有信号，不交易 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

问题是

1、当程序应该平多开空时，却出现不平掉原有多单，就开空单，即平仓不执行，而开仓正常。

2、当程序应该平空开多时，却出现不平掉原有空单，就开多单，即平仓不执行，而开仓正常。

现在有关程序是：

sellshort(CROSS(H1,H2),0,marketr),orderqueue;

buy(CROSS(H1,H2) and holding=0,1,thisclose),orderqueue;

sell(CROSS(H2,H1) ,0,marketr),orderqueue;

buyshort(CROSS(H2,H1) and holding=0,1,thisclose),orderqueue;

多止损:sell(rounds(C,3)<rounds(ENTERPRICE,3)-15*MINDIFF,holding,marketr),orderqueue;

空止损:sellshort(rounds(C,3)>rounds(ENTERPRICE,3)+15*MINDIFF,holding,marketr),orderqueue;

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+9*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+10*mindiff and (rounds(h,3)>=rounds(enterprice,3)+7*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+7*mindiff) and enterbars>0 then 多止盈4:sell(1,0, limitr,enterprice+7*mindiff),orderqueue;

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+11*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+12*mindiff and (rounds(h,3)>=rounds(enterprice,3)+9*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+9*mindiff) and enterbars>0 then 多止盈5:sell(1,0, limitr,enterprice+9*mindiff),orderqueue;

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+13*mindiff and rounds(hhv(h,enterbars+1),3)<=rounds(enterprice,3)+14*mindiff and (rounds(h,3)>=rounds(enterprice,3)+11*mindiff) and (rounds(l,3)<=rounds(enterprice,3)+11*mindiff) and enterbars>0 then 多止盈6:sell(1,0, limitr,enterprice+11*mindiff),orderqueue;

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-9*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-10*mindiff and (rounds(h,3)>=rounds(enterprice,3)-7*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-7*mindiff) and enterbars>0 then 空止盈4:sellshort(1,0, limitr,enterprice-7*mindiff),orderqueue;

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-11*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-12*mindiff and (rounds(h,3)>=rounds(enterprice,3)-9*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-9*mindiff) and enterbars>0 then 空止盈5:sellshort(1,0, limitr,enterprice-9*mindiff),orderqueue;

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-13*mindiff and rounds(llv(l,enterbars+1),3)>=rounds(enterprice,3)-14*mindiff and (rounds(h,3)>=rounds(enterprice,3)-11*mindiff) and (rounds(l,3)<=rounds(enterprice,3)-11*mindiff) and enterbars>0 then 空止盈6:sellshort(1,0, limitr,enterprice-11*mindiff),orderqueue;

if rounds(hhv(h,enterbars+1),3)>=rounds(enterprice,3)+15*mindiff and rounds(close,3)<=rounds(hhv(h,enterbars+1),3)-3*mindiff and enterbars>0 then 移动平多:sell(1,0,market),orderqueue;

if rounds(llv(l,enterbars+1),3)<=rounds(enterprice,3)-15*mindiff and rounds(close,3)>=rounds(llv(l,enterbars+1),3)+3*mindiff and enterbars>0 then 移动平空:sellshort(1,0,market),orderqueue;

主题：有信号，不交易