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Convert a value in ticks
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Convert a value in ticks

  #1 (permalink)
Trading for Fun
Milan/Italy
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES, YM, NQ, FDAX
 
Astrogirl's Avatar
 
Posts: 51 since Oct 2013
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Convert a value in ticks

An hard question! Does anyone know how, in NT scripting language, to convert a decimal value into the relative futures tick price?

Eg.: Convent 1850,68757 into the relative ES futures equivalent 1850,75

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Wrocław, Poland
 
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Add this method to your strategy/indicator:

 
Code
private double nPrice(double ThePrice) //Normalized Price
        {
            int Temp = (int)Math.Round(ThePrice / TickSize);
            return ((double)Temp * TickSize);
        }
You call it like this:

 
Code
double priceToEnter = nPrice(1850.68757);


Last edited by gregid; February 24th, 2014 at 03:53 PM.
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A Trick Question !

The answer to your question is actually a lot more complicated than you may realize.

Read this thread, specifically FatTail's answer to get a feel for what your up against...

https://futures.io/ninjatrader/23102-rounding-issues-using-min-max-ticksize.html

Be Patient and Trade Smart
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