A函数发单成交但返回值为False
2022-11-19 17:20

老师:

  您好,我在OnBar运行两腿套利的程序发送信号到OnSignal,在OnSignal中用A函数发单开平仓,模拟交易已经有成交持仓了,但A_SendOrderEx()的返回值为False 。下面是OnSignal中的程序:

Onsignal(ArrayRef<Signal> sigs)

{

 signal mysig0;

 signal mysig1;

 SignalRef sig = sigs[i];

Integer i = 0;

  For i = 0 To GetArraySize(sigs) - 1

  {                                                                    

    If(sig.index==0)

     {

      mysig0=sig;

     If(!BitHas(sig.flag,Enum_Signal_NotSend)&&QuoteStatus==Enum_QuoteStatus_RealTime )

       {

        If(mysig0.side==1 and condition==0 )

         {

         Bool  ret0=data0.A_SendOrderEx(Enum_Buy,mysig0.combOffset,mysig0.volume, mytick.bidask1.bidP,myorderId);

          condition==1;      

          Print("data0.A_SendOrderEx:" + IIFString(ret0,"True","False");

          }

         If(mysig0.side==2 and condition==0)

          {

          Bool ret0=data0.A_SendOrderEx(Enum_Sell,mysig0.combOffset,mysig0.volume, mytick.bidask1.askP,myorderId);

             condition==1;

            Print("data0.A_SendOrderEx:" + IIFString(ret0,"True","False"));

           }

         }

        }

       If(sig.index==1)

       {

       mysig1=sig;

      If(!BitHas(sig.flag,Enum_Signal_NotSend)&&QuoteStatus==Enum_QuoteStatus_RealTime)

         {

           If(mysig1.side==1 and condition==0 )

           {

            Bool ret1=data1.A_SendOrderEx(Enum_Buy, mysig1.combOffset, mysig1.volume, mytick.bidask1.bidP,myorderId);

                condition==1;

              Print("data1.A_SendOrderEx:" + IIFString(ret1,"True","False"));

            }

            If(mysig1.side==2 and condition==0)

            {

            bool ret1=data1.A_SendOrderEx(Enum_Sell, mysig1.combOffset, mysig1.volume, mytick.bidask1.askP,myorderId);

               condition==1;

               Print("data1.A_SendOrderEx:" + IIFString(ret1,"True","False"))

              }

         }

       }

     }

   }

 

评论区
dgdrz2015

@WangKaiMing

  王老师,请帮我解决一下上面的A_SendOrderEx()返回值为False的问题。我开启了自动交易,BarStatus==2,而且发单都已成交了,但返回值就是为False,在OnOrder中也查不到OrderId

 

2022-12-19 22:08
dgdrz2015

A_SendOrderEx()是在最新Bar上发送的(BarStatus==2)

2022-12-16 22:19
dgdrz2015

@Kyover

老师,请你看一下上面两个截图,我的策略单元是打开了自动交易的(绿色笑脸显示),但IsTradeEnabled()返回值仍为False.

老师,请帮帮我,我卡在这里进展不了,A_SendOrderEx()返回值也为False

 

2022-12-16 22:15
dgdrz2015

2022-12-16 22:09
dgdrz2015

2022-12-16 22:07
dgdrz2015

2022-12-05 22:18
dgdrz2015

@Kyover

老师,现在我发个截图给你,请你帮我诊断一下,我实在是找不到原因。谢谢老师!

2022-12-05 22:13
dgdrz2015

@Kyover

好的,谢谢老师指导!

2022-12-02 21:53
dgdrz2015

今天观察到的Sig.Flag==0,  A_SendOrderEx()的返回值仍为False, 开启了自动交易的,而且成交了的。不明白是为什么

 

2022-11-29 22:21
dgdrz2015

老师,我开启自动交易了

2022-11-29 21:22
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