OrderFillResolutionType

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OrderFillResolutionType

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Definition

Determines the bars type which will be used for historical fill processing.

 

Note: This property will only be valid if the OrderFillResolution is set to OrderFillResolution.High

 

 

Property Value

A BarsPeriodType representing the type of bars during historical order processing.  Default value is set to BarsPeriodType.Minute.

 

Syntax
OrderFillResolutionType

 

Warning:  This property should ONLY bet set from the OnStateChange() method during State.SetDefaults

 

 

Examples

ns

protected override void OnStateChange()
{
  if (State == State.SetDefaults)
  {            
    Name = "ExampleStrategy";
 
    // use one second bars for filling orders
    OrderFillResolution       = OrderFillResolution.High;              
    OrderFillResolutionType   = BarsPeriodType.Second;
    OrderFillResolutionValue   = 1;
  }
     
}