OrderFillResolution

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OrderFillResolution

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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

 

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

 

 

Examples

ns

protected override void OnStateChange()
{
  if (State == State.SetDefaults)
  {            
    Name = "ExampleStrategy";
    OrderFillResolution = OrderFillResolution.Standard;
  }
}