增加止盈止损后，原位置不开仓了

// 名称: 日内短线， 记录30分钟内的高低点，突破后开仓；增加跟踪止损条件后，不能正常开仓了 // 类别: 公式应用 // 类型: 用户应用 // 输出: Void //------------------------------------------------------------------------ Params //此处添加参数 Numeric length(30); Numeric end_time(0.1455); Vars //此处添加变量 Series<Numeric> bar_in_day; Series<Numeric> highest_in_day; Series<Numeric> lowest_in_day; Series<Numeric> trade_count; Numeric MinPoint; // 一个最小变动单位，也就是一跳 Numeric MyEntryPrice; // 开仓价格，本例为开仓均价，可设置为某次入场价 Numeric TrailingStart1(0.005); // 跟踪止损启动设置1 Numeric TrailingStart2(0.001); // 跟踪止损启动设置2 Numeric TrailingStop1(0.002); // 跟踪止损设置1 Numeric TrailingStop2(0.005); // 跟踪止损设置2 Numeric StopLossSet(0.005); // 止损设置 Numeric MyExitPrice; // 平仓价格 Series<Numeric> HighestAfterEntry; // 开仓后出现的最高价 Series<Numeric> LowestAfterEntry; // 开仓后出现的最低价 Defs //此处添加公式函数 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 OnBar(ArrayRef<Integer> indexs) { If(truedate(0)<>truedate(1)) { bar_in_day =0; highest_in_day = high; lowest_in_day = low; trade_count =0; } bar_in_day = bar_in_day + 1; Commentary("当天第几根bar:"+text(bar_in_day)); If(bar_in_day<=length) { highest_in_day = max(highest_in_day,high); lowest_in_day = min(lowest_in_day,low); } PlotNumeric("highest_in_day",highest_in_day); PlotNumeric("lowest_in_day",lowest_in_day); //突破上轨做到，突破下轨做空，交易次数不超过3次 If(MarketPosition==1 and low<=highest_in_day-10*minmove*pricescale) { sell(1,min(open,highest_in_day-10*minmove*pricescale)); } If(MarketPosition==-1 and high>=lowest_in_day+10*minmove*pricescale) { BuyToCover(1,max(open,lowest_in_day+10*minmove*pricescale)); } if(MarketPosition<>1 and high>=highest_in_day and bar_in_day>length and trade_count <2 and time<end_time) { buy(1,max(open,highest_in_day)); trade_count =trade_count +1; } if(MarketPosition<>-1 and low<=lowest_in_day and bar_in_day>length and trade_count <2 and time<end_time) { sellshort(1,min(open,lowest_in_day)); trade_count=trade_count+1; } Commentary("trade_count:"+text(trade_count)); If(time>=end_time and time<0.15) { buytocover(0,open); Sell(0,open); } If(BarsSinceEntry == 0) // 条件满足：开仓Bar { HighestAfterEntry = Close; LowestAfterEntry = Close; // 赋初值为当前最新价格 If(MarketPosition <> 0) // 有持仓时执行以下代码 { // 开仓Bar，将开仓价和当时的收盘价的较大值保留到HighestAfterEntry HighestAfterEntry = Max(HighestAfterEntry,AvgEntryPrice); // 开仓Bar，将开仓价和当时的收盘价的较小值保留到LowestAfterEntry LowestAfterEntry = Min(LowestAfterEntry,AvgEntryPrice); } }Else // 非开仓Bar时进行以下运算 { // 记录下当前Bar的最高点，用于下一个Bar的跟踪止损判断 HighestAfterEntry = Max(HighestAfterEntry,High); // 记录下当前Bar的最低点，用于下一个Bar的跟踪止损判断 LowestAfterEntry = Min(LowestAfterEntry,Low); } Commentary("HighestAfterEntry = "+Text(HighestAfterEntry)); Commentary("LowestAfterEntry = "+Text(LowestAfterEntry)); MinPoint = MinMove*PriceScale; MyEntryPrice = AvgEntryPrice; If(MarketPosition == 1 And BarsSinceEntry >= 1) // 有多仓的情况 { // 第二级跟踪止损的条件表达式 If(HighestAfterEntry[1] >= MyEntryPrice + TrailingStart2*MyEntryPrice) { If(Low <= HighestAfterEntry[1] - TrailingStop2*MyEntryPrice) { MyExitPrice = HighestAfterEntry[1] - TrailingStop2*MyEntryPrice;// 如果该Bar开盘价即跳空触发，则用开盘价代替 If(Open < MyExitPrice) MyExitPrice = Open; Sell(0,MyExitPrice); } }Else If(HighestAfterEntry[1] >= MyEntryPrice + TrailingStart1*MyEntryPrice) // 第一级跟踪止损的条件表达式 { If(Low <= HighestAfterEntry[1] - TrailingStop1*MyEntryPrice) { MyExitPrice = HighestAfterEntry[1] - TrailingStop1*MyEntryPrice; // 如果该Bar开盘价即跳空触发，则用开盘价代替 If(Open < MyExitPrice) MyExitPrice = Open; Sell(0,MyExitPrice); } }Else If(Low <= MyEntryPrice - StopLossSet*MyEntryPrice) //可在此写初始止损处理 { MyExitPrice = MyEntryPrice - StopLossSet*MyEntryPrice; // 如果该Bar开盘价即跳空触发，则用开盘价代替 If(Open < MyExitPrice) MyExitPrice = Open; Sell(0,MyExitPrice); } }Else If(MarketPosition == -1 And BarsSinceEntry >= 1) // 有空仓的情况 { // 第二级跟踪止损的条件表达式 If(LowestAfterEntry[1] <= MyEntryPrice - TrailingStart2*MyEntryPrice) { If(High >= LowestAfterEntry[1] + TrailingStop2*MyEntryPrice) { MyExitPrice = LowestAfterEntry[1] + TrailingStop2*MyEntryPrice; If(Open > MyExitPrice) MyExitPrice = Open; BuyToCover(0,MyExitPrice); } }Else If(LowestAfterEntry[1] <= MyEntryPrice - TrailingStart1*MyEntryPrice)// 第一级跟踪止损的条件表达式 { If(High >= LowestAfterEntry[1] + TrailingStop1*MyEntryPrice) { MyExitPrice = LowestAfterEntry[1] + TrailingStop1*MyEntryPrice; If(Open > MyExitPrice) MyExitPrice = Open; BuyToCover(0,MyExitPrice); } }Else If(High >= MyEntryPrice + StopLossSet*MyEntryPrice) //可在此写初始止损处理 { MyExitPrice = MyEntryPrice + StopLossSet*MyEntryPrice; If(Open > MyExitPrice) MyExitPrice = Open; BuyToCover(0,MyExitPrice); } } //... } 策略是日内短线，记录30分钟内的高低点，突破后开仓；增加跟踪止损条件后，不能正常开仓了。在标记位置应该开仓并触发一次跟踪止损，结果没有开仓；请教老师是哪里出了问题。