if shortx1 and buyorderthisbar=0 then begin

像類似這樣平倉語句里面有全局變量操作的，要在平倉條件的if里面加上holding判斷

比如平多就要加holding>0的判斷，平空就要加holding<0的判斷

input :k(20,5,30,1)
input:avglen(30,10,100,5);
input : atrlen(20,5,30,1) ;
input : ss(2,1,1000,1) ;

//聲明變量
nt := 1 ;   //調試信息帶時間戳
buyorderthisbar := 0 ;   //當前bar有過交易
variable : _debug = 1 ;   //是否輸出前臺交易指令
variable : turtleunits=0 ;   //交易單位
variable : myentryprice1=0;
variable : myentryprice2=0;
variable : myexitprice=0;
variable : n=0;
variable : m=0;
variable : yk=0;
//準備需要計算的變量
zhh:ref(high,k);
zll:ref(low,k);
kqls:=enterbars+1;
khh:=hhv(high,kqls);
kll:=llv(low,kqls);

avgtr :=ref(ma(tr,atrlen),1);

//開始執行時 初始化數據
if barpos=1 then begin
   position :=0 ;
   posnum:=ss;
end

//如果當前是沒有持倉的狀態
if position=0 and  barpos>20 and h>l then begin
   //建立多頭進場條件
   long:=high>=zhh ;
   //多頭進場
   if long  and holding=0  then begin
   myentryprice1 :=if(open>zhh+0.2 ,open+0.6 ,zhh+0.6);
   buy( _debug,posnum,limitr,myentryprice1);
   jqsh:=1;
      position := 1 ;
   turtleunits := 1 ;
     // n:= avgtr ;
   buyorderthisbar := 1;
  
   end
   
   //建立空頭進場條件
   short:=low<=zll ;
   //空頭進場
   if short and position=0 and holding=0 then begin   
   myentryprice2:= if(open<zll-0.2 ,open-0.6 ,zll-0.6) ;
   buyshort( _debug,posnum,limitr,myentryprice2);
   jqsh:=1;
   position := -1 ;
   turtleunits := 1 ;
   //n := avgtr ;
   buyorderthisbar := 1;

    end
 end   

//如果當前持有多頭倉位的狀態

if position=1 and barpos>20 and h>l then begin

   //多頭加倉條件
  
   {while (close>myentryprice+0.5*n) and turtleunits<4 and jqsh=1 do begin
   myentryprice := if(open>myentryprice+0.5*n ,open+0.6 ,myentryprice+0.5*n+0.6 ) ;
   myentryprice:= ceiling(myentryprice/mindiff)*mindiff ;   
   buy( _debug, posnum, limitr,myentryprice );
   turtleunits := turtleunits+1 ;
   buyorderthisbar := 1;
   end }
  
   //建立多頭離場條件
   longx1 := low<zll-mindiff;
      myexitprice:=zll-mindiff;
     if longx1 and buyorderthisbar=0 and holding>0 then begin
   myexitprice := if(open<myexitprice-0.2 ,open-0.6 ,myexitprice-0.6) ;   
   sell( _debug ,0,limitr,myexitprice);
   position := 0 ;
   turtleunits := 0 ;
   yk:=myexitprice- myentryprice2;
   
   if yk>0 then begin
         n:=0;
         m:=m+1;
         end
       
       if yk<0   then begin
         n:=n+1;
         m:=0;
        end
        // if n>=3 then posnum:=ss;
 end      //  if m>=3 then posnum:=0.5*ss;
   
   //建立多頭止損條件
   longx2 := low<(khh-2*n);
    if longx2 and position=1 and buyorderthisbar=0 and holding>0 then begin
   myexitprice := if(open<khh-2*n ,open-0.6 ,khh-2*n-0.6) ;   
   myexitprice := floor(myexitprice/mindiff)*mindiff ;   
   sell( _debug ,0,limitr,myexitprice);
   position := 0 ;
   turtleunits := 0 ;
   yk:=myexitprice- myentryprice2;
   
   if yk>0 then begin
     n:=0;
     m:=m+1;
         end
      if yk<0   then begin
         n:=n+1;
         m:=0;
        end
      
   end 

  end

//如果當前持有空頭倉位的狀態

if position = -1 and barpos>20 and h>l then begin

   //空頭加倉條件
  
   {while (close<myentryprice-0.5*n) and turtleunits<4 and jqsh=1 do begin
   myentryprice := if(open<myentryprice-0.5*n ,open-0.6 ,myentryprice-0.5*n-0.6 ) ;   
   kkj := floor(myentryprice/mindiff)*mindiff ;   
   buyshort( _debug,posnum, limitr,myentryprice );
   turtleunits := turtleunits+1 ;
   buyorderthisbar := 1;
   end }   

   //建立空頭離場條件
    shortx1 :=  high>zhh+mindiff;
        myexitprice:=zhh+mindiff;
    if shortx1 and buyorderthisbar=0 and holding<0 then begin
   myexitprice := if(open>myexitprice,open+0.6, myexitprice+0.6);   
   sellshort( _debug,0,limitr,myexitprice);
   position := 0 ;
   turtleunits := 0 ;
        yk:=myentryprice2-myexitprice;
   
      if yk>0 then begin
         n:=0;
         m:=m+1;
        end
      if yk<0  then begin
         n:=n+1;
         m:=0;
         end
         //if n>=3 then posnum:=ss;
         //if m>=3 then posnum:=0.5*ss;
        
 end 

   //建立空頭止損條件
   shortx2 := high>kll+2*n ;
    if shortx2 and position = -1 and buyorderthisbar=0 and holding<0 then begin
   myexitprice:= if(open>kll+2*n ,open+0.6 ,kll+2*n+0.6) ;   
   myexitprice := ceiling(myexitprice/mindiff)*mindiff ;   
   sellshort( _debug,0,limitr,myexitprice);
   position := 0 ;
   turtleunits := 0 ;
   yk:=myentryprice2-myexitprice;
   
     if yk>0   then begin
        n:=0;
        m:=m+1;
       end
     if yk<0   then begin
        n:=n+1;
        m:=0;
       end
      // if n>=3 then posnum:=ss;
       //if m>=3 then posnum:=0.5*ss;
       end
 end
       
  if n>=3 and ref(n,1)=2 then posnum:=ss;
if m>=3 and ref(m,1)=2 then posnum:=0.5*ss;