Rounding question

[coolmoss]

I need to round up to specify a price for long entry and round down to specify a price for short entry. As an example, let's say a bar has a low of 5 and a high of 10. I key off the mid-point, which is 7.5.

If this was an up bar (green candle) it would be part of a long setup and I want to submit a limit order to buy at the mid-point, but in this case the instrument trades in whole ticks, so I need to submit at the nearest whole tick ABOVE the midpoint, which is 8.

The concept is reversed for a short where the bar is down (or red candle) so the required valued is 6.

I'm familiar with MasterInstrument.Round2TickSize(), but I don't think I can count on this round according to my requirements. So, how would I go about doing this?

[Baruch]

plus 0.5 for long and -0.5 for short

[coolmoss]

Hi Baruch,

I had to think through your answer for a moment, at first contemplating how to explain to you why this wont work (for example when the bar size in ticks is even, as opposed to the odd example above).

Then I realized I could calculate the mid-point, run it through an IF, testing if the mid-point is fractional or not, then doing what you suggest when it's fractional.

Is this what you had in mind? Or am I being really dunce here and missing something simple?

[koganam]

I need to round up to specify a price for long entry and round down to specify a price for short entry. As an example, let's say a bar has a low of 5 and a high of 10. I key off the mid-point, which is 7.5.

If this was an up bar (green candle) it would be part of a long setup and I want to submit a limit order to buy at the mid-point, but in this case the instrument trades in whole ticks, so I need to submit at the nearest whole tick ABOVE the midpoint, which is 8.

The concept is reversed for a short where the bar is down (or red candle) so the required valued is 6.

I'm familiar with MasterInstrument.Round2TickSize(), but I don't think I can count on this round according to my requirements. So, how would I go about doing this?

Math.Ceiling(calculatedValue) for Long and Math.Floor(calculatedValue) for Short.

[NinjaTrader_PatrickH]

Hello coolmoss,

Thank you for your post.

Great question here on this item and great information from koganam on the Math.Ceiling and Math.Floor C# methods. While these are C# methods, NinjaScript is based on C# and you can use methods outside of the set NinjaScript methods and functions in the Help Guide.

Links to the Math.Ceiling and Math.Floor methods can be found below:

• Math.Ceiling: http://msdn.microsoft.com/en-us/library/zx4t0t48.aspx
• Math.Floor: http://msdn.microsoft.com/en-us/library/e0b5f0xb.aspx

[Baruch]

You don't need "if", yust add or substract.
The only problem will be that X.5 will be rounded up..
If for shorts you need it to be rounded down, then make it Y-0.50001