Generally, the market depth of the main contract is thick, so the price changes should be continuous, but I break the strategy when retesting, for example, setting the price to break 2000, but the actual opening price is often not triggered until 2004, which is not in line with the market reality, which causes my retest to lose basically.
Problem Z is to change the value of the transaction value generated by the k-string to be continuous, and the price (including asks and bids) to be an integer multiple of the PriceTick. UPDATE: Current checks show that the NewTaskQueue in the futures trading library causes a delay of about 30 to 1 minute, and it is not clear if the price changes continuously.
ZeroHi, thanks for the feedback, the real-time tick overflow has been found to be a bug, there are only commodity futures, I'll deal with it as soon as I can in a day, the simulated tick does not exist, the lower layer tries to retest with a K-line cycle, I'll fix it and let you know later.
edwardgywI've tried it, and it's a big loss, but if you look carefully, it's all because of the jump, but I think the screw threads are probably so much jump, the result was that your tick collector forgot to put the sun disc in the collection, the light collecting the night tick, then you can not jump.
edwardgywIt's also the time mutation that caused NewTaskQueue's transaction delays.
ZeroIf you test the commodity futures with a real-world tick, it could be the cause of the slippage, but it's not possible for every variety of slippage to be this big, and if possible, give a specific retest date and strategy.
edwardgywEfficiency, my QQ3171256772
ZeroYou clear the cache and test again. The tick should be fine. The data has been fixed.
edwardgywThe simulated tick did not jump, but the time was missing, which means that the retest would not jump after 2-38 seconds, and jumped directly, which also caused the price mutation. Exchange.SetContractType (('rb1705')) is the name of the exchange. function main (()) { while ((true) { var depth=exchange.GetDepth (()) var sell_price=depth.Asks[0].Price var time=new Date (().getTime (()) chart ((time, sell_price)) Sleep ((1000) is the name of the I'm not sure. I'm not sure.
edwardgywZ is big, I found out, it is really problematic, I wrote a test strategy where the interval 1s takes a depth of asks[0], and then I graphed it and found that the time is not continuous, sometimes jumped directly from 02 seconds to 38 seconds, the price mutated, the specific test variety was rb1705, time 17.1.23-17.1.24 https://dn-filebox.qbox.me/d8f32f8c12b221c4b7945d4e12342dfa692c6257.png https://dn-filebox.qbox.me/dcf0a1091506ngeec12338351e9fda0dabd1fdb89p8.