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Entry Prices For Bonds [ZB]

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    Entry Prices For Bonds [ZB]

    I am writing a strategy for use on the ZB (30Yr Bond Future)--and I am getting some strange fills -or at least strange trade displays on the chart.

    I understand that the ZB is plotted in 32's - but are the internal prices on the bar data (open , high, low, close)--stored as decimal values?

    Here is my code for calc'ing the entry price: (Bracket is an integer of an offset--such as 2 which would be 2 ticks)--so in the following code--I want the entry price to be 2 ticks above the highest high from 5:20 Am to 6:20 AM

    entrypriceL = SampleGetHighLowByTimeRange(6, 20, 5, 20).HighestHigh[0]+(Bracket * TickSize);

    Is this the correct code for ZB?
    Jim-Boulder
    NinjaTrader Ecosystem Vendor - Elephant Tracks

    #2
    Hello Jim-Boulder,

    Thank you for your post.

    The internal bar data is going to be a decimal value. Represented by the 32nd's value times the TickSize

    Example 137'13 = 13 * 0.03125 = .40625 + 137 = 137.40625

    .03125 is the TickSize for the ZB.

    You want two ticks higher than you could take the Highest value + (2 * TickSize)

    Let me know if I can be of further assistance.
    Cal H.NinjaTrader Customer Service

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