交易系統(tǒng)范例，請大家點評，找出其中的錯誤或不妥：　[金字塔]

Input:N1(6),N2(12);

LC := REF(CLOSE,1);
RSI_6:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI_12:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;

ConBuy:=(Rsi_6 > Rsi_12) And Ref(Rsi_6,1)<=Ref(Rsi_12,1);
ConSell:=(Rsi_6 <= Rsi_12) And Ref(Rsi_6,1)>Ref(Rsi_12,1);
ConBuyShort:=(Rsi_6 <= Rsi_12) And Ref(Rsi_6,1)>Ref(Rsi_12,1);
ConSellShort:=(Rsi_6 > Rsi_12) And Ref(Rsi_6,1)<=Ref(Rsi_12,1);

//做多、平空
If (ConBuy Or ConSellShort) And TisRemainEx(1,'888888','Ta01')=0 Then  Begin
TSellShort(TSellHoldingEx('888888','Ta01',1)>0,0,LMT,DYNAINFO(28),0,'888888','Ta01');
Tbuy(TbuyHoldingEx('888888','Ta01',1)=0,1,LMT,DYNAINFO(34),0,'888888','Ta01');
DebugFile('F:\DebugFile.txt','當(dāng)前系統(tǒng)發(fā)出的信號是：做多 %.2f',CurrentTime);
End

//做空、平多
If (ConSell Or ConBuyShort) And TisRemainEx(1,'888888','Ta01')=0 Then Begin
TSell(TbuyHoldingEx('888888','Ta01',1)>0,1,LMT,DYNAINFO(28),0,'888888','Ta01');
TBuyShort(TSellHoldingEx('888888','Ta01',1)=0,1,LMT,DYNAINFO(28),0,'888888','Ta01');
DebugFile('F:\DebugFile.txt','當(dāng)前系統(tǒng)發(fā)出的信號是：做空 %.2f',CurrentTime);
End

做一下歷史回測，看看表現(xiàn)如何。

無法使用

用是，肯定能用的，只是，其中有幾處錯誤，希望大家能開動腦筋、找出來。。。。