diff --git a/vn.trader/ctaAlgo/ctaBacktesting.py b/vn.trader/ctaAlgo/ctaBacktesting.py
index f22977b9..b21ef1cf 100644
--- a/vn.trader/ctaAlgo/ctaBacktesting.py
+++ b/vn.trader/ctaAlgo/ctaBacktesting.py
@@ -1032,7 +1032,7 @@ class BacktestingEngine(object):
         self.output(u'最大回撤: \t%s' % formatNumber(min(d['drawdownList'])))
 
         self.output(u'平均每笔盈利：\t%s' %formatNumber(d['capital']/d['totalResult']))
-        self.output(u'平均每笔滑点：\t%s' %formatNumber(d['totalSlippage']/d['totalResult']))
+        self.output(u'平均每笔滑点成本：\t%s' %formatNumber(d['totalSlippage']/d['totalResult']))
         self.output(u'平均每笔佣金：\t%s' %formatNumber(d['totalCommission']/d['totalResult']))
             
         # 绘图
@@ -1070,7 +1070,7 @@ class BacktestingEngine(object):
     #----------------------------------------------------------------------
     def setRate(self, rate):
         """设置佣金比例"""
-        self.rate = rate
+        self.rate = float(rate)
 
     #----------------------------------------------------------------------
     def runOptimization(self, strategyClass, optimizationSetting):
@@ -1135,7 +1135,7 @@ class TradingResult(object):
         self.volume = volume    # 交易数量（+/-代表方向）
 
         self.turnover = (self.entry+self.exit)*size         # 成交金额
-        self.commission = self.turnover*rate                # 手续费成本
+        self.commission =round(float(self.turnover*rate),4)              # 手续费成本
         self.slippage = slippage*2*size                     # 滑点成本
         self.pnl = ((self.exit - self.entry) * volume * size
                     - self.commission - self.slippage)      # 净盈亏
diff --git a/vn.trader/ctaAlgo/ctaBase.py b/vn.trader/ctaAlgo/ctaBase.py
index 7b9681ef..b28d7695 100644
--- a/vn.trader/ctaAlgo/ctaBase.py
+++ b/vn.trader/ctaAlgo/ctaBase.py
@@ -90,7 +90,7 @@ class CtaBarData(object):
         self.low = EMPTY_FLOAT
         self.close = EMPTY_FLOAT
         
-        self.date = EMPTY_STRING            # bar开始的时间，日期
+        self.date = EMPTY_STRING            # bar开始的时间，日期（通过tick生成的bar时间，为开始时间，其他为结束时间）
         self.time = EMPTY_STRING            # 时间
         self.datetime = None                # python的datetime时间对象
         
@@ -103,6 +103,9 @@ class CtaBarData(object):
                                             # CTAORDER_SHORT 、CTAORDER_COVER 、 CTAORDER_OPEN_REJECT 、
                                             # CTAORDER_OPEN_FAIL 、CTAORDER_CLOSE_FAIL
 
+        self.mid4 = EMPTY_FLOAT             # (2*CLOSE+HIGH+LOW)/4;
+        self.mid5 = EMPTY_FLOAT             # (2*CLOSE+HIGH+LOW+OPEN)/5
+
         self.seconds = EMPTY_INT            # 当前Bar的秒数（针对RenkoBar)
         self.highSeconds = -1               # 当前Bar的上限秒数
         self.lowSeconds = -1                # 当前bar的下限秒数
diff --git a/vn.trader/ctaAlgo/ctaLineBar.py b/vn.trader/ctaAlgo/ctaLineBar.py
index e4a414e4..a9451d6e 100644
--- a/vn.trader/ctaAlgo/ctaLineBar.py
+++ b/vn.trader/ctaAlgo/ctaLineBar.py
@@ -254,7 +254,7 @@ class CtaLineBar(object):
         # 与最后一个BAR的时间比对，判断是否超过K线的周期
         lastBar = self.lineBar[-1]
 
