平空時卻沒有開多信號。　[金字塔]

請教：以下是個很簡單的1分鐘股指期貨程序，設(shè)計是按收盤價出信號：開多同時平空，或平多同時開空。

 不知為何“平多開空” 信號同時出現(xiàn)是對的，但平空時卻沒有開多信號？

BUYCOND:=HOLDING=0 and C>ref(HHV(H,1),1);
SELLCOND:= C<ref(LLV(L,1),1) AND HOLDING>0;
BUY(BUYCOND,1,THISCLOSE);
SELL(SELLCOND,1,THISCLOSE);

SHORTCOND:=HOLDING=0 and C<ref(LLV(L,1),1);
COVERCOND:= C>ref(HHV(H,1),1)AND HOLDING<0;
BUYSHORT(SHORTCOND,1,THISCLOSE);
SELLSHORT(COVERCOND,1,THISCLOSE);

BUYCOND:=HOLDING=0 and C>ref(HHV(H,1),1);
SELLCOND:= C<ref(LLV(L,1),1) AND HOLDING>0;

SHORTCOND:=HOLDING=0 and C<ref(LLV(L,1),1);
COVERCOND:= C>ref(HHV(H,1),1)AND HOLDING<0;
SELLSHORT(COVERCOND,1,THISCLOSE);
BUY(BUYCOND,1,THISCLOSE);
SELL(SELLCOND,1,THISCLOSE);

BUYSHORT(SHORTCOND,1,THISCLOSE);

金字塔固定順序平空開多平多開空

不要隨意發(fā)揮改寫順序

BUYCOND:= C>ref(HHV(H,1),1);
SELLCOND:= C<ref(LLV(L,1),1) ;

if buycond then begin
SELLSHORT(holding<0,1,THISCLOSE);
BUY(holding=0,1,THISCLOSE);
end

if sellcond then begin
SELL(holding>0,1,THISCLOSE);
BUYSHORT(holding=0,1,THISCLOSE);
end