我有个策略偶尔出现了一次信号闪烁，我检查了几遍代码也没有找到问题

我有个策略偶尔出现了一次信号闪烁（在生猪加权5分钟周期，5月25日早上9点账户开了多头，提示是这个策略开仓的，但是k线上这里并没有信号），我检查了几遍代码也没有找到问题请老师帮忙检查一下代码//------------------------------------------------------------------------// 简称: MultiBreak_WYD4// 名称: 跨小周期突破(WYD)4 // 类别: 公式应用// 类型: 用户应用// 输出: Void//------------------------------------------------------------------------/*原策略：入场：破前10日高点作多 止损：止损1个ATR 出场1：反向破前5日低点且利润回吐25%出 出场2：反向破前1日低点且利润回吐60%出 仓位：固定金额/ATR2026.1.14修改如下：(1) 入场：破前 10 日高点入场 ()(2) 止损：1 个 ATR，盈利 1 个 ATR以后 把止损移到入场点。 () 超过固定金额N也强制平仓止损 ()(3) 出场：=反向破前 5 日低点且利润回吐 25%出 ()=反向破前 1 日低点且利润回吐 50%出 ()(4) 手数：固定金额N/ 1 个 ATR ()当天开仓，当天可以止损，当天止损后同向不再开仓，反向满足条件可以再开，策略中所有参数弄成可调 ()*/Params Numeric N(10); //进场突破周期数 Numeric L1(5); //反向突破止损周期1 Numeric L2(1); //反向突破止损周期2 Numeric R1(0.25); //反向突破1时利润回吐1 Numeric R2(0.50); //反向突破2时利润回吐2 Numeric Amount(3000); //仓位金额 Numeric LossAtr(1); //止损ATR倍数 Numeric LossAmount(1000);//亏损金额 Numeric WinAtr(1); //保本ATR倍数 Numeric LengthAtr(14); //ATR周期数 String Period("1d"); // 大周期均线周期，h小时，m分钟，比如4小时请设置为4h Integer RolloverBackWard(1); // 是否后复权Vars Series<Numeric> High1; Series<Numeric> Low1; Series<Numeric> High2; Series<Numeric> Low2; Series<Numeric> HH; Series<Numeric> LL; Series<Numeric> HH1; Series<Numeric> LL1; Series<Numeric> HH2; Series<Numeric> LL2; Series<Numeric> ATR; Series<Numeric> myPrice; Series<Numeric> lossPrice; //反向突破止损价格 Series<Numeric> takingPrice1; //回吐止损价格1 Series<Numeric> takingPrice2; //回吐止损价格2 Numeric Lots(1); //开仓手数 Series<Numeric> minPoint; Series<Numeric> minPointPrice; Series<Numeric> takingRate; //利润回吐比例 Series<Numeric> HighAfterEntry; Series<Numeric> LowAfterEntry; Global Integer IsSubs; Series<String> Contract; Series<Numeric> todayLong; Series<Numeric> todayShort;Defs //此处添加公式函数 Events //此处实现事件函数 //初始化事件函数，策略运行期间，首先运行且只有一次 OnInit() { //除权换月 //AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权 //AddDataFlag(Enum_Data_RolloverRealPrice()); //设置映射真实价格 //AddDataFlag(Enum_Data_AutoSwapPosition()); //设置自动换仓 //SetSlippage(Enum_Rate_PointPerHand,1); //设置滑点为1跳/手 //SetOrderPriceOffset(2); //设置委托价为叫买/卖价偏移2跳 //SetOrderMap2MainSymbol(); //设置委托映射到主力 Range[0:DataCount-1] { // 设置数据标志 If (RolloverBackWard==1) { AddDataFlag(Enum_Data_RolloverBackWard()); // 后复权 AddDataFlag(Enum_Data_RolloverRealPrice()); // 映射真实价格 AddDataFlag(Enum_Data_AutoSwapPosition()); // 自动换仓 AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); // 忽略换仓信号计算 SetSwapPosVolType(2); // 换月时头寸：2=等持仓量 } } } OnBarOpen(ArrayRef<Integer> indexs) { //初始化跨周期K线数据 If (CurrentBar==0 And IsSubs==0) { //获取合约名称 Contract=Symbol(); //订阅均线1的60分钟K线数据 If (RolloverBackWard==1) { SubscribeBar(Contract,Period,BeginDateTime, 0, Enum_Data_RolloverBackWard()); //Data1.AddDataFlag(Enum_Data_FullPeriod()); }Else { SubscribeBar(Contract,Period,BeginDateTime, 0, Enum_Data_FullPeriod); } IsSubs=1; } Range[0:0] { If (BarsSinceToday==0) { todayLong=0; todayShort=0; } } } //Bar更新事件函数，参数indexs表示变化的数据源图层ID数组 OnBar(ArrayRef<Integer> indexs) { Range[1:1] { minPoint=MinMove()*PriceScale(); Commentary("该品种1跳等于"+Text(minPoint)+"点"); //计算高低点 High1=High; Low1=Low; High2=High; Low2=Low; HH=Highest(High[1],N)+minPoint; LL=Lowest(Low[1],N)-minPoint; HH1=Highest(High1[1],L1)+minPoint; LL1=Lowest(Low1[1],L1)-minPoint; HH2=Highest(High2[1],L2)+minPoint; LL2=Lowest(Low2[1],L2)-minPoint; PlotNumeric("HH",HH); PlotNumeric("LL2",LL); //Return; //计算ATR ATR=AvgTrueRange(LengthAtr); Commentary("ATR="+Text(ATR)); Commentary("ATR="+Text(ATR) + " 1倍ATR"+Text(Lots)+"手盈亏金额："+ Text(ATR*1*Lots*ContractUnit()*BigPointValue()) +"元"); //计算仓位数 minPointPrice=ContractUnit()*BigPointValue(); Lots= IntPart(Amount/(LossAtr*ATR[1]*minPointPrice)); Commentary("计算手数："+Text(Amount/(LossAtr*ATR[1]*minPointPrice))); If (Lots<1) Lots=1; Commentary("Lots="+Text(Lots)); Commentary("lossPrice="+Text(lossPrice)); } Range[0:0] { HH=Data1.HH; LL=Data1.LL; ATR=Data1.ATR[1]; HH1=Data1.HH1; LL1=Data1.LL1; HH2=Data1.HH2; LL2=Data1.LL2; PlotNumeric("HH",HH); PlotNumeric("LL2",LL); Numeric lossPoint=LossAmount/(ContractUnit()*BigPointValue()*Lots); Commentary("ATR="+Text(ATR)); Commentary("ATR="+Text(ATR) + " 1倍ATR"+Text(Lots)+"手盈亏金额："+ Text(ATR*1*Lots*ContractUnit()*BigPointValue()) +"元"); //多头开仓：破前10日高点作多 If (MarketPosition==0 And Vol>0 And High>=HH And Lots>=1 And todayLong==0) { todayLong=1; myPrice=Max(Open,HH); Lots=Data1.Lots; Buy(Lots,myPrice); Commentary("多头开仓：破前10日高点作多"); //计算止损价 lossPrice=myPrice-Min(lossPoint,LossAtr*ATR); //Commentary("lossPoint="+Text(lossPoint)); //Commentary("LossAtr*ATR[1]="+Text(LossAtr*ATR[1])); //Commentary("lossPrice="+Text(lossPrice)); } //空头开仓：破前10日低点作空 If (MarketPosition==0 And Vol>0 And Low<=LL And Lots>=1 And todayShort==0) { todayShort=1; myPrice=Min(Open,LL); Lots=Data1.Lots; SellShort(Lots,myPrice); Commentary("空头开仓：破前10日低点作空"); //计算止损价 lossPrice=myPrice+Min(lossPoint,LossAtr*ATR); } //多头止损 If (MarketPosition==1 And Vol>0 And BarsSinceEntry>0 And Low<=lossPrice And lossPrice>0 ) { Commentary("多头固定止损"); Sell(0,Min(Open,lossPrice)); lossPrice=0; //winPrice=0; PlotBool("dd",True); } //空头止损 If (MarketPosition==-1 And Vol>0 And BarsSinceEntry>0 And High>=lossPrice And lossPrice>0 ) { Commentary("空头固定止损"); BuyToCover(0,Max(Open,lossPrice)); lossPrice=0; //winPrice=0; PlotBool("dd",True); } //记录开仓后高低点 If(BarsSinceentry == 0) { HighAfterEntry = High; LowAfterEntry = Low; }else { HighAfterEntry = Max(HighAfterEntry,High); // 记录下当前Bar的最高点，用于下一个Bar的跟踪止损判断 LowAfterEntry = Min(LowAfterEntry,Low); // 记录下当前Bar的最低点，用于下一个Bar的跟踪止损判断 } Bool corssup=CrossOver(HighAfterEntry[1]-EntryPrice,WinAtr*ATR) And MarketPosition==1 ; Bool corssDn=CrossOver(EntryPrice-LowAfterEntry[1], WinAtr*ATR) And MarketPosition==-1; //出场2：反向破前1日低点且利润回吐60%出 If (MarketPosition==1 