ZB tick size change

[Baruch]

Hi,
Can you please explain, what impact will the change of tick size in ZB be on histotical data and back testing?

Baruch

[KBJ]

I'm also curious abpout this, as I've been doing some market replay testing using saved ZB data, or does this change only affect the way that data is displayed on the chart?

What happens if we have stored data that has 1/2-32nds? Will these values still display? Or will we need to dispose of old eplay files and reload historical data to prevent errors?

As of Sunday, August 30th, 2009 the 30-Year U.S. Treasury Bond Futures contract (ZB) will start trading in 32nds instead of 1/2 32nds.

To make this change in NinjaTrader, please follow the steps below:

- Start NinjaTrader
- Select the menu Tools > Instrument Manager
- Highlight the "ZB" instrument in the "Available master instruments" and press the "Edit" button
- Change the TickSize parameter to "0.03125"
- Press the "OK" button and then press the "OK" button again
__________________
Ray, NinjaTrader Customer Service

[Baruch]

Hi support,
I'm still waiting for an answer.

Baruch

[NinjaTrader_Dierk]

Historical chart data as well as replay data has the tick size at the time of recording in their files -> you should not experience any issue.

[Baruch]

Thanks Dierk,
I just want to be 100% confident. What will happened if I run a back test with data before Aug 30 and data after, and I put a stop loss of 20 ticks. Will NT calculate a tick size before Aug 30 as 0.015625 and after as 0.03125? Actually what I need is to lower my stop to 10 ticks, because new tick = 2 old ticks?

Regards,

Baruch

[NinjaTrader_Dierk]

>> Will NT calculate a tick size before Aug 30 as 0.015625 and after as 0.03125?
No, NT will calculate any tick size related value based of the CURRENT settings in it's DB.

>> Actually what I need is to lower my stop to 10 ticks, because new tick = 2 old ticks?
Correct