每根k线上都会出开平仓信号

Params Numeric lots(1); Vars NumericSeries short1; NumericSeries short2; NumericSeries media1; NumericSeries media2; NumericSeries long1; NumericSeries long2; BoolSeries TrendUp; BoolSeries myExitBuy; NumericSeries Pubumax; NumericSeries Pubumin; Begin short1=(xaverage(CLOSE,4)+average(CLOSE,8)+average(CLOSE,16))/3; short2=(xaverage(CLOSE,6)+average(CLOSE,12)+average(CLOSE,24))/3; media1=(xaverage(CLOSE,9)+average(CLOSE,18)+average(CLOSE,36))/3; media2=(xaverage(CLOSE,13)+average(CLOSE,26)+average(CLOSE,52))/3; long1=(xaverage(CLOSE,18)+average(CLOSE,36)+average(CLOSE,72))/3; long2=(xaverage(CLOSE,24)+average(CLOSE,48)+average(CLOSE,96))/3; Pubumax=Max(Max(Max(short1,short2),Max(media1,media2)),Max(long1,long2));//瀑布线最大值 Pubumin=Min(Min(Min(short1,short2),Min(media1,media2)),Min(long1,long2));//瀑布线最小值 PlotNumeric("max",Pubumax,0,white); PlotNumeric("min",Pubumin,0,white); TrendUp=c[1]>Pubumax[1] and o>Pubumax[1];//前一根K线收盘在瀑布线之上，本周期K线开盘在瀑布线之上，开多 myExitBuy=c<Pubumax;//持多仓时，收盘价回落进入瀑布线内，平多 //开仓 If(MarketPosition <>1 && TrendUp) { Buy(lots,Open); } //平仓 If(MarketPosition ==1 && BarsSinceEntry<>0 && myExitBuy); { Sell(lots,Open); } End