主题：交易模型貌似哪儿出了问题。求解！谢谢clivelong

         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