| 以文本方式查看主题 - 金字塔客服中心 - 专业程序化交易软件提供商 (http://weistock.com/bbs/index.asp) -- 金字塔软件问题提交 (http://weistock.com/bbs/list.asp?boardid=2) ---- [求助]为啥被撤单，怎么解决 (http://weistock.com/bbs/dispbbs.asp?boardid=2&id=84219) |
| -- 作者：jason123 -- 发布时间：2015/8/20 9:38:02 -- [求助]为啥被撤单，怎么解决 下单日志如下 2015-08-20 09:32:31.791 【后台】IC08 TSell 第 220 行出现信号 2015-08-20 09:32:31.791 【后台】IC08 TSell 已成功触发下单操作 价格:8134.767090 数量:1 类型:0 账户:512810491 品种:IC08 2015-08-20 09:32:31.791 【后台】多账户及策略系数 委托账户或者组： 512810491 2015-08-20 09:32:31.791 【后台】CTP登录账户 1 个 2015-08-20 09:32:31.791 【后台】CTP组 512810491 下单 2015-08-20 09:32:31.806 【后台】CTP账户 512810491 下单系数为1.000000 2015-08-20 09:32:31.806 【后台】账户 512810491 下单，系数调整后下单量:1 2015-08-20 09:32:31.806 【后台】实际账户 512810491 持仓 1 2015-08-20 09:32:31.806 【后台】下单已发送 2015-08-20 09:32:31.806 【后台】金仕达登录账户 0 个 2015-08-20 09:32:31.806 【后台】恒生登录账户 0 个 2015-08-20 09:32:31.806 【后台】子账户 登录账户 0 个 2015-08-20 09:32:31.806 【后台】扩展接口 登录账户 0 个 2015-08-20 09:32:31.806 【下单】IC08 价8134.767090 量1 买卖1 类型0 开平2 账户512810491 Formula 1 2015-08-20 09:32:31.806 【下单】确认报单已发送 ID=694750414 RefID = 1770 2015-08-20 09:32:31.838 【后台】IC08 TCANCELEX 出现信号 类型:0 帐号:512810491 2015-08-20 09:32:31.853 【后台】IC08 运行结束 2015-08-20 09:32:31.900 【指令】收到回报指令 ID = 694750414 RefID = 1770 2015-08-20 09:32:31.916 【回报】512810491 : IC1508 - 已报单 1 价格:8134.8 平 卖 2015-08-20 09:32:31.947 【指令】收到回报指令 ID = 694750414 RefID = 1770 2015-08-20 09:32:32.168 【后台】IC08 TCANCELEX 出现信号 类型:0 帐号:512810491 2015-08-20 09:32:32.198 【后台】IC08 运行结束 2015-08-20 09:32:32.228 【指令】收到回报指令 ID = 694750414 RefID = 1770 2015-08-20 09:32:32.268 【指令】收到回报指令 ID = 694750414 RefID = 1770 2015-08-20 09:32:32.278 【回报】512810491 : IC1508 - 已撤单 量:1 debugfile输出如下 2015-08-20 09:32:31.791 多后平多:8133.40 LONGX1:1 THOLDING:1 A02:8134.77 SHORT:0 A14:0 THOLDING:1 HIGH:8149.00 B01:0 TISREMAIN:0 THOLDING2:1 A43:1 B02:1 A15:1 A14:0 A15:1 2015-08-20 09:32:31.806 平空前条件DYNAINFO(7):8133.40 SHORT1:1 TAVGENTERPRICEEX(AC,PZ):8111.60 资产:3167549.414 SHORT:0 A14:0 THOLDING:1 HIGH:8149.00 B01:0 TISREMAIN:1 THOLDING2:1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 09:32:31.806 多后平多开空DYNAINFO(7):8133.40 SHORT1:1 A01:8134.77 TAVGENTERPRICEEX(AC,PZ):8111.60 SHORT:0 A14:0 THOLDING:0 HIGH:8149.00 B01:0 TISREMAIN:1 THOLDING2:1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 09:32:31.822 开空后:8133.40 TAVGENTERPRICEEX(AC,PZ):8111.60 TENTERPRICE:8111.60 SHORT1:1 A01:8134.77 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:-1 B01:0 TISREMAIN:1 THOLDING2:1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 