请老师帮忙看看我在闲鱼买的策略能否实盘交易？会信号闪烁吗？实盘能达到回测这样的效果吗？

//------------------------------------------------------------------------ // 简称: cdft // 名称: 抄底反弹 // 类别: 公式应用 // 类型: 用户应用 // 输出: Void //------------------------------------------------------------------------ Params //此处添加参数 Numeric moneyRatio(0.1); Numeric cd(0.001,0.001,0.01,0.001); Numeric zy(0.005,0.0002,0.005,0.0001); Numeric zs(0.005,0.0002,0.005,0.0001); Vars //此处添加变量 Numeric avg; Global Numeric buyOpenPrice; Global Numeric sellOpenPrice; Global Integer timerId; Defs //此处添加公式函数 Numeric calcAvg(Numeric a,Numeric b) { return (a+b)/2; } Events //此处实现事件函数 //初始化事件函数，策略运行期间，首先运行且只有一次，应用在订阅数据等操作 OnInit() { //timerId=createTimer(millsecs); //与数据源有关 Range[0:DataCount-1] { //=========数据源相关设置============== //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 //AddDataFlag(Enum_Data_OnlyDay()); //设置仅日盘 //AddDataFlag(Enum_Data_OnlyNight()); //设置仅夜盘 //AddDataFlag(Enum_Data_NotGenReport()); //设置数据源不参与生成报告标志 //=========交易相关设置============== //MarginRate rate; //rate.ratioType = Enum_Rate_ByFillAmount; //设置保证金费率方式为成交金额百分比 //rate.longMarginRatio = 0.1; //设置保证金率为10% //rate.shortMarginRatio = 0.2; //设置保证金率为20% //SetMarginRate(rate); //CommissionRate tCommissionRate; //tCommissionRate.ratioType = Enum_Rate_ByFillAmount; //tCommissionRate.openRatio = 5; //设置开仓手续费为成交金额的5%% //tCommissionRate.closeRatio = 2; //设置平仓手续费为成交金额的2%% //tCommissionRate.closeTodayRatio = 0; //设置平今手续费为0 //SetCommissionRate(tCommissionRate); //设置手续费率 //SetSlippage(Enum_Rate_PointPerHand,2); //设置滑点为2跳/手 //SetOrderPriceOffset(2); //设置委托价为叫买/卖价偏移2跳 //SetOrderMap2MainSymbol(); //设置委托映射到主力 //SetOrderMap2AppointedSymbol(symbols, multiples); //设置委托映射到指定合约，symbols是映射合约数组，multiples是映射倍数数组 } //与数据源无关 //SetBeginBarMaxCount(10); //设置最大起始bar数为10 //SetBackBarMaxCount(10); //设置最大回溯bar数为10 //=========交易相关设置============== SetInitCapital(1000000); //设置初始资金为100万 //AddTradeFlag(Enum_Trade_Ignore_Buy()); //设置忽略多开 //AddTradeFlag(Enum_Trade_Ignore_Sell()); //设置忽略多平 //AddTradeFlag(Enum_Trade_Ignore_SellShort()); //设置忽略空开 //AddTradeFlag(Enum_Trade_Ignore_Buy2Cover()); //设置忽略空平 } //在所有的数据源准备完成后调用，应用在数据源的设置等操作 OnReady() { } //基础数据更新事件函数 OnDic(StringRef dicName,StringRef dicSymbol,DicDataRef dicValue) { } //在新bar的第一次执行之前调用一次，参数为新bar的图层数组 OnBarOpen(ArrayRef<Integer> indexs) { } //Bar更新事件函数，参数indexs表示变化的数据源图层ID数组 OnBar(ArrayRef<Integer> indexs) { Numeric price; Numeric a; Numeric b; Numeric c; //avg=calcAvg(high,low); Numeric df = Low/open-1; Numeric hf = High/open-1; //print(\"close1:\"+Text(Close[1])+\" close0:\"+Text(Close[0])); if(MarketPosition==1){ Numeric zf = high/buyOpenPrice-1; Numeric df = low/buyOpenPrice-1; if (zf>=zy){ //Print(\"buyOpenPrice:\" + Text(buyOpenPrice)); price = buyOpenPrice*(1+zy); Print(\"zy:\" + Text(price)); Sell(0,price); }Else if (df<=-zs){ price = buyOpenPrice*(1-zs); Print(\"zs:\" + Text(price)); Sell(0,price); } } if(MarketPosition==-1){ Numeric zf = high/sellOpenPrice-1; Numeric df = low/sellOpenPrice-1; if (df<=-zy){ //Print(\"openPrice:\" + Text(openPrice)); price = sellOpenPrice*(1-zy); Print(\"zy:\" + Text(price)); //Sell(0,price); BuyToCover(0,price); }Else if (zf>=zs){ price = sellOpenPrice*(1+zs); Print(\"zs:\" + Text(price)); //Sell(0,price); BuyToCover(0,price); } } if(MarketPosition==0){ if (df <= -cd){ Numeric ht = close/Low-1; Numeric htyz = 0.0005; if(ht>htyz){ Numeric TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin(); Print(\"TotalEquity:\" + Text(TotalEquity)); Numeric TurtleUnits = (TotalEquity*moneyRatio) /(open * ContractUnit()*BigPointValue()*MarginRatio()); TurtleUnits = IntPart(TurtleUnits); // 对小数取整 Print(\"TurtleUnits:\" + Text(TurtleUnits)); //Buy(TurtleUnits,Open); buyOpenPrice=Open*(1+df+htyz); Print(\"buyOpenPrice:\" + Text(buyOpenPrice)); Buy(1,buyOpenPrice); } }else if(hf>=cd){ Numeric ht = close/h-1; Numeric htyz = 0.0005; if(ht<-htyz){ Numeric TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin(); Print(\"TotalEquity:\" + Text(TotalEquity)); Numeric TurtleUnits = (TotalEquity*moneyRatio) /(open * ContractUnit()*BigPointValue()*MarginRatio()); TurtleUnits = IntPart(TurtleUnits); // 对小数取整 Print(\"TurtleUnits:\" + Text(TurtleUnits)); //Buy(TurtleUnits,Open); sellOpenPrice=Open*(1+hf-htyz); Print(\"sellOpenPrice:\" + Text(sellOpenPrice)); //Buy(1,openPrice); SellShort(1,sellOpenPrice); } } } } //下一个Bar开始前，重新执行当前bar最后一次，参数为当前bar的图层数组 OnBarClose(ArrayRef<Integer> indexs) { } //Tick更新事件函数，需要SubscribeTick函数订阅后触发，参数evtTick表示更新的tick结构体 OnTick(TickRef evtTick) { } //持仓更新事件函数，参数pos表示更新的持仓结构体 OnPosition(PositionRef pos) { } //策略账户仓更新事件函数，参数pos表示更新的账户仓结构体 OnStrategyPosition(PositionRef pos) { } //委托更新事件函数，参数ord表示更新的委托结构体 OnOrder(OrderRef ord) { } //成交更新事件函数，参数ordFill表示更新的成交结构体 OnFill(FillRef ordFill) { } //定时器更新事件函数，参数id表示定时器的编号，millsecs表示定时间的间隔毫秒值 OnTimer(Integer id,Integer intervalMillsecs) { } //通用事件触发函数，参数evtName为事件名称，参数evtValue为事件内容 OnEvent(StringRef evtName,MapRef<String,String> evtValue) { } //当前策略退出时触发 OnExit() { }