主题：sellvol及回测的问题

你好，请查查我的代码。

问题总是很难重现，昨天晚上看着确实是回测开仓了，但是实盘不开仓，信号连线也不现实。今天看信号连线就显示了。总是各种不确定和异常现象。

INPUT:lots(2,1,10,1),K1(0.3,0.1,1,0.1),K2(0.12,0.1,0.9,0.1),Mday(1.1,1,3,0.1),nn(30,30,100,10),mm(30,30,100,10),rr(35,20,120,5),uu(8,2,10,1),vv(1.3,1,1.6,0.1),bb(1.1,1.1,1.8,0.1),dk(3900,900,10000,50);

//jx:ma(c,9800);
MID：=(3*CLOSE+LOW+OPEN+HIGH)/6;
DKX：=(20*MID+19*REF(MID，1)+18*REF(MID，2)+17*REF(MID，3)+
16*REF(MID，4)+15*REF(MID，5)+14*REF(MID，6)+
13*REF(MID，7)+12*REF(MID，8)+11*REF(MID，9)+
10*REF(MID，10)+9*REF(MID，11)+8*REF(MID，12)+
7*REF(MID，13)+6*REF(MID，14)+5*REF(MID，15)+
4*REF(MID，16)+3*REF(MID，17)+2*REF(MID，18)+REF(MID，20))/210；
jx：MA(DKX，dk);

voldif:=SUM(IF(BUYVOL>=nn,VOL,0),mm)/SUM(IF(SELLVOL>=nn,VOL,0),mm)>1.3 ;

voldsf:=SUM(IF(SELLVOL>=nn,VOL,0),mm)/SUM(IF(BUYVOL>=nn,VOL,0),mm)>vv and open<jx  or SUM(IF(SELLVOL>=nn,VOL,0),mm)/SUM(IF(BUYVOL>=nn,VOL,0),mm)>bb and open>jx  ;

BarInterval:=5;

 xx_li1:=TODAYBAR() ;   //求当天第一个数据到当前的Bar数   ;;
 xx_li5:=HHV(ref(high,1),(270/BarInterval * Mday) + xx_li1) ;   //当前应用商品的数据的周期数值
 xx_li6:=HHV(ref(close,1),(270/BarInterval * Mday) + xx_li1) ;
 xx_li7:=LLV(ref(low,1),(270/BarInterval * Mday) + xx_li1) ;
 xx_li1:=LLV(ref(close,1),(270/BarInterval * Mday) + xx_li1) ;
 xx_li7:=(xx_li6 - xx_li7) ;     //收盘价中最高价—最低价中最低价
 xx_li5:=(xx_li5 - xx_li1) ;     //最高价中最高价—收盘价中最低价
 

OpenD:=Valuewhen(date<>ref(date,1),open);
 
 xx_li10:=max(xx_li5,xx_li7);
 
 xx_li5:= xx_li10 * K1 ;
 xx_li7:= xx_li10 * K2 ;
 xx_li1:=OpenD + xx_li5 ;    //上轨
 xx_li8:=OpenD - xx_li7 ;    //下轨
 
 
 //开仓条件，有时间和Bar的限制 and c>jx

KD:=HIGH>=xx_li1 && HOLDING<=0 && TODAYBAR>2;
SELLSHORT(KD and sellvol<buyvol,LOTS,LIMITR,Max(Open,xx_li1));
//SELLSHORT(holding<0 and enterprice-CLOSE>=uu   ,LOTS,MARKET);
SELLSHORT(holding<0 and enterprice-CLOSE>=uu   ,LOTS,MARKET);
BUY(KD&&voldif,LOTS,LIMITR,Max(Open,xx_li1));
//BUY(KD&&voldif,LOTS,market);

cha:=9;
KK:=Low <= xx_li8 && HOLDING>=0 && TODAYBAR>2;
//SELL(KK and sellvol>buyvol,LOTS,LIMITR,Min(Open,xx_li8));
SELL(KK and sellvol>buyvol and c<jx || Low <= xx_li8-cha*MINDIFF&& HOLDING>=0 && TODAYBAR>2 and sellvol>buyvol and c>jx,LOTS,LIMITR,Min(Open,xx_li8));

//SELL(holding>0 and c>ENTERPRICE+uu and c<jx,LOTS,MARKET);
BUYSHORT(KK&&voldsf,LOTS,LIMITR,Min(Open,xx_li8));
//BUYSHORT(KK,LOTS,LIMITR,Min(Open,xx_li8));
//BUYSHORT(KK&&voldsf,LOTS,market);

DTYDZS:=HHV(H,ENTERBARS)-CLOSE>=rr*MINDIFF;
KTYDZS:=CLOSE-LLV(L,ENTERBARS)>=rr*MINDIFF;
SELL(DTYDZS&&ENTERBARS>2,0,MARKET);
SELLSHORT(KTYDZS&&ENTERBARS>2,0,MARKET);