TimeInForce
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Sets the time in force property for all orders generated by a strategy. The selected TIF parameter is sent to your broker on order submission and will instruct how long you would like the order to be active before it is cancelled.
Note: This property is dependent on what time in force your broker may or may not support. If a brokerage / exchange combination is not compatible with a particular time in force, the order will be rejected by the broker. NinjaTrader does not have a method to prevent an unsupported TIF to be sent to a particular exchange. For questions about what TIF may be supported, please contact your broker directly. |
An enum value that determines the time in force. Default value is set to TimeInForce.Gtc. Possible values are:
TimeInForce.Day |
Orders will be canceled by the broker at the end of the trading session |
TimeInForce.Gtc |
Order will remain working until the order is explicitly cancelled. |
TimeInForce.Gtd |
Order will remain working until the specified date |
TimeInForce
Setting default TIF for all strategy orders |
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protected override void OnStateChange() |
Setting TIF conditionally |
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protected override void OnStateChange() { if (Instrument != null) { if (Instrument.Exchange == Exchange.Nybot) TimeInForce = TimeInForce.Day; else if (Instrument.Exchange == Exchange.Globex) TimeInForce = TimeInForce.Gtc; } } |