MinMove/Price Scale

[tazz90]

Hello,

I am working on converting code from Tradestation into Ninja Trader. I need help to find min move,Price scale and big point equivalents in Ninja or you can guide me to calculate these values through coding.
In Ninja Trader we have prices values up to 4 decimal places i.e 1.3256. How can I get more values after decimal?

Thanks

[NinjaTrader_PatrickH]

Hello tazz90,

Thank you for your post.

The double price values are rounded to the nearest tick size Close, Open, High and Low. What instrument are you viewing that the price value returned in your code is not the proper tick size?

I look forward to your response.

[tazz90]

Ok now I understand.

What about this :
I am working on converting code from Tradestation into Ninja Trader. I need help to find min move,Price scale and big point equivalents in Ninja or you can guide me to calculate these values through coding.

Thanks

[NinjaTrader_PatrickH]

Hello tazz90,

Thank you for your response.

I would think you are looking for the TickSize for minimum movement and MasterInstrument.PointValue for the big point.

For information on TickSize please visit the following link: http://www.ninjatrader.com/support/h...7/ticksize.htm

For information on MasterInstrument.PointValue please visit the following link: http://www.ninjatrader.com/support/h...trument_po.htm

For Price Scale I am not quite sure what you are looking for here. Is this the scale of the chart?

I look forward to your response.

[tazz90]

Regarding decimal points, let say I have imported data manually. In my data file I have values upto 6 decimal places but the tick size of instrument is 0.0001. Ninja reads values to 4 places after decimal. Is it possible to set instrument setting to read the exact values in files no matter how many decimal places are or at least upto specified decimal points?

By price scale I mean this : http://help.tradestation.com/08_08/e...rved_word_.htm
You can also find MinMove and big point term which I am talking about.
Thanks

[NinjaTrader_PatrickH]

Hello tazz90,

Thank you for your response.

There is no method for a dynamic tick size base don the data. However, you can change the tick size of the instrument by going to Tools > Instrument Manager > search for the instrument > select the instrument > Edit > then change the tick size to the desired value > OK > OK.

MinMove is TickSize in NinjaScript and BigPointValue is MasterInstrument.PointValue. However, I am not aware of PriceScale in NinjaScript based on the description in the link you provided.

If I needed the price per tick I would just calculate TickSize / 1 * MasterInstrument.PointValue, this would give me 12.5 for the ES which is the proper value per tick (tick being .25 on the ES and a point is 50).

Please let me know if I may be of further assistance.

[tazz90]

Thank you so much your replies helped me a lot