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请看下面的策略是不是有马后炮,也就是说当价格超岀戓低于限价的价格后一点时间才会发岀交易指令,如果确实是.又应怎样修改呢?谢谢

runmode:0;

//input:ceilingamt(60),flooramt(20),bolbandtrig(2);

variable:lookbackdays=20;

todayvolatility:=std(close,30);

yesterdayvolatility:=std(ref(close,1),30);

deltavolatility:=(todayvolatility-yesterdayvolatility)/todayvolatility;

lookbackdays:=lookbackdays*(1+deltavolatility);

lookbackdays:=round(lookbackdays);

lookbackdays:=min(lookbackdays,ceilingamt);

lookbackdays:=max(lookbackdays,flooramt);

mid:=ma(close,lookbackdays);

upband:=mid+bolbandtrig*std(close,lookbackdays);

dnband:=mid-bolbandtrig*std(close,lookbackdays);

buypoint:=ref(hhv(high,lookbackdays),1);

sellpoint:=ref(llv(low,lookbackdays),1);

longliqpoint:=ma(close,lookbackdays);

shortliqpoint:=ma(close,lookbackdays);

if holding=0 then begin

if close>upband then

buy(1,1,limitr,max(open,buypoint));

end

if holding=0 then begin

if close<dnband then

buyshort(1,1,limitr,min(open,sellpoint));

end

if holding>0 then begin

if close<dnband then begin

sell(1,holding,limitr,min(open,sellpoint));

buyshort(1,1,limitr,min(open,sellpoint));

end

if low<=longliqpoint then

sell(1,holding,limitr,min(open,longliqpoint));

end

if holding<0 then begin

if close>upband then begin

sellshort(1,holding,limitr,max(open,buypoint));

buy(1,1,limitr,max(open,buypoint));

end

if high>=shortliqpoint then

sellshort(1,holding,limitr,max(open,shortliqpoint));

end

盈亏:asset-50000,noaxis,colorred,linethick2;

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