orderstatus执行问题 - 高级功能研发区 - 金字塔客服中心 - 专业程序化交易软件提供商

我写了以下函数，本意是下单之后如果成交，则执行平仓动作，若未成交，则等待一定时间，中间若不符合我的交易条件则撤单，等待一定时间后不成交也撤单，但是运行的结果发现，只有触发了撤单条件（但其实已经成交几秒了）以后才会触发平仓动作，这是为什么？是因为不执行完这个函数就不能再触发一次orderstatus吗？

Sub ORDER_OrderStatusEx2(OrderID, Status, Filled, Remaining, Price, Code, Market, OrderType, Aspect, Kaiping, Account, AccountType)

application.msgout("调用成功!"&Code&":"&Status)

if Code=cizhuliheyue then

application.MsgOut("次主力合约交易动向！")

Select Case Status

Case "Inactive"

tradeflag=1

Case "Submitted"

tOrderTime=now()

application.msgout("Submitted!")

tradeflag=0

application.MsgOut("tradeflag="&tradeflag)

exitflag=0

Ms=0

timeflag=Ms-waitingtime

do while exitflag=0 and timeflag<0

Ms=DateDiff("s",CDate(tOrderTime),Cdate(now()))

timeflag=Ms-waitingtime

if kongzhiflag=1 then

update=abs(Price-zhuliprice)-shedingjicha+(huandiannumber+plustick)*MinTick

else

update=abs(Price-zhuliprice)-shedingjicha-(huandiannumber+plustick)*MinTick

end if

if ((update<0 and kongzhiflag=1) or (update>0 and kongzhiflag=0)) and Remaining>0 then//等待时间之内设定撤单条件

order.CancelOrder(OrderID)

huanyue_ts1.AddItem time()& cizhuliheyue&" 不符合条件，准备撤单 "&OrderID

exit do

end if

application.msgout("Remaining="&Remaining)

if Remaining=0 then//若成交，则exit

exitflag=1

exit do

end if

loop

application.MsgOut("exitflag1=")

application.MsgOut(exitflag)

if exitflag=0 then

huanyue_ts1.AddItem time()& cizhuliheyue&"委托超时，准备撤单 "&OrderID

order.CancelOrder(OrderID)

end if

Case "Filled" 'then'(Status="Tradeing" and Filled>0) or Status="Filled" then

application.msgout("成交了次主力合约！"&OrderID)

if zhi<=0 then

sellid=Order.buyshort(0, 1,zhuliprice-100,0,zhuliheyue,marketzhuli,"",0)

huanyue_ts1.AddItem time()& zhuliheyue&" 自动发出移仓"&sellid&" 买入空仓指令 "&"价格为"&zhuliprice

else

sellid=Order.sell(0, 1,zhuliprice-100,0,zhuliheyue,marketzhuli,"",0)

huanyue_ts1.AddItem time()& zhuliheyue&" 自动发出移仓"&sellid&" 卖出平仓指令 "&"价格为"&zhuliprice

end if

jiaoyicitemp=jiaoyicitemp+1

tradeflag=1

case "Cancelled"

huanyue_ts1.AddItem time()& cizhuliheyue&"撤单成功 "&OrderID

tradeflag=1

CancelNum=CancelNum+1

End Select

end if

end sub

[此贴子已经被作者于2016-8-10 11:18:41编辑过]

主题：orderstatus执行问题