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Date/Time: Sun, 05 May 2024 09:27:38 +0000

Post From: working with adjusted tick size when sending order

[2018-09-25 00:22:51] Link To Thread - Link To Post [Go To First Post]
rabbitTrader - Posts: 16
I have adjusted various BitMEX tick sizes (e.g., 0.00001234 adjusted to 0.1234) so that certain studies display correctly. This leads to two questions: 1) When sending an order using Spreadsheet System for Trading, should the limit price (cell J22) use the actual underlying exchange value of 0.00001234 or the Sierra-adjusted 0.1234? In simulated testing, I'm experiencing issues when readjusting the tick size back to the underlying. All charts and calculations are relying on 0.1234 and not 0.00001234. 2) Is there any way I can eliminate decimals altogether (for every instrument everywhere and not simply one at a time) and then set them prior to sending to the exchange? I've seen various data providers do this (which I found annoying at the time, but I see the logic in doing that now). Using the example above, this would mean a price of 1234, which could be adjusted back to 0.00001234 prior to sending an order. In addition to speeding up calculations (as everything is an int), various errors (e.g., 0.11499999463558197 being used in calculations instead of the correct 0.1150) would be eliminated. Thanks.