我完全没有改动过， 为什么软件里的02.双向海龟交易系统-后台 这个策略输出的 debugfile.txt 有错误？　[金字塔]

 来源:程序化久久网（ WWW.CXH99.COM ）

附件在哪？你直接把你修改后的代码贴出来，我们看下。你是怎么输出的。

//声明参数
INPUT : T20(20,15,60,1) ;    //进场的周期
INPUT : T10(10,10,30,1);    //出场的周期
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(2,1,20,1) ;    //每次交易的手数

//声明变量
BUYORDERTHISBAR := 0 ;  //当前BAR有过交易

VARIABLE : _DEBUG = 1 ;     //是否输出前台交易指令
VARIABLE : _TDEBUG = 1 ;    //是否输出后台交易指令
VARIABLE : _DEBUGOUT = 1 ;    //是否输出后台交易的调试信息

VARIABLE : MYE***YPRICE =0 ;   //开仓价格
VARIABLE : MYEXITPRICE =0 ;   //平仓价格

VARIABLE : TURTLEUNITS=0 ;   //交易单位
VARIABLE : POSITION=0 ;   //仓位状态
//0表示没有仓位，1表示持有多头， -1表示持有空头

VARIABLE : T20HI=CLOSE ;   //20周期的高点
VARIABLE : T20LO=CLOSE ;   //20周期的低点

VARIABLE : T10HI=CLOSE ;   //10周期的高点
VARIABLE : T10LO=CLOSE ;   //10周期的低点

//准备需要计算的变量
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) ;

//采用全局变量保存最后一根K线的计算状态
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：本公式仅用于后台交易！'  ),COLORYELLOW ;
 EXIT ;
END}

//开始执行时 初始化数据
//注意：第一个数据的BARPOS=1
IF BARPOS=1 THEN BEGIN
 //POSITION := 0 ;

END //IF

//如果当前棒是最后一根K线，执行
IF ISLASTBAR THEN BEGIN

 // 如果最后一根K线发生过出场信号，则那一根K线不再交易
 IF EXTGBDATA(STREXITBARPOS) = BARPOS THEN BEGIN
  GOTO CONTINUELINE ;
 END

 //恢复上一秒计算时保存的数据
 //如果记录的进场BARPOS和当前的相等，说明上一个进场信号也是最后一根K线发出的。  
 IF EXTGBDATA(STRE***YBARPOS) = BARPOS THEN BEGIN
  MYE***YPRICE := EXTGBDATA(STRPREE***YPRICE) ;
  TURTLEUNITS := EXTGBDATA(STRTURTLEUNITS) ;
  POSITION := EXTGBDATA(STRPOSITION) ;
  N := EXTGBDATA(STRPREN) ;
 END
 
 //如果当前是没有持仓的状态
 IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
 
  //建立多头进场条件
  LONG := H > T20HI ;
  
  //多头进场符合
  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多头进场符合
 
 
  //建立空头进场条件
  SHORT := L < T20LO ;
  
  //空头进场符合
  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空头进场符合
  
  GOTO CONTINUELINE ;
  
 END  //IF如果当前是没有持仓的状态

 //如果当前持有多头仓位的状态
 
 IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
 
  //多头加仓条件
  
  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多头加仓条件 
  
  //建立多头离场条件
  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
 
  //建立多头止损条件
  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如果当前持有多头仓位的状态

 //如果当前持有空头仓位的状态
 
 IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
 
  //空头加仓条件

  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空头加仓条件 
 
  //建立空头离场条件
  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
 
  //建立空头止损条件
  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如果当前持有空头仓位的状态

 //如果以上3种情形都没有成立，则直接结束本次判断
 GOTO CONTINUELINE ;

END //IF如果当前棒是最后一根K线

//不是最后一根K线的情形
//如果当前是没有持仓的状态
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN

 //建立多头进场条件
 LONG := H > T20HI ;
 
 //多头进场
 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

 //建立空头进场条件
 SHORT := L < T20LO ;
 
 //空头进场
 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
 
 //不要跳转，让程序检查同一根K线是否可以加仓
 //GOTO CONTINUELINE ;
 
END  //IF

//如果当前持有多头仓位的状态

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

 //多头加仓条件
 
 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 
 
 //建立多头离场条件
 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

 //建立多头止损条件
 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

//如果当前持有空头仓位的状态

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

 //空头加仓条件
 
 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 

 //建立空头离场条件
 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

 //建立空头止损条件
 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

//显示账户状态
CONTINUELINE@ 资产:TASSET,LINETHICK0;
//可用现金:CASH(0),LINETHICK0;
POS:THOLDING,LINETHICK0;
//交易次数: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