策略与图表不符问题

策略逻辑：跌破布林线下轨有回升至下轨，开多单，至中轨处平仓，如跌破开仓价格的N倍atr（14）,止损。开空的情况反之。每一个开平均做了plot，如图，开仓的手数设置为20。但在十字星处，未出现平仓开仓信号，为什么出现了平仓开仓，且手数为什么变成21手，请协助排查。代码如下： //------------------------------------------------------------------------ // 简称: MeanReversion_Bollinger // 名称: 均值回归_布林带通道 // 类别: 公式应用 // 类型: 用户应用 // 输出: Void //------------------------------------------------------------------------ Params Numeric ma_period(20); // 均线周期 Numeric stddev_multiple(2); // 标准差倍数 Numeric positionlots(20); // 开仓手数 Numeric atr_period(14); // ATR周期 Numeric atr_multiple(2); // 止损ATR倍数 Vars Series<Numeric> mean_line(0); // 均值线 Series<Numeric> stddev_val(0); // 标准差序列，需回溯[1] Series<Numeric> high_rail(0); // 上轨，需回溯[1] Series<Numeric> low_rail(0); // 下轨，需回溯[1] Series<Numeric> atr_val(0); // ATR序列，用于回溯开仓前一根K线的ATR Numeric entry_atr; // 开仓位置ATR Numeric long_stop_price; // 多单止损价 Numeric short_stop_price; // 空单止损价 Numeric long_entry_price; Numeric short_entry_price; 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 } } OnBar(ArrayRef<Integer> indexs) { If(CurrentBar <ma_period Or CurrentBar < ma_period) //防御性检查 { Return; } mean_line = Average(Close, ma_period); stddev_val = StandardDev(Close, ma_period, 1); high_rail = mean_line + stddev_multiple * stddev_val; low_rail = mean_line - stddev_multiple * stddev_val; atr_val = AvgTrueRange(ma_period); PlotNumeric("mean_line", mean_line); PlotNumeric("high_rail", high_rail); PlotNumeric("low_rail", low_rail); If(MarketPosition <> 0 And BarsSinceEntry == 0) //取值开仓位置的atr值 { entry_atr = atr_val; } If(MarketPosition <> 0 And entry_atr <= 0) //异常检查，如有异常，重新弄赋值 { entry_atr = atr_val; } long_stop_price = longEntryPrice - atr_multiple * entry_atr; //多单止损价格 short_stop_price = shortEntryPrice + atr_multiple * entry_atr; //空单止损价格 If(MarketPosition <> 1 and close[1] < low_rail[1] And Open >= low_rail[1]) //开多单 { Buy(positionlots, Open); PlotString("跳多","跳多",Low,Red); } If(MarketPosition <> 1 And Low < low_rail[1] And High >= low_rail[1]) { Buy(positionlots, low_rail[1]); PlotString("实多","实多",Low,Red); } If(MarketPosition == 1 And Low <= long_stop_price And BarsSinceEntry > 0) //多单止损 { Sell(0, Min(Open, long_stop_price)); PlotString("多损","多损",Low,Red); } Else If(MarketPosition == 1 And High >= mean_line[1] And BarsSinceEntry > 0) //多单止盈 { Sell(0, Max(Open, mean_line[1])); PlotString("多盈","多盈",Low,Red); } If(MarketPosition <> -1 And Close[1] > high_rail[1] And Open <= high_rail[1]) //开空单 { SellShort(positionlots, Open); PlotString("跳空","跳空",Low,Red); } If(MarketPosition <> -1 And High > high_rail[1] And Low <= high_rail[1]) { SellShort(positionlots, high_rail[1]); PlotString("实空","实空",Low,Red); } If(MarketPosition == -1 And High >= short_stop_price And BarsSinceEntry > 0) //空单止损 { BuyToCover(0, Max(Open, short_stop_price)); PlotString("控损","控损",Low,Red); } Else If(MarketPosition == -1 And low <= mean_line[1] And BarsSinceEntry > 0) //空单止盈 { BuyToCover(0, Min(Open, mean_line[1])); PlotString("空盈","空盈",Low,Red); } }