标题：[交易系统]Dual Thrust

连续数据测试时，每个月末和月初时的最高最低价一样，应该是软件系统问题

请问老师我把它导入新建交易系统，怎么一个信号都没有啊？图表交易可以用吗？

//等价改写,1分钟周期

input:k(0.7,0.1,1,0.1);

N:=barslast(date<>ref(date,1))+1;

predayhigh:=ref(hhv(h,N),N); //昨日最高价
predaylow:=ref(LLv(L,N),N);  //昨日最低价
predayclose:=VALUEWHEN(DATE<>REF(DATE,1),REF(CLOSE,1)); //昨收
predayrange:=max(predayhigh-predayclose,predayclose-predaylow);

dayopen:=valuewhen(date<>ref(date,1),o);       //当日开盘价

upperband:=dayopen+k*predayrange;
lowerband:=dayopen-k*predayrange;

if low<=lowerband then
begin
  sell(holding>0,holding,limitr,min(open,lowerband));
  buyshort(holding=0,volunit,limitr,min(open,lowerband));
end

if high>=upperband then
begin
  sellshort(holding<0,holding,limitr,max(open,upperband));
  buy(holding=0,volunit,limitr,max(open,upperband));
end

if time>=closetime(0)-300 then
begin
  sell(holding>0,holding,limitr,close);
  sellshort(holding<0,holding,limitr,close);
end

资产:asset,noaxis,colorred,linethick2;

input:k(0.7,0.1,1,0.1);

dist1:=barslast(day>ref(day,1))+1;
dist2:=ref(dist1,dist1);

predayhigh:=ref(hhv(high,dist2),dist1);
predaylow:=ref(llv(low,dist2),dist1);
predayclose:=ref(close,dist1);
predayrange:=max(predayhigh-predayclose,predayclose-predaylow);

dayopen:=ref(open,dist1-1);

upperband:=dayopen+k*predayrange;
lowerband:=dayopen-k*predayrange;

if holding=0 then begin
 if high>=upperband then
  buy(1,volunit,limitr,max(open,upperband));
end

if holding=0 then begin
 if low<=lowerband then
  buyshort(1,volunit,limitr,min(open,lowerband));
end

if holding>0 then begin
 if low<=lowerband then begin
  sell(1,holding,limitr,min(open,lowerband));
  buyshort(1,volunit,limitr,min(open,lowerband));
 end
 
 if time>=closetime(0) then
  sell(1,holding,limitr,close);
end

if holding<0 then begin
 if high>=upperband then begin
  sellshort(1,holding,limitr,max(open,upperband));
  buy(1,volunit,limitr,max(open,upperband));
 end
 
 if time>=closetime(0) then
  sellshort(1,holding,limitr,close);
end

资产:asset,noaxis,colorred,linethick2;

感谢大师们