主题：[求助]为何编制的交易系统测试成功，但程序化交易测评时点双向测试，依然只有多头行情测试，求教

runmode:1;

input:m(20,1,100,1);
input:p1(10,1,100,1);
input:p2(20,1,100,1);
input:n(2,1,100,1);

tr1 := max(max((high-low),abs(ref(close,1)-high)),abs(ref(close,1)-low));
atr := ma(tr1,m);

wx:=drawnull;
m1:=ema(close,p1);
m2:=ema(close,p2)*if(n<2,wx,1);

enterlong:cross(m1,m2) and m2<c and c<m2+0.7*atr,tfilter;
entershort:cross(m2,m1) and m2>c and c>m2-0.7*atr ,tfilter;
exitlong:cross(m2,m1) or c<=(m2-0.5*atr) ,tfilter;
exitshort:cross(m1,m2) or c>=(m2+0.5*atr) ,tfilter;