2015-08-24 13:42:35.661 【下单】IC09 价6527.566406 量1 买卖0 类型0 开平0 账户512810491 Formula 1
2015-08-24 13:42:35.661 【下单】确认报单已发送 ID=-1568729433 RefID = 460
2015-08-24 13:42:35.706 【指令】收到回报指令 ID = -1568729433 RefID = 460
2015-08-24 13:42:35.723 【回报】512810491 : IC1509 - 已报单 1 价格:6527.6 开 买
2015-08-24 13:42:35.748 【指令】收到回报指令 ID = -1568729433 RefID = 460
2015-08-24 13:42:36.021 【后台】IC09 TCANCELEX 出现信号 类型:4 帐号:512810491
2015-08-24 13:42:36.022 【后台】IC09 TCANCELEX 出现信号 类型:1 帐号:512810491
2015-08-24 13:42:36.027 【后台】IC09 运行结束
2015-08-24 13:42:36.028 【后台】IF09 运行结束
2015-08-24 13:42:36.041 【指令】收到回报指令 ID = -1568729433 RefID = 460
2015-08-24 13:42:36.078 【指令】收到回报指令 ID = -1568729433 RefID = 460
2015-08-24 13:42:36.089 【回报】512810491 : IC1509 - 已撤单 量:1
2015-08-24 13:42:36.161 【后台】IC09 TCANCELEX 出现信号 类型:4 帐号:512810491
2015-08-24 13:42:36.162 【后台】IC09 TCANCELEX 出现信号 类型:1 帐号:512810491
debugfile 输出
2015-08-24 13:34:59.148 平多T前DYNAINFO(7):3157.40 C06:0 TBUYHOLDINGEX(AC,PZ,2):0 THOLDING:0 LONG:1 SHORT:0 A09:3180 TQXD:1.00 XDSJ:50.00 B01:1 TISREMAIN:0 B01:1 A43:0 B02:0 A15:-1 A14:0 TAVGENTERPRICEEX(AC,PZ):0 A06:3152
2015-08-24 13:42:35.630 做空信号DYNAINFO(7):6534.60 A00:0 TAVGENTERPRICEEX2(AC,PZ,0):0.00 TENTERPRICE:-1.#R SHORT:0 A14:0 LONG:1 TREMAINQTY(4,AC,PZ):0 B01:1 TBUYHOLDINGEX(AC,PZ,2):0 TSELLHOLDINGEX(AC,PZ,1):0 A43:-1 B02:0 A15:0 A14:0 A15:0
2015-08-24 13:42:35.632 多单止损前:6534.60 TBUYHOLDINGEX(AC1,PZ,1):0 TSELLHOLDINGEX(AC,PZ,1):0.00 A02:6547.03 SHORT:0 A14:0 LOW:6523.60 THOLDING:0 B01:1 TISREMAIN:0 THOLDING2:0 A43:-1 B02:0 A15:0 A14:0 A15:0
代码
2015-08-24 13:42:36.021 做空信号DYNAINFO(7):6534.60 A00:0 TAVGENTERPRICEEX2(AC,PZ,0):0.00 TENTERPRICE:-1.#R SHORT:0 A14:0 LONG:1 TREMAINQTY(4,AC,PZ):0 B01:1 TBUYHOLDINGEX(AC,PZ,2):0 TSELLHOLDINGEX(AC,PZ,1):0 A43:-1 B02:0 A15:0 A14:0 A15:0
2015-08-24 13:42:36.022 多单止损前:6534.60 TBUYHOLDINGEX(AC1,PZ,1):0 TSELLHOLDINGEX(AC,PZ,1):0.00 A02:6547.03 SHORT:0 A14:0 LOW:6523.60 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:0 A43:-1 B02:0 A15:0 A14:0 A15:0
