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Convert a value in ticks
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Convert a value in ticks

  #1 (permalink)
Trading Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES, YM, NQ, FDAX
Astrogirl's Avatar
Posts: 51 since Oct 2013
Thanks: 25 given, 10 received

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)
Wrocław, Poland
Trading Experience: Intermediate
Platform: NinjaTrader, Racket
Favorite Futures: Ockham's razor
gregid's Avatar
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Add this method to your strategy/indicator:

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

double priceToEnter = nPrice(1850.68757);

Last edited by gregid; February 24th, 2014 at 03:53 PM.
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Trading Experience: Advanced
Platform: NinjaTrader 8
Favorite Futures: ES, CL
trendwaves's Avatar
Posts: 746 since Dec 2012
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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...

Be Patient and Trade Smart
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