应有空头持仓造成的。可以输出holding 确认下
if A then begin
if B then begin
sellshort(holding<0,holding,market);
buy(holding=0,1,market);
end
if C then begin
sell(holding>0,holding,market);
buyshort(holding=0,1,market);
end
end
没有开多信号就是条件不满足,把条件输出看下