请高手指教：帮忙解决同方持仓重复开仓 信号闪烁的问题

//------------------------------------------------------------------------// 简称: EMA_Trend_Strategy// 名称: EMA浮盈减仓版//------------------------------------------------------------------------Params Numeric EMA_Long_Length(34); Numeric EMA_Short1_Length(21); Numeric EMA_Short2_Length(13); Numeric EMA_Exit_Length(21); Numeric FixedPosition(2); Numeric StopLossPoints(200); Numeric MinOrderInterval(2); Numeric MaxDailyOrders(10); Numeric ProfitReduceRatio(0.012); Bool UseProfitReduce(True); Numeric BreakevenThreshold(0.002); Numeric FlatBarsCount(10); Numeric VolumeRatio(1.5); Bool UseVolumeFilter(True); Numeric AvgAmplitudeThreshold(0.01); Numeric Price_EMA2_Threshold(0.0085); Numeric GapPercent(0.01); Bool UseCandleFilter(True); Numeric MinBodyRatio(0.65); Numeric MaxUpperShadowRatio(0.3); Numeric MaxLowerShadowRatio(0.3);Vars Series<Numeric> EMA1; Series<Numeric> EMA2; Series<Numeric> EMA3; Series<Numeric> EMA4; Series<Numeric> SelfPosition; Series<Bool> PositionLock; Series<Numeric> EntryPrice; Series<Numeric> EntryBar; Bool CanOpenLong; Bool CanOpenShort; Bool ForceClose; Bool ForceClose_SL; Bool ForceClose_EMA; Bool ForceClose_Signal; Bool ForceClose_Breakeven; Numeric CurrentProfitRate; Numeric CurrentLossPoints; Numeric MaxFavorablePoints; Series<Bool> ReducedPosition; Series<Numeric> OriginalPosition; Series<Bool> BreakevenSet; Series<Numeric> HighestPrice; Series<Numeric> LowestPrice; Bool MarketFlat; Numeric i; Numeric AvgAmplitude; Series<Numeric> AvgVolume; Bool VolumeOK; Series<Numeric> LastOrderBar; Series<Numeric> TodayOrderCount; Series<Numeric> CurrentTradeDate; Numeric BarsSinceLastOrder; Bool AllowNewOrder; Series<Bool> JustClosedFlag; Series<Numeric> ClosedBar; Bool LongSignal; Bool ShortSignal; Bool AboveEMA1; Bool BelowEMA1; Numeric BodySize; Numeric Amplitude; Numeric BodyRatio; Numeric UpperShadow; Numeric LowerShadow; Numeric UpperShadowRatio; Numeric LowerShadowRatio; Bool CandleFilterOK;Events OnBar(ArrayRef<Integer> indexs) { ForceClose = False; ForceClose_SL = False; ForceClose_EMA = False; ForceClose_Signal = False; ForceClose_Breakeven = False; CurrentProfitRate = 0; CurrentLossPoints = 0; MaxFavorablePoints = 0; If(CurrentBar == 0) { CurrentTradeDate = Date; TodayOrderCount = 0; JustClosedFlag = False; EntryPrice = 0; EntryBar = 0; ReducedPosition = False; OriginalPosition = 0; BreakevenSet = False; HighestPrice = 0; LowestPrice = 999999; LastOrderBar = -100; ClosedBar = -100; SelfPosition = 0; PositionLock = False; } If(MarketPosition == 0 && PositionLock == True) { SelfPosition = 0; PositionLock = False; EntryPrice = 0; EntryBar = 0; ReducedPosition = False; OriginalPosition = 0; BreakevenSet = False; HighestPrice = 0; LowestPrice = 999999; MaxFavorablePoints = 0; CurrentProfitRate = 0; CurrentLossPoints = 0; } If(SelfPosition == 0) { EntryPrice = 0; EntryBar = 0; ReducedPosition = False; OriginalPosition = 0; BreakevenSet = False; HighestPrice = 0; LowestPrice = 