Rounding of MA values to tick size

AFL Programming
#1

Fulfillment Rounding of multiples of MA numbers in accordance with the rules of the stock exchange. Thanks very muchMA%20digenepin%20Tick%20Bei

#2

Please review this post: How to ask a good question

2 Likes
#3

You mean to round off a number to the nearest multiple of Tick Size, right??? If so, then that's already answered here - Rounding to uniform integers. To add, Tomasz has already solved it for you in that thread - read this.

_SECTION_BEGIN( "Rounding-Off to nearest multiple of Tick Size" );
	 TickSz = 5; //You can also use the TickSize that you receive from your Data vendor such that you won't have to change this constant for every symbol individually
	 
	 Ma20 = MA( C, 20 );
	 RndMa20 = TickSz * round( Ma20 / TickSz );
	 
	 Plot( C, "", colorDefault, styleBar | styleThick );
	 Plot( Ma20, "Ma20", colorAqua, styleLine );
	 Plot( RndMa20, "Ma20", colorLightOrange, styleNoLine | styleNoLabel | styleNoRescale );
	 
	 Filter = 1;
	 AddColumn( Ma20, "Ma20", 1.2 );
	 AddColumn( RndMa20, "RndMa20", 1.2 );
_SECTION_END();
1 Like
#4

Thanks very much and Your kindness...

#5

My freind alredy help. Thanks

TICK=
IIf(C>=5000,25,
IIf(C>=2000,10,
IIf(C>=500,5,
IIf(C>=200,2,1))));

MA5= TICK * round(MA(C,5)/TICK);
MA20= TICK * round(MA(C,20)/TICK);

1 Like
#6

Next time when you post a code in this forum please use the Code tag.
image

#7

Ok., thanks verry much

#9