dim i
dim orderid
dim consign
dim filled
dim remaining
dim action
dim ordertype
dim lmtprice
dim kaiping
dim account
dim code
dim market
dim multiplier
dim mintick
dim shortpercent
dim longpercent
dim offset
offset=0
for i = 0 to order.ordernum2-1
call order.orderinfo2(i, orderid, consign, filled, remaining, action, ordertype, lmtprice, account,kaiping, code, market)
if ordertype=0 then
order.contract code,market,multiplier,mintick,shortpercent,longpercent
set report1 = marketdata.getreportdata(code,market)
if abs(report1.newprice-lmtprice)>offset*mintick then
call order.cancelorder(orderid)
if action=0 and kaiping=0 then
order.buy 0,remaining,report1.sellprice1,0,code,market,account,0
end if
if action=0 and kaiping=1 then
order.sellshort 0,remaining,report1.sellprice1,0,code,market,account,0
end if
if action=1 and kaiping=0 then
order.buyshort 0,remaining,report1.buyprice1,0,code,market,account,0
end if
if action=1 and kaiping=1 then
order.sell 0,remaining,report1.buyprice1,0,code,market,account,0
end if
end if
end if
set code = nothing
set market = nothing
set account = nothing
next