自動交易回測無資料求解

程式碼如下，想法為

開盤大於昨天收盤價 ，新一筆交易大於前筆交易時，買進一張

開盤小於昨天收盤價 ，新一筆交易小於前筆交易時，賣出一張

為何回測時無交易紀錄？

if  position=0 and filled=0 

then begin

if openD(0) > closeD(1) and close > close[1] then setposition(1,market,label:="買1");

if openD(0) < closeD(1) and close < close[1] then setposition(-1,market,label:="賣1");

end;

input: X1(6,">買進有漲%停利"),X2(15,"<買進有跌%停損"),X3(6,"<賣出有跌%停利"),X4(15,">賣出有漲%停損");

value95=100 * (Close - FilledAvgPrice) / FilledAvgPrice; //停利停損%

if position<>0 and filled<>0 then begin

if filled=1 and close >=X1   then setposition(0,close);

if filled=1 and value95 <=-x2  then setposition(0,close);

if filled=-1 and close <=X3  then setposition(0,close);

if filled=-1 and value95 >=x4  then setposition(0,close);

end;