双均线系统问题

把做多做空平多平空放进一个策略,平多平空均使用了barssinceentry>0,为什么仍然出现了当根K线内开多平多的情况,该怎么修改,比如红枣2509合约2025年6月27日9:05.

双均线系统设置止损报错
双均线平仓问题
双均线交易系统,我只想做空,或者只想做多
双均线参数优化
双均线策略问题
使用系统自带的双均线交易系统时,为何会在同一根K线上既买又卖?
双均线策略
双均线交易5日破10线
双均线策略涨跌停设置不开仓
双均线策略自动下单问题

甚至都不用调试,看看为什么一根bar上出现开平信号?按照图上信号执行顺序,先是平多,然后是开多,然后是平多,最后开空。

大概率,这根bar上执行了两行开仓语句,分别是开多和开空,没有出现平仓语句。

而你的开仓命令里没有加上barssinceentry。

是要吧每一行的开仓命令都要设置barssinceentry吗,这样的话过滤假金叉会否出问题


开仓也写barssinceentry,那你图上就一个信号都没有了,想想为什么

那如何控制平仓当根K线不开仓

把你开平信号commentary一下,看下是进的哪个分支

有可能你看到的当根k线的开平是反手

不是

有的逻辑必须自己用序列变量和全局变量控制


系统的DOME和图表函数

大多不能用于实盘的逻辑控制

https://bbs.tbquant.net/thread/20250703205050286033

//------------------------------------------------------------------------------------------------------------   
// 简称: LS_DualMoving
// 入场:  1、以5、10周期均线金叉为入场点,点位为逆解点值和开盘价的较大的点位;
//        2、如果前一根K线盘中死叉,但收盘未死叉,出现假死叉,则开盘补回仓位;
//        3、如果前一根K线均线空头排列,当根K线成交量大于5周期均量,且价格向上突破前一根K线10周期均线价格时,盘中开仓。
// 出场:  1、以近20周期最低点*0.998为止损;
//        2、如果死叉点小于等于开仓点位*1.002,需5、10周期均量线金叉,可平仓;
//        3、如果死叉点大于开仓点位*1.002,平仓;
//        4、如果出现前一根K线盘中金叉、收盘未金叉,开盘平仓。
//        5、如果前一根K线均线多头排列,当根K线成交量大于5周期均量,且价格向下突破前一根K线10周期均线价格时,盘中平仓。
// 该模型适用于60分钟以下级别。
//--------------------------------------------------------------------------------------------------------------      
  Params
    Numeric EFast(5);       //短均线周期参数
    Numeric ESlow(10);      //长均线周期参数
    Numeric StopLength(10); //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> MAVOLEFast; //短均量
    Series<Numeric> MAVOLESlow; //长均量  
    Series<Numeric> Opint1;     // 逆解交叉点值 
    Series<Numeric> AvgTR; 
    Series<Numeric> PreProtectStopPrice_L;  //保护性止损价初值
    Series<Numeric> ProtectStopPrice_L;  //保护性止损价
    Series<Numeric> PreTrailStopPrice_L;    //跟踪性止损价初值 
    Series<Numeric> TrailStopPrice_L;    //跟踪性止损价 
    Series<Numeric> PreMyEntryPrice_L;  // 开仓价格初赋值 
    Series<Numeric> MyEntryPrice_L;  // 开仓价格
    Series<Numeric> PreProtectStopPrice_S;  //保护性止损价初值
    Series<Numeric> ProtectStopPrice_S;  //保护性止损价
    Series<Numeric> PreTrailStopPrice_S;    //跟踪性止损价初值 
    Series<Numeric> TrailStopPrice_S;    //跟踪性止损价 
    Series<Numeric> PreMyEntryPrice_S;  // 开仓价格初赋值 
    Series<Numeric> MyEntryPrice_S;  // 开仓价格    
    Series<Bool> IsPriceLimit;  //涨跌停判断,保证涨跌停板不作操作    
        
Events
    OnBar(ArrayRef<Integer> indexs)
    {
        MAEFast = Average(Close, EFast); //短均线
        MAESlow = Average(Close, ESlow); //长均线
                
        MAVOLEFast = Average(Vol,EFast); //短均量
        MAVOLESlow = Average(Vol,ESlow);//长均量
            
        Opint1 = ((ESlow - 1) * Average(Close[1], ESlow - 1) * EFast - (EFast - 1) * Average(Close[1], EFast - 1) * ESlow) / (ESlow - EFast);  //逆解交叉点值
        PreProtectStopPrice_L = Lowest(Low[1],StopLength);         
        PreMyEntryPrice_L = Max(Open,opint1);
        PreProtectStopPrice_S= Highest(High[1],StopLength); 
        TrailStopPrice_S = Highest(High[1],StopLength) * 1.002;
        PreMyEntryPrice_S = Min(Open,opint1);
        
