代码问题，求教　[MC]

只是想实现 止损后，反手交易，并且手数翻倍。

所以手数应该是1 2 4 8 16 32 这样倍增。

但现在总是出现跳跃，不知道是为什么。

不用一定在哪个品种上测试，小品种上都可以测试，螺纹，大豆，豆粕等等都行。

例如下图1 2 4 然后没有8 直接跳到了16 。

32后 直接跳到了128

是和模式（bar内？）有关？还是代码？

全部代码如下：

inputs:

         Zhiyingx( 9999) ,      

Zhiying( 9999) ,

Zhisun( 5 ) ;

variables:

   nn(4) ,

         ww(3) ,       

var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

shoushua( 1 ), shoushu(1), yici(0) 

;

yici=0;

var0 = BollingerBand( Close, Length, 1 ) ;

var1 = BollingerBand( Close , Length, -1 ) ;

var2 = Average(C,Length);

condition3 = TIME>900 and TIME<2300;

condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

if TNUMSEQLOSS<ww then begin

Zhiyings=Zhiying;

end

Else begin

       Zhiyings=Zhiyingx;

end;

if TNUMSEQLOSS<nn then begin

shoushua=shoushu;

end

Else begin

        shoushu=0.5;

       end;

condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3 ;

condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 ;

condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

if (condition1 or yici[1]=1)  and marketposition=0 then begin

Buy ( "kai1" ) 1 Contract next bar at Open stop ;

end;

if (condition2 or yici[1]=-1) and marketposition=0  then begin

Sell Short ( "kai2" ) 1 Contract  next bar at Open stop ;

end;

if condition4  and condition5=False then begin

          TNUMSEQLOSS=TNUMSEQLOSS+1;

          print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

          shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," buy  shoushu: ",shoushu);

buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

end;

if condition5 and condition4=False then begin

           TNUMSEQLOSS=TNUMSEQLOSS+1;

           print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

           shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

end;

if condition6 then begin

buytocover  ( "ying1" ) next bar at avgentryprice-Zhiyings  stop ;

shoushu=1;

TNUMSEQLOSS=0;

yici=-1;

end;

if condition7 then begin

sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

shoushu=1;

       TNUMSEQLOSS=0;

       yici=1;

end;

if condition4  and condition5=False then begin

          TNUMSEQLOSS=TNUMSEQLOSS+1;

          print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

          shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," buy  shoushu: ",shoushu);

buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

end;

if condition5 and condition4=False then begin

           TNUMSEQLOSS=TNUMSEQLOSS+1;

           print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

           shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

end;

以上代码是您累加变量TNUMSEQLOSS的地方，也是问题的所在，之所以出现”跳跃“是因为重复累加，也就是条件连续满足导致连续累加；因为您使用的是条件单，而条件单不一定委托出去就会成交，但是您在条件成立时肯定会累加变量TNUMSEQLOSS，所以导致两者的不一致；解决方法是，确定条件单成交之后再累加变量TNUMSEQLOSS

判断是否成交的方法有很多：

第一、在没有加仓的情况下，通过当根bar的marketposition与前一根bar的marketposition的信息对比进行判断，但是由于marketposition没有回溯的功能，但您需要先将marketposition的值赋值给新建的变量mp，然后通过判断mp[1]<>mp

第二、在有加仓的情况下，您还需要考虑关键字currentcontracts等持仓部位信息的变化，以此来判断。

第三、策略属性中有重新计算的设置，可以勾选“委托单成交”，这个用来判断委托单成交有点复杂，不建议使用。

inputs:

         Zhiyingx( 9999) ,      

Zhiying( 9999) ,

Zhisun( 5 ) ;

variables:

   nn(4) ,

         ww(3) ,       

var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

shoushua( 1 ), shoushu(1), yici(0), mp(0);;

yici=0;

var0 = BollingerBand( Close, Length, 1 ) ;

var1 = BollingerBand( Close , Length, -1 ) ;

var2 = Average(C,Length);

condition3 = TIME>900 and TIME<2300;

condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

if TNUMSEQLOSS<ww then begin

Zhiyings=Zhiying;

end

Else begin

       Zhiyings=Zhiyingx;

end;

if TNUMSEQLOSS<nn then begin

shoushua=shoushu;

end

Else begin

        shoushu=0.5;

       end;

mp=marketposition;

condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3  and  mp[1]<>mp;

condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 and  mp[1]<>mp;

condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

if (condition1 or yici[1]=1)  and marketposition=0 then begin

Buy ( "kai1" ) 1 Contract next bar at Open stop ;

end;

if (condition2 or yici[1]=-1) and marketposition=0  then begin

Sell Short ( "kai2" ) 1 Contract  next bar at Open stop ;

end;

if condition4  and condition5=False then begin

          TNUMSEQLOSS=TNUMSEQLOSS+1;

          print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

          shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," buy  shoushu: ",shoushu);

buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

end;

if condition5 and condition4=False then begin

           TNUMSEQLOSS=TNUMSEQLOSS+1;

           print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

           shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

end;

if condition6 then begin

buytocover  ( "ying1" ) next bar at avgentryprice-Zhiyings  stop ;

shoushu=1;

TNUMSEQLOSS=0;

yici=-1;

end;

if condition7 then begin

sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

shoushu=1;

       TNUMSEQLOSS=0;

       yici=1;

end;

我按照您说的改了，这样基本交易1,2次就不交易了，这是怎么回事？

inputs:

         Zhiyingx( 9999) ,      

Zhiying( 9999) ,

Zhisun( 5 ) ;

variables:

   nn(4) ,

         ww(3) ,       

var0( 0 ), var1( 0 ), var2( 0 ),Length( 20 ),Zhiyings( 20 ),TNUMSEQLOSS( 0 ),

shoushua( 1 ), shoushu(1), yici(0), mp(0);;

yici=0;

var0 = BollingerBand( Close, Length, 1 ) ;

var1 = BollingerBand( Close , Length, -1 ) ;

var2 = Average(C,Length);

condition3 = TIME>900 and TIME<2300;

condition1 = c[1]>o[1] and c[1]>Average(c[1],26) and condition3 ;;

condition2 = c[1]<o[1] and c[1]<Average(c[1],26) and condition3 ;;

if TNUMSEQLOSS<ww then begin

Zhiyings=Zhiying;

end

Else begin

       Zhiyings=Zhiyingx;

end;

if TNUMSEQLOSS<nn then begin

shoushua=shoushu;

end

Else begin

        shoushu=0.5;

       end;

mp=marketposition;

condition4 = CurrentBar > 1 and H>Zhisun+avgentryprice and marketposition=-1 and condition3  and  mp[1]<>mp;

condition5 = CurrentBar > 1 and l<avgentryprice-Zhisun and marketposition=1 and condition3 and  mp[1]<>mp;

condition6 = CurrentBar > 1 and l<avgentryprice-Zhiyings and marketposition=-1 and condition3 ;

condition7 = CurrentBar > 1 and h>avgentryprice+Zhiyings and marketposition=1 and condition3 ;

if (condition1 or yici[1]=1)  and marketposition=0 then begin

Buy ( "kai1" ) 1 Contract next bar at Open stop ;

end;

if (condition2 or yici[1]=-1) and marketposition=0  then begin

Sell Short ( "kai2" ) 1 Contract  next bar at Open stop ;

end;

if condition4  and condition5=False then begin

          TNUMSEQLOSS=TNUMSEQLOSS+1;

          print(date," ",time," buy  TNUMSEQLOSS: ",TNUMSEQLOSS);

          shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," buy  shoushu: ",shoushu);

buy  ( "kui1" )  shoushu Contracts       next bar at Zhisun+avgentryprice  stop ;

end;

if condition5 and condition4=False then begin

           TNUMSEQLOSS=TNUMSEQLOSS+1;

           print(date," ",time," sellshort TNUMSEQLOSS: ",TNUMSEQLOSS);

           shoushu=Power(2,TNUMSEQLOSS); 

           print(date," ",time," sellshort shoushu: ",shoushu);

sellshort( "kui2" )  shoushu Contracts    next bar at avgentryprice-Zhisun  stop ;

end;

if condition6 then begin

buytocover  ( "ying1" ) next bar at avgentryprice-Zhiyings  stop ;

shoushu=1;

TNUMSEQLOSS=0;

yici=-1;

end;

if condition7 then begin

sell( "ying2" ) next bar at avgentryprice+Zhiyings stop ;

shoushu=1;

       TNUMSEQLOSS=0;

       yici=1;

end;

我按照您说的改了，这样基本交易1,2次就不交易了，这是怎么回事？