堡垒。执法问题 - 页 82

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Sergey Kudryavtsev:

对不起，我有一个愿望。对于我的Tickwise EA（非HFT）来说

我需要同时扫描所有订单和所有历史订单。是否可以写一个函数

做到这一点。我希望这个函数能保证捕获所有从订单到历史订单的订单。

但它们并不在认股权证和历史认股权证中。

想得更多:)。我想，我最好是把秩序和历史秩序的概念合并起来，用一个列表来工作，即不会有

不会有两份名单。

PS。我可以自己写，但为此我需要保留我 "操纵 "的历史。

你的母语是什么？
 
Sergey Chalyshev:
你的母语是什么？
我也不明白什么 :)
 
Sergey Chalyshev:
你的母语是什么？
俄罗斯。
 

你好。

请告知。

1.如果我们有以下日志。

2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27980, vol = 7, time = 2016.10.27 11:03:09.606. LAST = 98850
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27981, vol = 21, time = 2016.10.27 11:03:09.606. LAST = 98850
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27982, vol = 5, time = 2016.10.27 11:03:09.606. LAST = 98850
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27983, vol = 9, time = 2016.10.27 11:03:09.606. LAST = 98850
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27984, vol = 1, time = 2016.10.27 11:03:09.606. LAST = 98850

在相同的执行时间 下，精度为毫秒，这是否意味着市场上有一个大订单，而且是由不同对手方的几个限额来满足？

2.如果紧接着有一个这样的日志。

2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27985, vol = 2, time = 2016.10.27 11:03:09.863. LAST = 98840
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27986, vol = 1, time = 2016.10.27 11:03:09.863. LAST = 98840
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27987, vol = 1, time = 2016.10.27 11:03:09.863. LAST = 98840
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27988, vol = 3, time = 2016.10.27 11:03:09.863. LAST = 98840
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27989, vol = 1, time = 2016.10.27 11:03:09.863. LAST = 98840
2016.10.28 10:54:09.324 (RTS-12.16,M1)  ModeSingle: #27990, vol = 1, time = 2016.10.27 11:03:09.863. LAST = 98840

是否可以说是同一个订单在继续 "吃 "不同对手方的限额，只是在下一个级别？

是的，这两份日志中的每一笔交易都导致了销售！这也是为什么我们要在这两份日志中加入 "销售 "一词。

 
Alexey Kozitsyn:

关于交易、自动交易系统和测试交易策略的论坛

Metatrader 5中的交易丝带

Vasiliy Sokolov, 2016.09.19 15:37

是的，这是正确的。同样的出价时间显示，一个出价被几个交易方（7个）执行，数量较少（1，1，1，1，1，3，2，1）。不知道在这个水平上是否有更多的成交量，但知道这个10手的市场订单被执行，没有滑点，因为下一个价格98350只在1秒后出现，即已经是一个不同的订单。
 
fxsaber:

我记得在某个地方看到过一个类似的问题。谢谢。（笑）。

对第二部分有什么想法吗？

 
Alexey Kozitsyn:

对第二部分有什么想法吗？

时代变了--另一个应用。
 

在BCS交易的人，你们也有这个东西吗？

2016.12.14 22:01:41.371 Trades  'xxxxx': cancel order #49932961 buy limit 1.00 CHMF-6.17 at 92501 placed for execution in 64873.549 ms
2016.12.14 22:01:41.383 Trades  'xxxxx': cancel order #49935891 buy limit 1.00 PLT-6.17 at 940.3 placed for execution in 64885.230 ms
2016.12.14 22:01:41.392 Trades  'xxxxx': cancel order #49939244 sell limit 1.00 PLT-6.17 at 969.5 placed for execution in 64893.819 ms
2016.12.14 22:01:41.397 Trades  'xxxxx': cancel order #49931798 buy limit 1.00 SBPR-6.17 at 12319 placed for execution in 64898.584 ms
2016.12.14 22:01:41.406 Trades  'xxxxx': cancel order #49931712 sell limit 1.00 NOTK-6.17 at 89571 placed for execution in 64908.234 ms
2016.12.14 22:01:41.413 Trades  'xxxxx': cancel order #49931711 buy limit 1.00 HYDR-6.17 at 9403 placed for execution in 64915.385 ms
2016.12.14 22:01:41.422 Trades  'xxxxx': cancel order #49935491 buy limit 1.00 MGNT-6.17 at 10167 placed for execution in 64924.367 ms
2016.12.14 22:01:41.431 Trades  'xxxxx': cancel order #49931802 sell limit 1.00 GOLD-9.17 at 1190.2 placed for execution in 64926.078 ms
2016.12.14 22:01:41.520 Trades  'xxxxx': cancel order #49931470 sell limit 1.00 BR-5.17 at 57.26 placed for execution in 65010.755 ms
 

