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--  高级功能研发区  (http://weistock.com/bbs/list.asp?boardid=5)
----  [原创]按价位撤单追单  (http://weistock.com/bbs/dispbbs.asp?boardid=5&id=30407)

--  作者:z7c9
--  发布时间:2012/11/5 22:03:14
--  [原创]按价位撤单追单

 

sub timer1()
 dim index
 dim orderid
 dim consign
 dim filled
 dim remaining
 dim action
 dim ordertype
 dim lmtprice
 dim auxprice
 dim account
 dim code
 dim market
 dim multiplier
 dim mintick
 dim shortpercent
 dim longpercent
 dim offset
 
 offset=3

 count = order.ordernum2

 for i = 0 to count-1
  call order.orderinfo2(index, orderid, consign, filled, remaining, action, ordertype, lmtprice,auxprice, account, 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.newprice,0,code,market,account,0
    end if
    
    if action=0 and kaiping=1 then
     order.sell 0,remaining,report1.newprice,0,code,market,account,0
    end if
    
    if action=1 and kaiping=0 then
     order.buyshort 0,remaining,report1.newprice,0,code,market,account,0
    end if
    
    if action=1 and kaiping=1 then
     order.sellshort 0,remaining,report1.newprice,0,code,market,account,0
    end if    
   end if
  end if 
 next
end sub


--  作者:guotx2010
--  发布时间:2012/11/6 8:19:41
--  

不错的东西。


--  作者:solarhe2006
--  发布时间:2012/11/6 18:41:49
--  
[原创]按价位撤单追单  发帖心情 Post By:2012-11-5 22:03:14 [只看该作者]

 

sub timer1()
 dim index
 dim orderid
 dim consign
 dim filled
 dim remaining
 dim action
 dim ordertype
 dim lmtprice
 dim auxprice
 dim account
 dim code
 dim market
 dim multiplier
 dim mintick
 dim shortpercent
 dim longpercent
 dim offset
 
 offset=3

 count = order.ordernum2

 for i = 0 to count-1
  call order.orderinfo2(index, orderid, consign, filled, remaining, action, ordertype, lmtprice,auxprice, account, 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.newprice,0,code,market,account,0
    end if
    
    if action=0 and kaiping=1 then
     order.sell 0,remaining,report1.newprice,0,code,market,account,0
    end if
    
    if action=1 and kaiping=0 then
     order.buyshort 0,remaining,report1.newprice,0,code,market,account,0
    end if
    
    if action=1 and kaiping=1 then
     order.sellshort 0,remaining,report1.newprice,0,code,market,account,0
    end if    
   end if
  end if 
 next
end sub



--  作者:Change_1206_
--  发布时间:2013/4/24 22:19:36
--  
如果能具体解释一下就完美了。