abeplus策略，感觉不对，没有及时平仓

老师好最近看了经典课程讲座aberratioon，参照这写了abeplus程序，跑出来不对劲，突破开仓库，盈利了收盘跌破了，怎么没有平仓。请指导指导，K线图如下，程序如下 //--- Params Numeric length(80); //周期 Numeric lots(1); Vars Series<numeric> avgout(0); //均线1 Series<numeric> avgout2(0); //均线2 Series<numeric> avgout3(0); //均线3 Series<numeric> avgout4(0); //均线4 Series<numeric> avgout5(0); //均线5 Series<numeric> myvolav(0); Series<numeric> lps(0); Series<numeric> sps(0); Series<numeric> ps(0); Series<numeric> crit(0); Series<numeric> leprice(0); Series<numeric> seprice(0); Series<numeric> sigma(0); Events OnBar(ArrayRef<Integer> indexs) { //+过滤开盘集合竞价函数 //均线指标计算 + Avgout = Average(close,length); //均线1 80 Avgout2 = Average(close,length-intpart( length/8)); //均线2 70 Avgout3 = Average(close,length-intpart( length/8)*2); //均线3 60 Avgout4 = Average(close,length-intpart( length/8)*3); //均线4 50 Avgout5 = Average(close,length-intpart( length/8)*4); //均线5 40 PlotNumeric( "Avgout",Avgout);PlotNumeric( "Avgout2",Avgout2);PlotNumeric( "Avgout3",Avgout3);PlotNumeric( "Avgout4",Avgout4);PlotNumeric( "Avgout5",Avgout5); sigma = (StandardDev( close,length)*2); //标准差 myvolav=( sigma+sigma[1]+sigma[2])/3; //最近三天标准差的平均值 leprice=avgout+sigma; //上轨道均线+标准差 seprice= avgout-sigma; //下轨道均线-标准差 PlotNumeric( "leprice",leprice); PlotNumeric( "seprice",seprice); //突破一倍标准差，进行建仓。限制条件中，有一条是必须跌回了最长期的均线后才能开仓，即lps=0. if( MarketPosition< 1 And Close[1] > leprice[1] and sigma[1] > myvolav[1] And lps==0 ) //非多仓，收盘价大于上轨 and 标准差>近3个标准差平均值， { ps=Close[1]+sigma[1]; crit=1; Buy(lots,Open) ; //开多仓 } if( MarketPosition > -1 And Close[1] < seprice[1] And sigma[1] > myvolav[1] And sps==0 ) //非空仓，收盘价小于上轨 and 标准差>近3个标准差平均值， { SellShort( lots ,Open) ; //开空仓 ps=Close[1]-sigma[1]; crit=1; } // 更新盈利级别，按照sigma递增 If(MarketPosition ==1 And Close[1] > ps ) { crit=crit+1; //盈利一次，crit就加1 ps=Close[1]+sigma[1]; //同时ps也加标准差 } If( MarketPosition==-1 And Close[1] < ps) { crit=crit+1; ps=Close[1]-sigma[1]; } //跌破均线，进行平仓。盈利越多，跌破的均线周期越短 if(MarketPosition==1 And close[1] < avgout[1] And crit==1 ) //盈利1个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=0; //跌破均线，lps=0，开关 } If( MarketPosition ==1 And Close[1] < avgout2[1] And crit ==2 ) //盈利2个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And Close[1] < avgout3[1] And crit ==3 ) // //盈利3个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And Close[1] < avgout4[1] And crit ==4 ) // //盈利4个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And Close[1] < avgout5[1] And crit ==5 ) // //盈利5个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And crit ==6 ) //盈利6个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } //空仓时， If( MarketPosition ==-1 And Close[1] > Avgout[1] And crit ==1 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout2[1] And crit ==2 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout3[1] And crit ==3 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout4[1] And crit ==4 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout5[1] And crit ==5 ) { BuyToCover(0,Open) ; sps=1; } if(MarketPosition ==-1 And crit ==6 ) //盈利6个标准差就直接平仓 { BuyToCover(0,Open) ; sps=1; } //只有当跌破最长期的均线后，才能准备下一次的开仓 If( sps ==1 And close[1] > Avgout[1]) sps=0; //收盘价大于80均线，sps=0，开空仓库条件 If( lps ==1 And close[1] < Avgout[1]) lps=0; //收盘价小于80均线，lps=0，开多仓库条件 }