模型有问题,在开仓后没有发生平仓的情况下,又开仓那边有问题谢谢老师

Params Numeric LOTS(1); Vars Series<Numeric> MA1; Series<Numeric> MA2; Series<Numeric> MA3; Series<Numeric> MA4; Series<Numeric> MA5; Series<Numeric> MA6; Series<Numeric> VAR1; Series<Numeric> VAR2; Series<Numeric> VAR3; Series<Numeric> VAR4; Series<Numeric> VAR5; Series<Numeric> RSV; Series<Numeric> FASTK; Series<Numeric> K1; Series<Numeric> D1; Series<Numeric> AA1; Events OnBar(ArrayRef<Integer> indexs) { MA1=Average(Close,5); MA2=Average(Close,18); MA3=Average(Close,24); MA4=Average(Close,50); MA5=Average(Close,110); MA6=Average(Close,220); PlotNumeric("MA1",MA1); PlotNumeric("MA2",MA2); PlotNumeric("MA3",MA3); PlotNumeric("MA4",MA4); PlotNumeric("MA5",MA5); PlotNumeric("MA6",MA6); VAR1=(2*CLOSE+HIGH+LOW)/4; VAR2=LowestFC(LOW,26); VAR3=HighestFC(HIGH,26); VAR4=XAverage((VAR1-VAR2)/(VAR3-VAR2)*100,26); VAR5=XAverage(0.667*VAR4[1]+0.333*VAR4,4); RSV= (CLOSE-LowestFC(LOW,120))/(HighestFC(HIGH,120)-LowestFC(LOW,120))*100; FASTK=SMA(RSV,30,1); K1=SMA(FASTK,10,1); D1=SMA(K1,10,1); AA1=K1-K1[2]; //系统出场 If(marketposition == 1 And BarsSinceEntry > 0 And Vol > 0 And VAR4<=VAR5) { Sell(LOTS,Open); } If(marketposition == -1 And BarsSinceEntry > 0 And Vol > 0 And VAR4>VAR5) { BuyToCover(LOTS,Open); } //系统入场 If(Marketposition == 0 And Currentbar >= 100) { If(AA1>0 And VAR4>VAR5 And Vol > 0) { Buy(LOTS,Open); } } If(Marketposition == 0 And Currentbar >= 100) { If(AA1<=0 And VAR4<=VAR5 And Vol > 0) { SellShort(LOTS,Open); } } }

老师怎么解决谢谢

试了下,没看到在未平仓的情况下,再开仓