IsFillLimitOnTouch

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.

Syntax

IsFillLimitOnTouch

Examples

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