Strategy: Rounding values to the nearest tick size

[NinjaTrader_Josh]

Reference sample for NinjaTrader 6.5.xxxx.x or greater.

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 callable function named Round2TickSize to apply the same internal rounding to any value you wish, which can help make comparisons easier.

This reference sample demonstrates the following concepts:

• Rounding a value to the nearest tick

Important methods and properties used include:

• Round2TickSize()

Other methods and properties of interest include:

• EnterLongLimit()
• ExitLong()
• CrossAbove()
• CrossBelow()

Import instructions for NinjaTrader 6.5.XXXX.X or greater:

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