09:32:31.822 成本价:8111.60 最新价:8133.40 亏损次数:0 资产:3167549.414 盈利次数:0 交易胜率:0.00 最大连亏金额:0.00 最大连盈金额:0.00 HIGH:8149.00 B01:0 TISREMAIN:1 THOLDING2:1 2015-08-20 09:32:31.838 平空止损撤单前DYNAINFO(7):8133.40 TAVGENTERPRICEEX(AC,PZ):8111.60 TBUYHOLDINGEX(AC,PZ,1):0 TBUYHOLDINGEX(AC,PZ,2):1 TBUYHOLDINGEX(AC,PZ,3):1.00 最大连亏金额:0.00 最大连盈金额:0.00 B02:1 B01:0 TISREMAIN:1 THOLDING2:1 2015-08-20 09:32:31.838 平空止损撤单后DYNAINFO(7):8133.40 TAVGENTERPRICEEX(AC,PZ):8111.60 TBUYHOLDINGEX(AC,PZ,1):0 TBUYHOLDINGEX(AC,PZ,2):1 TBUYHOLDINGEX(AC,PZ,3):1.00 最大连亏金额:0.00 最大连盈金额:0.00 B02:1 B01:0 TISREMAIN:1 THOLDING2:1 求高手诊断一下
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| -- 作者：jason123 -- 发布时间：2015/8/20 9:40:02 -- 代码如下 IF (TAVGENTERPRICEEX(AC,PZ)<>0) AND (DYNAINFO(7)-TAVGENTERPRICEEX(AC,PZ)>=ZSJJ) AND (DYNAINFO(7)-TAVGENTERPRICEEX(AC,PZ)<ZSJX) THEN BEGIN if Islastbar then begin DEBUGFILE(\'D:\\TEST500.TXT\',\' 平空止损撤单前DYNAINFO(7):\'&numtostr(DYNAINFO(7),2)&\' TAVGENTERPRICEEX(AC,PZ):\'&numtostr(TAVGENTERPRICEEX(AC,PZ),2)&\' TBUYHOLDINGEX(AC,PZ,1):\'&numtostr(TBUYHOLDINGEX(AC,PZ,1),0)&\' TBUYHOLDINGEX(AC,PZ,2):\'&numtostr(TBUYHOLDINGEX(AC,PZ,2),0)&\' TBUYHOLDINGEX(AC,PZ,3):\'&numtostr(TBUYHOLDINGEX(AC,PZ,3),2)&\' 最大连亏金额:\'&numtostr(TSEQLOSS,2)&\' 最大连盈金额:\'&numtostr(TSEQWIN,2)&\' B02:\'&numtostr(B02,0)&\' B01:\'&numtostr(B01,0)&\' TISREMAIN:\'&numtostr(TISREMAIN(0),0)&\' THOLDING2:\'&numtostr(THOLDING2,0),0); end TCANCELEX(1,0,AC,PZ); if Islastbar then begin DEBUGFILE(\'D:\\TEST500.TXT\',\' 平空止损撤单后DYNAINFO(7):\'&numtostr(DYNAINFO(7),2)&\' TAVGENTERPRICEEX(AC,PZ):\'&numtostr(TAVGENTERPRICEEX(AC,PZ),2)&\' TBUYHOLDINGEX(AC,PZ,1):\'&numtostr(TBUYHOLDINGEX(AC,PZ,1),0)&\' TBUYHOLDINGEX(AC,PZ,2):\'&numtostr(TBUYHOLDINGEX(AC,PZ,2),0)&\' TBUYHOLDINGEX(AC,PZ,3):\'&numtostr(TBUYHOLDINGEX(AC,PZ,3),2)&\' 最大连亏金额:\'&numtostr(TSEQLOSS,2)&\' 最大连盈金额:\'&numtostr(TSEQWIN,2)&\' B02:\'&numtostr(B02,0)&\' B01:\'&numtostr(B01,0)&\' TISREMAIN:\'&numtostr(TISREMAIN(0),0)&\' THOLDING2:\'&numtostr(THOLDING2,0),0); end |
| -- 作者：jason123 -- 发布时间：2015/8/20 9:43:17 -- 发出空单后，debugfile输出如下 2015-08-20 09:32:32.158 开空后:8133.40 TAVGENTERPRICEEX(AC,PZ):8111.60 TENTERPRICE:8111.60 SHORT1:1 A01:8134.77 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:-1 B01:0 TISREMAIN:1 THOLDING2:1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 09:32:32.168 成本价:8111.60 最新价:8133.40 亏损次数:0 资产:3167789.434 盈利次数:0 交易胜率:0.00 最大连亏金额:0.00 最大连盈金额:0.00 HIGH:8149.00 B01:0 TISREMAIN:1 THOLDING2:1 2015-08-20 09:32:32.168 