升级后回测太慢了请老师帮我closeout改sp　[文华财经]

 JYN:=COUNTSIG(BK,DAYBARPOS)+COUNTSIG(SK,DAYBARPOS)+COUNTSIG(BPK,DAYBARPOS)+COUNTSIG(SPK,DAYBARPOS),NODRAW;
FANSHOUN:=COUNTSIG(BPK,DAYBARPOS)+COUNTSIG(SPK,DAYBARPOS);
WYL:=COUNTSIG(CLOSEOUT,DAYBARPOS)=0;

止盈:=IF(JYN=1,止盈1,IF(JYN=2,止盈2,IF(JYN=3,止盈3,止盈4))),NODRAW;
DUOYANG :=BARSLASTCOUNT(ISUP)>=N;
DUOYIN :=BARSLASTCOUNT(ISDOWN)>=N;
HONGZL:=ISDOWN &&REF(DUOYANG,1);
LIVZH:=ISUP&&REF(DUOYIN,1);
BKVOL>0&&C>=BKPRICE+止盈*MINPRICE,CLOSEOUT;

BKVOL=0&&H>=REF(H,1)&&REF(HONGZL,1)&&运行时间范围&&JYN<=0&&WYL&&YXQ,BK(''TC1);//YIK
BKVOL>0&&C<=BKPRICE-止损1*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=0&&LASTSIGGROUP=1,SP(''TC1);//YIP

BARSSP=1&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=1&&LASTSIGGROUP=1&&允许反手次数>=1 ,SK(''TC2);//ERK
SKVOL>0&&C>=SKPRICE+止损2*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=0&&LASTSIGGROUP=1,BP(''TC2);//ERP

BARSBP=1&&COUNTSIG(SP,DAYBARPOS)=1&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=2&&LASTSIGGROUP=1&&允许反手次数>=2,BK(''TC3);//SANK
BKVOL>0&&C<=BKPRICE-止损3*MINPRICE&&JYN<=3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=1&&COUNTSIG(BP,DAYBARPOS)=1&&LASTSIGGROUP=1,SP(''TC3);//SANP

BARSSP=1&&COUNTSIG(SP,DAYBARPOS)=2&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=3&&LASTSIGGROUP=1&&允许反手次数=3,SK(''TC4);//SIK
SKVOL>0&&C>=SKPRICE+止损4*MINPRICE&&JYN<=4&&YXQ&&COUNTSIG(SP,DAYBARPOS)=2&&COUNTSIG(BP,DAYBARPOS)=1&&LASTSIGGROUP=1,BP(''TC4);//SIP

//BKVOL>0&&C<BKPRICE-止损*MINPRICE&&FANSHOUN=最多反手数,SP;

SKVOL>0&&C<=SKPRICE-止盈*MINPRICE,CLOSEOUT;

SKVOL=0&&L<=REF(L,1)&&REF(LIVZH,1)&&运行时间范围&&JYN<=0&&WYL&&YXQ,SK(''TC1);//YIK
SKVOL>0&&C>=SKPRICE+止损1*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=0&&LASTSIGGROUP=2,BP(''TC1);//YIP

BARSBP=1&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=1&&LASTSIGGROUP=2&&允许反手次数>=1,BK(''TC2);//ERK
BKVOL>0&&C<=BKPRICE-止损2*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=0&&LASTSIGGROUP=2,SP(''TC2);//ERP

BARSSP=1&&COUNTSIG(BP,DAYBARPOS)=1&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=2&&LASTSIGGROUP=2&&允许反手次数>=2,SK(''TC3);//SANK
SKVOL>0&&C>=SKPRICE+止损3*MINPRICE&&JYN<=3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=1&&COUNTSIG(SP,DAYBARPOS)=1&&LASTSIGGROUP=2,BP(''TC3);//SANP

BARSBP=1&&COUNTSIG(BP,DAYBARPOS)=2&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=3&&LASTSIGGROUP=2&&允许反手次数=3,BK(''TC4);//SIK
BKVOL>0&&C<=BKPRICE-止损4*MINPRICE&&JYN<=4&&YXQ&&COUNTSIG(BP,DAYBARPOS)=2&&COUNTSIG(SP,DAYBARPOS)=1&&LASTSIGGROUP=2,SP(''TC4);//SIP

//SKVOL>0&&C>SKPRICE+止损*MINPRICE&&FANSHOUN=最多反手数,BP;

BKVOL>0&&运行时间范围=0,CLOSEOUT;
SKVOL>0&&运行时间范围=0,CLOSEOUT;

KTEXT(CROSS(SKVOL,0.5),0,REF(H,1),1,COLORGREEN,'空',VALIGN2,FONTSIZE20;
KTEXT(CROSS(BKVOL,0.5),0,REF(L,1),1,COLORMAGENTA,'多',VALIGN0,FONTSIZE20;

//AUTOFILTER;

TRADE_OTHER('UTO';

 来源:程序化99

 来源: WWW.CXH99.COM