自動交易期貨在夜盤沒有真的下單; 日盤有真的下單 WHY ?

如題 : 自動交易期貨在夜盤沒有真的下單; 日盤有真的下單.  不管用真實帳號或模擬帳號都是一樣

XS 程式如下:

input: _SellPutPrice(25000,"Sell PUT選擇權履約價");

input: _CurrFuturePosition(0,"目前期貨部位 0 OR -1");

var : IntraBarPersist _InitialFlag(0); //初始值設定紀錄 : 初始期貨空單部位 1 OR 0

var : IntraBarPersist _SP_FutureCount(0);

//    賣出成交次數;               買進成交次數

Var : intraBarPersist _SellTradeCount(0), intraBarPersist _BuyTradeCount(0);

//只在程式啟動時設定一次

//if _InitialFlag = 0 then

// begin

// _SP_FutureCount = FilledatBroker;

// _InitialFlag = 1;

// end;

//只在程式啟動時設定一次-OLD

if _InitialFlag = 0 then

begin

_SP_FutureCount = _CurrFuturePosition;

_InitialFlag = 1;

end;

//賣出一口小台.

if q_last < _SellPutPrice - 1 and _SP_FutureCount = 0 then 

begin

//ret = 1;

Setposition(-1,MARKET);

//While Filled = _SellTradeCount 

// print(file("D:\XQLOG\台期SP期權收租A-賣出期貨.csv"),"Date= ,",date,",CurTime,",CurrentTime,"Symbol= ,",symbol,",SymbolName=,",SymbolName,"_SEllTradeCount WAITING...");

_SellTradeCount = Filled;

_SP_FutureCount = -1;

//_SP_FutureCount = _SP_FutureCount - 1;

print(file("D:\XQLOG\台期SP期權收租A-賣出期貨.csv"),"Date= ,",date,",CurTime,",CurrentTime,"Symbol= ,",symbol,",SymbolName=,",SymbolName,",Sell Price,",q_last,",_SP_FutureCount,",_SP_FutureCount,",Postion,",Position,",Filled,",Filled,",執行賣出小台期一口");

end

// 期貨價格回到 SP 的履約價以上 => 用履約價買回一口小台.

else if q_last > _SellPutPrice + 1 and _SP_FutureCount = -1 then 

Begin

//ret = 0;

Setposition(0,MARKET);

//While Filled = _SellTradeCount 

// print(file("D:\XQLOG\台期SP期權收租A-賣出期貨.csv"),"Date= ,",date,",CurTime,",CurrentTime,"Symbol= ,",symbol,",SymbolName=,",SymbolName,"_BUYTradeCount WAITING...");

_BuyTradeCount = Filled;

_SP_FutureCount = 0;

//_SP_FutureCount = _SP_FutureCount + 1;

print(file("D:\XQLOG\台期SP期權收租A-賣出期貨.csv"),"Date= ,",date,",CurTime,",CurrentTime,"Symbol= ,",symbol,",SymbolName=,",SymbolName,",Buy Price,",q_last,",_SP_FutureCount,",_SP_FutureCount,",Postion,",Position,",Filled,",Filled,",紀錄買回小台期一口");