Problem with Order Price

[coasty]

I have an automated strategy that is trading some currency pairs, and am running into an issue where the price generated by the strategy is invalid - basically the price does not meet the right step size for the broker. In other words, the price should be 105.545, and is getting rejected with a price of 105.544 (not a .005 increment). Is there an easy way to set this?

[NinjaTrader_Dierk]

Unfortunately this is not supported. You either could go with full pips or sub-pips (1/10 of a pip). NT7 (first beta early next year) will support 1/2 pip.

[coasty]

Pip Increments

Is there perhaps a way to round the price to the nearest half pip increment before it is submitted?

[NinjaTrader_Dierk]

Sure, you could custom code rounding logic in C#/NinjaScript. Unfortunately I don't have a sample at hand.

[Hugo1]

I have the same problem .
I change my script to:

EnterLongStop(DefaultQuantity, Instrument.MasterInstrument.Round2TickSize(Highest High[0]) "");

I dont know? Could this work?

[NinjaTrader_Dierk]

This would round to a full pip or a subpip (1/10 of a pip) dependent on actual settings on Tools->Options. If would not round to 1/2 of a pip.

[Hugo1]

So its nesasary to also change my Stop and Profttraget orders?

[NinjaTrader_Ben]

Hello,

You will need to set this setting correctly for your data feed.

[Hugo1]

Ok, now i have set the settings from 1pip to half pip like in the connection guide.
But now i have a new problem. If i run a backtest with my strategy i can see that the stops are not calculatet correct.
I use SetStopLooss.

SetStopLoss("ForexC", CalculationMode.Ticks,Instrument.MasterInstrument. Round2TickSize(35), false);

What could be the problem? If i user 1pip in the settings, it calculates correct.

[NinjaTrader_Dierk]

coasty: I stand corrected. Latest 6.5.1000.6 already supports HalfPip in Tools->Options->Misc. No need to wait for NT7. Sorry for confusion.

Hugo: I'm not aware of any currency pair price which could be "35". Please clarify.

[Hugo1]

35 Ticks = 0.0035 pips

[NinjaTrader_Dierk]

Round2TickSize only makes sense for absolute prices but not tick offsets.