Convert a value in ticks

February 24th, 2014, 03:25 PM

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

February 24th, 2014, 03:47 PM

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);

February 24th, 2014, 03:49 PM

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...

Rounding issues using MIN, MAX, and TickSize

Thats right, the important issues (with ninja) are, that you know

1. a double is only a approximate representation of a real value
2. if you do math with real value types, the rounding differences increases at every step (mostly)
3. you can't …

Convert a value in ticks

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Convert a value in ticks