RoundToTickSize on Secondary DataSeries

[sledge]

Is there an easier way to get RoundToTickSize on an Added Dataseries?

Instrument.GetInstrument("^VIX"). -- intellisense doesn't show RoundToTickSize as an option, and if I type it in, it doesn't compile ( no definition for RoundToTickSize ).

Feels odd to call it the MasterInstrument when accessing it.

I don't want to round to ES .25 tick size, but ^VIX's .01.


This code does work fine:

namespace NinjaTrader.NinjaScript.Strategies
{
	public class RoundtoTickSizeEXA : Strategy
	{
		
		static 	int ES  = 0;
		static 	int VIX = 1;
		
		[B]Instrument Instrument_vix;[/B]
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"none";
				Name										= "RoundtoTickSizeEXA";
				Calculate									= Calculate.OnBarClose;
				EntriesPerDirection							= 1;
				EntryHandling								= EntryHandling.AllEntries;
				IsExitOnSessionCloseStrategy				= true;
				ExitOnSessionCloseSeconds					= 30;
				IsFillLimitOnTouch							= false;
				MaximumBarsLookBack							= MaximumBarsLookBack.TwoHundredFiftySix;
				OrderFillResolution							= OrderFillResolution.Standard;
				Slippage									= 0;
				StartBehavior								= StartBehavior.WaitUntilFlat;
				TimeInForce									= TimeInForce.Gtc;
				TraceOrders									= false;
				RealtimeErrorHandling						= RealtimeErrorHandling.StopCancelClose;
				StopTargetHandling							= StopTargetHandling.PerEntryExecution;
				BarsRequiredToTrade							= 20;
				// Disable this property for performance gains in Strategy Analyzer optimizations
				// See the Help Guide for additional information
				IsInstantiatedOnEachOptimizationIteration	= true;
			}
			else if (State == State.Configure)
			{
				
				AddDataSeries("^VIX", Data.BarsPeriodType.Minute, 3);
				[B]Instrument_vix  = Instrument.GetInstrument("^VIX");
[/B]			}
		}

		protected override void OnBarUpdate()
		{
			//Add your custom strategy logic here.
			
			if (BarsInProgress != 0)
				return;
			
			if (CurrentBars[ES] < 0 || CurrentBars[VIX] < 20)
				return;
			//Add your custom strategy logic here.
			// only process on real-time data 
   			if (State == State.Historical) 
				return; 
			

				
					Print ( ToTime(Time[0]) +"+VIX SMA(14)="+[B]Instrument_vix.MasterInstrument.RoundToTickSize(SMA(BarsArray[VIX], 14)[0])[/B]
											+" ES="+Instrument.MasterInstrument.RoundToTickSize(BarsArray[ES][0]) 
											+"  ES SMA(14)="+Instrument.MasterInstrument.RoundToTickSize(SMA(BarsArray[ES],14)[01]));
					
				
			
 
		}

[NinjaTrader_ChelseaB]

Hello sledge,

After adding a series with AddDataSeries() try:

BarsArray[1].Instrument.MasterInstrument.RoundToTickSize(double value)

Anywhere after State.DataLoaded has been reached.

http://ninjatrader.com/support/helpGuides/nt8/en-us/barsarray.htm

http://ninjatrader.com/support/helpGuides/nt8/en-us/roundtoticksize.htm

[sledge]

And that is a valid shortcut. Thanks!