Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

decemialized price

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    decemialized price

    How can I convert a price ladder (DOM) price to an exact price on the bonds? Example I see 118'015 as the close price but need to compare that to an indicator value price of 118.0892394?

    I can't due pure math of close price - indicator price as it would be the wrong result.

    How can i compare these values or convert the price so that I can?

    #2
    Hello ct,

    Prices in the SuperDOM are displayed in increments of '005. Each point has 64 ticks, which results in:

    115'000 - 115'005 - 115'010 ........115'310 - 115'315 - 116'000

    An increment of '005 represents 0.015625.

    For example, 112'245 =

    245 / 5 = 49

    49 X 0.015625 = 0.765625

    So 112'245 represents 112,765625.
    JasonNinjaTrader Customer Service

    Comment


      #3
      U.S. Treasury Bonds futures are quoted in 32nds and halfs of 32nds not 64ths. So, you will never see a fractional value greater than '315. You can confirm at www.cbot.com/cbot/pub/cont_detail/1,3206,1526+14431,00.html .

      The decimal conversion calculation in the previous post yields the correct result as will fraction / 320.

      118'015=118.046875

      112'245=112.765625
      Last edited by Jim W.; 04-17-2009, 10:19 AM.

      Comment


        #4
        Can I just use a moving average with 1 bar or some other indicator?

        Comment


          #5
          You can use a SMA with period set to 1 and set 'Calculate on bar close' to False.

          However the price marker will partially block the SMA marker.
          JasonNinjaTrader Customer Service

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by JoMoon2024, Today, 06:56 AM
          0 responses
          6 views
          0 likes
          Last Post JoMoon2024  
          Started by Haiasi, 04-25-2024, 06:53 PM
          2 responses
          19 views
          0 likes
          Last Post Massinisa  
          Started by Creamers, Today, 05:32 AM
          0 responses
          6 views
          0 likes
          Last Post Creamers  
          Started by Segwin, 05-07-2018, 02:15 PM
          12 responses
          1,786 views
          0 likes
          Last Post Leafcutter  
          Started by poplagelu, Today, 05:00 AM
          0 responses
          3 views
          0 likes
          Last Post poplagelu  
          Working...
          X