平空止损撤单前DYNAINFO(7):8133.40 TAVGENTERPRICEEX(AC,PZ):8111.60 TBUYHOLDINGEX(AC,PZ,1):0 TBUYHOLDINGEX(AC,PZ,2):1 TBUYHOLDINGEX(AC,PZ,3):1.00 最大连亏金额:0.00 最大连盈金额:0.00 B02:1 B01:0 TISREMAIN:1 THOLDING2:1 2015-08-20 09:32:32.178 平空止损撤单后DYNAINFO(7):8133.40 TAVGENTERPRICEEX(AC,PZ):8111.60 TBUYHOLDINGEX(AC,PZ,1):0 TBUYHOLDINGEX(AC,PZ,2):1 TBUYHOLDINGEX(AC,PZ,3):1.00 最大连亏金额:0.00 最大连盈金额:0.00 B02:1 B01:0 TISREMAIN:1 THOLDING2:1
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| -- 作者：yukizzc -- 发布时间：2015/8/20 9:56:57 -- TCANCELEX(1,0,AC,PZ); 你这里有一个全部撤单动作啊，您这个逻辑有点问题。 你止损满足条件了，就去撤单了。。。这是你代码设计成这样了。 |
| -- 作者：jason123 -- 发布时间：2015/8/20 10:01:48 -- 应该时 止损语句的 TCANCELEX(1,0,AC,PZ); 把发出的，未成交的空单（2015-08-20 09:32:31.791 【后台】IC08 TSell 已成功触发下单操作 价格:8134.767090 ）取消了，然后由于 以下的条件 空损:=TSELLSHORT((TISREMAIN(0)=0 AND (THOLDING = (-1))),B04,LMT,TAVGENTERPRICEEX(AC,PZ)+ZSDS,0,AC,PZ); 这时候THOLDING = 1不满足，所以止损语句也没下单 |
| -- 作者：jason123 -- 发布时间：2015/8/20 11:41:12 -- 下单日志 2015-08-20 11:21:57.542 【后台】IC08 TSellShort 第 333 行出现信号 2015-08-20 11:21:57.543 【后台】IC08 TSellShort 已成功触发下单操作 价格:8240.149414 数量:1 类型:0 账户:512810491 品种:IC08 2015-08-20 11:21:57.544 【后台】多账户及策略系数 委托账户或者组： 512810491 2015-08-20 11:21:57.544 【后台】CTP登录账户 1 个 2015-08-20 11:21:57.545 【后台】CTP组 512810491 下单 2015-08-20 11:21:57.545 【后台】CTP账户 512810491 下单系数为1.000000 2015-08-20 11:21:57.546 【后台】账户 512810491 下单，系数调整后下单量:1 2015-08-20 11:21:57.547 【后台】实际账户 512810491 持仓 1 2015-08-20 11:21:57.547 【后台】下单已发送 2015-08-20 11:21:57.549 【后台】金仕达登录账户 0 个 2015-08-20 11:21:57.550 【后台】恒生登录账户 0 个 2015-08-20 11:21:57.550 【后台】子账户 登录账户 0 个 2015-08-20 11:21:57.551 【后台】扩展接口 登录账户 0 个 2015-08-20 11:21:57.552 【下单】IC08 价8240.149414 量1 买卖0 类型0 开平2 账户512810491 Formula 1 2015-08-20 11:21:57.553 【下单】确认报单已发送 ID=694750634 RefID = 1990 2015-08-20 11:21:57.573 【指令】收到回报指令 ID = 694750634 RefID = 1990 2015-08-20 11:21:57.580 【回报】512810491 : IC1508 - 已报单 1 价格:8240.2 平 买 2015-08-20 11:21:57.612 【后台】IC08 运行结束 2015-08-20 11:21:57.624 【指令】收到回报指令 ID = 694750634 RefID = 1990 debugfile 数据 2015-08-20 11:21:57.541 空后平空:8256.20 SHORTX1:1 OPEN:8227.20 A02:8240.15 SHORT:0 A14:0 LOW:8220.20 THOLDING:-1 B01:1 TISREMAIN:0 THOLDING2:-1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:57.553 开多条件:8256.20 A00:0 TAVGENTERPRICEEX(AC,PZ):8224.00 SHORTX1:1 SHORT:0 A14:0 LONG1:1 THOLDING:-1 B01:1 TISREMAIN:1 THOLDING2:-1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:57.563 空后平空开多DYNAINFO(7):8256.20 LONG1:1 TAVGENTERPRICEEX(AC,PZ):8224.00 A01:8240.15 SHORT:0 A14:0 LOW:8220.20 