跨周期信号闪烁加开仓延迟
//------------------------------------------------------------------------Params Numeric Length(20); //计算高低点周期 Numeric MaxLots(10); //最大连续浮亏开仓次数 Numeric lots1(1); //初始开仓手数 Numeric lotsn(1); //加仓手数 String strTmp("30m"); //订阅的K线周期 Vars Series<Numeric> HH; Series<Numeric> LL; Series<Numeric> HH1; Series<Numeric> LL1; Series<Numeric> longEntryPrice1; Series<Numeric> shortEntryPrice1; Series<Numeric> jincha; Series<Numeric> sicha; Series<Numeric> shortProfit; Series<Numeric> longProfit; Series<Numeric> lots_sum;Events //此处实现事件函数 //初始化事件函数,策略运行期间,首先运行且只有一次,应用在订阅数据等操作 OnInit() { //=========跨周期数据计算============== { SubscribeBar(data0.Symbol,strTmp,data0.BeginDateTime); } } //Bar更新事件函数,参数indexs表示变化的数据源图层ID数组 OnBar(ArrayRef<Integer> indexs) { If(CurrentDate > 20260131) { Return; } Range[1:1] { HH = Highest(High,Length); LL = Lowest(Low,Length); HH1 = nthcon(HH>HH[1],1); LL1 = nthcon(LL<LL[1],1); If(HH1 < LL1) { PlotAuto("趋势线",LL,LL,Red,Enum_Line,Enum_Solid); } Else { PlotAuto("趋势线",HH,HH,Green,Enum_Line,Enum_Solid); } If(CrossOver(LL1,HH1)) { jincha=1; sicha=0; } If(CrossUnder(LL1,HH1)) { jincha=0; sicha=1; } } Range[0:0] { //开仓交易 If(CurrentBar == 1) { lots_sum = lots1; } Else { lots_sum = lots_sum; } If(MarketPosition == 0 ) { If(data1.jincha[1]==0 and data1.jincha==1) { Buy(lots_sum,Close); longEntryPrice1 = LastEntryPrice; }Else If(data1.sicha[1]==0 and data1.sicha==1) { SellShort(lots_sum,Close); shortEntryPrice1 = LastEntryPrice; } } //平仓交易 If(MarketPosition > 0 And data1.sicha[1]==0 and data1.sicha==1 And BarsSinceEntry >= 1) { //平多单 Sell(0,Close); longProfit = ExitPrice - longEntryPrice1; If((longProfit <= 0) And lots_sum < MaxLots) { lots_sum = lots_sum + lotsn; }Else If (longProfit >0) { lots_sum = lots1; } } Else If(MarketPosition < 0 And data1.jincha[1]==0 And data1.jincha==1 And BarsSinceEntry >= 1) { //平空单 BuyToCover(0,Close); shortProfit = shortEntryPrice1 - ExitPrice; If((shortProfit <= 0) And lots_sum < MaxLots) { lots_sum = lots_sum + lotsn; }Else If (shortProfit >0) { lots_sum = lots1; } } } } 跨周期策略加载时短周期K线的第一根BAR显示信号闪烁(无开仓信号),模拟盘跟踪时偶尔有实际反手时间晚于K线图信号时间点,请问这是什么原因导致的?