Enum MarketOrderFillPrice

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Controls the simulation price for market orders

public enum MarketOrderFillPrice

Fields

Auto = 0

Uses MaxOpenOrPriorClose for orders submitted within 1 hour of the current bar (i.e. intraday data) otherwise uses Open.

Open = 1

Fills at the next bar's open.

OpenOrPriorClose = 2

Fills at the maximum of the next bar open or the current bar's close for buy orders (min of open or prior bar's close for sells).

PriorClose = 3

Fills at the current bar's close.