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:57.574 开多后:8256.20 TAVGENTERPRICEEX(AC,PZ):8224.00 TENTERPRICE:8224.00 SHORT1:1 A01:8240.15 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:1 B01:1 TISREMAIN:1 THOLDING2:-1 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:57.584 平多成本价:8224.00 最新价:8256.20 亏损次数:5 资产:3182879.281 盈利次数:5 交易胜率:0.50 最大连亏金额:6600.00 最大连盈金额:15720.04 HIGH:8256.20 B01:1 TISREMAIN:1 THOLDING2:-1 2015-08-20 11:21:57.611 平空T前DYNAINFO(7):8256.20 C06:0 THOLDING2:-1 THOLDING:0 LONG:1 SHORT:0 A09:8224 TQXD:1.00 XDSJ:50.00 B01:1 TISREMAIN:1 B01:1 A43:1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):8224 A06:8109 2015-08-20 11:21:57.991 平空条件DYNAINFO(7):8256.20 A00:0 TAVGENTERPRICEEX:8224.00 SHORTX1:1 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.002 空后平空:8256.20 SHORTX1:1 OPEN:8227.20 A02:8240.15 SHORT:0 A14:0 LOW:8220.20 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.012 开多条件:8256.20 A00:0 TAVGENTERPRICEEX(AC,PZ):8224.00 SHORTX1:1 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.022 空后平空开多DYNAINFO(7):8256.20 LONG1:1 TAVGENTERPRICEEX(AC,PZ):8224.00 A01:8240.15 SHORT:0 A14:0 LOW:8220.20 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.034 开多后:8256.80 TAVGENTERPRICEEX(AC,PZ):8224.00 TENTERPRICE:8224.00 SHORT1:1 A01:8240.15 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:1 B01:1 TISREMAIN:1 THOLDING2:-1 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.044 平多成本价:8224.00 最新价:8256.80 亏损次数:5 资产:3183519.320 盈利次数:5 交易胜率:0.50 最大连亏金额:6600.00 最大连盈金额:15720.04 HIGH:8256.20 B01:1 TISREMAIN:1 THOLDING2:-1 2015-08-20 11:21:58.065 平空T前DYNAINFO(7):8256.80 C06:0 THOLDING2:-1 THOLDING:0 LONG:1 SHORT:0 A09:8224 TQXD:1.00 XDSJ:50.00 B01:1 TISREMAIN:1 B01:1 A43:1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):8224 A06:8109 2015-08-20 11:21:58.504 平空条件DYNAINFO(7):8256.80 A00:0 TAVGENTERPRICEEX:8224.00 SHORTX1:1 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.517 空后平空:8256.80 SHORTX1:1 OPEN:8227.20 A02:8240.20 SHORT:0 A14:0 LOW:8220.20 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.535 开多条件:8256.80 A00:0 TAVGENTERPRICEEX(AC,PZ):8224.00 SHORTX1:1 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.546 空后平空开多DYNAINFO(7):8255.20 LONG1:1 TAVGENTERPRICEEX(AC,PZ):8224.00 A01:8240.20 SHORT:0 A14:0 LOW:8220.20 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:-1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.558 开多后:8255.20 TAVGENTERPRICEEX(AC,PZ):8224.00 TENTERPRICE:8224.00 SHORT1:1 A01:8240.20 