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IgnoreOverFill

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Definition

Defines the behaviour of a strategy when an overfill is detected. This property is only relevant when using Unmanaged order methods.

 

Setting this property value to "true" can have *serious* adverse affects on a running strategy unless you have programmed your own overfill handling
User defined overfill handling is advanced and should *only* be addressed by experienced programmers. Additional information can be found on over-fills in the Unmanaged approach section

 

NOTE: An overfill is categorized as when an order returns a "Filled" or "PartFilled" state after the order was already marked for cancellation. The cancel request could have been induced by an explicit CancelOrder() call, from more implicit cancellations like those that occur when another order sharing the same OCO ID is filled, or from things like order expirations.

 

Property Value

This property returns true if the strategy will ignore overfills; otherwise, false. Default is set to false.

 

Syntax

IgnoreOverFill

 

 

Examples

protected override void Initialize()
{

    // Allows for custom overfill handling
    IgnoreOverFill = true;
}