--  作者:zjzer 
        --  发布时间:2012/7/4 13:36:45 
        
        --  我的交易系统为何在同一天发出买入和卖出信号? 
        我测试百润股份时,20120702为何同时有"开4"和“平多”信号出现?(改过的海龟系统) 
	1,前边为什么有两个“开1“? 
	2,程序中的sellsign,dayCoun,PositionCount,EntAndExitSign,EntPoint,ExitPoint这些变量是程序特定的名词吗? 
	3,程序中没有”平多“二字,在K线图上,为什么会出现"平多"二字 
	以下是代码: 
	VARIABLE:dayCount=1,PositionCount=1,SellSign=0;  VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;  VARIABLE:N=0;  
	MA1:MA(C,18); MA3:MA(C,18); 
	CCI:="CCI"(14); M:=MA(TR,20);  BUYHHV:=cci>0; SELLLLV:=cross(-100,cci); aa:=PositionCount=1 and cross(c,ma(c,18)) and ma(c,18)>ref(ma(c,18),1); bb:=PositionCount=1 and c>ma(c,18) and cci>0 and ma(c,18)>ref(ma(c,18),1); 
	ss:n,linethick0; 
	IF BARPOS>=21 THEN BEGIN  IF BARPOS=21 THEN  N:=M; IF DayCount=6 OR BARPOS=21 THEN BEGIN{5天调整N值}  N:=(19*N+TR)/20;{计算N值}  DayCount:=2; END  DayCount:=DayCount+1;  EntPoint:=ENTERBARS+1;  IF EntPoint=EntAndExitSign THEN BEGIN{说明STOP指令买进头寸成功}  PositionCount:=PositionCount+1;{头寸计数}  SellSign:=True;{开始以STOP卖出,如果达到指定的价格}  END  IF aa or bb THEN BEGIN{第一头寸}  HOW:=CASH(0)*0.001/N;{波动性百分比决定头寸规模}  开1:BUY(BUYHHV,HOW,MARKET);{在20日新高STOP指令买进}  END  IF PositionCount=2 THEN BEGIN{如到第二头寸}  HOW:=CASH(0)*0.011/N;{波动性百分比决定头寸规模}  开2:BUY(h>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第一头寸)+0.5个N以STOP指令买进}  END  IF PositionCount=3 THEN BEGIN{如到第三头寸}  HOW:=CASH(0)*0.029/N;  开3:BUY(h>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第二头寸)+0.5个N以STOP指令买进}  END  IF PositionCount=4 THEN BEGIN  HOW:=CASH(0)*0.034/N;  开4:BUY(h>=ENTERPRICE+0.5*N,HOW,MARKET);  END  IF SellSign=True THEN BEGIN      ExitPoint:=EXITBARS+1;      IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功}         PositionCount:=1;{头寸计算复原}         SellSign:=False;      END     IF c>ENTERPRICE-1.5*N then SELL(SELLLLV,100%,MARKET);{退出离盈利头寸}      ELSE      SELL(c<=ENTERPRICE-1.5*N,100%,MARKET);{退出亏损头寸}      END  END; 
	   
         
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