尾盘平仓问题 (文华财经WH8赢智V8.2)

阳线多&&TJ1&&C>开盘价&&C>SETTLE&&多排&&OPI>多持仓量&&均线向上&&C在均线上&&NOT(CON),BPK;
阴线空&&TJ2&&C<开盘价&&空排&&C<SETTLE&&均线向下&&C在均线下&&OPI>空持仓量&&NOT(CON),SPK;

C<MA13,SP;//下破26周期低点，买平

C>MA13,BP;//下破26周期低点，买平

TIME>=1450&&TIME<1500,CLOSEOUT; 下午盘平仓
CLOSEMINUTEEVERY1(1)<=10,CLOSEOUT;//夜盘收盘前十分钟，清仓

CHECKSIG(BP,'A',0,'C',0,0);//第1信号开平仓

SETALLSIGPRICETYPE(TRACING_ORDER);//追价开平仓

AUTOFILTER;

老师你看下原因，铝尾盘没平仓

开盘价:=REF(O,DAYBARPOS-1);//当天的开盘价

#IMPORT[DAY,1,AA] AS VAR
阳线:VAR.阳线;
阴线:VAR.阴线;

MA5:MA(C,5);
MA10:MA(C,10);
MA13:MA(C,13);
MA26:MA(C,26);
MA60:MA(C,60);
MA30:MA(C,30);

阳线多:=REF(EVERY(阳线,2),1) && 阳线 ;
多持仓量:=REF(OPI,N2-1);
多排:=MA5>MA10&&MA10>MA26&&MA26>MA60;
均线向上:=MA5>REF(MA5,1)&&MA10>REF(MA10,1)&&MA26>REF(MA26,1);
C在均线上:=C>MAX1(MA5,MA10,MA26,MA60);
TJ1:=VAR.TJ1;
阴线空:=REF(EVERY(阴线,2),1) &&阴线;
空持仓量:=REF(OPI,N4-1);
空排:=MA5<MA10&&MA10<MA26&&MA26<MA60;
均线向下:=MA5<REF(MA5,1)&&MA10<REF(MA10,1)&&MA26<REF(MA26,1);
C在均线下:=C<MIN1(MA5,MA10,MA26,MA60);
TJ2:=VAR.TJ2;

CON:TIME>=2100 && TIME<=2110 || TIME>=0900 && TIME<=0910 || TIME>=1450 && TIME<1500 || CLOSEMINUTEEVERY1(1)<=10;

阳线多&&TJ1&&C>开盘价&&C>SETTLE&&多排&&OPI>多持仓量&&均线向上&&C在均线上&&NOT(CON),BPK;
阴线空&&TJ2&&C<开盘价&&空排&&C<SETTLE&&均线向下&&C在均线下&&OPI>空持仓量&&NOT(CON),SPK;

C<MA13,SP;//下破26周期低点，买平
CHECKSIG(SP,'A',0,'C',0,0);//第1信号开平仓

C>MA13,BP;//下破26周期低点，买平
CHECKSIG(BP,'A',0,'C',0,0);//第1信号开平仓

TIME>=1450&&TIME<1500,CLOSEOUT;
CLOSEMINUTEEVERY1(1)<=10,CLOSEOUT;//夜盘收盘前十分钟，清仓
SETALLSIGPRICETYPE(TRACING_ORDER);//追价开平仓
AUTOFILTER;

AA;

MA5:MA(C,5);
MA10:MA(C,10);
MA26:MA(C,26);
MA60:MA(C,60);
MA9:MA(C,9);
MA12:MA(C,12);
DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
DEA  := EMA(DIFF,9);
TJ1:=DIFF>DEA;
TJ2:=DIFF<DEA;
MID1:=MA(CLOSE,20),COLORLIGHTGREY,LINETHICK2;
TMP1:=STD(CLOSE,20);
TOP1:MID1+2*TMP1,COLORLIGHTGREY;
BOTTOM1:MID1-2*TMP1,COLORLIGHTGREY;
收口1:BOTTOM1>LV(BOTTOM1,1)&&LV(BOTTOM1,1)>REF(LV(BOTTOM1,1),1);
收口2:TOP1<HV(TOP1,1)&&HV(TOP1,1)<REF(HV(TOP1,1),1);

CON:EVERY(ISUP,2);
COM:EVERY(ISDOWN,2);
CC:C;
OO:O;

阳线2:REF(EVERY(ISUP,2),1) && ISUP ;
阴线2:REF(EVERY(ISDOWN,2),1) && ISDOWN ;
 
阳线:ISUP ;

阴线:ISDOWN ;