else If(MarketPosition == -1) //空头时,从前高开始计算
{
//If(my_exitprice == 0)
If(BarsSinceEntry == 0)
{
//Return EntryPrice + Abs(ratio_atr * atr); //加绝对值后,才恢复正常(ratio_atr为自然常数)
Return EntryPrice + ratio_atr * atr; //返回的值比开仓价还小!?旗舰版策略正常,tbq多头正常,空头几乎都是开仓bar就被平仓
//Return EntryPrice +100;
}
//Else If(my_exitprice <> 0)
Else If(BarsSinceEntry > 0)
{
num = Min(my_exitprice,high[1] + ratio_atr * atr);
//num = high[1] +50;
Return num;
}
是系数问题,ratio_atr * atr改为数字2*atr,就正常了。