From c2a1a8be0c59efe67ef6625f57ab6d1864a4b7a6 Mon Sep 17 00:00:00 2001
From: chenxy123 <xiaoyou.chen@hotmail.com>
Date: Thu, 28 Jul 2016 22:16:33 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E6=94=B9ATR-RSI=E6=BC=94=E7=A4=BA?=
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---
 vn.trader/ctaAlgo/strategyAtrRsi.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/vn.trader/ctaAlgo/strategyAtrRsi.py b/vn.trader/ctaAlgo/strategyAtrRsi.py
index 4832d8fe..70029941 100644
--- a/vn.trader/ctaAlgo/strategyAtrRsi.py
+++ b/vn.trader/ctaAlgo/strategyAtrRsi.py
@@ -204,7 +204,7 @@ class AtrRsiStrategy(CtaTemplate):
                     self.short(bar.close-5, 1)
 
         # 持有多头仓位
-        elif self.pos == 1:
+        elif self.pos > 0:
             # 计算多头持有期内的最高价，以及重置最低价
             self.intraTradeHigh = max(self.intraTradeHigh, bar.high)
             self.intraTradeLow = bar.low
@@ -215,7 +215,7 @@ class AtrRsiStrategy(CtaTemplate):
             self.orderList.append(orderID)
 
         # 持有空头仓位
-        elif self.pos == -1:
+        elif self.pos < 0:
             self.intraTradeLow = min(self.intraTradeLow, bar.low)
             self.intraTradeHigh = bar.high