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Forex Strategy not calculating TickSize
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Forex Strategy not calculating TickSize
The settings for the respective Currency pairs seem to be correct but the results in Strategy Analyzer are not calculating P&L based on the correct ticksize. When I run the same strategy on a futures contract, the p&L is correct.Tags: None
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Which calculation mode are you in? Maybe this information here could be leading to what you are experiencing? http://www.ninjatrader-support.com/H...tedProfit.htmlJosh P.NinjaTrader Customer Service
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I've attached two screen caps.
The first shows the results in points and the settings for the instrument, the second shows the same results selected to show currency. The tick amount is not being applied to the currency amount.
The exact same strategy works perfectly for the Swiss Franc futures with the same settings in the Instrument manager for ticksize and pointvalue.
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a) which broker did you sim trade on?
b) please see here to understand qty issues when (sim) trading FX: http://www.ninjatrader-support.com/H...trategies.html
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Dierk,
Once again, thank you all for your very prompt reply. I apologize that in my reading of the FX strategy section, I somehow missed the area you posted in your above link. Thank you for your resolution.
For others that may read this at a later date, I will add a field to my strategy for lot size, this will default to 1 for Futures or 100,000 for FX.
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NT Dierk,
When setting a stop loss for FOREX, the ticksize parameter does not directly correlate to pips. I noticed that with sub-pip support, one ticksize = 10 sub pips.
So to use ... SetStopLoss(CalculationMode.Ticks, 50);
I must multiply the 50 by 10. How do you do this programmatically? There must be a system variable that detects whether sub-pip support is on or off.
Thanks for your help.
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