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drolles · 08-06-2011, 06:10 AM

NT support,

Could you please help me?

When I have a multi instrument / multi timeframe strategy – i.e. I have GBPUSD both 1 and 60 min and USDJPY 1 and 60 min.

In that instance what exactly does the method Instrument.MasterInstrument.Round2TickSize() return when used in the OnExecution method?

I would suggest an update on the documentation for this, it is silent on the issue unless I’m looking in the wrong spot.

Thanks and regards,

drolles

NinjaTrader_Austin · 08-06-2011, 12:56 PM

drolles, I'll have someone get back to you on Monday.

drolles · 08-11-2011, 03:19 PM

Hi guys,

I think we missed this? Could I please have a reply?

Thanks,

drolles

NinjaTrader_RyanM · 08-11-2011, 05:21 PM

Hi drolles,

Sorry for late reply here. It will use the instrument tick size that raises OnExecution() event. If you have a fill from an order submitted to GBPUSD and use Instrument.MasterInstrument.Round2TickSize() in OnExecution, then it uses GBPUSD TickSize.

08-06-2011, 06:10 AM	#1
drolles Senior Member Join Date: Mar 2009 Posts: 292 Thanks: 12 Thanked 1 time in 1 post	multi instrument / multi timeframe strategy - Round2TickSize NT support, Could you please help me? When I have a multi instrument / multi timeframe strategy – i.e. I have GBPUSD both 1 and 60 min and USDJPY 1 and 60 min. In that instance what exactly does the method Instrument.MasterInstrument.Round2TickSize() return when used in the OnExecution method? I would suggest an update on the documentation for this, it is silent on the issue unless I’m looking in the wrong spot. Thanks and regards, drolles
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08-06-2011, 12:56 PM	#2
NinjaTrader_Austin NinjaTrader Customer Service Join Date: Jun 2009 Location: Denver, CO Posts: 3,149 Thanks: 10 Thanked 89 times in 81 posts	drolles, I'll have someone get back to you on Monday. Austin NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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08-11-2011, 03:19 PM	#3
drolles Senior Member Join Date: Mar 2009 Posts: 292 Thanks: 12 Thanked 1 time in 1 post	Hi guys, I think we missed this? Could I please have a reply? Thanks, drolles
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08-11-2011, 05:21 PM	#4
NinjaTrader_RyanM NinjaTrader Customer Service Join Date: Sep 2009 Location: Denver, CO Posts: 8,117 Thanks: 249 Thanked 418 times in 415 posts	Hi drolles, Sorry for late reply here. It will use the instrument tick size that raises OnExecution() event. If you have a fill from an order submitted to GBPUSD and use Instrument.MasterInstrument.Round2TickSize() in OnExecution, then it uses GBPUSD TickSize. Ryan M NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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