Stock prices with more than two decimal places

[alex.nt]

Greetings,

It's very common for stock prices to be in a form 10.2597 or 24.0923, i.e. to have more than 2 digits after decimal points.

However, I have never seen such case in NinjaTrader.

How do you get rid of such prices?

[koganam]

Greetings,

It's very common for stock prices to be in a form 10.2597 or 24.0923, i.e. to have more than 2 digits after decimal points.

However, I have never seen such case in NinjaTrader.

How do you get rid of such prices?

Lookup Round2TickSize in the NT Help.

ref: http://www.ninjatrader.com/support/h...trument_ro.htm

[NinjaTrader_CalH]

Alex.nt,

Thank you for your post and thank you to Koganam for answering.

Yes, per Koganam's instructions please take a look at Instrument.MasterInstrument.Round2TickSize()

Let me know if I can be of further assistance.

[alex.nt]

Yes, this is a roundation function for NinjaScript, a client function. I was asking more about NinjaTrader itself.

Is that how NinjaTrader rounds the prices internally too? Or you guys (==NinjaTrader) use more sophisticated filtering method?

[NinjaTrader_CalH]

Alex.nt,

The prices are adjusted according to the Instrument Settings. These can be changed in the Instrument Manager from the Tools dropdown.
Select the instrument and click Edit.
http://www.ninjatrader.com/support/h...nstruments.htm