主题：求解 为什么历史测试成交里面没有开空单

楼主所示代码没有什么问题， 猜测可能是你的变量永远不会等于-1造成的永远没有开空。还有就是楼主只有开仓语句 没有平仓语句，（只是收盘前平仓）图表程序化交易是不支持双向仓位同时持有的 故可能造成楼主的这种情况。

IF BS_DIR = 1 THEN BEGIN                                                                                                                                                                                                                        sellshort(holding<0,0,market);                   
        BUY(HOLDING = 0, 1, MARKET);                                                                                                                                                                                                                                   
        BS_DIR := 0;                                                                                                                                                                                                                                                   
    END;                                                                                                                                                                                                                                                               
    IF BS_DIR = -1 THEN BEGIN                                                                                                                                                                                                                   sell(holding>0,0,market);                       
        BUYSHORT(HOLDING = 0, -1, MARKET);                                                                                                                                                                                                                             
        BS_DIR := 0;                                                                                                                                                                                                                                                   
    END;                                                                                                               

END;               

把你完整的代码贴出来，我们本地测试下。

问题已经找到 你开空手数写的是-1 改成1