OBV背离交易策略

// OBV背离交易策略 // 适用平台：开拓者(TB)// 周期：15分钟Params Numeric FastMAPeriod(12); // 快速均线周期 Numeric SlowMAPeriod(26); // 慢速均线周期 Numeric OBVLookBack(20); // OBV回溯周期 Numeric ATRPeriod(14); // ATR周期 Numeric StopLossATRMultiple(2); // 止损ATR倍数 Numeric TakeProfitATRMultiple(3); // 止盈ATR倍数 Numeric TradeVolume(1); // 交易手数Vars Series<Numeric> OBVValue; // OBV值 Numeric OBVHigh; // OBV高点 Numeric OBVLow; // OBV低点 Numeric PriceHigh; // 价格高点 Numeric PriceLow; // 价格低点 Series<Numeric> ATRVal; // ATR值 Series<Numeric> FastMA; // 快速均线 Series<Numeric> SlowMA; // 慢速均线 Numeric ShortStopPrice; // 空头止损价 Numeric ShortTargetPrice; // 空头止盈价 Numeric LongStopPrice; // 多头止损价 Numeric LongTargetPrice; // 多头止盈价 Bool Condition_TopDivergence; // 顶背离条件 Bool Condition_BottomDivergence; // 底背离条件 Series<Bool> TrendUp; // 趋势向上(改为序列变量) Series<Bool> TrendDown; // 趋势向下(改为序列变量) Numeric MA_Diff; // 均线差值 Events OnBar(ArrayRef<Integer> indexs) { // 计算技术指标 FastMA = Average(Close, FastMAPeriod); SlowMA = Average(Close, SlowMAPeriod); ATRVal = AvgTrueRange(ATRPeriod); // 确定趋势方向 TrendUp = FastMA > SlowMA; TrendDown = FastMA < SlowMA; MA_Diff = Abs(FastMA - SlowMA); // 计算OBV If (CurrentBar == 0) { OBVValue = Vol; } Else { If (Close > Close[1]) { OBVValue = OBVValue[1] + Vol; } Else If (Close < Close[1]) { OBVValue = OBVValue[1] - Vol; } Else { OBVValue = OBVValue[1]; } } // 寻找价格和OBV的高低点 If (CurrentBar >= OBVLookBack) { PriceHigh = Highest(High, OBVLookBack); PriceLow = Lowest(Low, OBVLookBack); OBVHigh = Highest(OBVValue, OBVLookBack); OBVLow = Lowest(OBVValue, OBVLookBack); // 检测顶背离条件 Condition_TopDivergence = (High[1] >= PriceHigh) And (OBVValue[1] < OBVHigh) And (High[1] > High[2]) And (OBVValue[1] < OBVValue[2]); // 检测底背离条件 Condition_BottomDivergence = (Low[1] <= PriceLow) And (OBVValue[1] > OBVLow) And (Low[1] < Low[2]) And (OBVValue[1] > OBVValue[2]); } Else { Condition_TopDivergence = False; Condition_BottomDivergence = False; } // 空头入场：顶背离 + 趋势向下/盘整 + 看跌K线确认 If (Condition_TopDivergence And (TrendDown[1] Or (MA_Diff[1] < (ATRVal[1] * 0.1))) And Close[1] < Open[1] And MarketPosition == 0 And Vol > 0) { SellShort(TradeVolume, Open); ShortStopPrice = Open + StopLossATRMultiple * ATRVal[1]; ShortTargetPrice = Open - TakeProfitATRMultiple * ATRVal[1]; } // 多头入场：底背离 + 趋势向上/盘整 + 看涨K线确认 If (Condition_BottomDivergence And (TrendUp[1] Or (MA_Diff[1] < (ATRVal[1] * 0.1))) And Close[1] > Open[1] And MarketPosition == 0 And Vol > 0) { Buy(TradeVolume, Open); LongStopPrice = Open - StopLossATRMultiple * ATRVal[1]; LongTargetPrice = Open + TakeProfitATRMultiple * ATRVal[1]; } // 空头出场逻辑 If (MarketPosition == -1 And BarsSinceEntry >= 0 And Vol > 0) { // 止损出场 If (High >= ShortStopPrice) { BuyToCover(0, Max(Open, ShortStopPrice)); } // 止盈出场 Else If (Low <= ShortTargetPrice) { BuyToCover(0, Min(Open, ShortTargetPrice)); } // 趋势反转出场 Else If (TrendUp) { BuyToCover(0, Open); } } // 多头出场逻辑 If (MarketPosition == 1 And BarsSinceEntry >= 0 And Vol > 0) { // 止损出场 If (Low <= LongStopPrice) { Sell(0, Min(Open, LongStopPrice)); } // 止盈出场 Else If (High >= LongTargetPrice) { Sell(0, Max(Open, LongTargetPrice)); } // 趋势反转出场 Else If (TrendDown) { Sell(0, Open); } } }这策略为什么不能用，帮我优化一下