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:1 B01:1 TISREMAIN:1 THOLDING2:-1 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 11:21:58.569 平多成本价:8224.00 最新价:8255.20 亏损次数:5 资产:3183519.320 盈利次数:5 交易胜率:0.50 最大连亏金额:6600.00 最大连盈金额:15720.04 HIGH:8256.80 B01:1 TISREMAIN:1 THOLDING2:-1 2015-08-20 11:21:58.590 平空T前DYNAINFO(7):8255.20 C06:0 THOLDING2:-1 THOLDING:0 LONG:1 SHORT:0 A09:8224 TQXD:1.00 XDSJ:50.00 B01:1 TISREMAIN:1 B01:1 A43:1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):8224 A06:8109 2015-08-20 11:21:59.034 平空条件DYNAINFO(7):8255.00 A00:0 TAVGENTERPRICEEX:8224.00 SHORTX1:1 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:0 TISREMAIN:1 THOLDING2:-1 A43:-1 B02:0 A15:0 A14:0 A15:0 2015-08-20 11:21:59.036 平空T前DYNAINFO(7):8255.00 C06:0 THOLDING2:-1 THOLDING:0 LONG:1 SHORT:0 A09:8208 TQXD:60.00 XDSJ:50.00 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:0 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):8224 A06:8428 2015-08-20 11:21:59.490 平空条件DYNAINFO(7):8255.00 A00:0 TAVGENTERPRICEEX:8224.00 SHORTX1:1 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:0 TISREMAIN:1 THOLDING2:-1 A43:-1 B02:0 A15:0 A14:0 A15:0 |
| -- 作者：jason123 -- 发布时间：2015/8/20 13:49:06 -- 2015-08-20 13:44:20.500 【后台】IC08 TSell 第 220 行出现信号 2015-08-20 13:44:20.502 【后台】IC08 TSell 已成功触发下单操作 价格:8137.983887 数量:1 类型:0 账户:512810491 品种:IC08 2015-08-20 13:44:20.504 【后台】多账户及策略系数 委托账户或者组： 512810491 2015-08-20 13:44:20.506 【后台】CTP登录账户 1 个 2015-08-20 13:44:20.507 【后台】CTP组 512810491 下单 2015-08-20 13:44:20.508 【后台】CTP账户 512810491 下单系数为1.000000 2015-08-20 13:44:20.510 【后台】账户 512810491 下单，系数调整后下单量:1 2015-08-20 13:44:20.512 【后台】实际账户 512810491 持仓 1 2015-08-20 13:44:20.513 【后台】下单已发送 2015-08-20 13:44:20.517 【后台】金仕达登录账户 0 个 2015-08-20 13:44:20.518 【后台】恒生登录账户 0 个 2015-08-20 13:44:20.518 【后台】子账户 登录账户 0 个 2015-08-20 13:44:20.519 【后台】扩展接口 登录账户 0 个 2015-08-20 13:44:20.520 【下单】IC08 价8137.983887 量1 买卖1 类型0 开平2 账户512810491 Formula 1 2015-08-20 13:44:20.521 【下单】确认报单已发送 ID=1582507053 RefID = 2060 2015-08-20 13:44:20.551 【后台】IC08 运行结束 2015-08-20 13:44:20.596 【指令】收到回报指令 ID = 1582507053 RefID = 2060 2015-08-20 13:44:20.606 【回报】512810491 : IC1508 - 已报单 1 价格:8138.0 平 卖 2015-08-20 13:44:20.641 【指令】收到回报指令 ID = 1582507053 RefID = 2060 2015-08-20 13:44:20.853 【指令】收到回报指令 ID = 1582507053 RefID = 2060 2015-08-20 13:44:20.854 【指令】收到回报指令 ID = 1582507053 RefID = 2060 2015-08-20 13:44:20.856 【指令】收到成交回报指令 REFID = 2060 vol = 1 2015-08-20 13:44:20.870 【回报】512810491 : IC1508 - 已成交 1 价格:8138.0 平 卖 2015-08-20 13:44:20.907 