DD:= cross(k,d);
KK:= cross(d,k);

平空:sellshort( DD and OPENPROFIT>ww*ss and holding<0, abs(HOLDING),MARKET);
平多:sell(KK and OPENPROFIT>ww*ss and holding>0,abs(HOLDING),MARKET);

開(kāi)多:buy(DD and holding=0, ss,thisclose);

首加多倉(cāng): IF OPENPROFIT<-WW*4*ss and DD and HOLDING=ss THEN buy(1,ss,thisclose);
再加多倉(cāng): IF OPENPROFIT<-WW*10*ss and DD and HOLDING=ss*2 THEN buy(1,ss,thisclose);
三加多倉(cāng): IF OPENPROFIT<-WW*20*ss and DD and HOLDING=ss*3 THEN buy(1,ss,thisclose);

開(kāi)空:buyshort(KK and holding=0,ss,thisclose);

首加空倉(cāng): IF OPENPROFIT<-WW*4*ss and KK and  HOLDING=-ss THEN buyshort(1,ss,THISCLOSE);
再加空倉(cāng): IF OPENPROFIT<-WW*10*ss and KK and  HOLDING=-ss*2 THEN buyshort(1,ss,THISCLOSE);
三加空倉(cāng): IF OPENPROFIT<-WW*20*ss and KK and  HOLDING=-ss*3 THEN buyshort(1,ss,THISCLOSE);;

你的平倉(cāng)條件有3個(gè)， DD 和 OPENPROFIT>ww*ss 和 holding<0,

DD和holding判斷是沒(méi)有問(wèn)題的，那么唯一有問(wèn)題值得調(diào)試就是openprofit的了。

調(diào)試輸出下WW*SS，看看這個(gè)數(shù)值是多少

如果ww*ss數(shù)值是大于0的，那么也有可能是成交撮合問(wèn)題

總之圖表出問(wèn)題，先自行檢查一下