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Date/Time: Sun, 28 Apr 2024 21:28:36 +0000

Post From: c_ACSILDepthBars->PriceToTickIndex() Returning Wrong Value

[2020-01-12 21:24:12] Link To Thread - Link To Post [Go To First Post]
User41727 - Posts: 124
Following situation: Last price for the bar was 4.78 at the bid. sc.BaseData[SC_LAST][sc.Index] contains 4.78. If I iterate through the depth data, then TickIndexToPrice() will return 4.78 for the index 478 as expected. However, if I either pass sc.BaseData[SC_LAST][sc.Index] directly to PriceToTickIndex() or assign the value to an intermediary float and pass that one, the function returns the wrong index 477. Whatever that function does, does not seem to be entirely correct for all argument values. Version: 2028