Params

Numeric Length1(5);

Numeric Length2(10);

Numeric Length3(20); 

Vars

Series<Numeric> MA05;

Series<Numeric> MA10;

Series<Numeric> MA20;

Series<Numeric> my_exitprice_1(0);

Series<Numeric> my_exitprice_2(0);

Series<Numeric> my_entryprice_1(0);

Series<Numeric> my_entryprice_2(0);

Global Numeric s1(0);

Global Numeric s2(0);

Global Numeric s3(0);

Global Numeric s4(0);

Global Numeric CD(0);

Global Integer my_order;

Global Array<Integer> oid;

Global Numeric lots1(0);

Global Numeric lots2(0);

Events

    OnInit()

    {

        //设置最大连续建仓次数

        SetConsecEntries(2);

    }

    OnPosition(PositionRef pos)

{

lots1=pos.longCurrentVolume;

lots2=pos.shortCurrentVolume;

}

OnBar(ArrayRef<Integer> indexs)

{

//PlotAuto(\"空头数\",text(lots2),High,Yellow);

//PlotAuto(\"多头数\",text(lots1),Low,Red);

       {

            MA05=Average(Close[1],Length1);

        MA10=Average(Close[1],Length2);

        MA10=Average(Close[1],Length3);

            //````````````````````````````````````````````````

    If( MarketPosition==0 And Close[1] > MA20 )

    {

     Buy(1,Open);

     s1=1;

    }

    //--------------------------------------开多------------------------------------------------------------------

    If ( MarketPosition>0 And  Close[1]<MA10 )

    {

     Sell(lots1,Open);

        s1=0;

    }

     //--------------------------------------平多-------------------------------------------------------------------

     If( MarketPosition==0 And Close[1] < MA20 )      

    {

     SellShort(1,Open);

     s1=3;

    }

    //---------------------------------------开空-------------------------------------------------------------------

    If( MarketPosition<0 And Close[1]>MA10  )

    {

     BuyToCover(lots2,Open);

     s1=0;

    }

    //---------------------------------------------平空-------------------------------------------------------------  

    //-------------------------------------------挂单开仓-----------------------------------------------------------

    If(BarStatus==2)

    {

    If(s1==1 And s3==0)

    {

       BOOL RET =A_SendOrderEx(Enum_Buy,Enum_Entry,1,close[1]-5,oid);

       If(RET ==True)

       {

         s1=0;

                         s3=1;

       }

    }

    Else  If(s3==1 And  Close[1]< Min(Close[2],Open[2]) And Close[1]< min(Close[3],Open[3]))

    {

     A_DeleteOrderEx(oid[0]);

     s1=0;

                        s3=0;

    }

 //-------     ------------        ----------     ----------      ---------     ---------   

    If(s1==3 And s4==0)

    {

       BOOL RET =A_SendOrderEx(Enum_sell,Enum_Entry,1,close[1]-5,oid);

        If(RET ==True)

       {

         s1=0;

         s4=1;

       }

    }

    Else  If(s4==1  And Close[1]>Max(Close[2],Open[2]) And Close[1]>Max(Close[3],Open[3])) 

    {

     A_DeleteOrderEx(oid[0]);

     s1=0;

     s4=0;

    }

    //------------------------------------------新高新低止盈止损·····················································

     If(MarketPosition>0 And Low<my_exitprice_1)

    {

     Sell(lots1,my_exitprice_1);//这里的lots1平仓时无法获取持仓量

     Commentary(\"新低止损=\"+Text(my_exitprice_1));

    }

     If(MarketPosition<0 And High>my_exitprice_1)

    {

     BuyToCover(lots2,my_exitprice_1);//这里的lots2平仓时无法获取持仓量

     Commentary(\"新高止损=\"+Text(my_exitprice_1));

    }

    //------------------------------------------------------------------------------------------------------------  

     }

     }

     }

老师，我这个onposition无法获取持仓量请问怎么解决。我是先用BUYSELL追单，然后用A函数挂单，因为挂单不一定能成交，所以我就用onposition来获取持仓量，在到达平仓条件后把所有仓位平掉。但是失败了

     如果我纯粹用BUYSELL下单，挂单也是用BUYSELL，就不会出现这个问题，ONPOSITION是可以正常获取我的持仓量的。麻烦老师帮我看看，谢谢