myholding:=holding,NOAXIS;
//平多仓
sell(ENTERBARS>1&&l<h9&&myholding>0,1,LIMITR,c-MINDIFF*滑点);//按指令价平仓
sell(ENTERBARS<2&&l<h5&&myholding>0,1,LIMITR,c-MINDIFF*滑点);//按指令价平仓
sell(aj1&&myholding>0,1,LIMITR,c-MINDIFF*滑点);//收盘前平多仓
tsell(ENTERBARS>1 && l<h9 && myholding>0,1,LMT,c-MINDIFF*滑点,0,'21107701');//按指令价平仓
tsell(ENTERBARS<2 && l<h5 && myholding>0,1,LMT,c-MINDIFF*滑点,0,'21107701');//按指令价平仓
tsell(aj1&&myholding>0,1,LMT,c-MINDIFF*滑点,0,'21107701');//收盘前平多仓
tsell(ENTERBARS>1 && l<h9 && myholding>0,1,LMT,c-MINDIFF*滑点,0,'21108238');//按指令价平仓
tsell(ENTERBARS<2 && l<h5 && myholding>0,1,LMT,c-MINDIFF*滑点,0,'21108238');//按指令价平仓
tsell(aj1&&myholding>0,1,LMT,c-MINDIFF*滑点,0,'21108238');//收盘前平多仓
//平空仓
sellshort(ENTERBARS>1&&h>l9 && myholding<0,1,LIMITR,c+MINDIFF*滑点);//按指令价平仓
sellshort(ENTERBARS<2&&h>l5 && myholding<0,1,LIMITR,c+MINDIFF*滑点);//按指令价平仓
sellshort(aj1&&myholding<0,1,LIMITR,c+MINDIFF*滑点);//收盘前平空仓
tsellshort(ENTERBARS>1&&h>l9 && myholding<0,1,LMT,c+MINDIFF*滑点,0,'21107701');//按指令价平仓
tsellshort(ENTERBARS<2&&h>l5 && myholding<0,1,LMT,c+MINDIFF*滑点,0,'21107701');//按指令价平仓
tsellshort(aj1 && myholding<0,1,LMT,c+MINDIFF*滑点,0,'21107701');//收盘前平空仓
tsellshort(ENTERBARS>1&&h>l9 && myholding<0,1,LMT,c+MINDIFF*滑点,0,'21108238');//按指令价平仓
tsellshort(ENTERBARS<2&&h>l5 && myholding<0,1,LMT,c+MINDIFF*滑点,0,'21108238');//按指令价平仓
tsellshort(aj1 && myholding<0,1,LMT,c+MINDIFF*滑点,0,'21108238');//收盘前平空仓
//建立多头条件
long:=EXITBARS<>0&&h>h3&&sj&&myholding=0;//做多条件
buy(long,1,LIMITR,c+MINDIFF*滑点);//指令价开多仓
tbuy(long,1,LMT,c+MINDIFF*滑点,0,'21107701');//指令价开多仓
tbuy(long,1,LMT,c+MINDIFF*滑点,0,'21108238');//指令价开多仓
//建立空头条件
short:=EXITBARS<>0&&l<l3&&sj&&myholding=0;//做空条件
BUYSHORT(short,1,LIMITR,c-MINDIFF*滑点);//指令价开空仓
tBUYSHORT(short,1,LMT,c-MINDIFF*滑点,0,'21107701');//指令价开空仓
tBUYSHORT(short,1,LMT,c-MINDIFF*滑点,0,'21108238');//指令价开空仓
只能建议你好好看看后台的调试技巧了，还有请打开下单日志，这样容易查找问题，光看代码是解决不了问题的
HODLING是不会在同一支K线上改变两次的。你试试把HOLDING改成THOLDING2.