本人使用精英版MC，使用PT插入官網(wǎng)的期貨網(wǎng)格策略MC_Grid Trading,而該策略因關(guān)鍵字tl_setend_bnde 趨勢(shì)畫(huà)線語(yǔ)句在精英版有無(wú)圖表交易錯(cuò)誤提示，刪除了含該關(guān)鍵字的所有語(yǔ)句。如圖：

刪除后的網(wǎng)格策略在商品DCE.i/DCEj/dce.jm/SHFE.hc/SHFE.ni/SHFE.rb/SHFE.ru回測(cè)績(jī)效中出現(xiàn)大量的低盈利或0盈利的情況，是不是該策略代碼中Leg表示的網(wǎng)格間距對(duì)以上商品本身的合約價(jià)格數(shù)值精度不同造成跳數(shù)方面的問(wèn)題？該怎樣去改寫(xiě)。請(qǐng)管理員幫忙解決！！謝謝！！數(shù)據(jù)圖如下：

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您的問(wèn)題主要是行情的波動(dòng)太小，而不是趨勢(shì)線語(yǔ)句的刪除。

第一、網(wǎng)格策略中的參數(shù)length使用的是200根bar，期貨網(wǎng)格策略是將最近length根bar的間距8等分，而leg的距離就是相鄰兩根網(wǎng)格線之間的間距，leg計(jì)算的是跳數(shù)，和具體的價(jià)格值沒(méi)有關(guān)系。

第二、您使用的是1分鐘周期，這樣可能導(dǎo)致leg的值很小，特別是在行情波動(dòng)不太的情況下，所以您可能調(diào)整一下您的周期或者對(duì)leg的值進(jìn)行一下限制，設(shè)置leg有一個(gè)最小值和一個(gè)最大值以此限制leg的范圍；關(guān)于leg的限制，您可以參考一下官網(wǎng)上的股票網(wǎng)格策略的限制。

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input: pricevalue(close), length(200), flag_bar(60), buyp(10), sloss(2), lots(1), Minpip(5), Maxpip(25);

var: flag1(0), flag2(-flag_bar), mp(0), leg(0),mid(0), b1(0), b2(0), b3(0), b4(0), s1(0), s2(0), s3(0), s4(0), zhs_b(0), zhs_s(0), cur_bar(1);

array: arr_num[8](0);

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mp=marketposition;

if getappinfo(aistrategyauto)=1 then

if not lastbaronchart_s then

cur_bar=currentbar+1

else once cur_bar=currentbar;

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if (postradeexitname(1,postradecount(1)-1)="zhs_s" or postradeexitname(1,postradecount(1)-1)="zhs_b") and mp[1]<>0 and mp=0 then

flag2=currentbar;

if mp=0 and currentbar>=cur_bar then

flag1=flag1+1

else flag1=0;

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if cur_bar=currentbar or (mp<>mp[1] and mp=0) or flag1=flag_bar or flag2+flag_bar=currentbar then begin

value11=highest(pricevalue,length);

value22=lowest(pricevalue,length);

value33=intportion(((value11-value22)/(minmove*1 point))/8);

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if value33<Minpip then

leg=Minpip

else if value33>Maxpip then

leg=Maxpip

else leg=value33;

// mid=(value11+value22)/2;

mid=close;

b1=mid-1*leg*(minmove*1 point);

b2=mid-2*leg*(minmove*1 point);

b3=mid-3*leg*(minmove*1 point);

b4=mid-4*leg*(minmove*1 point);

s1=mid+1*leg*(minmove*1 point);

s2=mid+2*leg*(minmove*1 point);

s3=mid+3*leg*(minmove*1 point);

s4=mid+4*leg*(minmove*1 point);

zhs_s=b4-sloss*leg*(minmove*1 point);

zhs_b=s4+sloss*leg*(minmove*1 point);

arr_num[0]=TL_new_bn(currentbar,mid,currentbar,mid);

arr_num[1]=tl_new_bn(currentbar,b1,currentbar,b1);

arr_num[2]=tl_new_bn(currentbar,b2,currentbar,b2);

arr_num[3]=tl_new_bn(currentbar,b3,currentbar,b3);

arr_num[4]=tl_new_bn(currentbar,b4,currentbar,b4);

arr_num[5]=tl_new_bn(currentbar,s1,currentbar,s1);

arr_num[6]=tl_new_bn(currentbar,s2,currentbar,s2);

arr_num[7]=tl_new_bn(currentbar,s3,currentbar,s3);

arr_num[8]=tl_new_bn(currentbar,s4,currentbar,s4);

tl_setcolor(arr_num[0],blue);

flag1=0;

end;

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if currentbar>=cur_bar and flag2+flag_bar<=currentbar then begin

if close>b1-minmove*4 point then

buy("b1") lots shares next bar at b1 limit;

if close>b2-minmove*4 point then

buy("b2") lots shares next bar at b2 limit;

if close>b3-minmove*4 point then

buy("b3") lots shares next bar at b3 limit;

if close>b4-minmove*4 point then

buy("b4") lots shares next bar at b4 limit;

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if close<s1+minmove*4 point then

sellshort("s1") lots shares next bar at s1 limit;

if close<s2+minmove*4 point then

sellshort("s2") lots shares next bar at s2 limit;

if close<s3+minmove*4 point then

sellshort("s3") lots shares next bar at s3 limit;

if close<s4+minmove*4 point then

sellshort("s4") lots shares next bar at s4 limit;

setstopcontract;

setprofittarget(lots*bigpointvalue*minmove*leg point);

sell("zhs_s") next bar at zhs_s stop;

buytocover("zhs_b") next bar at zhs_b stop;

tl_setend_bn(arr_num[0],currentbar,mid);

tl_setend_bn(arr_num[1],currentbar,b1);

tl_setend_bn(arr_num[2],currentbar,b2);

tl_setend_bn(arr_num[3],currentbar,b3);

tl_setend_bn(arr_num[4],currentbar,b4);

tl_setend_bn(arr_num[5],currentbar,s1);

tl_setend_bn(arr_num[6],currentbar,s2);

tl_setend_bn(arr_num[7],currentbar,s3);

tl_setend_bn(arr_num[8],currentbar,s4);

end;

以上紅色標(biāo)記的部分是在MC官網(wǎng)期貨網(wǎng)格策略的基礎(chǔ)上增加的部分，用于限制網(wǎng)格間距的范圍。