为何boLength的数值对结果有影响

照搬的海龟交易系统，signma用来看短周期是否有开仓信号，signma始终为0，说明短周期未建仓，为何boLength的数值发生变化，测试的利润也会变化？理论上短周期未建仓，不管boLength多大（1-1000）对测试结果都没有影响。用的燃油1分钟。Params Numeric boLength(13); // 短周期 BreakOut LengthNumeric fsLength(2); // 长周期 FailSafe LengthNumeric teLength(1); // 离市周期 Trailing Exit LengthVarsNumeric MinPoint; // 最小变动单位Numeric TurtleUnits(1); // 交易单位Series<Numeric> DonchianHi; // 唐奇安通道上轨，延后1个BarSeries<Numeric> DonchianLo; // 唐奇安通道下轨，延后1个BarSeries<Numeric> fsDonchianHi; // 唐奇安通道上轨，延后1个Bar，长周期Series<Numeric> fsDonchianLo; // 唐奇安通道下轨，延后1个Bar，长周期Numeric ExitHighestPrice; // 离市时判断需要的N周期最高价Numeric ExitLowestPrice; // 离市时判断需要的N周期最低价Numeric myEntryPrice; // 开仓价格Numeric myExitPrice; // 平仓价格Bool SendOrderThisBar(False); // 当前Bar有过交易Series<Numeric> preEntryPrice(0); // 前一次开仓的价格Series<Bool> PreBreakoutFailure(false); // 前一次突破是否失败Bool LastProfitableTradeFilter(True); // 使用入市过滤条件Series<Numeric> signma;EventsOnBar(ArrayRef<Integer> indexs){If(BarStatus == 0){preEntryPrice = InvalidNumeric;PreBreakoutFailure = false;signma =0;}MinPoint = MinMove*PriceScale;DonchianHi = HighestFC(High[1],boLength);DonchianLo = LowestFC(Low[1],boLength);fsDonchianHi = HighestFC(High[1],fsLength);fsDonchianLo = LowestFC(Low[1],fsLength);ExitLowestPrice = LowestFC(Low[1],teLength);ExitHighestPrice = HighestFC(High[1],teLength);//myma=AverageFC(Close, maLength);Commentary("preEntryPrice="+Text(preEntryPrice));Commentary("PreBreakoutFailure="+IIFString(PreBreakoutFailure,"True","False"));// 当不使用过滤条件，或者使用过滤条件并且条件为PreBreakoutFailure为True进行后续操作If(MarketPosition == 0 && ((!LastProfitableTradeFilter) Or (PreBreakoutFailure))){// 突破开仓If(High > DonchianHi ){// 开仓价格取突破上轨+一个价位和最高价之间的较小值，这样能更接近真实情况，并能尽量保证成交myEntryPrice = min(high,DonchianHi + MinPoint);myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替preEntryPrice = myEntryPrice;Buy(TurtleUnits,myEntryPrice);SendOrderThisBar = True;PreBreakoutFailure = False;signma=signma[1]+1;}If(Low < DonchianLo ){// 开仓价格取突破下轨-一个价位和最低价之间的较大值，这样能更接近真实情况，并能尽量保证成交myEntryPrice = max(low,DonchianLo - MinPoint);myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替preEntryPrice = myEntryPrice;SellShort(TurtleUnits,myEntryPrice);SendOrderThisBar = True;PreBreakoutFailure = False;signma=signma[1]+1;}}// 长周期突破开仓 Failsafe Breakout pointIf(MarketPosition == 0){Commentary("fsDonchianHi="+Text(fsDonchianHi));If(High > fsDonchianHi ){// 开仓价格取突破上轨+一个价位和最高价之间的较小值，这样能更接近真实情况，并能尽量保证成交myEntryPrice = min(high,fsDonchianHi + MinPoint);myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替preEntryPrice = myEntryPrice;Buy(TurtleUnits,myEntryPrice);SendOrderThisBar = True;PreBreakoutFailure = False;//PlotNumeric("DonchianLo",DonchianLo);}Commentary("fsDonchianLo="+Text(fsDonchianLo));If(Low < fsDonchianLo ){// 开仓价格取突破下轨-一个价位和最低价之间的较大值，这样能更接近真实情况，并能尽量保证成交myEntryPrice = max(low,fsDonchianLo - MinPoint);myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替preEntryPrice = myEntryPrice;SellShort(TurtleUnits,myEntryPrice);SendOrderThisBar = True;PreBreakoutFailure = False;//PlotNumeric("DonchianLo",DonchianLo);}}If(MarketPosition == 1 && BarsSinceEntry>1) // 有多仓的情况{Commentary("ExitLowestPrice="+Text(ExitLowestPrice));If(Low < ExitLowestPrice){myExitPrice = max(Low,ExitLowestPrice - MinPoint);myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替Sell(0,myExitPrice); // 数量用0的情况下将全部平仓}}If(MarketPosition ==-1 && BarsSinceEntry>1) // 有空仓的情况{// 求出持空仓时离市的条件比较值Commentary("ExitHighestPrice="+Text(ExitHighestPrice));If(High > ExitHighestPrice){myExitPrice = Min(High,ExitHighestPrice + MinPoint);myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 大跳空的时候用开盘价代替BuyToCover(0,myExitPrice); // 数量用0的情况下将全部平仓}}//Commentary("signma="+IIFString(signma,"True","False"));//PlotNumeric("DonchianHi",DonchianHi);//PlotNumeric("DonchianLo",DonchianLo);Commentary("signma="+Text(signma));}