OrderFillResolutionValue

Definition

Determines the bars period interval value 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 int representing the interval used for the bars period during historical order processing. Default value is set to 1.

Syntax

OrderFillResolutionValue

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 }