Prevent NT to round EMA value to integer

Nick88 · 03-10-2008, 07:23 AM

Hello,

Does anybody know how to prevent NT to round off EMA values to an integer?

NT does this rounding for instance when an EMA is calculated on YM, an instrument that has its OHLC in integer values. When calculated on NQ, which has its OHLC in a multiple of .25, everything is ok; EMA values such as 1738.69 are plotted in a chart.

I wonder if this rounding also happens in Strategy-code because that could lead to wrong trading decisions....

Thanks!

NinjaTrader_Ray · 03-10-2008, 07:26 AM

Its only rounded for display purposes. In indicators and strategies, the actual double value precision is maintained.

Nick88 · 03-10-2008, 07:42 AM

Hi Ray,

Thanks for your quick response. As I said, this can lead to wrong decisions. For instance, when I buy because the Close Crossed Above my EMA, in reality it could be that this cross happened bacause the EMA was rounded down. Is there a way to always see the unrounded EMA value?

NinjaTrader_Ray · 03-10-2008, 08:39 AM

This is not supported at this time but is on our list to be changed later this year.

03-10-2008, 07:23 AM	#1
Nick88 Member Join Date: Mar 2008 Location: Netherlands Posts: 39 Thanks: 1 Thanked 0 times in 0 posts	Prevent NT to round EMA value to integer Hello, Does anybody know how to prevent NT to round off EMA values to an integer? NT does this rounding for instance when an EMA is calculated on YM, an instrument that has its OHLC in integer values. When calculated on NQ, which has its OHLC in a multiple of .25, everything is ok; EMA values such as 1738.69 are plotted in a chart. I wonder if this rounding also happens in Strategy-code because that could lead to wrong trading decisions.... Thanks!
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03-10-2008, 07:26 AM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,164 Thanks: 6 Thanked 46 times in 32 posts	Its only rounded for display purposes. In indicators and strategies, the actual double value precision is maintained. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-10-2008, 07:42 AM	#3
Nick88 Member Join Date: Mar 2008 Location: Netherlands Posts: 39 Thanks: 1 Thanked 0 times in 0 posts	Hi Ray, Thanks for your quick response. As I said, this can lead to wrong decisions. For instance, when I buy because the Close Crossed Above my EMA, in reality it could be that this cross happened bacause the EMA was rounded down. Is there a way to always see the unrounded EMA value? Last edited by Nick88; 03-10-2008 at 08:08 AM.
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03-10-2008, 08:39 AM	#4
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,164 Thanks: 6 Thanked 46 times in 32 posts	This is not supported at this time but is on our list to be changed later this year. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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