关于跨周期控制变量失效的问题

老师们好，最近在跨周期程序调试上，我都要吐了，按照教学视频我改写了海龟交易策略，但是控制变量总是在大周期的onbar结束后丢失，导致程序无法进行后续的交易控制，也都是按照视频教学在大周期上进行运算，小周期上交易，但是控制变量sendorderthisbar就算是发生了交易，在onbar的当根k线还是true,但是onbar结束之后就变成false了，就算是在当根k线的onbarclose打印出来都是false....仔细检查了程序，没有发现其他赋值false的语句，不知道是怎么回事，请老师帮忙分析一下，感谢拉！代码如下：Params Array<String> Mysymbol([\"sc2408.INE\"]); //品种参数 Numeric TN(1); //周期数 Enum<String> TT1([\"d\",\"h\",\"m\"]); //周期1单位 Enum<String> TT2([\"d\",\"h\",\"m\"]); //周期2单位 Numeric nEntries(3); // 最大建仓次数 Numeric RiskRatio(1); // % Risk Per N ( 0 - 100) Numeric ATRLength(20); // 平均波动周期 ATR Length Numeric boLength(20); // 短周期 BreakOut Length Numeric fsLength(55); // 长周期 FailSafe Length Numeric teLength(10); // 离市周期 Trailing Exit Length Bool LastProfitableTradeFilter(True); // 使用入市过滤条件Vars Numeric i; Numeric MinPoint; // 最小变动单位 Series<Numeric> AvgTR; // ATR Numeric N; // N 值 Numeric TotalEquity; // 按最新收盘价计算出的总资产 Numeric TurtleUnits; // 交易单位 Series<Numeric> DonchianHi; // 唐奇安通道上轨，延后1个Bar Series<Numeric> DonchianLo; // 唐奇安通道下轨，延后1个Bar Series<Numeric> fsDonchianHi; // 唐奇安通道上轨，延后1个Bar，长周期 Series<Numeric> fsDonchianLo; // 唐奇安通道下轨，延后1个Bar，长周期 Numeric ExitHighestPrice; // 离市时判断需要的N周期最高价 Numeric ExitLowestPrice; // 离市时判断需要的N周期最低价 Numeric myEntryPrice; // 开仓价格 Numeric myExitPrice; // 平仓价格 Bool SendOrderThisBar; // 当前Bar有过交易 Series<Numeric> preEntryPrice(0); // 前一次开仓的价格 Series<Bool> PreBreakoutFailure(false); // 前一次突破是否失败Events OnInit() { //SetBasePeriod(\"1m\"); For i=0 to GetArraySize(Mysymbol)-1 { //SubscribeBar(Mysymbol[i],Text(TN)+TT1); SubscribeBar(Mysymbol[i],\"1h\",20240601); SubscribeBar(Mysymbol[i],\"1m\",20240601); } } OnBarOpen(ArrayRef<Integer> indexs) { //If(GetArraySize(indexs) == 0) Return; } OnBar(ArrayRef<Integer> indexs) { print(\"++++++++++++++++++++++++++\"); Numeric i; Numeric resultN = 1; //如果大周期图层还在运行，小周期运行结束，则传输控制信号 /* if (data0.BarExistStatus == 1 && data1.BarExistStatus <> 1) { data0.SendOrderThisBar = data1.SendOrderThisBar; data0.PreBreakoutFailure = data1.PreBreakoutFailure; }*/ For i=0 to DataSourceSize -1 { //SubscribeBar(Mysymbol[i],Text(TN)+TT1); resultN = resultN * data[i].BarExistStatus; } If(resultN <> 1) return; If(BarStatus == 0) { data0.preEntryPrice = InvalidNumeric; data0.PreBreakoutFailure = false; } MinPoint = MinMove*PriceScale; AvgTR = XAverage(TrueRange,ATRLength); N = AvgTR[1]; TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin(); TurtleUnits = (TotalEquity*RiskRatio/100) /(N * ContractUnit()*BigPointValue()); TurtleUnits = IntPart(TurtleUnits); // 对小数取整 data0.DonchianHi = HighestFC(data0.High[1],boLength); data0.DonchianLo = LowestFC(data0.Low[1],boLength); data0.fsDonchianHi = HighestFC(data0.High[1],fsLength); data0.fsDonchianLo = LowestFC(data0.Low[1],fsLength); data0.ExitLowestPrice = LowestFC(data0.Low[1],teLength); data0.ExitHighestPrice = HighestFC(data0.High[1],teLength); data0.PlotNumeric(\"DonchianHi\",data0.DonchianHi); data0.PlotNumeric(\"DonchianLo\",data0.DonchianLo); data0.PlotNumeric(\"fsDonchianHi\",data0.fsDonchianHi,0,yellow); data0.PlotNumeric(\"fsDonchianLo\",data0.fsDonchianLo,0,blue); data0.Commentary(\"N=\"+Text(data0.N)+\",barnum=\"+Text(data0.CurrentBar)); data0.Commentary(\"data0.preEntryPrice=\"+Text(data0.preEntryPrice)); data0.Commentary(\"PreBreakoutFailure=\"+IIFString(data0.PreBreakoutFailure,\"True\",\"False\")); data0.Commentary(\"SendOrderThisBar=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); //print(\"SendOrderThisBar=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); // 