999999; MaxFavorablePoints = 0; CurrentProfitRate = 0; CurrentLossPoints = 0; } If(Date != CurrentTradeDate) { CurrentTradeDate = Date; TodayOrderCount = 0; JustClosedFlag = False; } If(JustClosedFlag && CurrentBar > ClosedBar + MinOrderInterval) { JustClosedFlag = False; } BarsSinceLastOrder = CurrentBar - LastOrderBar; AllowNewOrder = (TodayOrderCount < MaxDailyOrders) && (BarsSinceLastOrder >= MinOrderInterval || TodayOrderCount == 0) && !JustClosedFlag && !PositionLock; EMA1 = XAverage(Close, EMA_Long_Length); EMA2 = XAverage(Close, EMA_Short1_Length); EMA3 = XAverage(Close, EMA_Short2_Length); EMA4 = XAverage(Close, EMA_Exit_Length); If(UseCandleFilter) { BodySize = Abs(Close - Open); Amplitude = High - Low; If(Amplitude > 0) { BodyRatio = BodySize / Amplitude; UpperShadow = High - Max(Close, Open); LowerShadow = Min(Close, Open) - Low; UpperShadowRatio = UpperShadow / Amplitude; LowerShadowRatio = LowerShadow / Amplitude; CandleFilterOK = (BodyRatio >= MinBodyRatio) && (UpperShadowRatio <= MaxUpperShadowRatio) && (LowerShadowRatio <= MaxLowerShadowRatio); } Else { CandleFilterOK = True; } } Else { CandleFilterOK = True; } MarketFlat = False; AvgAmplitude = 0; If(CurrentBar >= FlatBarsCount) { For i = 1 To FlatBarsCount { AvgAmplitude = AvgAmplitude + (High[i] - Low[i]) / Close[i]; } AvgAmplitude = AvgAmplitude / FlatBarsCount; If(AvgAmplitude < AvgAmplitudeThreshold && Abs(Close - EMA2)/Close < Price_EMA2_Threshold) { MarketFlat = True; } } If(UseVolumeFilter && CurrentBar > 10) { AvgVolume = Average(Vol[1], 10); VolumeOK = Vol[1] > AvgVolume * VolumeRatio; } Else If(!UseVolumeFilter) { VolumeOK = True; } Else { VolumeOK = False; } AboveEMA1 = Close[1] > EMA1[1]; BelowEMA1 = Close[1] < EMA1[1]; LongSignal = (EMA3[1] > EMA3[2] && EMA2[1] > EMA2[2]) && Close[1] > EMA2[1]; ShortSignal = (EMA3[1] < EMA3[2] && EMA2[1] < EMA2[2]) && Close[1] < EMA2[1]; CanOpenLong = !MarketFlat && VolumeOK && AboveEMA1 && LongSignal && Open > EMA2[1] && (Open-Close[1]) / Close[1] < GapPercent && MarketPosition == 0 && SelfPosition == 0 && !PositionLock && CandleFilterOK; CanOpenShort = !MarketFlat && VolumeOK && BelowEMA1 && ShortSignal && Open < EMA2[1] && (Close[1]-Open) / Close[1] < GapPercent && MarketPosition == 0 && SelfPosition == 0 && !PositionLock && CandleFilterOK; If(SelfPosition == 1 && EntryPrice > 0) { If(High > HighestPrice || HighestPrice == 0) { HighestPrice = High; } If(Low < LowestPrice || LowestPrice == 0) { LowestPrice = Low; } CurrentProfitRate = (Close - EntryPrice) / EntryPrice; CurrentLossPoints = EntryPrice - LowestPrice; MaxFavorablePoints = HighestPrice - EntryPrice; } Else If(SelfPosition == -1 && EntryPrice > 0) { If(High > HighestPrice || HighestPrice == 0) { HighestPrice = High; } If(Low < LowestPrice || LowestPrice == 0) { LowestPrice = Low; } CurrentProfitRate = (EntryPrice - Close) / EntryPrice; CurrentLossPoints = HighestPrice - EntryPrice; MaxFavorablePoints = EntryPrice - LowestPrice; } If(SelfPosition == 