Enum IndeterminateOrderHandling

Controls how an indeterminate price sequence for liquidating orders on the same bar are handled.

public enum IndeterminateOrderHandling

Fields

None = 0: Orders where price sequence cannot be guaranteed are rejected. Default.
All = 1: All orders allowed. Not recommended.
Auto = 2: Stops are allowed if the prior order was a market or limit with higher execution price (for buys). Limits are allowed if the prior order was a market or stop order with a lower execution price (for buys). Not recommended.
StopsOnly = 3: Protective stops allowed on same bar as entry if entry price > stop price (for longs).