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Limit order code

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    Limit order code

    I'm trying to figure out the code necessary to enter a limit order at the closest tick to a moving average.

    Example: EMA(34) is 1244.81 and the bar closes at 1244.50. I want to place a limit order to sell at the closest tick below the EMA, which is 1244.75.

    How can I do this?

    #2
    Originally posted by kevinh786 View Post
    I'm trying to figure out the code necessary to enter a limit order at the closest tick to a moving average.

    Example: EMA(34) is 1244.81 and the bar closes at 1244.50. I want to place a limit order to sell at the closest tick below the EMA, which is 1244.75.

    How can I do this?
    Round the EMA value to ticksize, and use the result as the limit price.

    ref: http://www.ninjatrader.com/support/h...trument_ro.htm

    Comment


      #3
      Thanks Koganam.

      -Brett
      BrettNinjaTrader Product Management

      Comment


        #4
        Thank you koganam!

        Comment

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