nearest tick size

When NinjaTrader receives a request to submit an order, it automatically rounds any limit price or stop price to the nearest tick for that specific instrument.

When debugging and/or printing out order information, this may not be apparent. NinjaTrader includes a Method named RoundToTickSize to apply the same internal rounding to any value you wish, which can help make comparisons easier.

Key concepts in this example:
  • Rounding a value to the nearest tick

Important related documentation:

NinjaTrader 8
NinjaTrader 7
Import instructions:

NinjaTrader 8
  1. Download the file contained in this thread to your PC desktop
  2. From the Control Center window, select the menu Tools > Import > NinjaScript
  3. Select the downloaded file

NinjaTrader 7
  1. Download the file contained in this thread to your PC desktop
  2. From the Control Center window, select the menu File > Utilities > Import NinjaScript
  3. Select the downloaded file and click Import.
Attached Files
File Type: zip SampleRoundToTickSize_NT8.zip (3.0 KB, 445 views)
File Type: zip SampleRound2TickSize_NT7.zip (3.1 KB, 397 views)
Last edited by NinjaTrader_Jesse; 09-30-2015 at 03:26 PM.
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