        IsPriceLimit = (High[1] == Low[1]) Or (High[2] == Low[2]);
        
        Range[0:DataSourceSize() - 1]
        {
            PlotNumeric("MAEFast", MAEFast);
            PlotNumeric("MAESlow", MAESlow);                
        }        
        
        If(MarketPosition <> 1 and MAEFast[1]<MAESlow[1] and High >= Opint1 And !IsPriceLimit)  //金叉
        {
            Buy(PostionLots, Max(Open, Opint1));     //金叉开多单
            ProtectStopPrice_L = PreProtectStopPrice_L;
            MyEntryPrice_L = PreMyEntryPrice_L;
        }
        
        If(MarketPosition <> 1 And Low[1] <= Opint1[1] And Close[1] >= Opint1[1] And High >= Opint1 And !IsPriceLimit)       //过滤假死叉(考虑收盘价最低的情况)
        {
            Buy(PostionLots, Max(Open, Opint1));
            ProtectStopPrice_L = PreProtectStopPrice_L;
            MyEntryPrice_L = PreMyEntryPrice_L;
        }
            
       If(MarketPosition == 1 And BarsSinceEntry > 0 And !IsPriceLimit)
        {
            If(Low <= ProtectStopPrice_L)
            {
                Sell(PostionLots,  ProtectStopPrice_L);                                 //止损
                PlotString("损","损",Low,Red);
            }
                
            If(Low > ProtectStopPrice_L And MAEFast[1] > MAESlow[1] And Low < Opint1)    //死叉
            {
                If(Opint1 <= MyEntryPrice_L * 1.002 And MAVOLEFast > MAVOLESlow)
                {
                    Sell(PostionLots, Min(Open, Opint1));
                    PlotString("平1","平1",Low,Red);
                }
        
                If(Opint1 > MyEntryPrice_L * 1.002)
                {
                    Sell(PostionLots, Min(Open, Opint1));
                    PlotString("平2","平2",Low,Red);
                    
                }
            }
        
            If(Opint1 >= MyEntryPrice_L * 1.0002 and High[1] >= Opint1[1] And Close[1] < Opint1[1] And Low <= Opint1 And MAVOLEFast > MAVOLESlow )     //过滤假金叉
            {
                Sell(PostionLots, Min(Open, opint1));
                PlotString("假金","假金",Low,Red);
            }       
            
        }
        If(MarketPosition <> -1 and MAEFast[1]>MAESlow[1] and Low <= Opint1 And !IsPriceLimit)  //死叉
        {
            SellShort(PostionLots, Min(Open, Opint1));     //死叉开空单
            ProtectStopPrice_S = PreProtectStopPrice_S;
            MyEntryPrice_S = PreMyEntryPrice_S;
        }
        
        If(MarketPosition <> -1 And High[1] >= Opint1[1] And Close[1] <= Opint1[1] And Low <= Opint1 And !IsPriceLimit)       //过滤假金叉(考虑收盘价最低的情况)
        {
            SellShort(PostionLots, Min(Open, Opint1));
            ProtectStopPrice_S = PreProtectStopPrice_S;
            MyEntryPrice_S = PreMyEntryPrice_S;
            PlotString("L2","L2",High,Red);
        }
            
       If(MarketPosition == -1 And BarsSinceEntry > 0 And !IsPriceLimit)
        {
            If(High >= ProtectStopPrice_S)
            {
               BuyToCover(PostionLots,  ProtectStopPrice_S);                                 //止损
               PlotString("损","损",Low,Red);
            }
                
            If(High < ProtectStopPrice_S And MAEFast[1] < MAESlow[1] And High > Opint1)    //金叉
            {
                If(Opint1 >= MyEntryPrice_S * 0.998 And MAVOLEFast > MAVOLESlow)
                {
                    Buytocover(PostionLots, Max(Open, Opint1));
                    PlotString("x","x",High,Blue);
                }
        
                If(Opint1 < MyEntryPrice_S * 0.998)
                {
                    Buytocover(PostionLots, Max(Open, Opint1));
                }
            }
        
            If(Opint1 < MyEntryPrice_S * 0.998 and Low[1] <= Opint1[1] And Close[1] > Opint1[1] And High >= Opint1 And MAVOLEFast > MAVOLESlow)     //过滤假死叉
            {
                Buytocover(PostionLots, Max(Open, opint1));
            }       
            
        }
        
        
        
        
        
        
    } 
   
    
//------------------------------------------------------------------------
// 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