大家帮我看看我写的策略有什么问题
Params Numeric K1(20); Numeric K2(5); Numeric K3(60); Numeric M1(10); Vars series<Numeric> MA; series<Numeric> MA1; series<Numeric> MA2; Numeric MinPoint; Numeric MyEntryPrice; Numeric MyExitPrice; Events OnBar(ArrayRef<Integer> indexs) { MA = DATA1.AverageFC(Close[1],K1); MA1 = AverageFC(Close[1],K2); MA2 = AverageFC(Close[1],K3); DATA0.PlotNumeric("MA",MA); PlotNumeric("MA1",MA1); PlotNumeric("MA2",MA2); MyEntryPrice = AvgEntryPrice; MinPoint = MinMove*pricescale; If(MarketPosition == 0 && CrossOver(MA1[1],MA2[1]) && Close[1] > MA); Buy(1,Open); If(MarketPosition == 1) { If(Low <= MyEntryPrice - M1*MinPoint) { MyExitPrice = MyEntryPrice - M1*MinPoint; Sell(1,MyExitPrice); } If(Close[1] < Open[1] && close < Low[1]) Sell(1,Open); } If(MarketPosition == 0 && CrossUnder(MA1[1],MA2[1]) && Close[1] < MA) SellShort(1,Open); If(MarketPosition == -1) { If(High >= MyEntryPrice + M1*MinPoint) { MyExitPrice = MyEntryPrice + M1*MinPoint; BuyToCover(1,MyExitPrice); } If(Close[1] > Open[1] && Close > High[1]) BuyToCover(1,Open); } } 下面的截图就是我回测的时候出现的,我想了很久都不知道为什么会出现频繁建仓的问题。大家帮忙看看