|07-28-2009, 04:15 PM||#1|
NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Thanked 106 times in 70 posts
Strategy: Rounding values to the nearest tick size
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:
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