来个老师帮我看看哪里出问题　[金字塔]

咨询内容： 我的手数写的都是5手，回测的时候变成几百手或者1手了，还有问题是重复交易，
我想写的是引用MACD指标和KDJ指标
当K>D 用时DIFF>DEA的时候开多5手
当K<D 用时DIFF<DEA的时候开空5手
当K>D 和DIFF<DEA 以及 K<D 和DIFF<DEA 的时候平有仓

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:SMA(RSV,3,1);
D:SMA(K,3,1);
J:3*K-2*D;
DIFF : EMA(CLOSE,5) - EMA(CLOSE,20);
DEA : EMA(DIFF,5);
2*(DIFF-DEA),COLORSTICK;
SELL( K>D and DIFF<DEA ，5）;
SELL(K<D and DIFF>DEA ，5）;
SELLSHORT( K>D and DIFF<DEA ，5）;
SELLSHORT(K<D and DIFF>DEA ，5）;
BUY(K>D and DIFF>DEA，5);
BUYSHORT( K<D and DIFF<DEA，5);

 

 来源: WWW.CXH99.COM

金字塔资深技术： 加上holding仓位控制[PEL] 复制代码

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:SMA(RSV,3,1);
D:SMA(K,3,1);
J:3*K-2*D;
DIFF : EMA(CLOSE,5) - EMA(CLOSE,20);
DEA : EMA(DIFF,5);
2*(DIFF-DEA),COLORSTICK;
SELL( K>D and DIFF<DEA and HOLDING>0,5,MARKET);
SELL(K<D and DIFF>DEA and HOLDING>0 ,5,MARKET);
SELLSHORT( K>D and DIFF<DEA and HOLDING<0 ,5,MARKET);
SELLSHORT(K<D and DIFF>DEA  and HOLDING<0 ,5,MARKET);
BUY(  K>D and DIFF>DEA and HOLDING=0,5,MARKET);
BUYSHORT( K<D and DIFF<DEA  and HOLDING=0,5,MARKET);