大于小于
价格满足方进行委托的一种预埋单/条件单。
算法保存在本地,软件关闭、断网,算法失效。
使用 服务器单,不受软件关闭、断网影响(仅支持 CTP)。
位置:下单板 - Smart Order - 大于小于
⚠️ 风险提示:除服务器单之外,无限易的算法皆为本地算法单,依赖行情 / 成交来触发,若因网络延迟 / 断线 / 软件关闭等原因导致算法无法正常运行,无限易不为此担责。
使用方法
Demo
开启算法功能。
在下单板的 Smart Order 下拉框选择『大于小于』,在弹窗中填好参数后点击 开始使用 按钮开启算法 。
创建算法。
在 下单板 设置好 价格、数量、开平、账号 等信息并下单。
Smart Order 开启状态下,才能下算法单。
Smart Order 关闭状态下,下单是普通委托,关闭后不影响之前下的算法单。
开平根据下单板的选择,作为止盈止损单使用时,请留意下单板上的开平切换。
触发条件
所选的 价格类型 满足 委托价 时,发送订单。
价格类型:支持对手价、最新价。
委托价:触发价格,即在下单板里填写的价格。
报单条件
触发报单时,实际委托的价格。
报单价格:支持对手价、最新价、排队价、触发价(同上面的委托价,下单板里填写的价格)。
超价:在报单价格的基础上,+ n 个 Tick 买入或 - n 个 Tick 卖出,增加成交几率。
n = 0 时,不附加超价。
Tick:最小变动单位,例如股指期货,1 Tick = 0.2。
委托管理
委托后,可在 算法列表 窗口,管理『大于小于』单。
位置:菜单 - 交易 - 算法列表
未达到触发条件
触发状态为 未触发。
此状态下,订单未发送至交易所。
执行中 / 已暂停 的算法,双击上图对应位置可改价、改量,其他条件不变。
已达到触发条件
运行状态为 已完成、触发状态为 已触发。
只要达到触发条件,不管最终有没有成交,状态都会变为 已完成。
触发后,可通过 实时回报 窗口或点开算法列表的
明细查看委托成交状态。
注意事项
- 算法单皆委托在本地,软件关闭,算法不会继续运行和保存(下次打开时无记录)
可 手动(右键 - 储存为任务下单)或 自动(『定时管家』窗口设置)储存执行中、已暂停的算法,下次导入文件继续执行,详见 任务下单说明
执行过程中遇到 错单 (资金不足、不在交易时间等)、 手动撤单,算法自动终止。
Avove/Below
Above/Below is a local pre-set order / conditional order. It sends an order when the selected price type meets the manually configured condition against the specified order price.
Important: Except for Server Trader, all InfiniTrader algorithms are local algo orders. They rely on market data and fills to trigger. If the software is closed, disconnected, or affected by network latency, the algorithm may fail to run. InfiniTrader is not liable for losses caused by these issues.
If you need the order to remain active when the software is closed or disconnected, use Server Trader. This is supported only for CTP.
Path: Trade Board - Smart Order - Above/Below
How to Use
Enable the algorithm.
In the Smart Order drop-down list on the Trade Board, select Above/Below. In the pop-up window, set the parameters and click Submit.
Create the algorithm.
On the Trade Board, set Price, Vol, O/C, Account, and other order information, then place the order.
Notes:
- Algo orders can be placed only when Smart Order is enabled.
- When Smart Order is disabled, orders are submitted as Normal orders. Disabling Smart Order does not affect algo orders already placed.
- The O/C setting follows the selection on the Trade Board. When using Above/Below as a take-profit / stop-loss order, check the O/C switch before placing the order.
Trigger Conditions
The order is sent when the selected Price Type meets the configured condition against Order-Px.
Price Type supports:
- Aggressive
- Last
Order-Px is the trigger price entered on the Trade Board.
Order Price Settings
This section defines the actual order price used after the trigger condition is met.
Price supports:
- Aggressive
- Last
- Passive
- Trigger Price
Trigger Price is the same as Order-Px, which is the price entered on the Trade Board.
Pay up adjusts the order price to increase the chance of execution:
- For buy orders, add
nticks to the selected order price. - For sell orders, subtract
nticks from the selected order price. - When
n = 0, no pay-up is added.
A tick is the minimum price increment. For example, for stock index futures, 1 tick = 0.2.
Order Management
After placing the order, manage Above/Below orders in Algos.
Path: Menu - Trade - Algos
Before the Trigger Condition Is Met
The trigger status is Not Triggered.
In this status, the order has not been sent to the exchange.
For algorithms in Executing or Paused status, double-click the corresponding area in Algos to modify the price or volume. Other conditions remain unchanged.
After the Trigger Condition Is Met
The running state becomes Finished, and the trigger status becomes Triggered.
Once the trigger condition is met, the status changes to Finished regardless of whether the order is filled.
After triggering, view the order and fill status in Order Book, or open Details in Algos.
Notes
- Algo orders are stored locally. If the software is closed, the algorithm will not continue running or be saved. No record will be available the next time the software is opened.
- Algorithms in Executing or Paused status can be saved manually by right-clicking and selecting Save As Designated Order, or automatically through settings in Time Master. The saved file can be imported next time to continue execution. See Designated Trader for details.
- If a Fail order occurs during execution, such as insufficient funds or non-trading hours, or if the order is manually canceled, the algorithm is automatically terminated.