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);
        }
    }