[原创]测评完全不对，百思不得其解 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

今天把TB下收益率还不错的系统移植到金字塔来，但是发现测评交易次数和成功率以及信号完全不对，数据也是补全的，不知道是怎么回事，我把程序贴出来如下，请各位看看，帮我分析一下
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runmode:0;

input:N1(5),N2(11),InitalStop(0.2),BreakEventStop(0.2),

TrailingStop(0.5),ntimes(4),everylots(1);

variable:bcrossup :=0;

variable:bcrossdown :=0;

nshort : ema((high+low+2*close)/4,n1);

nlong : ema((hhv(high,n2)+llv(low,n2)),n2)/2;

blongEntryCon : cross(nshort,nlong) and nshort>ref(nshort,1) and nlong>ref(nlong,1);

bshortentrycon :cross(nlong,nshort) and nshort<ref(nshort,1) and nlong<ref(nlong,1);

bReLongCon := nshort>ref(nshort,1) and nlong>ref(nlong,1) and nshort>nlong and high>hhv(HIGH[1],N1) and close>nlong;

bReShortCon := nshort<ref(nshort,1) and nlong<ref(nlong,1) and nshort<nlong and low<llv(low[1],N1) and close<nlong;

nhighswing :=hhv(high,enterbars);

nLowSwing :=llv(low,enterbars);

if holding>0 then

begin

stopline :=avgenterprice*(1-InitalStop/100);

if nhighswing>avgenterprice * (1+BreakEventStop/100) then stopline :=avgenterprice;

else if StopLine < nHighSwing*(1-TrailingStop/100) then stopline :=nHighSwing*(1-TrailingStop/100);

else if stopline>=(close+low+2*high)/4 then

begin

myprice := stopline;

if thisclose<myprice then myprice:=thisclose;

风险平多: sell(holding>0,everylots,myprice);

end;

if bshortentrycon then 指标平多 : sell(holding>0,everylots,thisclose);

end

if holding<0 then

begin

StopLine :=avgenterprice*(1+InitalStop/100);//初始止损

If nLowSwing <= avgenterprice * (1-BreakEventStop/100) then StopLine := avgenterprice;

else If StopLine > nLowSwing*(1+TrailingStop/100) then StopLine := nLowSwing*(1+TrailingStop/100);//// 追踪止损的价位超过保本止损价，止损价随盈利峰值价的上升同步提高

else If((high+low*2+close)/4 >= StopLine) then

begin

MyPrice = StopLine;

If thisclose < MyPrice then MyPrice = thisclose;

风险平空: sellshort(1 and holding<0,EveryLots,MyPrice);

end

if bLongEntryCon then 指标平空: sellshort(1 and holding<0,EveryLots,thisclose);

end

if holding=0 then

begin

if blongentrycon then 指标开多仓:buy(1 and holding=0,everylots,thisclose);//(blongentrycon and holding=0,everylots,market);

if bshortentrycon then 指标开空仓:buyshort(1 and holding=0,everylots,thisclose);//(bshortentrycon and holding=0,everylots,market);

if brelongcon then 指标继续开多仓:buy(1 and holding=0,everylots,thisclose);//(brelongcon and holding=0 ,everylots,market);

if bReShortCon then 指标继续开空仓:buyshort(1 and holding=0,everylots,thisclose);//(bReShortCon and holding=0,everylots,market);

end

资产:ASSET,NOAXIS;

可用现金:CASH(0),LINETHICK0;

持仓:HOLDING,LINETHICK0;

主题：[原创]测评完全不对，百思不得其解