老师好，我做期货跨期套利。我的价差模型是用时序Open价计算得出的，所以我的开仓价也用Open价。我的策略写在OnBarOpen里面，下面是我的策略代码。按理说Openbaropen在每一根bar启动后执行一次，就能获取当根bar的Open价。我的价差模型diff= Data0.Open-1.11*Data1.Open;应该是在当根bar里面始终都不会变，也就是后面都不会闪烁。但是我在图表里看到diff值在当根bar开始出现时时一个值，很快值又变了，然后再一直保持不变，直到下一根bar又是这样。也就是每根bar我的价差diff都变了一次，这就发生了闪烁。请问这是什么原因。

OnInit()

{

SubscribeBar(\"p9888.DCE\",\"1m\",20220101,0);//棕榈主力

SubscribeBar(\"p9777.DCE\",\"1m\",20220101,0);//棕榈次主力

Range[0:DataCount-1]

{

SetOrderPriceOffset(0);

SetSlippage(Enum_Rate_PointPerHand,0);

AddDataFlag(Enum_Data_AutoSwapPosition());

AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());

SetOrderMap2MainSymbol(); //设置委托映射到主力

SetOrderMap2SecondMainSymbol();//设置委托映射到次主力

}

}

//Bar更新事件函数，参数indexs表示变化的数据源图层ID数组

OnBarOpen(ArrayRef<Integer> indexs)

{

If(CurrentBar<Boll) Return;

diff    = Data0.Open-1.11*Data1.Open;

PlotNumeric(\"diff\",diff,0,White);

mb      = AverageFC(diff,Boll);

PlotNumeric(\"mb\",mb,0,Yellow);

dev     = StandardDev(diff,Boll,1);

up      = mb+2*dev;

PlotNumeric(\"up\",up,0,Green);

closeup = mb+1*dev;

PlotNumeric(\"closeup\",closeup,0,Blue);

closedn = mb-1*dev;

PlotNumeric(\"closedn\",closedn,0,Blue);

dn      = mb-2*dev;

PlotNumeric(\"dn\",dn,0,Green);

//做空价差

If(diff>=up And diff<stopup And diff[1]<up[1] And Data0.MarketPosition==0 And Data1.MarketPosition==0)

{

Data0.SellShort(d0_size,Open);

Data1.Buy(d1_size,Open);

}

//平仓做空价差

If(diff<=closeup And diff[1]>closeup[1] And Data0.MarketPosition<0 And Data1.MarketPosition>0)

{

Data0.BuyToCover(d0_size,Open);

Data1.Sell(d1_size,Open);

}

//做多价差

If(diff<=dn And diff>stopdn And diff[1]>dn[1] And Data0.MarketPosition==0 And Data1.MarketPosition==0)

{

Data0.Buy(d0_size,Open);

Data1.SellShort(d1_size,Open);

}

//平仓做多价差

If(diff>=closedn And diff[1]<closedn[1] And Data0.MarketPosition>0 And Data1.MarketPosition<0)

{

Data0.Sell(d0_size,Open);

Data1.BuyToCover(d1_size,Open);

}

}