交易模型貌似哪儿出了问题。求解！谢谢clivelong - 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

clivelong的交易模型，但不知道哪儿出的问题导致近期每天的买卖区间都一样。求解，谢谢工作人员，同时感谢clivelong童鞋的无私。。

input:K1(0.5,0,2,0.1);//多头突破波动比例
input:K2(0.5,0,2,0.1);//多头突破波动比例
input:Mday(1,0,9,1);//M日期最大价差
input:Nday(1,0,9,1);//N日前最大价差
input:LOTS(1,0,9,1);

         HighD:=callstock(stklabel,vthigh,6,-1);
        LowD:=callstock(stklabel,vtlow,6,-1);
        CloseD:=callstock(stklabel,vtclose,6,-1);
        CYC:=barslast(date<>ref(date,1))+1;
        OpenD:=valuewhen(cyc=1,open);

        HH:= HHV(HighD,Mday);
        HC:= HHV(CloseD,Mday);
        LL:= LLV(LowD,Mday);
        LC:= LLV(CloseD,Mday);

        SellRange:=Max(HH - LC,HC - LL);

        HH:=HHV(HighD,Nday);
        HC:=HHV(CloseD,Nday);
        LL:=LLV(LowD,Nday);
        LC:=LLV(CloseD,Nday);

        BuyRange:=Max(HH - LC,HC - LL);


        UpperBand: OpenD + K1*BuyRange;
        LowerBand: OpenD - K2*SellRange;

        If    (HOLDING=0) THEN BEGIN
                If    (High>=UpperBand) THEN
                        Buy(HOLDING=0,lots,LIMITR,Max(Open,UpperBand));

                If    (Low<=LowerBand) THEN
                        BuyShort(HOLDING=0,lots,LIMITR,Min(Open,LowerBand));
        END

        If    (HOLDING<0) THEN BEGIN
                If    (High>=UpperBand) THEN BEGIN
                        SELLSHORT(HOLDING<0,lots,LIMITR,Max(Open,UpperBand));
                        Buy(HOLDING=0,lots,LIMITR,Max(Open,UpperBand));
                END
        END

        If    (HOLDING>0) THEN BEGIN
                If    (Low<=LowerBand) THEN BEGIN
                         Sell(holding>0,lots,limitr,Min(Open,LowerBand));
                        BuyShort(holding=0,lots,limitr,Min(Open,LowerBand));
                END
        END

持仓:holding,noaxis ,linethick0 ;
盈亏:asset-1000000,noaxis,coloryellow,linethick2;

dvubb 此主题相关图片如下：焦炭.png

主题：交易模型貌似哪儿出了问题。求解！谢谢clivelong