Why Position.AvgPrice gives not exact price

[pmaglio]

If in my strategy i only place 1 contract orders at a time, why the value of Position.AvgPrice sometimes is not the exact buy/sell value ?

Look at the picture for more detail ( in this example there are 2 separated longs of ES at 1237.75 Each bar shows at the top the value of Position.AvgPrice ) with :
DrawText("tx2"+CurrentBar, "B="+Position.AvgPrice , 0, High[0] + 0.50, Color.Blue);


Look that at the second long ( the first one was closed by a trailing Stop Loss ) the AvgPrice is 1237.72302996171 instead of 1237.75

[NinjaTrader_JoshP]

What is your code for your positions? It seems to me you are printing that value even before you acquired your second long position.

[pmaglio]

The blue dots are the entries ( EMA(100) + 0.25 ) end the exits are just moving the stop 3 ticks into the profit when the high of the current bar is at 4 ticks into the profit. ( there is a target at 4 ticks also, but not taken too frequently )

[NinjaTrader_Ray]

I think Josh would like to see all of the code if possible.

[pmaglio]

Ok, this is not the same code but i get the same error.
The code is SampleMAcrossover_tmp and the image is from 16th July 1,000VB on the ES

Note : The only difference with the original sample is in the entry ; the EnterLongLimit has an input value of EMA(fast)+0.25 ; ( which can be a a number non multiple of 0.25 ; but this should not be a problem....)

[NinjaTrader_JoshP]

When you want to add a value to say EMA() you don't want to just do + 0.25. You want to do + 25 * TickSIze.

The reason you are seeing these values is simply because you are using a Limit order. You are using a double value of EMA(Fast)[0]. This EMA value is already priced out to funky decimals and so your limit order is placed at that funky decimal value. It is simply returning the value you told it to fill at so it is actually correct in its return.

[pmaglio]

That explains a lot of problems I was having.... I thought that the filled price was automatic rounded to correct price for each instrument...
How can I round the value EMA(fast)[0]+25*TickSize to the most near valid value ?

Thanks !

[NinjaTrader_Ray]

Try the Round2TickSize() method - http://www.ninjatrader-support.com/H...2TickSize.html

[pmaglio]

I changed : EMA(fast)[0]+0.25
by : Instrument.MasterInstrument.Round2TickSize(EMA(Fas t)[0]+0.25)
And it works Perfect !

Thanks Ray !