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共4 条记录, 每页显示 10 条, 页签: [1]
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标题:未成交、指定未成交检测不出什么时候可以解决啊!

1楼
manbutianya 发表于:2012/9/27 21:00:45

新开个帖子,看什么时候可以解决?

2楼
manbutianya 发表于:2012/9/27 21:02:04

同一个策略开仓一样检测不到:

if assell and kuaqi<0  AND tholding2<0 then begin
//TCANCEL(TISREMAIN(4)<>0,4);
//TCANCELEX(TISREMAINEX(2,zhanghaozu,duiyue)<>0,2,zhanghaozu,duiyue);
tsellshort(TISREMAIN(4)=0,smm1,lmt,DYNAINFO(21),0,zhanghaozu);
tsell(TISREMAINEX(2,zhanghaozu,duiyue)=0,smm1,lmt,weilong,0,zhanghaozu,duiyue);//基差恢复减仓
EXTGBDATASET(TACCOUNT(1)&STKLABEL&'加仓次数',加仓次数-1);
EXTGBDATASET(TACCOUNT(1)&STKLABEL&'加减',-1);
DEBUGFILE('d:\调试商品.txt',STKLABEL&'空减仓 %.2f',assel0);
DEBUGFILE('d:\调试商品.txt',STKLABEL&'减仓A开仓价 %.2f',jiaa1);
DEBUGFILE('d:\调试商品.txt',STKLABEL&'减仓B开仓价%.2f',jiab1);
DEBUGFILE('d:\调试商品.txt',STKLABEL&'减仓A委买价%.2f',DYNAINFO(21));
DEBUGFILE('d:\调试商品.txt',STKLABEL&'减仓B委卖价%.2f',weilong);
DEBUGFILE('d:\调试商品.txt',STKLABEL&'减仓手数%.0f',smm1);
DEBUGFILE('d:\调试商品.txt',STKLABEL&'A未成交手数%.0f',TISREMAIN(0));
DEBUGFILE('d:\调试商品.txt',STKLABEL&'B未成交手数%.0f',TISREMAINEX(0,zhanghaozu,duiyue));

sleep(900);
end

012-09-25 11:29:28.998    AY01A委买价 4864.00
2012-09-25 11:29:28.998    AY01B委买价 3998.00
2012-09-25 11:29:28.998    AY01B委卖价 3999.00
2012-09-25 11:29:29.008    AY01空加仓差价 -865.00
2012-09-25 11:29:29.008    AY01A空加仓开仓价 0.00
2012-09-25 11:29:29.008    AY01B空加仓开仓价 0.00
2012-09-25 11:29:29.008    AY01A未成交手数 0
2012-09-25 11:29:29.008    AY01B未成交手数 0
2012-09-25 11:29:29.078    AY05A未成交手数 0
2012-09-25 11:29:29.078    AY05B未成交手数 0
2012-09-25 11:29:30.391    AY01A未成交手数 0
2012-09-25 11:29:30.391    AY01B未成交手数 0
2012-09-25 11:29:30.441    AY05空减仓 3.00
2012-09-25 11:29:30.441    AY05减仓A开仓价 4935.00
2012-09-25 11:29:30.441    AY05减仓B开仓价3468.00
2012-09-25 11:29:30.441    AY05减仓A委买价4936.00
2012-09-25 11:29:30.441    AY05减仓B委卖价3472.00
2012-09-25 11:29:30.441    AY05减仓手数1
2012-09-25 11:29:30.441    AY05A未成交手数0
2012-09-25 11:29:30.441    AY05B未成交手数0
2012-09-25 11:29:31.341    AY05A未成交手数 0
2012-09-25 11:29:31.341    AY05B未成交手数 0

 

3楼
jinzhe 发表于:2012/9/28 9:04:43

if c>o then begin
tbuy(1,1,mkt);
EXTGBDATASET('a',tenterprice);
end

用这段代码测试下,看看全局变量管理器里面的A是否是有效的值

4楼
manbutianya 发表于:2012/9/28 20:55:48
开仓价在本策略下可以了,但未成交手数、指定未成交手数、是否有未成交委托单、是否有指定未成交委托单不行啊
共4 条记录, 每页显示 10 条, 页签: [1]


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