Thank you very much. By default, with daily bars, order is filled right before the market closes. So, is it possible to limit the filled volume of a trade by a percentage of the current bar's volume?
For example, I enterLong(1000), the current bar's volume is 2000, I set a parameter 10%, means only 2000*10% = 200 can be filled by the end of this bar, this should be done by system automaticly.