Table of Contents

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 Order
bar Bar
simulationTime SimulationTime

Returns

bool