最近又从XMT的源码看到下面一段代码,
// Unless backtesting, lets send a fake order to check the OrderModify Execution time,
if ( IsTesting() == FALSE )
{
// To be sure that the fake order never is executed, st the price to twice the current price
fakeprice = ask * 2.0;
// Send a BUYSTOP order
orderticket = OrderSend ( Symbol(), OP_BUYSTOP, LotSize, fakeprice, Slippage, 0, 0, OrderCmt, Magic, 0, Lime );
Execution = GetTickCount();
// Send a modify command where we adjust the price with +1 pip
wasordermodified = OrderModify ( orderticket, fakeprice + 10 * Point, 0, 0, 0, Lime );
// Calculate Execution speed
Execution = GetTickCount() - Execution;
// Delete the order
select = OrderDelete(orderticket);
}
老外使用一段假挂单来检验平台执行速度,之前我有看到一个类似例子,是用来检查平台是不是还在交易(看门狗功能),其特征是OrderOpenPrice设置的很小的挂单,让市场不能执行,另外在价格上或备注上设置特殊代码,后续用来检验,以达到特殊目的,很有创意。
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