IsFillLimitOnTouch

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IsFillLimitOnTouch

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Definition

Determines if the strategy will use a more liberal fill algorithm for back-testing purposes only.  The default behavior of the strategy's fill algorithm is to fill a limit order once price has penetrated the limit price.  However this behavior can be changed by setting IsFillLimitOnTouch to true, in which case the strategy's fill algorithm will consider a limit order filled once price has reached the limit price, but does not necessarily need to trade through the limit price

 

Property Value

This property returns true if the strategy will fill limit orders when touched; otherwise, false. Default is set to false.

 

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

 

Syntax

IsFillLimitOnTouch

 

 

Examples

ns


protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        IsFillLimitOnTouch = true;
    }
}