我完全沒有改動過， 為什么軟件里的02.雙向海龜交易系統(tǒng)-后臺 這個策略輸出的 debugfile.txt 有錯誤？

?

?

?來源:程序化久久網(wǎng)（ www.tumamayizhan.com ）

?

附件在哪？你直接把你修改后的代碼貼出來，我們看下。你是怎么輸出的。

?

?

//聲明參數(shù)
INPUT : T20(20,15,60,1) ;????//進場的周期
INPUT : T10(10,10,30,1);????//出場的周期
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(2,1,20,1) ;????//每次交易的手數(shù)

//聲明變量
BUYORDERTHISBAR := 0 ;??//當(dāng)前BAR有過交易

VARIABLE : _DEBUG = 1 ;?????//是否輸出前臺交易指令
VARIABLE : _TDEBUG = 1 ;????//是否輸出后臺交易指令
VARIABLE : _DEBUGOUT = 1 ;????//是否輸出后臺交易的調(diào)試信息

VARIABLE : MYE***YPRICE =0 ;???//開倉價格
VARIABLE : MYEXITPRICE =0 ;???//平倉價格

VARIABLE : TURTLEUNITS=0 ;???//交易單位
VARIABLE : POSITION=0 ;???//倉位狀態(tài)
//0表示沒有倉位，1表示持有多頭， -1表示持有空頭

VARIABLE : T20HI=CLOSE ;???//20周期的高點
VARIABLE : T20LO=CLOSE ;???//20周期的低點

VARIABLE : T10HI=CLOSE ;???//10周期的高點
VARIABLE : T10LO=CLOSE ;???//10周期的低點

//準備需要計算的變量
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;

T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;

***GTR :=? REF(MA(TR,ATRLEN),1) ;

//采用全局變量保存最后一根K線的計算狀態(tài)
STRE***YBARPOS:STRCAT(STKLABEL,'E***YBARPOS') ;
STREXITBARPOS:STRCAT(STKLABEL,'EXITBARPOS') ;
STRPREE***YPRICE:STRCAT(STKLABEL,'PREE***YPRICE') ;
STRTURTLEUNITS:STRCAT(STKLABEL,'TURTLEUNITS') ;
STRPOSITION:STRCAT(STKLABEL,'POSITION') ;
STRPREN:STRCAT(STKLABEL,'PREN') ;

{IF NOT ( WORKMODE=1 ) THEN BEGIN
?DRAWTEXTEX(1 ,0 ,0 ,0 ,'提示：本公式僅用于后臺交易！'? ),COLORYELLOW ;
?EXIT ;
END}

//開始執(zhí)行時 初始化數(shù)據(jù)
//注意：第一個數(shù)據(jù)的BARPOS=1
IF BARPOS=1 THEN BEGIN
?//POSITION := 0 ;

END //IF

//如果當(dāng)前棒是最后一根K線，執(zhí)行
IF ISLASTBAR THEN BEGIN

?// 如果最后一根K線發(fā)生過出場信號，則那一根K線不再交易
?IF EXTGBDATA(STREXITBARPOS) = BARPOS THEN BEGIN
??GOTO CONTINUELINE ;
?END

?//恢復(fù)上一秒計算時保存的數(shù)據(jù)
?//如果記錄的進場BARPOS和當(dāng)前的相等，說明上一個進場信號也是最后一根K線發(fā)出的。??
?IF EXTGBDATA(STRE***YBARPOS) = BARPOS THEN BEGIN
??MYE***YPRICE := EXTGBDATA(STRPREE***YPRICE) ;
??TURTLEUNITS := EXTGBDATA(STRTURTLEUNITS) ;
??POSITION := EXTGBDATA(STRPOSITION) ;
??N := EXTGBDATA(STRPREN) ;
?END
?
?//如果當(dāng)前是沒有持倉的狀態(tài)
?IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
?
??//建立多頭進場條件
??LONG := H > T20HI ;
??
??//多頭進場符合
??IF LONG THEN BEGIN
???MYE***YPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;???
???POSITION := 1 ;
???TURTLEUNITS := 1 ;
???N := ***GTR ;
?
???TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

???EXTGBDATASET(STRE***YBARPOS,BARPOS ) ;
???EXTGBDATASET(STRPREE***YPRICE,MYE***YPRICE ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;
???EXTGBDATASET(STRPREN,N ) ;
?
??END //IF多頭進場符合
?
?
??//建立空頭進場條件
??SHORT := L < T20LO ;
??
??//空頭進場符合
??IF SHORT AND POSITION=0 THEN BEGIN???
???MYE***YPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;???
???POSITION := -1 ;
???TURTLEUNITS := 1 ;
???N := ***GTR ;
?
???TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

