multi instrument / multi timeframe strategy - Round2TickSize

[drolles]

NT support,

Could you please help me?

When I have a multi instrument / multi timeframe strategy – i.e. I have GBPUSD both 1 and 60 min and USDJPY 1 and 60 min.

In that instance what exactly does the method Instrument.MasterInstrument.Round2TickSize() return when used in the OnExecution method?

I would suggest an update on the documentation for this, it is silent on the issue unless I’m looking in the wrong spot.

Thanks and regards,

drolles

[NinjaTrader_Austin]

drolles, I'll have someone get back to you on Monday.

[drolles]

Hi guys,

I think we missed this? Could I please have a reply?

Thanks,

drolles

[NinjaTrader_RyanM1]

Hi drolles,

Sorry for late reply here. It will use the instrument tick size that raises OnExecution() event. If you have a fill from an order submitted to GBPUSD and use Instrument.MasterInstrument.Round2TickSize() in OnExecution, then it uses GBPUSD TickSize.