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);

}

}

 

}