Rounding Limit Price results in No Fill in Backtest?

[ryang]

Hi All,

Currently, I am backtesting a strategy, and making sure I get realistic fills for further research. But I ran into a problem that I am not sure how to fix.

Here is a working snippet:

nPosPrice = nLowerEnvelopeLast;
Strategy.doLong("Long",Strategy.LIMIT,Strategy.THISBAR,100,nPosPrice) 

When I try to round the fill price, because it is long, like 34.4635454, here is that code that does NOT work

nPosPrice = nLowerEnvelopeLast.toFixed(2);
Strategy.doLong("Long",Strategy.LIMIT,Strategy.THISBAR,100,nPosPrice) 

Debug prints in the nonworking version indicate the price is being rounded correctly. But the backtester isn't recognizing them as fills! Strange stuff, please help! XD

- Roger

[ryang]

Haha, sorry all for wasting time, I found the answer.

Using .toFixed results in the variable created as a string. So you multiply it by 1 to get a number.

Corrected (working) code is now:

nPosPrice = nLowerEnvelopeLast.toFixed(2) * 1;
Strategy.doLong("Long",Strategy.LIMIT,Strategy.THISBAR,100,nPosPrice) 

- Roger

[ScottJ]

Hi Roger,

Thanks for posting the solution. I'm sure it will help others in the future.

Thx

[drolles]

Guys,

I’ve recently been looking for a solution to the same problem. This is a good one.

I’ve also found this solution by Alex and Brad. As usual with both of these chaps an excellent and elegant solution.

here


Hope that helps.

Kind regards,

Dan