运行在30分钟K线上,以下代码打算实现提前3秒下单,但是实际运行时提前了10秒,为啥呢?
运行模式是1秒间隔轮询。
此主题相关图片如下:提前下单.png

ABB:=(time0-timetot0(dynainfo(207))<=3) or not(islastbar);
OFFSET1:=5;
OFFSET2:=IF(ISLASTBAR,5,0);
IF ABB THEN
BEGIN
多平1:SELL(平多条件1 AND HOLDING>0,SS,LIMITR,CLOSE-OFFSET2*MINDIFF);
空平1:SELLSHORT(平空条件1 AND HOLDING<0,SS,LIMITR,CLOSE+OFFSET2*MINDIFF);
开多1:BUY(开多条件1 AND HOLDING<=0,SS,LIMITR,CLOSE+OFFSET2*MINDIFF);
开空1:BUYSHORT(开空条件1 AND HOLDING>=0,SS,LIMITR,CLOSE-OFFSET2*MINDIFF);
END
没存日志,我勾选了记录日志,有下次交易记录再发给你们,谢谢。