自動交易腳本_setposition 指定掛單價格的問題

下列是我寫的第一種進場做空的程式碼，此腳本在用模擬帳號運作時，會發生不是想指定的價格進場，如圖片1(上圖)，程式碼計算出了該股當日的開盤價格Rec_O之後，再經由計算進場的掛單價格為Rec_O*(1+0.01*p1)，p1預設為2，即想要做到該股票今日從開盤價計算上漲2%之後，進場做放空s_in。

以圖1的商品2618.TW為例，經由觀察對照後發現，原本掛單價格應該要是37.43做放空，但是程式運作時變成委託價格32.8，所以馬上就成交了，成交均價36.45

input:T1(130500, "times出場時間01"),FixedP(5,"停利%"),LossP(3.5,"停損%"),limt(15,"單筆金額(萬)"),stp1(5,"停利%"),stp2(5,"停損%");

input:p1(2,"開盤後漲幅_S_in");

input: GD(7,"掛單距N個Tick"),amount(50,"換算買入金額(W)");

input: SCost01(0,"股票01空進價位_S_in"),SOut01(0,"股票01空出價位_S_Out"),SLose01(0,"股票01空_停損價_S_lose");

Variables:intrabarpersist s_in(false),intrabarpersist s_out(false),intrabarpersist s_lose(false),intrabarpersist time_out(false);

Variables:Rec_O(0);

Variables:intraBarPersist MKP(0),mkp2(0);

settotalbar(1000);

setbackBar(700);

if GetInfo("IsRealTime")=0 then return;

Once(GetInfo("IsRealTime")=1 and GetField("成交量", "Tick")<>0) begin

Rec_O=GetField("開盤價", "D");

Alert("Rec_O",Rec_O," s_in=",Rec_O*(1+0.01*p1),"數量",Floor(amount*10/Close)," 估_停損價=",Rec_O*(1+0.01*p1)*(1+0.01*LossP));

end;

//==========================條件區==========================

s_in=Close>=AddSpread(Rec_O*(1+0.01*p1),-GD); // 開盤價上漲p1%後，進場做空(預掛)

s_out=Close<=AddSpread(SOut01,GD) or Close<=AddSpread(SOut01,GD);

s_lose=Close>=FilledAvgPrice*(1+0.01*LossP) and FilledAvgPrice<>0;

time_out=CurrentTime>=T1;

//==========================S_in_進場區==========================

if s_in and MKP=0 and FilledAvgPrice=0 and not time_out then begin

MKP=-1;

SetPosition((-1)*Floor(amount*10/Close),Rec_O*(1+0.01*p1),Label:="1st_空單");

end;

//==========================S_lose_停損出場區==========================

if s_lose and MKP<>0 and FilledAvgPrice<>0 then begin

MKP=0;

time_out=true;

SetPosition(0,AddSpread(Close,2),Label:="s_lose_停損出場01");

end;

//==========================S_out_停利出場區==========================

if s_out and MKP<>0 and FilledAvgPrice<>0 then begin

MKP=0;

time_out=true;

SetPosition(0,SOut01,Label:="s_out_停利出場01");

end;