当不使用过滤条件，或者使用过滤条件并且条件为data0.PreBreakoutFailure为True进行后续操作 If(data0.MarketPosition == 0 && ((!LastProfitableTradeFilter) Or (data0.PreBreakoutFailure))) { print(\"111r=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); // 突破开仓 If(High > data0.DonchianHi && TurtleUnits >= 1 && data0.SendOrderThisBar==false) { print(\"222=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); // 开仓价格取突破上轨+一个价位和最高价之间的较小值，这样能更接近真实情况，并能尽量保证成交 data0.myEntryPrice = min(high,data0.DonchianHi + MinPoint); data0.myEntryPrice = IIF(myEntryPrice < Open, Open,data0.myEntryPrice); // 大跳空的时候用开盘价代替 data0.preEntryPrice = data0.myEntryPrice; data1.Buy(TurtleUnits,data0.myEntryPrice); data0.SendOrderThisBar = True; data0.PreBreakoutFailure = False; } If(Low < data0.DonchianLo && TurtleUnits >= 1 && data0.SendOrderThisBar==false) { print(\"333=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); // 开仓价格取突破下轨-一个价位和最低价之间的较大值，这样能更接近真实情况，并能尽量保证成交 data0.myEntryPrice = max(low,data0.DonchianLo - MinPoint); data0.myEntryPrice = IIF(myEntryPrice > Open, Open,data0.myEntryPrice); // 大跳空的时候用开盘价代替 data0.preEntryPrice = data0.myEntryPrice; data1.SellShort(TurtleUnits,data0.myEntryPrice); data0.SendOrderThisBar = True; data0.PreBreakoutFailure = False; } } // 长周期突破开仓 Failsafe Breakout point If(data0.MarketPosition == 0) { data0.Commentary(\"fsDonchianHi=\"+Text(fsDonchianHi)); If(High > data0.fsDonchianHi && TurtleUnits >= 1 && data0.SendOrderThisBar==false) { print(\"444=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); // 开仓价格取突破上轨+一个价位和最高价之间的较小值，这样能更接近真实情况，并能尽量保证成交 data0.myEntryPrice = min(high,data0.fsDonchianHi + MinPoint); data0.myEntryPrice = IIF(myEntryPrice < Open, Open,data0.myEntryPrice); // 大跳空的时候用开盘价代替 data0.preEntryPrice = data0.myEntryPrice; data1.Buy(TurtleUnits,data0.myEntryPrice); data0.SendOrderThisBar = True; data0.PreBreakoutFailure = False; } data0.Commentary(\"fsDonchianLo=\"+Text(fsDonchianLo)); If(Low < data0.fsDonchianLo && TurtleUnits >= 1 && data0.SendOrderThisBar==false) { print(\"5555=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); // 开仓价格取突破下轨-一个价位和最低价之间的较大值，这样能更接近真实情况，并能尽量保证成交 data0.myEntryPrice = max(low,data0.fsDonchianLo - MinPoint); data0.myEntryPrice = IIF(myEntryPrice > Open, Open,data0.myEntryPrice); // 大跳空的时候用开盘价代替 data0.preEntryPrice = data0.myEntryPrice; data1.SellShort(TurtleUnits,data0.myEntryPrice); data0.SendOrderThisBar = True; data0.PreBreakoutFailure = False; data0.Commentary(\"SendOrderThisBar=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); } } data0.Commentary(\"22SendOrderThisBar=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); If(data0.MarketPosition == 1) // 有多仓的情况 { data0.Commentary(\"ExitLowestPrice=\"+Text(ExitLowestPrice)); If(Low < data0.ExitLowestPrice && data0.SendOrderThisBar==false) { data0.myExitPrice = max(Low,data0.ExitLowestPrice - MinPoint); data0.myExitPrice = IIF(myExitPrice > Open, Open,data0.myExitPrice); // 大跳空的时候用开盘价代替 data1.Sell(0,data0.myExitPrice); // 数量用0的情况下将全部平仓 }Else { If(data0.preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open >= data0.preEntryPrice + 0.5*data0.N && CurrentEntries < nEntries && data0.SendOrderThisBar==false) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。 { data0.myEntryPrice = Open; data0.preEntryPrice = data0.myEntryPrice; data1.Buy(TurtleUnits,data0.myEntryPrice); data0.SendOrderThisBar = True; } while(High >= data0.preEntryPrice + 0.5*data0.N && CurrentEntries < nEntries && data0.SendOrderThisBar==false) // 以最高价为标准，判断能进行几次增仓 { data0.myEntryPrice = data0.preEntryPrice + 0.5 * data0.N; data0.preEntryPrice = data0.myEntryPrice; if(False == data1.Buy(TurtleUnits,data0.myEntryPrice)) { break; } data0.SendOrderThisBar = True; } } // 止损指令 If(Low <= data0.preEntryPrice - 2 * data0.N && data0.SendOrderThisBar == false) // 加仓Bar不止损 { data0.myExitPrice = data0.preEntryPrice - 2 * data0.N; data0.myExitPrice = IIF(myExitPrice > Open, Open,data0.myExitPrice); // 大跳空的时候用开盘价代替 data1.Sell(0,data0.myExitPrice); // 数量用0的情况下将全部平仓 data0.PreBreakoutFailure = True; } } }Else If(data0.MarketPosition ==-1) // 有空仓的情况 { // 求出持空仓时离市的条件比较值 data0.Commentary(\"ExitHighestPrice=\"+Text(data0.ExitHighestPrice)); If(High > data0.ExitHighestPrice && data0.SendOrderThisBar==false) { data0.myExitPrice = Min(High,data0.ExitHighestPrice + MinPoint); data0.myExitPrice = IIF(myExitPrice < Open, Open,data0.myExitPrice); // 大跳空的时候用开盘价代替 data1.BuyToCover(0,data0.myExitPrice); // 数量用0的情况下将全部平仓 }Else { If(data0.preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open <= data0.preEntryPrice - 0.5*data0.N && CurrentEntries < nEntries && data0.SendOrderThisBar==false) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。 { data0.myEntryPrice = Open; data0.preEntryPrice = data0.myEntryPrice; data1.SellShort(TurtleUnits,data0.myEntryPrice); data0.SendOrderThisBar = True; } while(Low <= data0.preEntryPrice - 0.5*data0.N && CurrentEntries < nEntries && data0.SendOrderThisBar==false) // 以最低价为标准，判断能进行几次增仓 { data0.myEntryPrice = data0.preEntryPrice - 0.5 * data0.N; data0.preEntryPrice = data0.myEntryPrice; if(False == data1.SellShort(TurtleUnits,data0.myEntryPrice)) { break; } data0.SendOrderThisBar = True; } } // 止损指令 If(High >= data0.preEntryPrice + 2 * data0.N && data0.SendOrderThisBar==false) // 加仓Bar不止损 { data0.myExitPrice = data0.preEntryPrice + 2 * data0.N; data0.myExitPrice = IIF(myExitPrice < Open, Open,data0.myExitPrice); // 大跳空的时候用开盘价代替 data1.BuyToCover(0,data0.myExitPrice); // 数量用0的情况下将全部平仓 data0.PreBreakoutFailure = True; } } } data0.Commentary(\"CurrentEntries = \" + Text(CurrentEntries)); } OnBarClose(ArrayRef<Integer> indexs) { /* print(\"111r=\"+IIFString(data0.SendOrderThisBar,\"True\",\"False\")); data0.SendOrderThisBar = data1.SendOrderThisBar; data0.PreBreakoutFailure = data1.PreBreakoutFailure; print(\"222r=\"+IIFString(data1.SendOrderThisBar,\"True\",\"False\")); */ /*if (data0.BarExistStatus == 1) { data0.SendOrderThisBar = False; data0.PreBreakoutFailure = False; if(data1.BarExistStatus == 1) { data1.SendOrderThisBar = False; data1.PreBreakoutFailure = False; } }*/ }