请教均线金叉后进场的问题

input: fastlength(20), slowlength(60);

var: fast_ma(0), slow_ma(0), long_flag(-1), short_flag(-1), long_tf(false);

fast_ma=averagefc(close,fastlength);  //快线值

slow_ma=averagefc(close,slowlength);  //慢线值

if fast_ma cross over slow_ma then begin

long_tf=true;

long_flag=-1;  

end

else if fast_ma cross under slow_ma then begin

long_tf=false;

short_flag=-1;

end;

if long_tf then

long_flag=long_flag+1  //当金叉时开始累加long_flag，也就是累加bar的数量

else short_flag=short_flag+1;  //当死叉时开始累加short_flag，也就是累加bar的数量

if long_tf and long_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>1 then

buy next bar at market

else if long_tf and long_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>1 then

buy next bar at market;

if long_tf=false and short_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>-1 then

sellshort next bar at market

else if long_tf=false and short_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>-1 then

sellshort next bar at market;

特别说明：

将您的多头进场的对应的空头进场也一起编写了，多头策略与空头策略是对称的；并且策略没有考虑到加仓的情况

input: fastlength(20), slowlength(60);

var: fast_ma(0), slow_ma(0), long_flag(-1), short_flag(-1), long_tf(false);

fast_ma=averagefc(close,fastlength);  //快线值

slow_ma=averagefc(close,slowlength);  //慢线值

if fast_ma cross over slow_ma then begin

long_tf=true;

long_flag=-1;  

end

else if fast_ma cross under slow_ma then begin

long_tf=false;

short_flag=-1;

end;

if long_tf then

long_flag=long_flag+1  //当金叉时开始累加long_flag，也就是累加bar的数量

else short_flag=short_flag+1;  //当死叉时开始累加short_flag，也就是累加bar的数量

if long_tf and long_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>1 then

buy next bar at market

else if long_tf and long_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>1 then

buy next bar at market;

if long_tf=false and short_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>-1 then

sellshort next bar at market

else if long_tf=false and short_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>-1 then

sellshort next bar at market;

特别说明：

将您的多头进场的对应的空头进场也一起编写了，多头策略与空头策略是对称的；并且策略没有考虑到加仓的情况