-        if (bar.datetime - lastBar.datetime).seconds >= self.barTimeInterval:
+        if abs((bar.datetime - lastBar.datetime).seconds) >= self.barTimeInterval:
             self.lineBar.append(bar)
             self.onBar(bar)
             return
@@ -265,9 +265,15 @@ class CtaLineBar(object):
         lastBar.low = min(lastBar.low, bar.low)
         lastBar.volume = lastBar.volume + bar.volume
 
+        lastBar.mid4 = round((2*lastBar.close + lastBar.high+lastBar.low)/4,2)
+        lastBar.mid5 = round((2*lastBar.close + lastBar.open+ lastBar.high+lastBar.low)/5,2)
+
     def onBar(self, bar):
         """OnBar事件"""
         # 计算相关数据
+        bar.mid4 = round((2*bar.close + bar.high+bar.low)/4,2)
+        bar.mid5 = round((2*bar.close + bar.open+ bar.high+bar.low)/5,2)
+
         self.__recountPreHighLow()
         self.__recountMa()
         self.__recountEma()
@@ -355,6 +361,10 @@ class CtaLineBar(object):
         self.bar.low = tick.lastPrice
         self.bar.close = tick.lastPrice
 
+        self.bar.mid4 = tick.lastPrice             # 四价均价
+        self.bar.mid5 = tick.lastPrice             # 四价均价
+
+
         # K线的日期时间
         self.bar.date = tick.date                # K线的日期时间（去除秒）设为第一个Tick的时间
         self.bar.time = tick.time              # K线的日期时间（去除秒）设为第一个Tick的时间
@@ -379,7 +389,7 @@ class CtaLineBar(object):
             self.onBar(self.bar)
             return
 
-        # 清除8交易小时前的数据，
+        # 清除480周期前的数据，
         if l1 > 60 * 8:
             del self.lineBar[0]
 
