OrderFillResolutionType

Definition

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

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

This property should ONLY be set from the OnStateChange() method during State.SetDefaults.

Examples

1 protected override void OnStateChange()
2 {
3     if (State == State.SetDefaults)
4     {                
5         Name = "ExampleStrategy";
6 
7         // use one second bars for filling orders
8         OrderFillResolution       = OrderFillResolution.High;                 
9         OrderFillResolutionType   = BarsPeriodType.Second;
10         OrderFillResolutionValue   = 1; 
11     }
12 }