???EXTGBDATASET(STRE***YBARPOS,BARPOS ) ;
???EXTGBDATASET(STRPREE***YPRICE,MYE***YPRICE ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;
???EXTGBDATASET(STRPREN,N ) ;
?
??END //IF空頭進場符合
??
??GOTO CONTINUELINE ;
??
?END? //IF如果當(dāng)前是沒有持倉的狀態(tài)

?//如果當(dāng)前持有多頭倉位的狀態(tài)
?
?IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
?
??//多頭加倉條件
??
??IF (HIGH>MYE***YPRICE+0.5*N) AND TURTLEUNITS<4 THEN BEGIN
???MYE***YPRICE := IF(OPEN>MYE***YPRICE+0.5*N ,OPEN ,MYE***YPRICE+0.5*N ) ;
???MYE***YPRICE := CEILING(MYE***YPRICE/MINDIFF)*MINDIFF ;?
???TURTLEUNITS := TURTLEUNITS+1 ;
?
???TBUY( _TDEBUG,POSNUM,LMT,H),ALLOWREPEAT ;

???EXTGBDATASET(STRE***YBARPOS,BARPOS ) ;
???EXTGBDATASET(STRPREE***YPRICE,MYE***YPRICE ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;
?
??END //IF多頭加倉條件?
??
??//建立多頭離場條件
??LONGX1 := (LOW < T10LO)? ;
??
??IF LONGX1 AND EXTGBDATA(STRE***YBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
???MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;???
???POSITION := 0 ;
???TURTLEUNITS := 0 ;
???
???TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;
???
???EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;

??END
?
??//建立多頭止損條件
??LONGX2 := (LOW<MYE***YPRICE-2*N)? ;
?
??IF LONGX2 AND POSITION=1 AND EXTGBDATA(STRE***YBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
???MYEXITPRICE := IF(OPEN<MYE***YPRICE-2*N ,OPEN ,MYE***YPRICE-2*N ) ;??
???MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;?
???POSITION := 0 ;
???TURTLEUNITS := 0 ;

???TSELL( _TDEBUG ,0,LMT,L),ALLOWREPEAT;
???
???EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;

??END
?
??GOTO CONTINUELINE ;
?
?END? //IF如果當(dāng)前持有多頭倉位的狀態(tài)

?//如果當(dāng)前持有空頭倉位的狀態(tài)
?
?IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
?
??//空頭加倉條件

??IF (LOW<MYE***YPRICE-0.5*N) AND TURTLEUNITS<4 THEN BEGIN
???MYE***YPRICE := IF(OPEN<MYE***YPRICE-0.5*N ,OPEN ,MYE***YPRICE-0.5*N ) ;???
???MYE***YPRICE := FLOOR(MYE***YPRICE/MINDIFF)*MINDIFF ;?
???TURTLEUNITS := TURTLEUNITS+1 ;

???TBUYSHORT( _TDEBUG,POSNUM,LMT,L),ALLOWREPEAT;

???EXTGBDATASET(STRE***YBARPOS,BARPOS ) ;
???EXTGBDATASET(STRPREE***YPRICE,MYE***YPRICE ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;

??END //IF空頭加倉條件?
?
??//建立空頭離場條件
??SHORTX1 := H > T10HI? ;
?
??IF SHORTX1 AND EXTGBDATA(STRE***YBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
???MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;???
???POSITION := 0 ;
???TURTLEUNITS := 0 ;

???TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;
???
???EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;

??END
?
??//建立空頭止損條件
??SHORTX2 := HIGH > MYE***YPRICE + 2*N? ;
?
??IF SHORTX2 AND POSITION = -1 AND EXTGBDATA(STRE***YBARPOS)<>BARPOS AND EXTGBDATA(STREXITBARPOS)<>BARPOS THEN BEGIN
???MYEXITPRICE := IF(OPEN>MYE***YPRICE+2*N ,OPEN ,MYE***YPRICE+2*N ) ;???
???MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;?
???POSITION := 0 ;
???TURTLEUNITS := 0 ;

???TSELLSHORT( _TDEBUG,0,LMT,H),ALLOWREPEAT;
???
???EXTGBDATASET(STREXITBARPOS,BARPOS ) ;
???EXTGBDATASET(STRTURTLEUNITS,TURTLEUNITS ) ;
???EXTGBDATASET(STRPOSITION,POSITION ) ;

??END

??GOTO CONTINUELINE ;
?
?END? //IF如果當(dāng)前持有空頭倉位的狀態(tài)

?//如果以上3種情形都沒有成立，則直接結(jié)束本次判斷
?GOTO CONTINUELINE ;

END //IF如果當(dāng)前棒是最后一根K線

//不是最后一根K線的情形
//如果當(dāng)前是沒有持倉的狀態(tài)
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

