Some of the stocks contract have tick size that varies with the price.
So for example in range (0 - 100) - tick size is 0.01, in range (100-200) tick size is 0.05.
Does NinjaTrader facilitate somehow handling for such contracts?
So far (till I found out about such contracts) I always used:
Moreover I have seen many times in different topics, that managed approach does this rounding by default. Now I am a little bit puzzled.
When order with incorrect price (e.g. when it is rounded incorrectly) is sent - it is rejected.
I didn't find how to specify changeable tick size for contract. So how do I go around such contracts? I would appreciate any suggestions.
So far I think about providing manual algorithm of rounding, which is based on the additional input parameters: pairs of contract price ranges - tick size. But this approach also would mean that I can't use managed approach - since it uses default rounding, which is not correct for such contract.
So for example in range (0 - 100) - tick size is 0.01, in range (100-200) tick size is 0.05.
Does NinjaTrader facilitate somehow handling for such contracts?
So far (till I found out about such contracts) I always used:
Code:
Instrument.MasterInstrument.Round2TickSize(somePrice)
When order with incorrect price (e.g. when it is rounded incorrectly) is sent - it is rejected.
I didn't find how to specify changeable tick size for contract. So how do I go around such contracts? I would appreciate any suggestions.
So far I think about providing manual algorithm of rounding, which is based on the additional input parameters: pairs of contract price ranges - tick size. But this approach also would mean that I can't use managed approach - since it uses default rounding, which is not correct for such contract.
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