10:54:59价格为2453.4元,为什么不止盈,到了11点才以2452.4元止盈?
我的止盈语句是
IF c-AVGENTERPRICE >= 30*mindiff then
begin
sell(1,0,market);//止盈30个点
DRAWTEXT(1,h,'多盈');
end
我记录的avgenterprice价格,2013-04-08 10:54:59.656 多单平均成本:avgenterprice:0.00
所以应该会成交的,怎么没有成交,最后在几分钟后才触发止盈,而明显前面的价格有超过止盈价
2013-04-08 10:54:49.156 多单平均成本:avgenterprice:2445.96
2013-04-08 10:54:50.671 多单平均成本:avgenterprice:2445.96
2013-04-08 10:54:52.156 多单平均成本:avgenterprice:0.00
2013-04-08 10:54:53.656 多单平均成本:avgenterprice:0.00
2013-04-08 10:54:55.156 多单平均成本:avgenterprice:0.00
2013-04-08 10:54:56.671 多单平均成本:avgenterprice:2445.96
2013-04-08 10:54:58.156 多单平均成本:avgenterprice:0.00
2013-04-08 10:54:59.656 多单平均成本:avgenterprice:0.00
2013-04-08 10:55:01.171 多单平均成本:avgenterprice:0.00
2013-04-08 10:55:02.656 多单平均成本:avgenterprice:0.00
我记录的价格,close为最新价,10:54:59为2453.4元
2013-04-08 10:54:58.156 buycondf0 close:2452.00 ma1:2448.66 ma2:2445.87
2013-04-08 10:54:58.156 sellcond:0
2013-04-08 10:54:59.656 buycondf0 close:2453.40 ma1:2448.80 ma2:2445.92
2013-04-08 10:54:59.656 sellcond:0
2013-04-08 10:55:01.171 buycondf0 close:2454.60 ma1:2448.92 ma2:2445.96
2013-04-08 10:55:01.171 sellcond:0
最终实际的止盈价格为2452.4
2013-04-08 11:00:06.187 【图表】触发下单 SELL 品种 IF04
2013-04-08 11:00:06.187 【图表】分品种下单调整后,系数1
2013-04-08 11:00:06.187 【图表】模型下单 2
2013-04-08 11:00:06.187 【图表】下单系数调整后 手数:2
2013-04-08 11:00:06.187 【图表】实际持仓 2
2013-04-08 11:00:06.187 【图表】直接下单
2013-04-08 11:00:06.187 【图表】IF04 运行完毕
2013-04-08 11:00:06.187 【下单】已经调整为 实际持仓为 2
2013-04-08 11:00:06.187 【下单】IF04 价0.000000 量2 买卖1 类型1 开平2 账户590138549 Formula 1
2013-04-08 11:00:06.187 【下单】确认报单已发送 ID=266553063 RefID = 33
2013-04-08 11:00:06.234 【指令】收到回报指令 ID = 266553063 RefID = 33
2013-04-08 11:00:06.234 【回报】590138549 : IF1304 - 已报单 2 价格:0.0 平 卖
2013-04-08 11:00:06.421 【指令】收到回报指令 ID = 266553063 RefID = 33
2013-04-08 11:00:06.437 【指令】收到回报指令 ID = 266553063 RefID = 33
2013-04-08 11:00:06.437 【指令】收到成交回报指令 REFID = 33
2013-04-08 11:00:06.437 【回报】590138549 : IF1304 - 已成交 1 价格:2452.4 平 卖
2013-04-08 11:00:06.453 【指令】收到回报指令 ID = 266553063 RefID = 33
2013-04-08 11:00:06.453 【指令】收到成交回报指令 REFID = 33
2013-04-08 11:00:06.468 【回报】590138549 : IF1304 - 已成交 1 价格:2452.4 平 卖
止盈公式贴就可以了,
很明显10:54收盘价格(2453.4)大于10:59的收盘价格(2451.00),但是却在11点的时候止盈了
我记录的价格,close为最新价,10:54:59为2453.4元
2013-04-08 10:54:58.156 buycondf0 close:2452.00 ma1:2448.66 ma2:2445.87
2013-04-08 10:54:58.156 sellcond:0
2013-04-08 10:54:59.656 buycondf0 close:2453.40 ma1:2448.80 ma2:2445.92
2013-04-08 10:54:59.656 sellcond:0
2013-04-08 10:55:01.171 buycondf0 close:2454.60 ma1:2448.92 ma2:2445.96
2013-04-08 10:55:01.171 sellcond:0
2013-04-08 10:59:41.656 buycondf0 close:2451.00 ma1:2449.50 ma2:2446.89
2013-04-08 10:59:41.656 sellcond:0
2013-04-08 10:59:43.156 buycondf0 close:2451.00 ma1:2449.50 ma2:2446.89
2013-04-08 10:59:43.156 sellcond:0
2013-04-08 11:00:04.156 buycondf0 close:2451.80 ma1:2449.58 ma2:2446.92
2013-04-08 11:00:04.156 sellcond:0
2013-04-08 11:00:05.671 buycondf0 close:2453.20 ma1:2450.20 ma2:2447.26
2013-04-08 11:00:05.671 sellcond:0
2013-04-08 11:00:07.156 buycondf0 close:2452.60 ma1:2450.14 ma2:2447.24
2013-04-08 11:00:07.156 sellcond:0