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Strategy Analyzer - Entry price issue.

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    Strategy Analyzer - Entry price issue.

    Hi,

    I have developed a strategy which is working on E- mini S&P 500 (@ES) and backtested with Strategy Analyzer. For example calculated entry price is 1246.120. The strategy Analyzer showing entry price as 1246.120. But acutal entry price is 1246. (Tick size - 0.25). How Can I resolve issue? Please help.

    Thanks,
    Antony
    Last edited by Antony; 12-08-2011, 01:42 AM.

    #2
    round your entry price to the ticksize, like Instrument.MasterInstrument.RoundToTickSize

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      #3
      Originally posted by bukkan View Post
      round your entry price to the ticksize, like Instrument.MasterInstrument.RoundToTickSize
      Thanks bukkan.

      Comment


        #4
        Hi Bukkan,

        Thanks a lot. It's working well.

        Antony..

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