Re: [amibroker] Price-to-nearest-tick alogrithm

["cstrader" <cstrader232@xxxxxxxxxxxx>]

Thank you!!!

 

----- Original Message -----

From: Tomasz Janeczko

To: amibroker@xxxxxxxxxxxxxxx

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: amibroker@xxxxxxxxxxxxxxx

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

 

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