Calculated Order Rounding to Closest Tick

[Cowpux]

Hi,

I have a strategy that buys at the 5 bar SMA on a limit in the EMini. In the strategy analyzer, it shows entry prices between the tick. Example SMA is calculated to be 1300.1628. The entry price shows as 1300.1628 instead of 1300.00 or 1300.25. I also tried running the strategy in real time in a chart and no orders are generated. Is this the reason why?

Thank you,

David

[NinjaTrader_Bertrand]

Hi David, I would expect it in backtesting - you could round your SMA with the Round2TickSize function first to have more suitable value to submit the order at -

http://www.ninjatrader.com/support/helpGuides/nt7/masterinstrument_ro.htm

For your live testing - are there any errors in the log tab? Per default any non market order would last the bar it was submitted on before it would expire, so if your limit wasnt filled in the bar > it would not be working on bars after the order placement condition triggered. A workaround would be resubmitting if the entry was still valid or submitting it with liveUntilCancelled set, so the auto expiry would only happen at the session end.

http://www.ninjatrader.com/support/helpGuides/nt7/enterlonglimit.htm?zoom_highlightsub=liveUntilCancelled