1) { If(CurrentLossPoints >= StopLossPoints) { ForceClose_SL = True; } Else If(Close[1] < EMA4[1]) { ForceClose_EMA = True; } Else If(BelowEMA1 && ShortSignal) { ForceClose_Signal = True; } Else If(!ForceClose && UseProfitReduce && !ReducedPosition && MaxFavorablePoints >= EntryPrice * ProfitReduceRatio) { If(OriginalPosition == 0) { OriginalPosition = FixedPosition; } Numeric ReduceQty = IntPart(FixedPosition / 2); If(ReduceQty > 0) { Sell(ReduceQty, 0); ReducedPosition = True; BreakevenSet = True; LastOrderBar = CurrentBar; } } Else If(ReducedPosition && BreakevenSet && CurrentProfitRate <= BreakevenThreshold) { ForceClose_Breakeven = True; } } Else If(SelfPosition == -1) { If(CurrentLossPoints >= StopLossPoints) { ForceClose_SL = True; } Else If(Close[1] > EMA4[1]) { ForceClose_EMA = True; } Else If(AboveEMA1 && LongSignal) { ForceClose_Signal = True; } Else If(!ForceClose && UseProfitReduce && !ReducedPosition && MaxFavorablePoints >= EntryPrice * ProfitReduceRatio) { If(OriginalPosition == 0) { OriginalPosition = FixedPosition; } Numeric ReduceQty = IntPart(FixedPosition / 2); If(ReduceQty > 0) { BuyToCover(ReduceQty, 0); ReducedPosition = True; BreakevenSet = True; LastOrderBar = CurrentBar; } } Else If(ReducedPosition && BreakevenSet && CurrentProfitRate <= BreakevenThreshold) { ForceClose_Breakeven = True; } } ForceClose = ForceClose_SL || ForceClose_EMA || ForceClose_Signal || ForceClose_Breakeven; If((MarketPosition == 1 || SelfPosition == 1) && ForceClose) { Sell(0, 0); SelfPosition = 0; PositionLock = False; LastOrderBar = CurrentBar; JustClosedFlag = True; ClosedBar = CurrentBar; EntryPrice = 0; EntryBar = 0; ReducedPosition = False; OriginalPosition = 0; BreakevenSet = False; HighestPrice = 0; LowestPrice = 999999; MaxFavorablePoints = 0; CurrentProfitRate = 0; CurrentLossPoints = 0; } Else If((MarketPosition == -1 || SelfPosition == -1) && ForceClose) { BuyToCover(0, 0); SelfPosition = 0; PositionLock = False; LastOrderBar = CurrentBar; JustClosedFlag = True; ClosedBar = CurrentBar; EntryPrice = 0; EntryBar = 0; ReducedPosition = False; OriginalPosition = 0; BreakevenSet = False; HighestPrice = 0; LowestPrice = 999999; MaxFavorablePoints = 0; CurrentProfitRate = 0; CurrentLossPoints = 0; } If(MarketPosition == 0 && SelfPosition == 0 && !PositionLock && AllowNewOrder && !JustClosedFlag) { If(CanOpenLong) { Buy(FixedPosition, Open); SelfPosition = 1; PositionLock = True; EntryPrice = Open; EntryBar = CurrentBar; ReducedPosition = False; OriginalPosition = FixedPosition; BreakevenSet = False; HighestPrice = Open; LowestPrice = Open; LastOrderBar = CurrentBar; TodayOrderCount = TodayOrderCount + 1; } Else If(CanOpenShort) { SellShort(FixedPosition, Open); SelfPosition = -1; PositionLock = True; EntryPrice = Open; EntryBar = CurrentBar; ReducedPosition = False; OriginalPosition = FixedPosition; BreakevenSet = False; HighestPrice = Open; LowestPrice = Open; LastOrderBar = CurrentBar; TodayOrderCount = TodayOrderCount + 1; } } }