请问老师个问题?　[金字塔]

请问老师个问题?

ENTERLONG:C>O1+CF,TFILTER;
EXITLONG:C<O1-CF,TFILTER;
ENTERSHORT:C<O1-CF,TFILTER;
EXITSHORT:C>O1+CF,TFILTER;

我写的这4个指令怎么只能在当日(即开着软见的日子开的仓)能够反手,而隔日仓位软件却当没有似的,我希望它能连续即认得前日以前的仓位怎么办呢?谢谢

EXITSHORT:C>O1+CF,TFILTER;
ENTERLONG:C>O1+CF,TFILTER;
EXITLONG:C<O1-CF,TFILTER;
ENTERSHORT:C<O1-CF,TFILTER;

这样写也还是不认得老仓

用以下简单策略,可以看到,昨日的仓,只要是该策略开的,也是认的.

ma5:ma(close,5);
ma15:ma(close,15);

{平空}EXITSHORT:CROSS(ma5,ma15) OR time>=145500 ,TFILTER;
{开多}ENTERLONG:CROSS(ma5,ma15) AND time>091500 and time<145500 ,TFILTER;
{平多}EXITLONG:CROSS(ma15,ma5) OR time>=145500 ,TFILTER;
{开空}ENTERSHORT:CROSS(ma15,ma5) AND time>091500 and time<145500 ,TFILTER ;