And Vol>0 And BarsSinceEntry>0) { //当盈利1个ATR时，止损移动到入场点 If (High>=EntryPrice+WinAtr*ATR) { lossPrice=EntryPrice; Commentary("当盈利"+Text(WinAtr)+"个ATR时，止损移动到入场点"); PlotBool("提高止损",True,EntryPrice); } Commentary("多头持仓"+Text( longCurrentContracts() )+"手"); takingRate=(HighAfterEntry[1]-Low)/(HighAfterEntry[1]-EntryPrice); takingPrice1=HighAfterEntry[1]-R1*(HighAfterEntry[1]-EntryPrice); Commentary("多头利润回吐："+Text(takingRate*100)+"%"); Commentary("多头利润回吐止损价1："+Text(takingPrice1)); takingPrice2=HighAfterEntry[1]-R2*(HighAfterEntry[1]-EntryPrice); Commentary("多头利润回吐止损价2："+Text(takingPrice2)); //亏损且破低 Numeric myLL1; myLL1=Min(takingPrice1,LL1); //回撤且破低 If (takingRate>=R1 And Low<=myLL1) { myPrice=Min(Open,myLL1); Commentary("多头出场1（反向破前 5 日低点且利润回吐 25%出）"); //判断是否止盈 If (myPrice>EntryPrice) { //todayLong=0; } Sell(0,myPrice); Return; } /* =反向破前 5 日低点且利润回吐 25%出 =反向破前 1 日低点且利润回吐 50%出 */ Numeric myLL2; myLL2=Min(takingPrice2,LL2); If (takingRate>=R2 And Low<=myLL2) { myPrice=Min(Open,myLL2); Commentary("多头出场2(反向破前 1 日低点且利润回吐 50%出)"); //判断是否止盈 If (myPrice>EntryPrice) { //todayLong=0; } Sell(0,myPrice); Return; } } If (MarketPosition == -1 And Vol > 0 And BarsSinceEntry > 0) { //当盈利1个ATR时，止损移动到入场点 If (Low <= EntryPrice - WinAtr * ATR) { lossPrice = EntryPrice; Commentary("当盈利" + Text(WinAtr) + "个ATR时，止损移动到入场点"); PlotBool("提高止损", True, EntryPrice); } Commentary("空头持仓" + Text(shortCurrentContracts()) + "手"); takingRate = (Low - LowAfterEntry[1]) / (EntryPrice - LowAfterEntry[1]); takingPrice1 = LowAfterEntry[1] + R1 * (EntryPrice - LowAfterEntry[1]); Commentary("空头利润回吐：" + Text(takingRate * 100) + "%"); Commentary("空头利润回吐止损价1：" + Text(takingPrice1)); takingPrice2 = LowAfterEntry[1] + R2 * (EntryPrice - LowAfterEntry[1]); Commentary("空头利润回吐止损价2：" + Text(takingPrice2)); //亏损且破高 Numeric myHH1; myHH1 = Max(takingPrice1, HH1); //回撤且破高 If (takingRate >= R1 And High >= myHH1) { myPrice = Max(Open, myHH1); Commentary("空头出场1（反向破前5日高点且利润回吐25%出）"); //判断是否止盈 If (myPrice<EntryPrice) { //todayShort=0; } BuyToCover(0, myPrice); Return; } /* =反向破前5日高点且利润回吐25%出 =反向破前1日高点且利润回吐50%出 */ Numeric myHH2; myHH2 = Max(takingPrice2, HH2); If (takingRate >= R2 And High >= myHH2) { myPrice = Max(Open, myHH2); Commentary("空头出场2(反向破前1日高点且利润回吐50%出)"); //判断是否止盈 If (myPrice<EntryPrice) { //todayShort=0; } BuyToCover(0, myPrice); Return; } } //空头平仓：破前10日高点作多 If (MarketPosition==-1 And Vol>0 And High>=HH And Lots>=1) { myPrice=Max(Open,HH); //判断是否止盈 If (myPrice<EntryPrice) { //todayShort=0; } BuyToCover(0,myPrice); Commentary("空头平仓：破前10日高点作多"); //计算止损价 //lossPrice=EntryPrice-LossAtr*ATR; Return; } //多头平仓：破前10日低点作空 If (MarketPosition==1 And Vol>0 And Low<=LL And Lots>=1) { myPrice=Min(Open,LL); //判断是否止盈 If (myPrice>EntryPrice) { //todayLong=0; } Sell(0,myPrice); Commentary("多头平仓：破前10日低点作空"); //计算止损价 //lossPrice=EntryPrice+LossAtr*ATR; Return; } } }