目的:秒轮询k线结束后马上开仓,到zs止损,止损后同方向不马上开仓.

存在问题:1:有时k线结束开,有时马上开。2：到zs不止损。

s:=1;
zs1:=20;
variable:zs=0,cc=0,hl=0,nn1=0,LK1=0,LK2=0;
NN:=BARSLAST(DATE>REF(DATE,1));
AA1:=REF(hhv(h,1),1);
BB1:=REF(llv(l,1),1);
AA3:=REF(hhv(h,3),3);
BB3:=REF(llv(l,l),3);
LKK1:LK1;
if holding>0 and cc<=0  then begin
sell(1,S,MARKETR);        //平多
 LK1:=0;
 end
if holding<0 and cc>=0  then begin
sellshort(1,S,MARKETR);   //平空
  LK2:=0;
  end
 
  LKKL1:=ENTERBARS>2 OR LK1=0;
if holding=0 and cc>0 AND LKKL1 then begin
// sellshort(1,S,MARKETR);
 buy(1,S,MARKETR);   //开多
 nn1:=nn;
 end
 
 LKKL2:=ENTERBARS>2 OR LK2=0;
if holding=0 and cc<0 AND LKKL2 then begin
// sell(1,S,MARKETR);
 buyshort(1,S,MARKETR);  //开空
 nn1:=nn;
 end
 
      if cc>0 and l<zs then begin     //止损平多
      sell(1,1,limitr,min(o,zs-0.6));
      cc:=0;
      LK1:=1;
      end
      if cc<0 and h>zs then begin          //止损平空
      sellshort(1,1,limitr,max(o,zs+0.6));
      cc:=0;
      LK2:=-1;
      end
 
if cc>0 and AA1<BB1 then cc:=0;  //平多
if cc<0 and AA1>BB1 then cc:=0;   //平空 

if cc=0 and BB1<AA1 AND BB3<AA3  AND TIME<151000 then begin
 cc:=1;  //开多
 zs:=c-zs1;
 hl:=h;
 LK2:=0;
 end
 
if cc=0 and BB1>AA1 AND BB3>AA3  AND TIME<151000 then begin
 cc:=-1;  //开空
 zs:=c+zs1;
 hl:=l;
 LK1:=0;
 end

if cc>0 and h>hl then begin   //创新高后，上移hl
 hl:=h;
 nn2:=nn-nn1;
 nn3:=if(nn2>9,10,nn2);
 zs:=hl-zs1+nn3*2;
end
if cc<0 and l<hl then begin   //创新低后，下移hl
 hl:=l;
 nn2:=nn-nn1;
 nn3:=if(nn2>9,10,nn2);
 zs:=hl+zs1-nn3*2;
end

if time>=151000 then begin
 cc:=0;
SELLSHORT( HOLDING<0 ,S ,MARKETR );
SELL( HOLDING>0 ,S , MARKETR );
end

1.在轮询的情况下要实现走完k线，把你的条件都ref1一下，比如条件是c>O就改成ref(c>o,1)

2.你的止损价格是怎么定义的？