问题出在哪儿

蒙太奇

请教各位专家，我用下面的带止盈止损的顾比倒数策略测试，5分钟焦炭K线图很奇怪，问题出在哪里呢？能否帮解惑，谢谢！
TT6:=IFELSE(BB<REF(H11,6)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5),REF(H11,6),0);
TT7:=IFELSE(BB<REF(H11,7)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6),REF(H11,7),0);
TT8:=IFELSE(BB<REF(H11,8)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7),REF(H11,8),0);
TT9:=IFELSE(BB<REF(H11,9)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8),REF(H11,9),0);
TT10:=IFELSE(BB<REF(H11,10)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8)&&BB>=REF(H11,9),REF(H11,10),0);
BBB:=TT1+TT2+TT3+TT4+TT5+TT6+TT7+TT8+TT9+TT10;
D:=VALUEWHEN(BBB>0,BBB);
UD:=IFELSE(CLOSE>D&&REF(CLOSE,1)<=D,1,IFELSE(CLOSE<C11&&REF(CLOSE,1)>=C11,-3,0));
K:=VALUEWHEN(UD<>0,UD);
G:=IFELSE(K=1,C11,D),COLORRED;
G1:=VALUEWHEN(ISLASTBAR,G);
TMP:=-K;


PRICE:=AVGENTERPRICE;

IF HOLDING=0 THEN BEGIN   //若持仓为0
IF TMP<=0 THEN           //且TMP<=0
  BUYSHORT(1,1,LIMITR,CLOSE);  //开空单
END
IF HOLDING=0 THEN BEGIN   //若持仓为0
IF TMP>0 THEN            //且TMP>0
  BUY(1,1,LIMITR,CLOSE);  //开多单
END

IF HOLDING>0 THEN BEGIN   //若持有多单
IF TMP<=0 OR price-15 THEN BEGIN      //且TMP>0
  SELL(1,HOLDING,LIMITR,CLOSE);   //平多单

END
END
IF HOLDING<0 THEN BEGIN    //若持有空单
IF TMP>0 or price+15 THEN BEGIN      //且TMP<=0
  SELLSHORT(1,HOLDING,LIMITR,CLOSE);  //平空单

END
END

技术008

price是成本，你要拿现价去和这个成本比较，而不是直接一个price-15这样是没有逻辑的



IF HOLDING>0 THEN BEGIN   //若持有多单
IF TMP<=0 OR close<price-15 THEN BEGIN      //且TMP>0
  SELL(1,HOLDING,LIMITR,CLOSE);   //平多单

END
END
IF HOLDING<0 THEN BEGIN    //若持有空单
IF TMP>0 or close>price+15 THEN BEGIN      //且TMP<=0
  SELLSHORT(1,HOLDING,LIMITR,CLOSE);  //平空单

END
END

蒙太奇

谢谢！