Rounding Trading Prices and Volumes to Instrument Constraints in MQL

Summary

This MQL4 and MQL5 library guide describes a wrapper for double-precision values and a vector collection of those objects. Its trading-focused methods round prices to a symbol’s tick size, volumes to its lot step, and trade-request price, stop-loss, take-profit, and volume fields to valid increments. Other utilities round to arbitrary steps or decimal places, compare floating-point values at a chosen precision, format numbers, and process arrays.

The guide illustrates both object-based and static-function use, and explains precision modes tied to a symbol’s tick size or lot step. The vector supports adding values, copying arrays, sorting, and saving or loading state. These are implementation utilities rather than a trading strategy, and the page does not provide performance evidence. Developers still need to verify broker-specific symbol constraints and the behavior of rounding choices, especially where rounding down volume or rounding prices to the nearest tick affects order intent.

Key ideas

• Tick-size rounding aligns prices and order levels with an instrument’s permitted increments.
• Lot-step rounding adjusts order volume to the symbol’s allowed size increments.
• Precision can be based on explicit steps, decimal digits, or symbol-specific trading constraints.
• Static methods can process individual values, arrays, and complete trade requests.
• The vector class stores wrapped values and supports copying and persistence operations.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.