主题：下单代码

实盘中由于流动性,该策略并不会赚钱.

 

推荐楼主还是多完善完善策略思想

B1:=DYNAINFO( 28);//买一价
S1:=DYNAINFO( 34);//卖一价

Vb:=DYNAINFO( 25);//买一挂单量
Vs:=DYNAINFO( 31);//卖一挂单量
Vd:=vol;
Vm:=sum(vol,2);//每秒市场成交量

 

if Vs<=Vm+Vd then tbuy(1,1,lmt,DYNAINFO(34));

if TISREMAIN(1)=1 and TSUBMIT(1)>1 and Vs<=Vm+Vd and DYNAINFO(34)=TORDERPRICE(1,1)+1 THEN
tbuy(1,1,lmt,DYNAINFO(34));

 

实现的是你的1),2),3),您先看看是否是您需要的.

//供参考,用于后台程序化.希望能帮助到您

 

B1:=DYNAINFO( 28);//买一价
S1:=DYNAINFO( 34);//卖一价
Vb:=DYNAINFO( 25);//买一挂单量
Vs:=DYNAINFO( 31);//卖一挂单量
Vd:=vol;
Vm:=sum(vol,2);//每秒市场成交量????---在分笔周期上此表达该合约秒成交量

 

if Vs<=Vm+Vd and TISREMAIN(1)=0 then
begin
tbuy(1,1,lmt,DYNAINFO(34));
EXTGBDATASET('flag',1);
end

if EXTGBDATA('flag')=1 and TISREMAIN(1)=1 and TSUBMIT(1)>1 and Vs<=Vm+Vd and DYNAINFO(34)=TORDERPRICE(1,1)+1 THEN
tbuy(1,1,lmt,DYNAINFO(34)),ALLOWREPEAT;

//条件4
if Vs>Vm+Vd and TISREMAIN(1)=0 then
begin
tbuy(1,1,lmt,DYNAINFO(28));
EXTGBDATASET('B1',DYNAINFO(28));//记录买一价
EXTGBDATASET('S1',DYNAINFO(34));//记录卖一价
EXTGBDATASET('flag',2);
end

//条件5
if EXTGBDATA('flag')=2 and TISREMAIN(1)=1 and TSUBMIT(1)>1 and Vb<=Vm+Vd then
begin
TCANCEL(1,1);
tbuy(1,1,lmt,EXTGBDATA('B1')-1);
EXTGBDATASET('flag',3);
end

//条件6
if EXTGBDATA('flag')=3 and TISREMAIN(1)=1 and TSUBMIT(1)>1 and Vb>Vm+Vd then
begin
TCANCEL(1,1);
tbuy(1,1,lmt,EXTGBDATA('B1'));
end

//条件7
if EXTGBDATA('flag')=3 and DYNAINFO( 28)=EXTGBDATA('B1')-1 and Vs<=Vm+Vd then
begin
tbuy(1,1,lmt,EXTGBDATA('S1')-1);
end

//条件8
if EXTGBDATA('flag')=3 and DYNAINFO( 28)=EXTGBDATA('B1')-1 and Vb<=Vm+Vd and TISREMAIN(1)=1 and TSUBMIT(1)>1 then
begin
TCANCEL(1,1);
tbuy(1,1,lmt,EXTGBDATA('B1')-1);
EXTGBDATASET('flag',4);
end

//条件9
IF EXTGBDATA('flag')=4 and DYNAINFO( 28)=TORDERPRICE(1,1) and Vb<=Vm+Vd then
tbuy(1,1,lmt,DYNAINFO( 28)-1),ALLOWREPEAT;