【后台】IC08 TBuyShort 第 231 行出现信号 2015-08-20 13:44:20.908 【后台】IC08 TBuyShort 已成功触发下单操作 价格:8137.983887 数量:1 类型:0 账户:512810491 品种:IC08 2015-08-20 13:44:20.908 【后台】多账户及策略系数 委托账户或者组： 512810491 2015-08-20 13:44:20.909 【后台】CTP登录账户 1 个 2015-08-20 13:44:20.910 【后台】CTP组 512810491 下单 2015-08-20 13:44:20.911 【后台】CTP账户 512810491 下单系数为1.000000 2015-08-20 13:44:20.911 【后台】账户 512810491 下单，系数调整后下单量:1 2015-08-20 13:44:20.912 【后台】下单已发送 2015-08-20 13:44:20.914 【后台】金仕达登录账户 0 个 2015-08-20 13:44:20.914 【后台】恒生登录账户 0 个 2015-08-20 13:44:20.915 【后台】子账户 登录账户 0 个 2015-08-20 13:44:20.916 【后台】扩展接口 登录账户 0 个 2015-08-20 13:44:20.917 【下单】IC08 价8137.983887 量1 买卖1 类型0 开平0 账户512810491 Formula 1 2015-08-20 13:44:20.917 【下单】确认报单已发送 ID=1582507063 RefID = 2070 2015-08-20 13:44:20.947 【后台】IC08 运行结束 2015-08-20 13:44:20.960 【指令】收到回报指令 ID = 1582507063 RefID = 2070 2015-08-20 13:44:20.965 【回报】512810491 : IC1508 - 已报单 1 价格:8138.0 开 卖 2015-08-20 13:44:21.004 【指令】收到回报指令 ID = 1582507063 RefID = 2070 2015-08-20 13:44:21.241 【后台】IC08 运行结束 2015-08-20 13:44:21.274 【指令】收到回报指令 ID = 1582507063 RefID = 2070 2015-08-20 13:44:21.275 【指令】收到回报指令 ID = 1582507063 RefID = 2070 2015-08-20 13:44:21.276 【指令】收到成交回报指令 REFID = 2070 vol = 1 2015-08-20 13:44:21.282 【回报】512810491 : IC1508 - 已成交 1 价格:8138.0 开 卖 2015-08-20 13:44:20.498 多后平多:8135.00 LONGX1:1 THOLDING:1 A02:8137.98 SHORT:0 A14:0 THOLDING:1 HIGH:8147.40 B01:0 TISREMAIN:0 THOLDING2:1 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.513 平空前条件DYNAINFO(7):8135.00 SHORT1:1 TAVGENTERPRICEEX(AC,PZ):8121.60 资产:3202789.468 SHORT:0 A14:0 THOLDING:1 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.520 多后平多开空DYNAINFO(7):8135.00 SHORT1:1 A01:8137.98 TAVGENTERPRICEEX(AC,PZ):8121.60 SHORT:0 A14:0 THOLDING:1 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:1 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.525 开空后:8135.00 TAVGENTERPRICEEX(AC,PZ):8121.60 TENTERPRICE:8121.60 SHORT1:1 A01:8137.98 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:-1 B01:0 TISREMAIN:1 THOLDING2:1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.528 成本价:8121.60 最新价:8135.00 亏损次数:1 资产:3202789.468 盈利次数:2 交易胜率:0.67 最大连亏金额:4359.96 最大连盈金额:10680.00 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:1 2015-08-20 13:44:20.537 平多T前DYNAINFO(7):8135.00 C06:0 THOLDING2:1 THOLDING:0 LONG:1 SHORT:0 A09:8166 TQXD:38.00 XDSJ:50.00 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):8122 A06:8274 2015-08-20 13:44:20.541 平空条件DYNAINFO(7):8135.00 A00:1 TAVGENTERPRICEEX:8121.60 SHORTX1:0 