TICK中的历史申卖申卖价如何取
//tick中的历史申卖申卖价如何取,判断主动买,主动卖; Params //此处添加参数 //Numeric millsecs(1000); Vars Series<Numeric> baramount; Series<Numeric> barvol; Series<Numeric> dayavg; Numeric CON1(0); Numeric CON2(0); //String symbol; //Bool GetTick(String symbol, TickRef tick); tick my_tick; Events OnBar(ArrayRef<Integer> indexs) { if( TrueDate(0) !=TrueDate(1)) { baramount=close*Vol; barvol=vol; }else { baramount = baramount[1]+close*vol; barvol = barvol[1]+vol; } dayavg = baramount / barvol; Plotnumeric("dayavg",dayavg); //If ( TrueDate(0) !=TrueDate(1)) // Plotnumeric("dayavg",dayavg,0,Black); FileAppend("C:\\FormulaTICIK.log","TICK = "+Text(Close)); Commentary("TICK=" +TEXT(Open)+","+TEXT(High)+","+TEXT(LOW)+","+TEXT(Close) + ","+TEXT(Vol)+ ","+TEXT(OpenInt)); GetTick(symbol,my_tick); Commentary("AskPrice="+text(my_tick.bidask1.askP)); //申卖价 1 // Commentary("AskVol="+text(tickData.bidask1.askV)); //申卖量 1 Commentary("BidPrice="+text(my_tick.bidask1.bidP)); //申买价 1 // Commentary("BidVol="+text(tickData.bidask1.bidV)); //申买量 1CurrentBar() Commentary("CurrentBar()="+text(CurrentBar())); // //Commentary("CurrentBar()="+text(GetTick(my_tick,1))); //申卖价 1 }