Class PriceCrossLimit
- Namespace
- Balsam
- Assembly
- Balsam.Backtester.dll
Limit fill model that fills limit orders when price crosses the limit price.
public class PriceCrossLimit : LimitFillModel, ICloneable
- Inheritance
-
PriceCrossLimit
- Implements
- Inherited Members
- Extension Methods
Methods
OnPriceEqualsLimit(Order, Bar, SimulationTime)
Returns false
protected override bool OnPriceEqualsLimit(Order order, Bar bar, SimulationTime simulationTime)
Parameters
order
Orderbar
BarsimulationTime
SimulationTime