Tick Size issue

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bondstrader
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Tick Size issue

Postby bondstrader » 23 Jun 2015

Might be a primitive issue that Im missing, but somehow, my tick size gets rounded, which results in incorrect stops and targets. For Euro, Im using a 0.0001 tick size, which funnily enough, gets rounded to 0.
If I use a profit target of 90, the target (90*.0001 = 0.0090) gets rounded to 0.01. I can see these results in the output, and it is also being replicated in backtests, as I can see trades executing at a target of 0.01 instead of 0.009. Am i missing something here.

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JoshM
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Re: Tick Size issue

Postby JoshM » 23 Jun 2015

Odd that the rounding is not consistent (rounding to 0 or 0.01). Have you checked the price scale settings in the QuoteManager? Here's more information about the values that option can have.


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