ReadTicks

小弟想要計算兩筆TICK的成交價差異，在相差大於3個TICK時發出警告

使用了READTICKS函數，但發現好像會漏抓

像是佳龍在8/7 09:53時分時明細上兩筆TICK差已經符合策略但卻沒顯示

var: OneTick(0);

IF C<10 then OneTick=0.01;
IF C>=10 and C<50 then OneTick=0.05;
IF C>=50 and C<100 then OneTick=0.1;
IF C>=100 and C<500 then OneTick=0.5;
IF C>=500 and C<1000 then OneTick=1;
IF C>=1000 then OneTick=5;



var: intrabarpersist readtick_cookie(0);    
     array: tick_array[500, 11](0);         


    var: idx(0);
    value50 = ReadTicks(tick_array, readtick_cookie);
    for idx = 1 to value50 begin
        IF 
            tick_array[1, 2] >= 090100 
        and (tick_array[2, 3] - tick_array[1, 3]) >= 3*OneTick 
        THEN 
        BEGIN
            RET=1;
        END;
    end;

附上警示圖片、明細、原始碼，還請解惑，謝謝!!!