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:0 TISREMAIN:1 THOLDING2:1 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.546 平空T前DYNAINFO(7):8135.00 C06:0 THOLDING2:1 THOLDING:0 LONG:1 SHORT:0 A09:8166 TQXD:38.00 XDSJ:50.00 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):8122 A06:8274 2015-08-20 13:44:20.550 空仓后替换信息:8135.00 SHORTX2:0 THOLDING2:1 THOLDING:0 LONG:1 SHORT:0 A09:8135 LOW:8135.00 HIGH:8147.40 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 A06:8362 2015-08-20 13:44:20.888 平多条件DYNAINFO(7):8135.00 A00:0 TAVGENTERPRICEEX:0.00 TENTERPRICE:8121.60 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:0 TISREMAIN:0 THOLDING2:0 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.894 多后平多:8135.00 LONGX1:1 THOLDING:0 A02:8137.98 SHORT:0 A14:0 THOLDING:0 HIGH:8147.40 B01:0 TISREMAIN:0 THOLDING2:0 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.901 平空前条件DYNAINFO(7):8135.00 SHORT1:1 TAVGENTERPRICEEX(AC,PZ):0.00 资产:3202189.468 SHORT:0 A14:0 THOLDING:0 HIGH:8147.40 B01:0 TISREMAIN:0 THOLDING2:0 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.906 多后平多开空DYNAINFO(7):8135.00 SHORT1:1 A01:8137.98 TAVGENTERPRICEEX(AC,PZ):0.00 SHORT:0 A14:0 THOLDING:0 HIGH:8147.40 B01:0 TISREMAIN:0 THOLDING2:0 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.913 开空后:8135.00 TAVGENTERPRICEEX(AC,PZ):0.00 TENTERPRICE:8121.60 SHORT1:1 A01:8137.98 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:-1 B01:0 TISREMAIN:1 THOLDING2:0 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.918 成本价:0.00 最新价:8135.00 亏损次数:1 资产:3202189.468 盈利次数:3 交易胜率:0.75 最大连亏金额:4359.96 最大连盈金额:13960.08 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:0 2015-08-20 13:44:20.930 平多T前DYNAINFO(7):8135.00 C06:0 THOLDING2:0 THOLDING:0 LONG:1 SHORT:0 A09:8166 TQXD:38.00 XDSJ:50.00 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):0 A06:8274 2015-08-20 13:44:20.936 平空条件DYNAINFO(7):8135.00 A00:1 TAVGENTERPRICEEX:0.00 SHORTX1:0 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:0 TISREMAIN:1 THOLDING2:0 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:20.941 平空T前DYNAINFO(7):8135.00 C06:0 THOLDING2:0 THOLDING:0 LONG:1 SHORT:0 A09:8166 TQXD:38.00 XDSJ:50.00 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):0 A06:8274 2015-08-20 13:44:20.946 空仓后替换信息:8135.00 SHORTX2:0 THOLDING2:0 THOLDING:0 LONG:1 SHORT:0 A09:8135 LOW:8135.00 HIGH:8147.40 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 A06:8362 2015-08-20 13:44:21.177 平多条件DYNAINFO(7):8138.80 A00:0 