2015-08-24 13:42:36.023 空后平空:6534.60 SHORTX1:1 TSELLHOLDINGEX(AC,PZ,2):0.00 A02:6527.57 SHORT:0 A14:0 LOW:6523.60 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:0 A43:-1 B02:0 A15:0 A14:0 A15:0
2015-08-24 13:42:36.021 【后台】IC09 TCANCELEX 出现信号 类型:4 帐号:512810491
2015-08-24 13:42:36.022 【后台】IC09 TCANCELEX 出现信号 类型:1 帐号:512810491
TCANCELEX 出现类型：1
所以撤了开多单
你自己的条件满足了
代码如下
{没有仓位}
if A43=0 and 多信号 then begin
TBUY((TBUYHOLDINGEX(AC,PZ,1)=0 AND (TSELLHOLDINGEX(AC,PZ,1) = 0)),B04,LMT,A01,0,AC,PZ);
A43:=1;
END
if A43=0 and 空信号 then begin
TBUYSHORT((TBUYHOLDINGEX(AC,PZ,1)=0 AND (TSELLHOLDINGEX(AC,PZ,1) = 0)),B04,LMT,A01,0,AC,PZ);
A43:=-1;
END
{有买持仓位}
if A43:=1 then begin
TCANCELEX(1,2,AC,PZ);//取消未成交的平多单
TCANCELEX(1,3,AC,PZ);//取消未成交的开空单
{如有没有平仓的空单，止损50个点}
IF (TSELLHOLDINGEX(AC,PZ,1)>0 AND (DYNAINFO(7)-TAVGENTERPRICEEX2(AC,PZ,1)>=ZSDS))then BEGIN
TSELLSHORT(1,TSELLHOLDINGEX(AC,PZ,1),MKT,0,0,AC,PZ);
END{如有没有平仓的空单，全部取消}
if 平多信号 then begin
TSELL(1,TBUYHOLDINGEX(AC,PZ,2),LMT,A02,0,AC,PZ);
A43:=0;
END
if 开空信号 then begin
TBUYSHORT((TBUYHOLDINGEX(AC,PZ,1)>=0),B04,LMT,A01,0,AC,PZ);
A43:=-(1)
END
END
{有卖持仓位}
if A43:=-1 then begin
TCANCELEX(1,4,AC,PZ);//取消未成交平空单
TCANCELEX(1,1,AC,PZ);//取消未成交开多单
{如有没有平仓的多单，止损50个点}
IF (TBUYHOLDINGEX(AC,PZ,1)>0 AND (TAVGENTERPRICEEX2(AC,PZ,0)-DYNAINFO(7)>=ZSDS))then BEGIN
TSELL(1,TBUYHOLDINGEX(AC,PZ,1),MKT,0,0,AC,PZ);
END{如有没有平仓的多单，止损50个点}
if 平空信号 then begin
TSELLSHORT(1,TSELLHOLDINGEX(AC,PZ,2),LMT,A02,0,AC,PZ);
A43=0;
END
if 开多信号 then begin
TBUY((TSELLHOLDINGEX(AC,PZ,1)>=0),B04,LMT,A01,0,AC,PZ);
A43:=1;
END
END
2015-08-24 13:42:36.021 做空信号DYNAINFO(7):6534.60 A00:0 TAVGENTERPRICEEX2(AC,PZ,0):0.00 TENTERPRICE:-1.#R SHORT:0 A14:0 LONG:1 TREMAINQTY(4,AC,PZ):0 B01:1 TBUYHOLDINGEX(AC,PZ,2):0 TSELLHOLDINGEX(AC,PZ,1):0 A43:-1 B02:0 A15:0 A14:0 A15:0
2015-08-24 13:42:36.022 多单止损前:6534.60 TBUYHOLDINGEX(AC1,PZ,1):0 TSELLHOLDINGEX(AC,PZ,1):0.00 A02:6547.03 SHORT:0 A14:0 LOW:6523.60 THOLDING:0 B01:1 TISREMAIN:1 THOLDING2:0 A43:-1 B02:0 A15:0 A14:0 A15:0
这里的 A43:-1
{有卖持仓位}
if A43:=-1 then begin
TCANCELEX(1,4,AC,PZ);//取消未成交平空单
TCANCELEX(1,1,AC,PZ);//取消未成交开多单
你这里不就直接走进来了么？