Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 26 Apr 2024 00:12:59 +0000
working with adjusted tick size when sending order
View Count: 908
| [2018-09-25 00:22:51] |
| 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. |
| [2018-09-26 04:20:25] |
| |
|
Order prices should always be according to the Tick Size in the Chart Settings for the chart. You can adjust the Multipliers on the chart: Chart Settings: Real-Time Price Multiplier (Chart >> Chart Settings >> Symbol >> Symbol Settings menu) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: