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