?//建立多頭進場條件
?LONG := H > T20HI ;
?
?//多頭進場
?IF LONG THEN BEGIN
??MYE***YPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;???
??//BUY( _DEBUG,POSNUM,LIMITR,MYE***YPRICE+MINDIFF);
??POSITION := 1 ;
??TURTLEUNITS := 1 ;
??N := ***GTR ;
??BUYORDERTHISBAR := 1;

?END //IF

?//建立空頭進場條件
?SHORT := L < T20LO ;
?
?//空頭進場
?IF SHORT AND POSITION=0 THEN BEGIN???
??MYE***YPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;???
??//BUYSHORT( _DEBUG,POSNUM,LIMITR,MYE***YPRICE-MINDIFF);
??POSITION := -1 ;
??TURTLEUNITS := 1 ;
??N := ***GTR ;
??BUYORDERTHISBAR := 1;

?END
?
?//不要跳轉(zhuǎn)，讓程序檢查同一根K線是否可以加倉
?//GOTO CONTINUELINE ;
?
END? //IF

//如果當(dāng)前持有多頭倉位的狀態(tài)

IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN

?//多頭加倉條件
?
?WHILE (HIGH>MYE***YPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN
??MYE***YPRICE := IF(OPEN>MYE***YPRICE+0.5*N ,OPEN ,MYE***YPRICE+0.5*N ) ;
??MYE***YPRICE := CEILING(MYE***YPRICE/MINDIFF)*MINDIFF ;?
??//BUY( _DEBUG, POSNUM, LIMITR, MYE***YPRICE);
??TURTLEUNITS := TURTLEUNITS+1 ;
??BUYORDERTHISBAR := 1;
?END //WHILE?
?
?//建立多頭離場條件
?LONGX1 := (LOW < T10LO)? ;
?
?IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
??MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;???
??//SELL( _DEBUG ,0,LIMITR,MYEXITPRICE-MINDIFF);
??POSITION := 0 ;
??TURTLEUNITS := 0 ;
?END

?//建立多頭止損條件
?LONGX2 := (LOW<MYE***YPRICE-2*N)? ;

?IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
??MYEXITPRICE := IF(OPEN<MYE***YPRICE-2*N ,OPEN ,MYE***YPRICE-2*N ) ;??
??MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;?
??//SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
??POSITION := 0 ;
??TURTLEUNITS := 0 ;
?END

?GOTO CONTINUELINE ;

END? //IF

//如果當(dāng)前持有空頭倉位的狀態(tài)

IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN

?//空頭加倉條件
?
?WHILE (LOW<MYE***YPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN
??MYE***YPRICE := IF(OPEN<MYE***YPRICE-0.5*N ,OPEN ,MYE***YPRICE-0.5*N ) ;???
??MYE***YPRICE := FLOOR(MYE***YPRICE/MINDIFF)*MINDIFF ;?
??//BUYSHORT( _DEBUG,POSNUM, LIMITR, MYE***YPRICE);
??TURTLEUNITS := TURTLEUNITS+1 ;
??BUYORDERTHISBAR := 1;
?END //IF?

?//建立空頭離場條件
?SHORTX1 := H > T10HI? ;

?IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
??MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;???
??//SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE+MINDIFF);
??POSITION := 0 ;
??TURTLEUNITS := 0 ;
?END

?//建立空頭止損條件
?SHORTX2 := HIGH > MYE***YPRICE + 2*N? ;

?IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0? THEN BEGIN
??MYEXITPRICE := IF(OPEN>MYE***YPRICE+2*N ,OPEN ,MYE***YPRICE+2*N ) ;???
??MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;?
??//SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
??POSITION := 0 ;
??TURTLEUNITS := 0 ;
?END

END? //IF

//顯示賬戶狀態(tài)
CONTINUELINE@ 資產(chǎn):TASSET,LINETHICK0;
//可用現(xiàn)金:CASH(0),LINETHICK0;
POS:THOLDING,LINETHICK0;
//交易次數(shù):TOTALDAYTRADE, LINETHICK0 ;
//EP:MYE***YPRICE ;
//?DEBUGOUT('POSITION=%.0F' ,POSITION ) ;
//?DEBUGOUT('TURTLEUNITS=%.0F' ,TURTLEUNITS ) ;
//?DEBUGOUT('BARPOS=%.0F' ,BARPOS ) ;
//?DEBUGOUT('MYE***YPRICE=%.0F' ,MYE***YPRICE ) ;

IF _DEBUGOUT>0? AND ISLASTBAR THEN BEGIN

?DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','***GTR=%.2F' ,***GTR ,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,1 ) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,1 ) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','OPEN=%.2F' ,O ,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','HIGH=%.2F' ,H ,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','LOW=%.2F' ,L ,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,1) ;
?DEBUGFILE2('C:\DEBUGFILE.TXT','MYE***YPRICE=%.0F' ,MYE***YPRICE ,1) ;

END //IF