为什么会这样呢？


2017.02.08 10:00:01.231 Trades  'xxxxx': buy limit 2.00 Eu-6.17 at 65101 placed for execution in 1326.651 ms
2017.02.08 10:00:01.231 Trades  'xxxxx': accepted sell limit 1.00 VTBR-6.17 at 7265
2017.02.08 10:00:01.241 Trades  'xxxxx': accepted buy limit 2.00 UCHF-6.17 at 0.9766
2017.02.08 10:00:01.241 Trades  'xxxxx': sell limit 2.00 Eu-6.17 at 68408 placed for execution in 1334.829 ms
2017.02.08 10:00:01.251 Trades  'xxxxx': accepted buy limit 1.00 UCAD-6.17 at 1.2926
2017.02.08 10:00:01.251 Trades  'xxxxx': sell limit 1.00 VTBR-6.17 at 7265 placed for execution in 1301.609 ms
2017.02.08 10:00:01.251 Trades  'xxxxx': buy limit 2.00 UCHF-6.17 at 0.9766 placed for execution in 1205.209 ms
2017.02.08 10:00:01.251 Trades  'xxxxx': accepted sell limit 2.00 UCHF-6.17 at 1.0166
2017.02.08 10:00:01.251 Trades  'xxxxx': buy limit 1.00 UCAD-6.17 at 1.2926 placed for execution in 1207.740 ms

当你能做到这一点时

2017.02.08 22:14:14.851 Trades  'xxxxx': buy limit 2.00 Si-12.17 at 62756
2017.02.08 22:14:14.856 Trades  'xxxxx': accepted buy limit 2.00 Si-12.17 at 62756
2017.02.08 22:14:14.857 Trades  'xxxxx': buy limit 2.00 Si-12.17 at 62756 placed for execution in 5.349 ms
2017.02.08 22:14:14.868 Trades  'xxxxx': cancel order #52295149 buy limit 2.00 Si-12.17 at 62756
2017.02.08 22:14:14.873 Trades  'xxxxx': accepted cancel order #52295149 buy limit 2.00 Si-12.17 at 62756
2017.02.08 22:14:14.874 Trades  'xxxxx': cancel order #52295149 buy limit 2.00 Si-12.17 at 62756 placed for execution in 5.957 ms
 
prostotrader:

