diff --git a/vnpy/trader/app/ctaStrategy/strategy/__init__.py b/vnpy/trader/app/ctaStrategy/strategy/__init__.py
index 5b10bc02..2aea54b3 100644
--- a/vnpy/trader/app/ctaStrategy/strategy/__init__.py
+++ b/vnpy/trader/app/ctaStrategy/strategy/__init__.py
@@ -12,6 +12,7 @@ import traceback
 # 用来保存策略类的字典
 STRATEGY_CLASS = {}
 
+
 #----------------------------------------------------------------------
 def loadStrategyModule(moduleName):
     """使用importlib动态载入模块"""
@@ -34,7 +35,7 @@ path = os.path.abspath(os.path.dirname(__file__))
 for root, subdirs, files in os.walk(path):
     for name in files:
         # 只有文件名中包含strategy且以.py结尾的文件，才是策略文件
-        if 'strategy' in name and name[-3:] == '.py':
+        if 'strategy' in name and name[-3:] == '.py' and '/' not in name and '\\' not in name:
             # 模块名称需要模块路径前缀
             moduleName = 'vnpy.trader.app.ctaStrategy.strategy.' + name.replace('.py', '')
             loadStrategyModule(moduleName)
@@ -45,7 +46,7 @@ workingPath = os.getcwd()
 for root, subdirs, files in os.walk(workingPath):
     for name in files:
         # 只有文件名中包含strategy且以.py结尾的文件，才是策略文件
-        if 'strategy' in name and name[-3:] == '.py':
+        if 'strategy' in name and name[-3:] == '.py' and '/' not in name and '\\' not in name:
             # 模块名称无需前缀
             moduleName = name.replace('.py', '')
             loadStrategyModule(moduleName)