这个模型的开仓设置是不是有问题 - 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

这个模型在测试中出现信号了有时候会进两次，平仓漏掉一次的平仓，但是在图表信号上面看不到进了两次

ma5:=ma(c,5);

ma10:=ma(c,10);

ma50:=ma(c,50);

ma60:=ma(c,60);

ma100:=ma(c,100);

ma300:=ma(c,300);

ma180:=ma(c,180);

n10:=todaybar;

dm:=4-INTPART(LOG(C));

N:=barslast(date<>ref(date,1))+1;

JSJ:=ROUNDS(IF(sum(vol,n10)=0,C,sum(C*vol,n10)/sum(vol,n10)),2+dm),colorred;

KD:=H>ref(hhv(h,todaybar),1)&&H>ma300&&(TIME>0103&&TIME<=1859);

KK:=L<ref(llv(l,todaybar),1)&&L<ma300&&(TIME>0103&&TIME<=1859);

T:=BARSLAST(L<(JSJ)||L<(ma180))+1;

T1:=BARSLAST(H>(JSJ)||H>(ma180))+1;

ZD1:=COUNT(KD,T);

ZK1:=COUNT(KK,T1);

ZD2:COUNT(zd1>0,T);

ZK2:COUNT(zk1>0,T1);

FZD1:stkindi('DqJD09','C.ZD2',0,1);

FZK1:stkindi('DqJD09','C.ZK2',0,1);

FZD2:stkindi('DqL09','C.ZD2',0,1);

FZK2:stkindi('DqL09','C.ZK2',0,1);

FZD3:stkindi('DqPP09','C.ZD2',0,1);

FZK3:stkindi('DqPP09','C.ZK2',0,1);

FZD4:stkindi('ZqSM05','C.ZD2',0,1);

FZK4:stkindi('ZqSM05','C.ZK2',0,1);

FZD5:stkindi('ZqSF05','C.ZD2',0,1);

FZK5:stkindi('ZqSF05','C.ZK2',0,1);

FZD6:stkindi('ZqAP05','C.ZD2',0,1);

FZK6:stkindi('ZqAP05','C.ZK2',0,1);

max_fzd:max(max(max(max(max(FZD1,FZD2),FZD3),FZD4),FZD5),FZD6);;

mAX_fzk:max(max(max(max(max(FZk1,FZK2),FZK3),FZK4),FZK5),FZK6);;

kd2:h> ref(hhv(h,todaybar),1) and zd2=max_fzd and ma5>ma60 AND H>ma300 AND ma10>ma60 AND holding=0 ;

;

kk2:l< ref(llv(l,todaybar),1) and zk2=max_fzk and ma5<ma60 AND L<ma300 AND ma10<ma60 AND holding=0 ;

sellshort(H>JSJ OR H>ma180 AND H>ma100 OR TIME=1900 and holding<0,3,marketr);

buy( kd2 and holding=0 and (TIME>0103 AND TIME<1856 ) ,3,marketr);

sell(L<JSJ OR L<ma100 AND L<ma180 OR TIME=1900 and holding>0,3,marketr);

buyshort( kk2 and holding=0 and (TIME>0103 AND TIME<1856 ) ,3,marketr);

主题：这个模型的开仓设置是不是有问题