In the stock exchange, the trade duration reflect the important information about market exchange. So it has great effects on the bargainer's behaviors and the liquidity of the stock market exchange. For testing the infection of the trade duration in the stock exchange, the paper chooses two stocks in Shanghai Stock Exchange to study their trade duration with ACD model based on MCMC, discusses the characteristics related to duration, and checks the extent between the ACD model and China Stock Exchange Market. The research shows that the ACD model match well with China Stock Exchange.