OrderFillResolution

Definition

Determines how strategy orders are filled during historical states.

Please see Understanding Historical Fill Processing for general information on historical fill processing.

Property Value

An enum value that determines how the strategy orders are filled. Default value is set to OrderFillResolution.Standard. Possible values are:

• OrderFillResolution.Standard - Faster - Uses the existing bar type and interval that you are running the backtest on to fill your orders.

• OrderFillResolution.High - More granular - Allows you to set a secondary bar series to be used as the price data to fill your orders. (See also OrderFillResolutionType and OrderFillResolutionValue)

Syntax

OrderFillResolution

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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     Name = "ExampleStrategy";
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     OrderFillResolution = OrderFillResolution.Standard;
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   }
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}