停損停利問題

input:LengthMA(10,"MA區間"),LengthEMA(10,"EMA區間"),rsiLengthInput(14,"RSI區間");

//Define

var:xMA(0),xEMA(0),dirMA(0),xRsi(0),dirRsi(0),up(0),down(0);

var:profitLong(0),profitShort(0),diffLong(0),diffShort(0),lossLong(0),lossShort(0);

 

Print(file("D:\Print\"),"date=",date,"time=",time,"Close:",close,"止盈:",profitLong,"止損:",lossLong);

 

 

xMA = average(close, LengthMA); //快線

xEMA = ema(close, LengthEMA); //慢線

if xEMA < xMA then dirMA = 1 else if xEMA > xMA then dirMA = -1 else dirMA = 0;

 

xRsi = rsI(close,rsiLengthInput);

if xRsi > 50 and xRsi < 70 then dirRsi = 1 

else if xRsi > 30 and xRsi < 50 then dirRsi = -1 

else dirRsi = 0;

 

condition1 = close > open; //收紅

condition2 = close < open; //收黑

condition5 = low>xMA and low>xEMA; //做多K棒都收在上方

condition6 = high<xMA and high<xEMA; //做空K棒都收在下方

condition8 = (dirMA = 1)  and condition1 and condition5 and (dirRsi = 1); //多單條件

condition9 = (dirMA = -1) and condition2 and condition6 and (dirRsi = -1);

 

//Print(file("D:\Print\"),"date=",date,"time=",time,"Con1",condition1,"Con2",condition2,"Con5",condition5,"Con6",condition6,"dirMA",dirMA,"dirRsi",dirRsi);

 

//Trading

 

if position = 0 and filled = 0 then begin

if condition8 then

begin

lossLong = xMA;

diffLong = close - lossLong;

profitLong = close + (diffLong * 1.5);

Print(file("D:\Print\"),"date=",date,"time=",time,"多單進場價:",close,"止盈:",profitLong,"止損:",lossLong,"成交量",volume);

//setposition(1);

buy(1);

end;

 

if condition9 then

begin

lossShort = xMA;

diffShort = lossShort-close;

profitShort = close - (diffShort * 1.5);

Print(file("D:\Print\"),"date=",date,"time=",time,"空單進場價:",close,"止盈:",profitShort,"止損:",lossShort);

setposition(-1);

end;

end;

 

Print(file("D:\Print\"),"date=",date,"time=",time,"close:",close,"止盈:",profitLong,"止損:",lossLong);

Print(file("D:\Print\"),"date=",date,"time=",time,"position",position,"filled",filled);

 

 

if position = 1 and filled = 1 then begin

if close <= lossLong then begin

setposition(0, market);

Print(file("D:\Print\"),"date=",date,"time=",time,"多單出場價:",close,"止損:",lossLong);

end;

if close >= profitLong then begin

setposition(0, market);

Print(file("D:\Print\"),"date=",date,"time=",time,"多單出場價:",close,"止盈:",profitLong);

end;

end;

if position = -1 and filled = -1 then begin

if close >= lossShort then begin

setposition(0, market);

Print(file("D:\Print\"),"date=",date,"time=",time,"空單出場價:",close,"止損:",lossShort);

end;

if close <= profitShort then begin

setposition(0, market);

Print(file("D:\Print\"),"date=",date,"time=",time,"空單出場價:",close,"止盈:",profitShort);

end;

end;

Print(file("D:\Print\"),"date=",date,"time=",time,"close:",close,"止盈:",profitLong,"止損:",lossLong);

以上是我的code,在判斷停損停利時有時候會出現抓到前一次進場的止損止盈，請問可能是哪裡的問題呢?