Thank you!!!
----- Original Message -----
From: Tomasz Janeczko
To: [email protected]
Sent: Wednesday, October 31, 2007 4:58 PM
Subject: Re: [amibroker] Price-to-nearest-tick alogrithm
Hello,
// TickSize = ... defines tick size
PriceRounded = floor( Close / TickSize ) * TickSize; // rounding down
PriceRounded = ceil( Close / TickSize ) * TickSize; // rounding up
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: cstrader
To: [email protected]
Sent: Wednesday, October 31, 2007 7:25 PM
Subject: [amibroker] Price-to-nearest-tick alogrithm
For someone who is smarter than me, I have a question:
I would like to find an algorithm that locates the nearest tick (up or
down, as specified) to a given price.
for instance, if the price is 106.76, and the tick is 1.00, then I'd like
to find either 106 or 107, as requested
Similarly, if the price is 1500.91, and the tick is .25, then I'd like to
find either 1500.75 or 1501.00.
I'm sure it's simple....
tia
chuck
