中文 | En

时间区段下单

时间区段下单支持在多个时间段内分批自动报单,适用于需要在不同时间段内分散成交的均价成交策略。

位置:菜单 → 策略 → 时间区段下单

视频:时间区段下单使用方法 by 西瓜

推文:无限易拆单秘籍:我方使用了多重分身术

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使用限制与注意事项

⚠️ 风险提示:除服务器单外,无限易的算法均为本地算法单,依赖行情和成交回报触发。网络延迟、断线或关闭软件等情况可能导致算法无法正常运行,无限易不对此负责。

⚠️ 不推荐使用标准套利合约。目前,组合对手价取自交易所发布的买卖价,并非根据各腿行情合成的现买价、现卖价。

⚠️ 上期所/能源中心标准套利限制:在本下单板中,仅支持 双开双平双投机双套保;不支持两腿独立设置。请勿使用 自动开平 模式。

如何使用

  1. 填写交易参数并编辑下单时间段。请避开休盘、收盘等非交易时间。

  2. 手动生成算法时,选择 按时间按次数,然后点击 买入卖出

    也可点击 USERGUIDE 导入图标,导入已保存的 CSV 文件。

    此时不会立即开始下单,下方列表中的运行状态显示为 初始化

    点击 买入卖出 或导入文件时,若本机时间已晚于设定时段,该时段会自动顺延一天,于下一日生效。

    下一日生效的时段以 (+1) 标识,例如:14:05:00(+1)-14:10:00(+1)

  3. 点击下方算法列表明细中的 USERGUIDE 图标,预览已生成的待报单序列。

  4. 选择该算法,点击 USERGUIDE 图标开始执行。

    点击开始时,若本机时间已晚于设定时间,算法不可执行,运行状态显示为 过期失效

交易模式

系统会将委托总数量按所选模式自动分配至设定的时间段。

模式 说明
按时间 在设定的总时长内,每隔 x 秒以 对手价 报单。
按次数 在设定的总时长内,分 x 次以 对手价 报单。

下单指令默认使用 GFD 时态,并跟随交易设置中 追单方式 的时态配置。时态含义详见 交易术语解释

追单超价

以对手价报单未成交时,系统会按 追单超价 立即追单,并在中间比较对手价后择优委托,直至成交或达到最大追单次数。

勾选 USERGUIDE 首笔追加超价 后,首笔委托会直接按“对手价 + 追单超价”报出。

追单次数可在交易设置中配置。

保存和导入算法

在下方算法列表中,点击 USERGUIDE 导出图标,可将算法信息导出为 CSV 文件,并使用 Excel 编辑。下次打开软件后,点击 USERGUIDE 导入图标即可重新导入。

编辑文件时,请以导出文件的格式为准。




中文 | En

Time Period Trader

Time Period Trader automatically submits orders in batches across multiple time periods. It is suitable for average-price execution strategies that spread fills over different time windows.

Path: Menu → Strategy → Time Period Trader

USERGUIDE



Limitations and Notes

⚠️ Risk notice: Except for server-side orders, all InfiniTrader algos run locally and rely on market data and fill reports to trigger. Network latency, disconnections, or closing the software may prevent an algo from operating normally. InfiniTrader is not liable for such issues.

⚠️ Standard arbitrage contracts are not recommended. The combination's Taker price uses the bid and ask prices published by the exchange; it is not a synthetic current bid or ask calculated from the individual legs.

⚠️ SHFE/INE standard-arbitrage limitation: This Trade Board supports only Both Open, Both Close, Both Speculation, and Both Hedge. Individual configuration of the two legs is not supported. Do not use Auto Open/Close mode.

How to Use

  1. Enter the trading parameters and configure the order time periods. Do not set periods during breaks, after market close, or other non-trading hours.

  2. To create an algo manually, select By Time or By Count, then click Buy or Sell.

    You can also click the USERGUIDE import icon to import a saved CSV file.

    The algo does not submit orders immediately. Its status in the list is displayed as Initialized.

    If the local time is later than a configured period when you click Buy, Sell, or import a file, that period is moved forward by one day and takes effect on the next day.

    A period that takes effect the next day is marked with (+1), for example: 14:05:00(+1)-14:10:00(+1).

  3. Click the USERGUIDE icon in the algo details below to preview the generated order sequence.

  4. Select the algo and click the USERGUIDE icon to start it.

    If the local time is later than the configured time when you click Start, the algo cannot run and its status is displayed as Expired.

Trading Modes

The system automatically distributes the total order quantity across the configured periods according to the selected mode.

Mode Description
By Time Submit an order at the Taker price every x seconds during the configured period.
By Count Divide the orders into x submissions at the Taker price during the configured period.

Orders use the GFD time-in-force setting by default, following the time-in-force setting configured for Chase Order Style in Trading Settings. See Trading Terminology for details.

Chase Pay Up

If an order at the Taker price is not filled, the system immediately chases it using Chase Pay Up. It compares the Taker price along the way and submits the more favorable order until it is filled or the maximum chase count is reached.

When USERGUIDE Aggressive with pay up is selected, the first order is submitted directly at “Taker price + Chase Pay Up.”

Configure the chase count in Trading Settings.

Save and Import Algos

In the algo list below, click the USERGUIDE export icon to export algo information to a CSV file, which you can edit in Excel. The next time you open the software, click the USERGUIDE import icon to import it again.

When editing the file, use the exported file as the required format reference.

Copyright © InfiniTrader all right reserved,powered by Gitbook该文件修订时间: 2026-08-05 18:32:02

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