TAVGENTERPRICEEX:0.00 TENTERPRICE:8121.60 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:0 TISREMAIN:1 THOLDING2:0 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:21.185 多后平多:8138.80 LONGX1:1 THOLDING:0 A02:8137.98 SHORT:0 A14:0 THOLDING:0 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:0 A43:1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:21.194 平空前条件DYNAINFO(7):8138.80 SHORT1:1 TAVGENTERPRICEEX(AC,PZ):0.00 资产:3202708.108 SHORT:0 A14:0 THOLDING:0 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:0 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:21.203 多后平多开空DYNAINFO(7):8138.80 SHORT1:1 A01:8137.98 TAVGENTERPRICEEX(AC,PZ):0.00 SHORT:0 A14:0 THOLDING:0 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:0 A43:0 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:21.209 开空后:8138.80 TAVGENTERPRICEEX(AC,PZ):0.00 TENTERPRICE:8121.60 SHORT1:1 A01:8137.98 THOLDING:0 SHORT:0 A14:0 THOLDING:0 A43:-1 B01:0 TISREMAIN:1 THOLDING2:0 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:21.213 成本价:0.00 最新价:8138.80 亏损次数:1 资产:3202708.108 盈利次数:3 交易胜率:0.75 最大连亏金额:4359.96 最大连盈金额:13960.08 HIGH:8147.40 B01:0 TISREMAIN:1 THOLDING2:0 2015-08-20 13:44:21.222 平多T前DYNAINFO(7):8138.80 C06:0 THOLDING2:0 THOLDING:0 LONG:1 SHORT:0 A09:8166 TQXD:38.00 XDSJ:50.00 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):0 A06:8274 2015-08-20 13:44:21.228 平空条件DYNAINFO(7):8138.80 A00:1 TAVGENTERPRICEEX:0.00 SHORTX1:0 SHORT:0 A14:0 LONG1:1 THOLDING:0 B01:0 TISREMAIN:1 THOLDING2:0 A43:-1 B02:1 A15:0 A14:0 A15:0 2015-08-20 13:44:21.235 平空T前DYNAINFO(7):8138.80 C06:0 THOLDING2:0 THOLDING:0 LONG:1 SHORT:0 A09:8166 TQXD:38.00 XDSJ:50.00 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):0 A06:8274 2015-08-20 13:44:21.240 空仓后替换信息:8138.80 SHORTX2:0 THOLDING2:0 THOLDING:0 LONG:1 SHORT:0 A09:8135 LOW:8135.00 HIGH:8147.40 B01:0 TISREMAIN:1 B01:0 A43:-1 B02:1 A15:0 A14:0 A06:8362 2015-08-20 13:44:21.418 平多条件DYNAINFO(7):8138.80 A00:0 TAVGENTERPRICEEX:8138.00 TENTERPRICE:8138.00 SHORT:0 A14:0 LONG1:1 THOLDING:-1 B01:0 TISREMAIN:0 THOLDING2:-1 A43:1 B02:0 A15:0 A14:0 A15:0 2015-08-20 13:44:21.431 平多T前DYNAINFO(7):8138.00 C06:0 THOLDING2:-1 THOLDING:-1 LONG:1 SHORT:0 A09:8166 TQXD:38.00 XDSJ:50.00 B01:0 TISREMAIN:0 B01:0 A43:1 B02:0 A15:0 A14:0 TAVGENTERPRICEEX(AC,PZ):8138 A06:7931 2015-08-20 13:44:21.922 平多条件DYNAINFO(7):8138.00 A00:0 TAVGENTERPRICEEX:8138.00 TENTERPRICE:8138.00 SHORT:0 A14:0 LONG1:1 THOLDING:-1 B01:0 TISREMAIN:0 THOLDING2:-1 A43:1 B02:0 A15:0 A14:0 A15:0 |