Can TimeInForce be changed dynamically by an active strategy, say in OnBarUpdate() ?
For example, can a strategy use TimeInForce = Cbi.TimeInForce.Gtc prior to the Instrument's Session open, and switch to TimeInForce = Cbi.TimeInForce.Day after the session break (i.e.,open)?
This would allow the strategy to place orders in response to pre-market activity that would be potentially executed at the open. Updated stops for example, without getting bitten by a gap at open that prevents the stop order..
For example, can a strategy use TimeInForce = Cbi.TimeInForce.Gtc prior to the Instrument's Session open, and switch to TimeInForce = Cbi.TimeInForce.Day after the session break (i.e.,open)?
This would allow the strategy to place orders in response to pre-market activity that would be potentially executed at the open. Updated stops for example, without getting bitten by a gap at open that prevents the stop order..
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