我完全没有改动过，为什么软件里的02.双向海龟交易系统-后台这个策略输出的 debugfile.txt 有错误？ - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

//声明参数
INPUT : T20(20,15,60,1) ;    //进场的周期
INPUT : T10(10,10,30,1);    //出场的周期
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(2,1,20,1) ;    //每次交易的手数

//声明变量
BUYORDERTHISBAR := 0 ; //当前BAR有过交易

VARIABLE : _DEBUG = 1 ;     //是否输出前台交易指令
VARIABLE : _TDEBUG = 1 ;    //是否输出后台交易指令
VARIABLE : _DEBUGOUT = 1 ;    //是否输出后台交易的调试信息

VARIABLE : MYENTRYPRICE =0 ; //开仓价格
VARIABLE : MYEXITPRICE =0 ; //平仓价格

VARIABLE : TURTLEUNITS=0 ; //交易单位
VARIABLE : POSITION=0 ; //仓位状态
//0表示没有仓位，1表示持有多头， -1表示持有空头

VARIABLE : T20HI=CLOSE ; //20周期的高点
VARIABLE : T20LO=CLOSE ; //20周期的低点

VARIABLE : T10HI=CLOSE ; //10周期的高点
VARIABLE : T10LO=CLOSE ; //10周期的低点

//准备需要计算的变量
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;

T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;

AVGTR := REF(MA(TR,ATRLEN),1) ;

//采用全局变量保存最后一根K线的计算状态
STRENTRYBARPOS:STRCAT(STKLABEL,'ENTRYBARPOS') ;
STREXITBARPOS:STRCAT(STKLABEL,'EXITBARPOS') ;
STRPREENTRYPRICE:STRCAT(STKLABEL,'PREENTRYPRICE') ;
STRTURTLEUNITS:STRCAT(STKLABEL,'TURTLEUNITS') ;
STRPOSITION:STRCAT(STKLABEL,'POSITION') ;
STRPREN:STRCAT(STKLABEL,'PREN') ;

{IF NOT ( WORKMODE=1 ) THEN BEGIN
DRAWTEXTEX(1 ,0 ,0 ,0 ,'提示：本公式仅用于后台交易！' ),COLORYELLOW ;
EXIT ;
END}

//开始执行时初始化数据
//注意：第一个数据的BARPOS=1
IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;

END //IF

//如果当前棒是最后一根K线，执行
IF ISLASTBAR THEN BEGIN

// 如果最后一根K线发生过出场信号，则那一根K线不再交易
IF EXTGBDATA(STREXITBARPOS) = BARPOS THEN BEGIN
GOTO CONTINUELINE ;
END

//恢复上一秒计算时保存的数据
//如果记录的进场BARPOS和当前的相等，说明上一个进场信号也是最后一根K线发出的。
IF EXTGBDATA(STRENTRYBARPOS) = BARPOS THEN BEGIN
  MYENTRYPRICE := EXTGBDATA(STRPREENTRYPRICE) ;
  TURTLEUNITS := EXTGBDATA(STRTURTLEUNITS) ;
  POSITION := EXTGBDATA(STRPOSITION) ;
  N := EXTGBDATA(STRPREN) ;
END

//如果当前是没有持仓的状态
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

  //建立多头进场条件
  LONG := H > T20HI ;

  //多头进场符合
  IF LONG THEN BEGIN
   MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;
   POSITION := 1 ;
   TURTLEUNITS := 1 ;
   N := AVGTR ;

   TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

   EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;
   EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;
   EXTGBDATASET(STRPREN,N ) ;

  END //IF多头进场符合

  //建立空头进场条件
  SHORT := L < T20LO ;

  //空头进场符合
  IF SHORT AND POSITION=0 THEN BEGIN
   MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
   POSITION := -1 ;
   TURTLEUNITS := 1 ;
   N := AVGTR ;

   TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

//如果当前持有多头仓位的状态

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

  //多头加仓条件

  IF (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 THEN BEGIN
   MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;
   MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;
   TURTLEUNITS := TURTLEUNITS+1 ;

   TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

   EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;
   EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END //IF多头加仓条件

  //建立多头离场条件
  LONGX1 := (LOW < T10LO) ;

  IF LONGX1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;
   POSITION := 0 ;
   TURTLEUNITS := 0 ;

   TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;

   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END

  //建立多头止损条件
  LONGX2 := (LOW<MYENTRYPRICE-2*N) ;

