主题：代码错误

TFILTER函数.

用于交易系统公式ENTERLONG, EXITLONG, ENTERSHORT, EXITSHORT后,以ENTER和EXIT为间隔，过滤连续的同种信号.

 

不要把TFILTER用于BUY系统过滤信号.

BUY系统的可以用HOLDING,可参考以下写法

//用于1分钟K线

ma5:ma(close,5);
ma15:ma(close,15);

a1:asset,linethick0;
if CROSS(ma5,ma15) and time>090100 and time<145000 then
begin
sellshort(holding<0,1,thisclose);
buy(holding=0,1,limit,c);
end

if CROSS(ma15,ma5) and time>090100 and time<145000 then
begin
sell(holding>0,1,thisclose);
buyshort(holding=0,1,limit,c);
end

//收盘前5分钟平仓
if time > 145500 then
 begin
 sell(holding > 0, 0, thisclose);
 sellshort(holding < 0, 0, thisclose);
 end