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QtyRound

 

 

 

 

Category

Strategy Elements

Description

Specifies how to round the result of the Quantity formula

Input

Any formula specifying a rounding interval (step value)

Notes

If not specified, the default rounding interval is 1 (whole shares).

QtyRound: 0 means don't do any rounding (include all available decimal places).

QtyRound: 10 means round to the next lower ten-share interval.

QtyRound: 0.1 means round to the next lower tenth-of-a-share interval.

When rounded, Quantity is always rounded down (truncated), e.g. 12.99 will be rounded to 12 if QtyRound: 1 is in use.

Quantity is rounded down by default to avoid the possibility of share rounding pushing a position value slightly over the MaxInvested threshold.

If you want to round up, or round nearest, specify QtyRound: 0 and use the Round function in your Quantity formula while keeping QtyType as Shares (the default).

 

 

 

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