老师请问个问题，指数做信号 主连做交易回测。

data0. 做信号 data1. 做交易回测，我出来的怎么是这样，Params //此处添加参数 Numeric N(20); Numeric M(5); Numeric Fund(20000); Numeric SS(10); Vars //此处添加变量 Numeric Lots( 0 ); Series<Numeric> C_O( 0 ); Series<Numeric> Band( 0 ); Series<Numeric> Price_BPK( 0 ); Series<Numeric> Price_SPK( 0 ); Series<Numeric> Price_BP( 0 ); Series<Numeric> Price_SP( 0 ); Series<Bool> B( False ); Series<Bool> S( False ); Series<Bool> BuyPK(false); Series<Bool> SellPK(false); Series<Bool> BuyS(false); Series<Bool> SellS(false); Series<Bool> BuyP(false); Series<Bool> SellP(false); Numeric TotalEquity; // 按最新收盘价计算出的总资产 Numeric TurtleUnits1; // 交易单位2012.12.25 Numeric TurtleUnits; // 交易单位2012.12.25 Numeric AA; Numeric CC; Events OnInit(){ { //=========数据源相关设置============== SetBeginBarMaxCount(1); 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 AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //设置忽略换仓信号计算 SetOrderMap2MainSymbol(); //设置委托映射到主力 } } OnBar(ArrayRef<Integer> indexs) { //Lots=max(1,intpart(Fund/(O*ContractUnit*BigPointValue*0.1))); TotalEquity = IntPart(Portfolio_CurrentCapital + Portfolio_UsedMargin())*0.01*SS;//按当前价计算可用资金+当前持仓保证金 TurtleUnits1 = TotalEquity/(ContractUnit()* CloseD(1)*MarginRatio()); // 交易单位=((按当前价计算可用资金+当前持仓保证金)*0.3)/(合约价格*该合约一个整数点价值) Lots = IntPart(TurtleUnits1); // 对小数取整 //TurtleUnits = Lots; C_O=XAverage(C,N)-XAverage(O,N); B=CrossOver(C_O,0); S=CrossUnder(C_O,0); Band=AvgTrueRange(N)*0.1*M; If (B) { Price_BPK=H+Band; Price_SP=L-Band; } If (S) { Price_SPK=L-Band; Price_BP=H+Band; } BuyPK=C_O>0 AND C>=Price_BPK; SellPK=C_O<0 AND C<=Price_SPK; SellP=S; BuyP=B; SellS=C<=Price_SP; BuyS=C>=Price_BP; If (MarketPosition<=0 and CurrentBar>N and BuyPK[1]) { data1.Buy(Lots,O); Commentary(BPK); } If (MarketPosition>=0 and CurrentBar>N and SellPK[1]) { data1.SellShort(Lots,O); Commentary(SPK); } If (MarketPosition>0 and BarsSinceEntry>1 and SellS[1]) { data1.Sell(0,O); Commentary(SS); } If (MarketPosition<0 and BarsSinceEntry>1 and BuyS[1]) { data1.BuyToCover(0,O); Commentary(BS); } If (MarketPosition>0 and BarsSinceEntry>1 and SellP[1]) { data1.Sell(0,O); Commentary(SP); } If (MarketPosition<0 and BarsSinceEntry>1 and BuyP[1]) { data1.BuyToCover(0,O); Commentary(BP); } }