开拓者之A函数下单撤单以及全局变量操作

Params

Numeric offset(1);   //委托价格偏移

Numeric beforemins(10);   //收盘前几分钟开始操作

Vars

Numeric temppos;   //仓位

Numeric deleteordertickcounter;   //tick计数器

Numeric hassendorder(0);   //撤单标志，初始值为0

Begin

//第一根bar，初始化tick计数器、撤单标志，存于全局变量中

if (BarStatus==0)

{

deleteordertickcounter = 9999;

hassendorder = 0;

SetGlobalVar(0,deleteordertickcounter);

SetGlobalVar(1,hassendorder);

}

Else   //其他bar，从全局变量中读取撤单tick计数器、撤单标志的值

{

deleteordertickcounter = GetGlobalVar(0);

hassendorder = GetGlobalVar(1);

}

//收盘前N分钟，且撤单标志为0，即还未撤单时

if (CurrentTime>(0.1459-0.0001*(beforemins-1)) && BarStatus==2 && hassendorder==0)

{

if (Close<>InvalidInteger && A_GetOpenOrderCount()>0)

{

A_DeleteOrder();

deleteordertickcounter = 1;   //tick开始计数，为了延迟5个tick后做平仓用的

}

deleteordertickcounter = deleteordertickcounter+1;

SetGlobalVar(0,deleteordertickcounter);

if (deleteordertickcounter<5) Return;   //撤单后需要延迟几个tick才平仓

//平多单

temppos = A_BuyPosition;

if (temppos>0)

{

A_SendOrder(enum_buy,enum_exit,temppos,Q_AskPrice-offset*MinMove*PriceScale);

}

//平空单

temppos = A_sellPosition;

if (temppos>0)

{

A_SendOrder(enum_sell,enum_exit,temppos,Q_AskPrice+offset*MinMove*PriceScale);

}

hassendorder = 1;

SetGlobalVar(1,hassendorder);

}

End

 

 http://blog.sina.com.cn/s/blog_eb5c186a0102vot9.html