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Yuki,
I have uploaded
http://groups.yahoo.com/group/amibroker/files/PLUGIN%20DLL/TSEtick.zip
also see interspersed comments below.
Nigel
On Mon, 3 Mar 2003 09:36 pm, Yuki Taga wrote:
> Hi Nigel,
>
> Well, we can certainly try it and see what happens. Here are the
> Tokyo rules:
> . . .
Thanks, Yuki, I found them at http://www.tse.or.jp/english/faq/p_e.html
> If price is (I have never traded anything higher, and probably never
> will.) ^_-
BTW, does ANYTHING trade at over 30million/share!!! (And I thought NYSE:BRKa
was expensive at about $64,000!)
>
> There are no fractions ever. The yen is indivisible.
The DLL *should* only ever give you integer values (if it doesn't, it's a bug,
probably related to floating point rounding, let me know).
> One problem I
> can foresee is that for buyprice I would always round up, and for
> sellprice I would always round down.
The optional 3rd argument to most of the functions adjust the way prices are
rounded.
If round = 0 (the default), it rounds to nearest tick
2002->2000, 2003->2005, 51024->51000, 51025->51050
If round = -1, it truncates (if needed) down to the next lower tick
2002->2000, 2004->2000, 51049->51000
If round = 1, it adjusts (if needed) to the next higher tick
2000->2000, 2001->2005, 51001->51050
To get the BuyPrice and SellPrice to adjust in the right direction, I would
suggest
BuyPrice=nrTSEtick(BuyPrice, 0, 1); // adjust to tick, equal or above
SellPrice=nrTSEtick(SellPrice, 0, -1); // adjust to tick, equal or below
If you want to force some aditional slippage, (say 1 tick)
BuyPrice=nrTSEtick(BuyPrice, 1, 1); // add one tick and adjust upward
SellPrice=nrTSEtick(SellPrice, -1, -1); // sub one tick and adjust down
>
> Yuki
>
Let me know how it goes
Nigel
--
Nigel Rowe
<rho@xxxxxxxxxxx>
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