编译通过，用来测试的macd策略就是不能成交

//------------------------------------------------------------------------// 名称: RB5M_MACD_DiffDea_Cross_FillSafe// 说明: 螺纹钢 5 分钟// 以 DIFF/DEA 金叉死叉为信号// 允许同一根K线：先平仓，再反手开仓// 使用追价限价提高成交概率（不使用撤单函数）// TBQuant 1.4.4.5 风格：Params / Vars / Events / OnReady / OnBar(ArrayRef<Integer> indexs)//------------------------------------------------------------------------Params Numeric FastEMA(12); Numeric SlowEMA(26); Numeric SignalEMA(9); Numeric Lots(1); Numeric PriceOffsetTick(5); // 追价跳数（你要求先用5） Numeric TickSize(1); // RB最小变动一般为1（不确定就保持1） Numeric MinBars(60); // 指标预热K线数（建议>= SlowEMA*2） Numeric PrintEachBar(0); // 0=不打印；1=每根打印（排查用）Vars Numeric DIFF(0); Numeric DEA(0); Numeric LastDIFF(0); // 上一根 DIFF（手工保存，避免序列类型问题） Numeric LastDEA(0); // 上一根 DEA Bool Inited(False); Numeric LastBar(0); Numeric PxBuy(0); Numeric PxSell(0); Bool Golden(False); Bool Dead(False);EventsOnReady(){ DIFF = 0; DEA = 0; LastDIFF = 0; LastDEA = 0; Inited = True; LastBar = -1; Commentary("RB5M DIFF/DEA Cross FillSafe 启动");}OnBar(ArrayRef<Integer> indexs){ If (Not Inited) Return; // 防止同一根K线重复执行 If (CurrentBar == LastBar) Return; LastBar = CurrentBar; // ---------------------------- // 每根K线都先计算指标（收盘值） // ---------------------------- DIFF = XAverage(Close, FastEMA) - XAverage(Close, SlowEMA); DEA = XAverage(DIFF, SignalEMA); // 预热期：只更新上一根值，不交易 If (CurrentBar < MinBars) { LastDIFF = DIFF; LastDEA = DEA; If (PrintEachBar == 1) Commentary("WarmUp Bar=" + Text(CurrentBar) + " DIFF=" + Text(DIFF) + " DEA=" + Text(DEA)); Return; } // ---------------------------- // 追价限价（尽量做成可成交限价） // ---------------------------- PxBuy = Close + PriceOffsetTick * TickSize; PxSell = Close - PriceOffsetTick * TickSize; // ---------------------------- // 金叉/死叉（用上一根手工值） // 金叉：DIFF 上穿 DEA // 死叉：DIFF 下穿 DEA // ---------------------------- Golden = (DIFF > DEA And LastDIFF <= LastDEA); Dead = (DIFF < DEA And LastDIFF >= LastDEA); If (PrintEachBar == 1) Commentary("Bar=" + Text(CurrentBar) + " MP=" + Text(MarketPosition) + " DIFF=" + Text(DIFF) + " DEA=" + Text(DEA) + " LDIFF=" + Text(LastDIFF) + " LDEA=" + Text(LastDEA)); // ---------------------------- // 交易逻辑：同一根K线允许 先平后反手 // ---------------------------- // 金叉：做多 If (Golden) { If (MarketPosition == 0) { Commentary("GoldenCross -> Buy"); Buy(Lots, PxBuy); } Else If (MarketPosition == -1) { Commentary("GoldenCross -> Cover + Buy"); BuyToCover(Lots, PxBuy); Buy(Lots, PxBuy); } } // 死叉：做空 If (Dead) { If (MarketPosition == 0) { Commentary("DeadCross -> SellShort"); SellShort(Lots, PxSell); } Else If (MarketPosition == 1) { Commentary("DeadCross -> Sell + SellShort"); Sell(Lots, PxSell); SellShort(Lots, PxSell); } } // ---------------------------- // 最后：更新上一根值 // ---------------------------- LastDIFF = DIFF; LastDEA = DEA;}