diff --git a/vn.trader/ctaAlgo/ctaPosition.py b/vn.trader/ctaAlgo/ctaPosition.py
new file mode 100644
index 00000000..2627b99a
--- /dev/null
+++ b/vn.trader/ctaAlgo/ctaPosition.py
@@ -0,0 +1,117 @@
+# encoding: UTF-8
+
+from vtConstant import *
+from ctaBase import *
+import talib as ta
+
+from datetime import datetime
+
+DEBUGCTALOG = True
+
+class CtaPosition:
+    """策略的仓位管理类
+    v 0.1 简单的数值，代表多仓数量和空仓数量
+
+    """
+
+    def __init__(self, strategy):
+        self.strategy = strategy
+
+        self.pos = 0        # 持仓状态 0:空仓 >=1 多仓 <=-1 空仓
+
+        self.maxPos = 1        # 最大持仓量
+
+        self.step = 1       # 增仓数量
+
+        self.posList = []
+
+        self.avgPrice = EMPTY_FLOAT
+
+    def avaliablePos2Add(self):
+        """剩余可加的仓位数量"""
+
+        return self.maxPos - abs(self.pos)
+
+    def openPos(self, direction, vol, price = EMPTY_FLOAT):
+        """开、加仓"""
+
+        if self.pos == 0:
+            self.posList = []
+
+        if direction == DIRECTION_LONG:     # 加多仓
+
+            if self.pos + vol > self.maxPos:
+                self.writeCtaLog(u'异常，超出仓位，当前仓位：{0},加仓:{1},最大仓位:{2}'.format(self.pos,vol,self.maxPos))
+                return False
+
+            self.writeCtaLog(u'仓位:{0}->{1}'.format(self.pos, self.pos+vol))
+            self.pos = self.pos + vol
+            self.strategy.pos = self.pos
+
+
+        if direction == DIRECTION_SHORT:    # 加空仓
+
+            if self.pos - vol < 0 - self.maxPos:
+                self.writeCtaLog(u'异常，超出仓位，当前仓位：{0},加仓:{1},最大仓位:{2}'.format(self.pos, vol, self.maxPos))
+                return False
+            self.writeCtaLog(u'仓位:{0}->{1}'.format(self.pos, self.pos-vol))
+            self.pos = self.pos - vol
+            self.strategy.pos = self.pos
+
+        if price > EMPTY_FLOAT:
+                self.posList.append(price)
+
+        # 计算持仓均价
+        if len(self.posList) > 0:
+                self.avgPrice = sum(self.posList)/len(self.posList)
+                self.avgPrice = round(self.avgPrice, 3)
+
+        return True
+
+    def closePos(self, direction, vol):
+        """平、减仓"""
+
+        if direction == DIRECTION_LONG:     # 平空仓 Cover
+
+            if self.pos + vol > 0:
+                self.writeCtaLog(u'异常，超出仓位，当前仓位：{0},平仓:{1}'.format(self.pos,vol))
+                self.strategy.pos = self.pos
+                return False
+
+            self.writeCtaLog(u'仓位:{0}->{1}'.format(self.pos, self.pos+vol))
+            self.pos = self.pos + vol
+            self.strategy.pos = self.pos
+
+        if direction == DIRECTION_SHORT:    # 平多仓
+
+            if self.pos - vol < 0 :
+                self.writeCtaLog(u'异常，超出仓位，当前仓位：{0},加仓:{1}'.format(self.pos, vol))
+                self.strategy.pos = self.pos
+                return False
+
+            self.writeCtaLog(u'仓位:{0}->{1}'.format(self.pos, self.pos-vol))
+            self.pos = self.pos - vol
+            self.strategy.pos = self.pos
+
+        if abs(self.pos) > 0:
+            self.posList = self.posList[:-vol]
+        else:
+            self.posList = []
+
+        # 计算持仓均价
+        if len(self.posList) > 0:
+            self.avgPrice = sum(self.posList)/len(self.posList)
+            self.avgPrice = round(self.avgPrice, 3)
+
+        return True
+
+    # ----------------------------------------------------------------------
+    def writeCtaLog(self, content):
+        """记录CTA日志"""
+        self.strategy.writeCtaLog(content)
+
+    def debugCtaLog(self,content):
+        """记录CTA日志"""
+        if DEBUGCTALOG:
+            self.strategy.writeCtaLog('[DEBUG]'+content)
+
diff --git a/vn.trader/ctaAlgo/ctaSetting.py b/vn.trader/ctaAlgo/ctaSetting.py
index ba42f634..196f2a75 100644
--- a/vn.trader/ctaAlgo/ctaSetting.py
+++ b/vn.trader/ctaAlgo/ctaSetting.py
@@ -11,8 +11,10 @@
 from ctaTemplate import DataRecorder
 from ctaDemo import DoubleEmaDemo
 from strategy22_ArbitrageGrid import Strategy22
+from strategy24_M15RB import Strategy24
 
 STRATEGY_CLASS = {}
 STRATEGY_CLASS['DataRecorder'] = DataRecorder
 STRATEGY_CLASS['DoubleEmaDemo'] = DoubleEmaDemo
-STRATEGY_CLASS['Strategy22'] = Strategy22
\ No newline at end of file
+STRATEGY_CLASS['Strategy22'] = Strategy22
+STRATEGY_CLASS['Strategy24'] = Strategy24
\ No newline at end of file
diff --git a/vn.trader/uiBasicWidget.py b/vn.trader/uiBasicWidget.py
index dfb0ceb7..55e63955 100644
--- a/vn.trader/uiBasicWidget.py
+++ b/vn.trader/uiBasicWidget.py
@@ -1027,7 +1027,8 @@ class TradingWidget(QtGui.QFrame):
             contract = self.mainEngine.getContract(symbol)
         
         if contract:
-            gatewayName = contract.gatewayName
+            if not gatewayName:
+                gatewayName = contract.gatewayName
             exchange = contract.exchange    # 保证有交易所代码
             
         req = VtOrderReq()