TV脚本回测无交易

这个Pine脚本在TV上正常显示而且能有开仓平仓，也有回测结果，为啥在FMZ平台上执行回测没有反应，没有报错但是也没有交易

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

// © SpeculatioEMA + ADX Strategy with Partial Take Profit$0nLab

//@version=5

strategy("分仓止盈 ADX+Vegas", pyramiding=5)

//--------------------------------------------------5EMA settings----------------------------------------------------

//设置用户设定(set user input)

group1 = "EMA1"
group2 = "EMA2"
group3 = "EMA3"
group4 = "EMA4"
group5 = "EMA5"

enableEMA1 = input.bool(false, "Disable EMA1", tooltip="禁用此条EMA", group=group1)
enableEMA2 = input.bool(false, "Disable EMA2", tooltip="禁用此条EMA", group=group2)
enableEMA3 = input.bool(false, "Disable EMA3", tooltip="禁用此条EMA", group=group3)
enableEMA4 = input.bool(false, "Disable EMA4", tooltip="禁用此条EMA", group=group4)
enableEMA5 = input.bool(false, "Disable EMA5", tooltip="禁用此条EMA", group=group5)

Length1 = input.int(12, "EMA Length 1", tooltip="请输入恰当的EMA长度", group=group1)
Length2 = input.int(144, "EMA Length 2", tooltip="请输入恰当的EMA长度", group=group2)
Length3 = input.int(169, "EMA Length 3", tooltip="请输入恰当的EMA长度", group=group3)
Length4 = input.int(576, "EMA Length 4", tooltip="请输入恰当的EMA长度", group=group4)
Length5 = input.int(676, "EMA Length 5", tooltip="请输入恰当的EMA长度", group=group5)

//计算ema值（get ema values)

emaValue1 = ta.ema(close, Length1)
if enableEMA1
    emaValue1 := na

emaValue2 = ta.ema(close, Length2)
if enableEMA2
    emaValue2 := na

emaValue3 = ta.ema(close, Length3)
if enableEMA3
    emaValue3 := na

emaValue4 = ta.ema(close, Length4)
if enableEMA4
    emaValue4 := na

emaValue5 = ta.ema(close, Length5)
if enableEMA5
    emaValue5 := na

//绘出（draw onto the chart)

plot(emaValue1, "EMA1", color=color.yellow, force_overlay=true)
plot(emaValue2, "EMA2", color=color.white, force_overlay=true)
plot(emaValue3, "EMA3", color=color.white, force_overlay=true)
plot(emaValue4, "EMA4", color=#fb406c, force_overlay=true)
plot(emaValue5, "EMA5", color=#fb406c, force_overlay=true)

//-----------------------------------------------------------adx settings----------------------------------------------------

len = input(14, "Length")
th = input(30, "Threshold")

TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))

high_change = ta.change(high)
low_change = ta.change(low)

DirectionalMovementPlus = high_change > low_change ? math.max(high_change, 0) : 0
DirectionalMovementMinus = low_change > high_change ? math.max(-low_change, 0) : 0

var SmoothedTrueRange = 0.0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1]) / len) + TrueRange

var SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1]) / len) + DirectionalMovementPlus

var SmoothedDirectionalMovementMinus = 0.0
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1]) / len) + DirectionalMovementMinus

DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX = ta.sma(DX, len)

plot(ADX, color=color.aqua, title="ADX")
hline(th, "Threshold", color=color.white)

//----------------------------------------------------------STRATEGY settings---------------------------------------------------------

//vegas过滤器
vegasLong = math.min(emaValue2, emaValue3) > math.max(emaValue4, emaValue5)
vegasShort = math.max(emaValue2, emaValue3) < math.min(emaValue4, emaValue5)

//蜡烛过滤器
lowDis = math.abs(low - math.max(emaValue2, emaValue3))
highDis = math.abs(math.min(emaValue2, emaValue3) - high)
baseDis = math.abs(emaValue2 - emaValue3)
longCandle = lowDis <= baseDis
shortCandle = highDis <= baseDis

//设置储存变量
var float t_target1 = na
var float t_target3 = na
var float t_stop = na
var longTrade = 0
var shortTrade = 0

//设置买入卖出信号
longSignal = vegasLong and longCandle and longTrade <= 1 and not longCandle[1] and ADX > th
shortSignal = vegasShort and shortCandle and shortTrade <= 1 and not shortCandle[1] and ADX > th

//设置止损点位
rr1 = input.float(1, "Risk Reward 1", tooltip="改变风险回报比 1")
rr2 = input.float(2, "Risk Reward 2", tooltip="改变风险回报比 2")

longStop = ta.lowest(low, 30)
shortStop = ta.highest(high, 30)
longDistance = close - longStop
shortDistance = shortStop - close
longTarget1 = close + (longDistance * rr1)
longTarget3 = close + (longDistance * rr2)
shortTarget1 = close - (shortDistance * rr1)
shortTarget3 = close - (shortDistance * rr2)

//设置入场条件
rpt = input.float(1, "Risk Per Trade%", tooltip="设定单笔交易风险（%)")

if longSignal and barstate.isconfirmed
    t_stop := longStop
    t_target1 := longTarget1
    t_target3 := longTarget3
    longTrade += 1
    shortTrade := 0
    positionSize = math.floor((strategy.equity * (rpt / 100)) / (close - t_stop))
    strategy.entry(id="Long", direction=strategy.long, qty=positionSize)

if shortSignal and barstate.isconfirmed
    t_stop := shortStop
    t_target1 := shortTarget1
    t_target3 := shortTarget3
    longTrade := 0
    shortTrade += 1
    positionSize = math.floor((strategy.equity * (rpt / 100)) / (t_stop - close))
    strategy.entry(id="Short", direction=strategy.short, qty=positionSize)

//设置出场条件
if strategy.position_size > 0
    strategy.exit("Long Exit 1", "Long", limit=t_target1, stop=t_stop, qty_percent=50)
    strategy.exit("Long Exit 3", "Long", limit=t_target3, stop=t_stop)

if strategy.position_size < 0
    strategy.exit("Short Exit 1", "Short", limit=t_target1, stop=t_stop, qty_percent=50)
    strategy.exit("Short Exit 3", "Short", limit=t_target3, stop=t_stop)

plotshape(longSignal, "Long Signal", shape.triangleup, location.abovebar, color.green, force_overlay=true)
plotshape(shortSignal, "Short Signal", shape.triangleup, location.abovebar, color.red, force_overlay=true)

plot(strategy.position_size != 0 ? t_stop : na, style=plot.style_linebr, force_overlay=true, color=color.red)
plot(strategy.position_size != 0 ? t_target1 : na, style=plot.style_linebr, force_overlay=true, color=color.green)
plot(strategy.position_size != 0 ? t_target3 : na, style=plot.style_linebr, force_overlay=true, color=color.blue)