  IF LONGX2 AND POSITION=1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;
   MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
   POSITION := 0 ;
   TURTLEUNITS := 0 ;

   TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;

   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

END

GOTO CONTINUELINE ;

END //IF如果当前持有多头仓位的状态

//如果当前持有空头仓位的状态

IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

//空头加仓条件

  IF (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 THEN BEGIN
   MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;
   MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;
   TURTLEUNITS := TURTLEUNITS+1 ;

TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

   EXTGBDATASET(STRENTRYBARPOS,BARPOS ) ;
   EXTGBDATASET(STRPREENTRYPRICE,MYENTRYPRICE ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END //IF空头加仓条件

  //建立空头离场条件
  SHORTX1 := H > T10HI ;

  IF SHORTX1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;
   POSITION := 0 ;
   TURTLEUNITS := 0 ;

   TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;

   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

  END

  //建立空头止损条件
  SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;

  IF SHORTX2 AND POSITION = -1 AND EXTGBDATA(STRENTRYBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
   MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;
   MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
   POSITION := 0 ;
   TURTLEUNITS := 0 ;

   TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;

   EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
   EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
   EXTGBDATASET(STRPOSITION,POSITION ) ;

END

GOTO CONTINUELINE ;

END //IF如果当前持有空头仓位的状态

//如果以上3种情形都没有成立，则直接结束本次判断
GOTO CONTINUELINE ;

END //IF如果当前棒是最后一根K线

//不是最后一根K线的情形
//如果当前是没有持仓的状态
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

//建立多头进场条件
LONG := H > T20HI ;

//多头进场
IF LONG THEN BEGIN
  MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;
  //BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE+MINDIFF);
  POSITION := 1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

END //IF

//建立空头进场条件
SHORT := L < T20LO ;

//空头进场
IF SHORT AND POSITION=0 THEN BEGIN
  MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
  //BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE-MINDIFF);
  POSITION := -1 ;
  TURTLEUNITS := 1 ;
  N := AVGTR ;
  BUYORDERTHISBAR := 1;

END

//不要跳转，让程序检查同一根K线是否可以加仓
//GOTO CONTINUELINE ;

END //IF

//如果当前持有多头仓位的状态

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

//多头加仓条件

WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;
  MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;
  //BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;
END //WHILE

//建立多头离场条件
LONGX1 := (LOW < T10LO) ;

IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;
  //SELL( _DEBUG ,0,LIMITR,MYEXITPRICE-MINDIFF);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

//建立多头止损条件
LONGX2 := (LOW<MYENTRYPRICE-2*N) ;

IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;
  MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
  //SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

GOTO CONTINUELINE ;

END //IF

//如果当前持有空头仓位的状态

IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

//空头加仓条件

WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN
  MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;
  MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;
  //BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);
  TURTLEUNITS := TURTLEUNITS+1 ;
  BUYORDERTHISBAR := 1;
END //IF

//建立空头离场条件
SHORTX1 := H > T10HI ;

IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;
  //SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE+MINDIFF);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

//建立空头止损条件
SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;

IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN
  MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;
  MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
  //SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
  POSITION := 0 ;
  TURTLEUNITS := 0 ;
END

END //IF

//显示账户状态
CONTINUELINE@ 资产:TASSET,LINETHICK0;
//可用现金:CASH(0),LINETHICK0;
POS:THOLDING,LINETHICK0;
//交易次数:TOTALDAYTRADE, LINETHICK0 ;
//EP:MYENTRYPRICE ;
// DEBUGOUT('POSITION=%.0F' ,POSITION ) ;
// DEBUGOUT('TURTLEUNITS=%.0F' ,TURTLEUNITS ) ;
// DEBUGOUT('BARPOS=%.0F' ,BARPOS ) ;
// DEBUGOUT('MYENTRYPRICE=%.0F' ,MYENTRYPRICE ) ;

IF _DEBUGOUT>0 AND ISLASTBAR THEN BEGIN

DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','AVGTR=%.2F' ,AVGTR ,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,1 ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,1 ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','OPEN=%.2F' ,O ,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','HIGH=%.2F' ,H ,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','LOW=%.2F' ,L ,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,1) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','MYENTRYPRICE=%.0F' ,MYENTRYPRICE ,1) ;

END //IF

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主题：我完全没有改动过， 为什么软件里的02.双向海龟交易系统-后台 这个策略输出的 debugfile.txt 有错误？

主题：我完全没有改动过，为什么软件里的02.双向海龟交易系统-后台这个策略输出的 debugfile.txt 有错误？