主题：求解 为什么历史测试成交里面没有开空单

MA1:=MA(OPEN,20);                                                                                                                                                                                                                                                     
IF HOLDING = 0 AND MA1 > REF(MA1,1) AND REF(MA1,1) > REF(MA1,2) AND REF(MA1,2) > REF(MA1,3) THEN                                                                                                                                                                           
    BS_DIR := 1;                                                                                                                                                                                                                                                         
IF HOLDING = 0 AND MA1 < REF(MA1,1) AND REF(MA1,1) < REF(MA1,2) AND REF(MA1,2) < REF(MA1,3) THEN                                                                                                                                                                           
    BS_DIR := -1;                                                                                                                                                                                                                                                        
PBS_DIR := 0;                                                                                                                                                                                                                                                         
IF HOLDING > 0 AND CLOSE < ENTERPRICE-10 THEN                                                                                                                                                                                                                          
 PBS_DIR := 1;                                                                                                                                                                                                                                                        
IF HOLDING < 0 AND CLOSE> ENTERPRICE+10 THEN                                                                                                                                                                                                                           
 PBS_DIR := -1;                     

IF TIME() > 090000 AND  TIME() < 144500 THEN BEGIN                                                                                                                                                                                                                     
    IF PBS_DIR = 1 THEN BEGIN                                                                                                                                                                                                                                          
        SELL(HOLDING > 0, HOLDING, MARKET);                                                                                                                                                                                                                            
        PBS_DIR := 0;                                                                                                                                                                                                                                                  
    END;                                                                                                                                                                                                                                                               
    IF PBS_DIR = -1 THEN BEGIN                                                                                                                                                                                                                                         
        SELLSHORT(HOLDING < 0, HOLDING, MARKET);                                                                                                                                                                                                                       
        PBS_DIR := 0;                                                                                                                                                                                                                                                  
    END;                                                                                                                                                                                                                                                                
      

    IF BS_DIR = 1 THEN BEGIN                                                                                                                                                                                                                                           
        BUY(HOLDING = 0, 1, MARKET);                                                                                                                                                                                                                                   
        BS_DIR := 0;                                                                                                                                                                                                                                                   
    END;                                                                                                                                                                                                                                                               
    IF BS_DIR = -1 THEN BEGIN                                                                                                                                                                                                                                          
        BUYSHORT(HOLDING = 0, -1, MARKET);                                                                                                                                                                                                                             
        BS_DIR := 0;                                                                                                                                                                                                                                                   
    END;                                                                                                                                                                                                                                                               
 END;                                                                                                                                                                                                                                                                  

IF TIME() >= 140000 THEN BEGIN                                                                                                                                                                                                                                         
    SELL(HOLDING > 0, HOLDING, MARKET);                                                                                                                                                                                                                                
    SELLSHORT(HOLDING < 0, HOLDING, MARKET);                                                                                                                                                                                                                           
END;                                 

是不是写法有问题！请人工人员指点一下

是不是写法有问题！请工做人员指点一下

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。

麻烦帮忙修改一下

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;               

不会出现这问题吧！我的意思有持仓就不开仓了！