请教老师该策略是否存在偷价和闪烁问题,如何优化
策略:均线是中轨,均线+2个ATR是上轨,均线-2个ATR是下轨,收盘价突破上轨做多平空,收盘价突破下轨做空平多,这里面哪里有偷价或者信号闪烁问题,麻烦指导优化修改一下代码:ParamsNumeric Length(30);Numeric Length3(60);VarsSeries<Numeric> atr;Series<Numeric> upline;Series<Numeric> downline;Series<Numeric> myprice;Series<Numeric> AvgValue3;Events OnBar(ArrayRef<Integer> indexs) {AvgValue3 = AverageFC(Close ,Length3);atr = Average(TrueRange,30);upline = AvgValue3 + 2 * atr;downline = AvgValue3 -2 * atr;PlotNumeric(\"k\",upline);PlotNumeric(\"h\",downline);PlotNumeric(\"AvgValue3\",AvgValue3);If(MarketPosition<>1 && Close>upline){Buy(0,Open);}If(MarketPosition<>-1&&close<downline ){SellShort(0,Open);}}