-- 多品种策略加入止盈止损后开平仓混乱(图表交易系统)
AA1:=CC>M AND REF(CC,1)<M;
BB1:=CC>M AND REF(CC,1)>M AND CC>HHV(HH,BARSSINCE(CC>M)+1);
CC1:=CC<M AND REF(CC,1)>M;
DD1:=CC<M AND REF(CC,1)<M AND CC<LLV(LL,BARSSINCE(CC<M)+1);
ZZ1:=CC>M AND cc<ref(oo,enterbars+1)*0.98;
ZZ2:=CC>M AND HHV(hh,BARSSINCE(CC>M)+1)>ref(oo,enterbars+1)*1.03 AND cc<HHV(hh,BARSSINCE(CC>M)+1)*0.99;
ZZ3:=CC<M AND cc>ref(oo,enterbars+1)*1.02;
ZZ4:=CC<M AND llV(ll,BARSSINCE(CC<M)+1)<ref(oo,enterbars+1)*0.97 AND cc>llV(ll,BARSSINCE(CC<M)+1)*1.02;
IF STRCMP(STKLABEL,\'xxxx\')=0 THEN
BEGIN
sellshort((CC>m OR ZZ3 OR ZZ4) AND HOLDING<0,HOLDING,market);
buy((AA1 OR BB1) AND HOLDING=0,B,market);
sell((M>CC OR ZZ1 OR ZZ2) AND HOLDING>0,HOLDING,market);
buyshort((CC1 OR DD1) AND HOLDING=0,B,market);
END
IF STRCMP(STKLABEL,\'xxxx\')=0 THEN
BEGIN
sellshort((M>CC OR ZZ1 OR ZZ2) AND HOLDING<0,HOLDING,market);
buy((CC1 OR DD1) and HOLDING=0,A,market);
sell((cC>m OR ZZ3 OR ZZ4) and HOLDING>0,HOLDING,market);
buyshort((AA1 OR BB1) and HOLDING=0,A,market);
END
代码如上,不加止盈止损逻辑判断前测试正常,都是同时开平仓
加入止盈损后测试的交易明细异常混乱,毫无规律
问题可能出在什么环节?求各位大佬指点