Params
    Numeric EFast(5);       //短均线周期参数
    Numeric ESlow(10);      //长均线周期参数
    Numeric StopLength(5); //止损统计周期数
    
    Numeric PostionLots(1);//头寸 
    
Vars
    Series<Numeric> MAEFast;    //短均线
    Series<Numeric> MAESlow;    //长均线    
    Series<Numeric> Opint1;     // 逆解交叉点值 
    Series<Numeric> AvgTR;                    
    Numeric ProtectStopPrice;  //保护性止损价
    Numeric TrailStopPrice;    //跟踪性止损价    
    Series<Numeric> MyEntryPrice;  // 开仓价格   
Events
    OnBar(ArrayRef<Integer> indexs)
    {
        MAEFast = Average(Close, EFast); //短均线
        MAESlow = Average(Close, ESlow); //长均线
    
        Opint1 = ((ESlow - 1) * Average(Close[1], ESlow - 1) * EFast - (EFast - 1) * Average(Close[1], EFast - 1) * ESlow) / (ESlow - EFast);
        ProtectStopPrice = Lowest(Low[1],StopLength) * 0.99; 
        TrailStopPrice = Highest(High[1],StopLength) * 1.01;

        
        If(MarketPosition <> 1 And MAEFast[1]<MAESlow[1] and High >= Opint1)
        {
            Buy(PostionLots, Max(Open, Opint1));  
            MyEntryPrice = Max(Open, Opint1); 
            ProtectStopPrice = Lowest(Low[1],StopLength) * 0.99; 
            TrailStopPrice = Highest(High[1],StopLength) * 1.01;
                  
        }
        If(MarketPosition<>1 And Low[1]<=Opint1[1] And Close[1]>=Opint1[1] And High >= Opint1)           //过滤假死叉
        {
            Buy(PostionLots,Max(Open,Opint1));
            ProtectStopPrice = Lowest(Low[1],StopLength) * 0.99; 
            TrailStopPrice = Highest(High[1],StopLength) * 1.01;
        }
       If(MarketPosition == 1 And BarsSinceEntry > 0 And Low <= ProtectStopPrice)
        {
           Sell(PostionLots,  ProtectStopPrice);
        }
        If(MarketPosition == 1 And BarsSinceEntry > 0 And High[1]>=Opint1[1] And Close[1]<=Opint1[1] And Low <= Opint1)         //过滤假金叉
        {  
            Sell(PostionLots, Min(Open, opint1));
            
        }
        If(MarketPosition == 1 And BarsSinceEntry > 0 And MAEFast[1]> MAESlow[1] And Low<Opint1)
    
        {
            Sell(PostionLots,Min(Open,Opint1));
        }
    
            Range[0:DataSourceSize() - 1]
            {
                PlotNumeric("MAEFast", MAEFast);
                PlotNumeric("MAESlow", MAESlow);
            }
    
    }
    
//------------------------------------------------------------------------
// 编译版本    2025/3/28 202727
// 版权所有    winter110
// 更改声明    TradeBlazer Software保留对TradeBlazer平台  

在分支语句中执行有序列数据参与的函数，容易出现一些bar的序列数据不是你想象中的样子

老师这节课讲的很详细

https://video.tbquant.net/video?id=video443

（给我自己也找补一下 看了也容易忘）

我的意思是后续行情发展后，固定开仓当根bar的前5根K线的最低点止损，而不是跟随到当根K的前5根的低点，该怎么编写。

你把这个处理掉就可以了呀

在分支语句外面，每一个bar都计算一下这个值；

在开仓的时候，取到开仓时刻的这个值不就行了

        ProtectStopPrice = Lowest(Low[1],StopLength) * 0.99; 
        TrailStopPrice = Highest(High[1],StopLength) * 1.01;

        
        If(MarketPosition <> 1 And MAEFast[1]<MAESlow[1] and High >= Opint1)
        {
            Buy(PostionLots, Max(Open, Opint1));  
            MyEntryPrice = Max(Open, Opint1); 
            ProtectStopPrice_buy = ProtectStopPrice;  //这个变量类型为序列类型，止损用这个
            TrailStopPrice_buy = TrailStopPrice;
                  
        }

优秀

这种方式的protectstopprice_buy 和Trailstopprice_buy就是用于止损、止盈的、针对开仓点位的数值了吗？

你可以把这个数值plot或者print 或者 commentary输出一下

直观的看看是不是你想要的东西

series类型具有传递性，需要再复习下0基础课，就可以理解为什么在这里取值，后面就是固定的了