突破前一根大量K棒高低點

你好我想請問我要找出上一根超過400成交量的1分K的高低點 並且在突破時候 做多或做空 請問我這樣寫有啥問題嗎 回測結果她會立即停損

//一分K

variable:Sflag(0);

//variable:count_U(0),AccVolume(0);

Var:DayHigh(0),DayLow(0);

//var:DayHigh2(0),DayLow2(0);{停利價格}

//variable:UU(0),DD(0);//最新一根大量K高低點

//自動交易用...............................................................

var: 

short_condition(false), { 是否做空 }

exit_short_condition(false),{ 是否空單出場 }

    long_condition(false),

    exit_long_condition(false);

input:lot(1);//下單張數

 

 

  

 

if getfield("volume","1")[1]>400 then begin

   DayHigh=GetField("最高價", "1")[1];

   DayLow=GetField("最低價", "1")[1];

end;  

//----------------------------------------------------------------------------

 

short_condition=

   c<DayLow and

    time>150200 

   or time<45500;

exit_short_condition=C>(DayHigh+1);

 

long_condition=   c>DayHigh

   and time>150200 

   or time<45500;

exit_long_condition=C<(DayLow-1);

 

 if Position = 0 and short_condition then 

   begin

        SetPosition(-1, MARKET);

   end;      

if Position < 0 and exit_short_condition then begin

SetPosition(0, MARKET);

  end;

 

if Position<0 and c<DayLow-(Dayhigh-DayLow)*2 then begin{停利}

SetPosition(0, MARKET);

end;  

if Position = 0 and long_condition then 

   begin

        SetPosition(1, MARKET);

 

        Sflag=1;

   end;       

if Position >0 and exit_long_condition then begin

SetPosition(0, MARKET);

Sflag=1;

end;

if Position >0 and c>Dayhigh+(Dayhigh-DayLow)*2 then begin

SetPosition(0, MARKET);

Sflag=1;

end;

 

//收盤前全數出場

//market_close_condition = EnterMarketCloseTime(exit_period);

 

if Position <>0 and time>45500 and time<45700 then begin { 進入收盤階段: 出場 }

SetPosition(0);

end;

 

//=============================================================================================