通道突破信号闪烁的问题

以下策略有信号闪烁的情况,麻烦各位老师点拨一下代码如下:ParamsNumeric P1(20);Numeric P2(10000);VarsSeries<Numeric> UpperBand;// 通道上轨 Series<Numeric> LowerBand;// 通道下轨 Series<Numeric> ATRVal;// ATRVal值Numeric Lots(0);// 仓位EventsOnReady(){}OnBar(ArrayRef<Integer> indexs){Numeric MinPoint = MinMove * PriceScale;// 最小变动价位UpperBand = Highest(High[1],P1);LowerBand = Lowest(Low[1],P1);ATRVal = AvgTrueRange(14);PlotNumeric("UpperBand", UpperBand);PlotNumeric("LowerBand", LowerBand);Lots = IntPart(P2/(ATRVal * 3 * ContractUnit() * BigPointValue()));If(MarketPosition == 0){// 开多If(High > UpperBand){Buy(Lots,UpperBand);}// 开空If(Low < LowerBand){SellShort(Lots,LowerBand);}}If(MarketPosition > 0){// 反转平多If(Low < LowerBand){Sell(0,LowerBand);Commentary("多单反转平仓:"+Text(LowerBand));}}If(MarketPosition < 0){// 反转平空If(High > UpperBand){BuyToCover(0,UpperBand);Commentary("空单反转平仓:"+Text(UpperBand));}}}

ATRVal = AvgTrueRange(14);回溯一个周期去使用ATRVal [1]