Rounding to tick...

[Sleeping Troll]

Who would have thought it would be such a task!
I have seen many convoluted ways to do it and it seemed none were satisfactory, here is a simple statement that works for me.

RoundedValue = Math.Round(RawValue/TickSize) * TickSize

If you need to "Tick up" or "Tick down" substitute Math.Floor or Math.Ceiling.

[Insearch]

Who would have thought it would be such a task!
I have seen many convoluted ways to do it and it seemed none were satisfactory, here is a simple statement that works for me.

RoundedValue = Math.Round(RawValue/TickSize) * TickSize

If you need to "Tick up" or "Tick down" substitute Math.Floor or Math.Ceiling.

I'm new to programing and this is something I've been jotting down to get done . . . say i have a value that will be generated on ES (tick size is 0.25) of 1188.67 (which would round to 1188.75) from a dataseries called AverageValue , how exactly would the code text appear?

Say I wanted to round it to the nearest point (4ticks per point so 1188.67 would actually round to 1189), how would that code text appear?

[Sleeping Troll]

I'm new to programing and this is something I've been jotting down to get done . . . say i have a value that will be generated on ES (tick size is 0.25) of 1188.67 (which would round to 1188.75) from a dataseries called AverageValue , how exactly would the code text appear?

MyValue = Math.Round(AverageValue/TickSize) * TickSize;

Say I wanted to round it to the nearest point (4ticks per point so 1188.67 would actually round to 1189), how would that code text appear?

MyValue = Math.Round(AverageValue);

[Insearch]

Thank you, so if I wanted to round to the nearest 2 ticks it would be:

MyValue = Math.Round(AverageValue/(TickSize*2)) * TickSize * 2?

I think that is correct . . .

I'm new to programing and this is something I've been jotting down to get done . . . say i have a value that will be generated on ES (tick size is 0.25) of 1188.67 (which would round to 1188.75) from a dataseries called AverageValue , how exactly would the code text appear?

MyValue = Math.Round(AverageValue/TickSize) * TickSize;

Say I wanted to round it to the nearest point (4ticks per point so 1188.67 would actually round to 1189), how would that code text appear?

MyValue = Math.Round(AverageValue);

[Sleeping Troll]

Just for the sake of your sanity, it is always best to use parentheticals even though it would seem they are not needed.

MyValue = Math.Round(AverageValue/(TickSize*2)) * (TickSize * 2);

It would even be a good idea to assign your round value...

Ticks = (TickSize * 2);
MyValue = Math.Round(AverageValue/Ticks) * Ticks;

[Insearch]

Thanks a lot. Yeah, I do/did a lot of logic modeling in excel and always used paranthesis for what I wanted to "block out" as separate calculations when there were several levels of logic involved . . .

Thank You also for the tip, I'm no programmer but that "assigning" tip is really helpful in more ways that you can imagine . . ., well at least for me . . .

Just for the sake of your sanity, it is always best to use parentheticals even though it would seem they are not needed.

MyValue = Math.Round(AverageValue/(TickSize*2)) * (TickSize * 2);

It would even be a good idea to assign your round value...

Ticks = (TickSize * 2);
MyValue = Math.Round(AverageValue/Ticks) * Ticks;

[NinjaTrader_Bertrand]

Thanks for sharing your solutions - not sure if you guys were aware, but there's also a NinjaScript function for this -

http://www.ninjatrader-support.com/HelpGuideV6/InstrumentMasterInstrumentRound2TickSize.html

[mountainclimber]

Thanks Bert! Was just looking for that!