大象飛上天: 在EasyLanguage呼叫日盛API dll

TS中的EasyLanguage可以Call dll

也就是說可以直接在程式中直接呼叫日盛API all

然後直接做策略運算並送單

不用靠字檔輸出。

可以想成直接把下單機寫在策略裡。

下單路徑少了很多。

實際丟單狀況如下圖。(接CBOT小道瓊報價)

快!!! 真的快。

Chart中訊號出現到日盛APITradeMgr送單紀錄幾乎同時出現。

當然丟單到成交就不曉得了><

以下是範例程式。


vars:order(0);
DefineDLLFunc:"C:\JihSun\HTS2\Dll\HTSAPITradeClient.dll",void,"HTSOrder",LPSTR;

if C > O and marketposition = 0 and order = 0 then begin
 buy next bar at market;
 order = order + 1;
end;
if O > C and marketposition = 0 and order = 0 then begin
 sell next bar at market;
 order = order - 1;
end;
if marketposition > 0 and O > C and order = 1 then begin
 exitlong next bar at market;
 order = order - 1;
end;
if 0 > marketposition and C > O and order = -1 then begin
 exitshort next bar at market;
 order = order + 1;
end;
if order=1 and order[1]=0 then begin
 HTSOrder("Market=F,Account=帳號,ContractName=交易商品,"+
 "ContractDate=月份,OpenCloseAuto=A,BuySell=B,Lots=1,"+
 "OrderType=M,Price=0,FokIocRod=F,DayTrade=N");
end;
if order=-1 and order[1]=0 then begin
 HTSOrder("Market=F,Account=帳號,ContractName=交易商品,"+
 "ContractDate=月份,OpenCloseAuto=A,BuySell=S,Lots=1,"+
 "OrderType=M,Price=0,FokIocRod=F,DayTrade=N");
end;
if order=0 and order[1]=1 then begin
 HTSOrder("Market=F,Account=帳號,ContractName=交易商品,"+
 "ContractDate=月份,OpenCloseAuto=A,BuySell=S,Lots=1,"+
 "OrderType=M,Price=0,FokIocRod=F,DayTrade=N");
end;
if order=0 and order[1]=-1 then begin
 HTSOrder("Market=F,Account=帳號,ContractName=交易商品,"+
 "ContractDate=月份,OpenCloseAuto=A,BuySell=B,Lots=1,"+
 "OrderType=M,Price=0,FokIocRod=F,DayTrade=N");
end;
if order=1 and order[1]=-1 then begin
 HTSOrder("Market=F,Account=帳號,ContractName=交易商品,"+
 "ContractDate=月份,OpenCloseAuto=A,BuySell=B,Lots=2,"+
 "OrderType=M,Price=0,FokIocRod=F,DayTrade=N");
end;
if order=-1 and order[1]=1 then begin
 HTSOrder("Market=F,Account=帳號,ContractName=交易商品,"+
 "ContractDate=月份,OpenCloseAuto=A,BuySell=S,Lots=2,"+
 "OrderType=M,Price=0,FokIocRod=F,DayTrade=N");
end;