不好意思，又來請教
我試著寫一個策略，單純就是執行後買進一口，過2分鐘後自動平倉
我先用if GetInfo("IsRealTime") = 1 and filled > 0 確定已經成交
接著計算 Count = TimeDiff (currentTime, FilledEntryTime, "s");
等到Count >= 120 就觸發平倉
結果跑策略，讓系統print資料後發現問題
if 條件式這邊，已經判斷成交了(filled > 0)
但是跑Count = TimeDiff (currentTime, FilledEntryTime, "s"); 時
currentTime數字比FilledEntryTime數字小
造成Count 是負值->觸發if Count < 0 then begin ->又觸發 if Count >= 120 then begin ->平倉
結果就是系統買完馬上平倉
請問我有什麼地方理解錯誤?
還請老手不吝指教，謝謝
--------以下是我的code-------
Variables:
IntrabarPersist RangeHigh(0), //IntrabarPersist 是為了記錄逐筆洗價每一筆的更新資料
IntrabarPersist RangeLow(0),
IntrabarPersist SavedDate(0),
IntrabarPersist HasOrdered(False),
Count(0);
// 每天重新初始化
if Date <> SavedDate then Begin
SavedDate = Date;
RangeHigh = 0;
RangeLow = 0;
end;
if GetInfo("IsRealTime") = 1 then begin
if HasOrdered = false and Position =0 and filled =0 then begin
setPosition(1 , MARKET, label:="買進1口");
HasOrdered = True;
end;
end;
// 買進成交後，開始計算持倉時間
if GetInfo("IsRealTime") = 1 and filled > 0 then begin
Count = TimeDiff (currentTime, FilledEntryTime, "s");
// 處理跨午夜的情況
if Count < 0 then begin
Count = Count + 86400;
end;
if Count >= 120 then begin //120秒抵達，準備平倉
setPosition(0 , MARKET, label:="市價平倉");
end;
end
else begin
Count = 0;
end;
Print(
File("C:\Users\Ray\Desktop\XQ_Debug.log"),
"CurrentTime=", CurrentTime,
" FilledEntryTime=", FilledEntryTime,
" Count=", Count,
" Position=", Position,
" Filled=", Filled
);
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