为什么会这样呢？

Alpari-MT5-演示服务器。这个脚本 被执行了两次。

2017.02.08 22:55:13.170 Trades  '50075899': market buy 1.00 BRN
2017.02.08 22:55:15.817 Trades  '50075899': accepted market buy 1.00 BRN
2017.02.08 22:55:15.817 Trades  '50075899': deal #4163994 buy 1.00 BRN at 55.41 done (based on order #5506688)
2017.02.08 22:55:15.827 Trades  '50075899': order #5506688 buy 1.00 / 1.00 BRN at 55.41 done in 2658.948 ms
2017.02.08 22:55:15.827 Trades  '50075899': modify #5506688 buy 1.00 BRN sl: 0.00, tp: 0.00 -> sl: 54.41, tp: 56.41
2017.02.08 22:55:17.270 Trades  '50075899': accepted modify #5506688 buy 1.00 BRN sl: 0.00, tp: 0.00 -> sl: 54.41, tp: 56.41
2017.02.08 22:55:18.124 Trades  '50075899': modify #5506688 buy 1.00 BRN -> sl: 54.41, tp: 56.41 done in 2295.483 ms
2017.02.08 22:55:18.124 Trades  '50075899': market sell 1.00 BRN, close #5506688 buy 1.00 BRN 55.41
2017.02.08 22:55:23.246 Trades  '50075899': accepted market sell 1.00 BRN, close #5506688 buy 1.00 BRN 55.41
2017.02.08 22:55:23.246 Trades  '50075899': deal #4163995 sell 1.00 BRN at 55.27 done (based on order #5506689)
2017.02.08 22:55:23.246 Trades  '50075899': order #5506689 sell 1.00 / 1.00 BRN at 55.27 done in 5119.709 ms
2017.02.08 22:55:23.246 Trades  '50075899': buy limit 1.00 BRN at 54.40
2017.02.08 22:55:23.309 Trades  '50075899': accepted buy limit 1.00 BRN at 54.40
2017.02.08 22:55:23.314 Trades  '50075899': order #5506691 buy limit 1.00 / 1.00 BRN at market done in 66.501 ms
2017.02.08 22:55:23.314 Trades  '50075899': cancel order #5506691 buy limit 1.00 BRN at 54.40
2017.02.08 22:55:23.376 Trades  '50075899': accepted cancel order #5506691 buy limit 1.00 BRN at 54.40
2017.02.08 22:55:23.379 Trades  '50075899': cancel #5506691 buy limit 1.00 BRN at market done in 64.586 ms

2017.02.08 22:55:48.729 Trades  '50075899': market buy 1.00 BRN
2017.02.08 22:55:48.801 Trades  '50075899': accepted market buy 1.00 BRN
2017.02.08 22:55:48.801 Trades  '50075899': deal #4163999 buy 1.00 BRN at 55.39 done (based on order #5506694)
2017.02.08 22:55:48.809 Trades  '50075899': order #5506694 buy 1.00 / 1.00 BRN at 55.39 done in 78.782 ms
2017.02.08 22:55:48.809 Trades  '50075899': modify #5506694 buy 1.00 BRN sl: 0.00, tp: 0.00 -> sl: 54.39, tp: 56.39
2017.02.08 22:55:48.879 Trades  '50075899': accepted modify #5506694 buy 1.00 BRN sl: 0.00, tp: 0.00 -> sl: 54.39, tp: 56.39
2017.02.08 22:55:48.886 Trades  '50075899': modify #5506694 buy 1.00 BRN -> sl: 54.39, tp: 56.39 done in 77.030 ms
2017.02.08 22:55:48.886 Trades  '50075899': market sell 1.00 BRN, close #5506694 buy 1.00 BRN 55.39
2017.02.08 22:55:48.961 Trades  '50075899': accepted market sell 1.00 BRN, close #5506694 buy 1.00 BRN 55.39
2017.02.08 22:55:48.966 Trades  '50075899': deal #4164000 sell 1.00 BRN at 55.27 done (based on order #5506695)
2017.02.08 22:55:48.966 Trades  '50075899': order #5506695 sell 1.00 / 1.00 BRN at 55.27 done in 79.688 ms
2017.02.08 22:55:48.966 Trades  '50075899': buy limit 1.00 BRN at 54.39
2017.02.08 22:55:49.034 Trades  '50075899': accepted buy limit 1.00 BRN at 54.39
2017.02.08 22:55:49.041 Trades  '50075899': order #5506696 buy limit 1.00 / 1.00 BRN at market done in 75.393 ms
2017.02.08 22:55:49.041 Trades  '50075899': cancel order #5506696 buy limit 1.00 BRN at 54.39
2017.02.08 22:55:49.116 Trades  '50075899': accepted cancel order #5506696 buy limit 1.00 BRN at 54.39
2017.02.08 22:55:49.116 Trades  '50075899': cancel #5506696 buy limit 1.00 BRN at market done in 83.423 ms

几乎所有的演示服务器都会出现这种意外的减速。因此，问题不仅涉及FORTS。

在这种情况下，开发商应该更容易处理，因为没有桥梁。看一下这种情况吧。

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