有信号显示，但成交不了

VARIABLE:A=0,H1:=1000000,L1:=0;
 
rhigh:=ref(high,1);
rlow:=ref(low,1);
rrhigh:=ref(high,2);
rrlow:=ref(low,2);
 
 
 
 
if  high<=rhigh and low<=rlow and rhigh>=rrhigh THEN begin
sell(1,100%,marketr);
buyshort(holding=0,1,marketr);
end
 
if  low>=rlow and  high>=rhigh and rlow<=rrlow THEN begin
sellshort(1,100%,marketr);
buy(holding=0,1,marketr);
end
 
if  A=0 and low>=rlow and  high<=rhigh and rlow<=rrlow then  begin
A:=1 ;
H1:=rhigh;
L1:=rlow;
end
if   A=0 and high<=rhigh and low>=rlow and rhigh>=rrhigh THEN begin
A:=2 ;
H1:=rhigh;
L1:=rlow;
end
 if A:=1 and low>=L1 and high>=H1 then begin
sellshort(1,100%,marketr);
buy(holding=0,1,marketr);
A:=0;
H1:=1000000;
L1:=0;
end
 
 if A:=2 and low<=L1 and high<=H1 then begin
sell(1,100%,marketr);
buyshort(holding=0,1,marketr);
A:=0;
H1:=1000000;
L1:=0;
end
 
 if A:=1 and low<=L1 then begin
A:=0;
H1:=1000000;
L1:=0;
end
 if A:=2 and high>=H1 then begin
 A:=0;
H1:=1000000;
L1:=0;
end 

无法成交就不是公式问题了，贴一下下单日志看看是什么原因导致的无法成交

http://www.weistock.com/bbs/dispbbs.asp?boardid=4&Id=49428