策略逻辑与图表不符
策略思路：日线作为图层2前一日5、10均线多头，做多采用基准仓位，做空采用基准仓位的一半；前一日5、10均线空头，做空采用基准仓位，做多采用基准仓位的一半。20分钟多头作为图层1，快线ema40，慢线ma180,20分钟空头作为图层2，快线ema35，慢线ma180。20号胶2025.7.8日21:00这个开平仓，应该增加165的空头啊，明显存在问题，不该平了又开，实在排查不出原因，请协助解决。
策略思路：日线作为图层2前一日5、10均线多头，做多采用基准仓位，做空采用基准仓位的一半；前一日5、10均线空头，做空采用基准仓位，做多采用基准仓位的一半。20分钟多头作为图层1，快线ema40，慢线ma180,20分钟空头作为图层2，快线ema35，慢线ma180。20号胶2025.7.8日21:00这个开平仓，应该增加165的空头啊，明显存在问题，不该平了又开，实在排查不出原因，请协助解决。
//------------------------------------------------------------------------// 简称: LSD_CrossCycleDualEmaMa// 名称: 跨周期混合双均线双向多头0图层策略// 类别: 策略应用// 类型: 用户应用// 输出: Void//------------------------------------------------------------------------Params Numeric LengthFast00(5);//0图层短周期参数 Numeric LengthSlow00(20);//0图层长周期参数 Numeric LengthFast01(5);//1图层短周期参数 Numeric LengthSlow01(20);//1图层长周期参数 Numeric LengthFast2(5);//日线短周期参数 Numeric LengthSlow2(10);//日线长周期参数 Numeric TotalCapital(4000000);//拟投入该策略本次交易的最大资金，单位元Vars Series<Numeric> EMAFast00; Series<Numeric> MASlow00; Series<Numeric> EMAFast01; Series<Numeric> MASlow01; Series<Numeric> MAFast2; Series<Numeric> MASlow2; Series<Numeric> MinPositionLots; Series<Numeric> FundPositionLots; Events OnInit() { Range[0:DataCount - 1] { AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权 AddDataFlag(Enum_Data_RolloverRealPrice()); //真实价格 AddDataFlag(Enum_Data_AutoSwapPosition()); //自动换仓 AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //忽略换仓信号计算 } Numeric i; Numeric result = 1; for i = 0 to DataSourceSize - 1 { result = result * data[i].BarExistStatus; } If(result <> 1) Return;//数据未到齐，终止本次运行，等待下次 } OnBar(ArrayRef<Integer> indexs) { EMAFast00 = XAverage(Close, LengthFast00); MASlow00 = Average(Close, LengthSlow00); Data1.EMAFast01 = Data1.XAverage(Data1.Close, LengthFast01); Data1.MASlow01 = Data1.Average(Data1.Close, LengthSlow01); Data2.MAFast2 = Data2.Average(Data2.Close, LengthFast2); Data2.MASlow2 = Data2.Average(Data2.Close, LengthSlow2); PlotNumeric("EMAFast00", EMAFast00); PlotNumeric("MASlow00", MASlow00); Data1.PlotNumeric("Data1.EMAFast01", Data1.EMAFast01); Data1.PlotNumeric("Data1.MASlow01", Data1.MASlow01); Data2.PlotNumeric("Data2.MAFast2", Data2.MAFast2); Data2.PlotNumeric("Data2.MASlow2", Data2.MASlow2); MinPositionLots = 0.5 * Max(1, IntPart(TotalCapital / (Open / Rollover *ContractUnit *BigPointValue * MarginRatio))); If(MarketPosition <> 1 And Data2.MAFast2[1] >= Data2.MASlow2[1] And EMAFast00[2] < MASlow00[2] And EMAFast00[1] >= MASlow00[1]) { FundPositionLots = 2 * MinPositionLots; Buy(FundPositionLots, Open); } If(MarketPosition <> 1 And Data2.MAFast2[1] < Data2.MASlow2[1] And EMAFast00[2] < MASlow00[2] And EMAFast00[1] >= MASlow00[1]) { FundPositionLots = MinPositionLots; Buy(FundPositionLots, Open); } If(MarketPosition <> 1 And Data2.MAFast2[1] >= Data2.MASlow2[1] And Data1.EMAFast01[2] < Data1.MASlow01[2] And Data1.EMAFast01[1] >= Data1.MASlow01[1] And EMAFast00[1] >= MASlow00[1]) { FundPositionLots = 2 * MinPositionLots; Buy(FundPositionLots, Open); } If(MarketPosition <> 1 And Data2.MAFast2[1] < Data2.MASlow2[1] And Data1.EMAFast01[2] < Data1.MASlow01[2] And Data1.EMAFast01[1] >= Data1.MASlow01[1] And EMAFast00[1] >= MASlow00[1]) { FundPositionLots = MinPositionLots; Buy(FundPositionLots, Open); } If(MarketPosition == 1 and BarsSinceEntry > 0 And EMAFast00[2] >= MASlow00[2] And EMAFast00[1] < MASlow00[1]) { Sell(0, Open); } If(MarketPosition <> -1 And Data2.MAFast2[1] < Data2.MASlow2[1] And Data1.EMAFast01[2] > Data1.MASlow01[2] And Data1.EMAFast01[1] < Data1.MASlow01[1]) { FundPositionLots = 2 * MinPositionLots; SellShort(FundPositionLots, Open); } If(MarketPosition <> -1 And Data2.MAFast2[1] > Data2.MASlow2[1] And Data1.EMAFast01[2] > Data1.MASlow01[2] And Data1.EMAFast01[1] < Data1.MASlow01[1]) { FundPositionLots = MinPositionLots; SellShort(FundPositionLots, Open); } If(MarketPosition <> -1 And Data2.MAFast2[1] < Data2.MASlow2[1] And EMAFast00[2] > MASlow00[2] And EMAFast00[1] < MASlow00[1] And Data1.EMAFast01[1] <= Data1.MASlow01[1]) { FundPositionLots = 2 * MinPositionLots; SellShort(FundPositionLots, Open); } If(MarketPosition <> -1 And Data2.MAFast2[1] > Data2.MASlow2[1] And EMAFast00[2] > MASlow00[2] And EMAFast00[1] < MASlow00[1] And Data1.EMAFast01[1] <= Data1.MASlow01[1]) { FundPositionLots = MinPositionLots; SellShort(FundPositionLots, Open); } If(MarketPosition == -1 and BarsSinceEntry > 0 And Data1.EMAFast01[2] <= Data1.MASlow01[2] And Data1.EMAFast01[1] > Data1.MASlow01[1]) { BuyToCover(0, Open); } }//------------------------------------------------------------------------// 编译版本 2025/11/11 82721// 版权所有 winter110// 更改声明 TradeBlazer Software保留对TradeBlazer平台// 每一版本的TradeBlazer策略修改和重写的权利//------------------------------------------------------------------------