开拓者期货期权程序化系统交易论坛

标题: 模型提示return返回类型不对 [打印本页]

作者: leoruin13 时间: 2017-3-1 17:25:36 标题: 模型提示return返回类型不对

Params
Numeric K1(0.5);
Numeric K2(0.5);
Numeric Mday(1);
Numeric Nday(1);
Numeric lots(1);
Numeric offset(0);

Vars
Numeric BuyRange(0);
Numeric SellRange(0);
Numeric BuyTrig(0);
Numeric SellTrig(0);
Numeric HH;
Numeric LL;
Numeric HC;
Numeric LC;
Numeric i_offset;
Numeric BuyPosition;
Numeric SellPosition;

Begin

   i_offset=offset*MinMove*PriceScale;
   HH=Highest(HighD(1),Mday);
   HC=Highest(CloseD(1),Mday);
   LL=Lowest(LowD(1),Mday);
   LC=Lowest(CloseD(1),Mday);
//计算BuyRange和SellRange
   if((HH-LC)>=(HC-LL))
｛
            SellRange=HH-LC;

｝
Else
｛
            SellRange=HH-LL;
｝

   HH=Highest(HighD(1),Nday);
   HC=Highest(CloseD(1),Nday);
   LL=Lowest(LowD(1),Nday);
   LC=Lowest(CloseD(1),Nday);
if((HH-LC)>=(HC-LL))
｛
            BuyRange=HH-LC;

｝Else
｛
            BuyRange=HH-LL;
｝
//计算通道上下轨
BuyTrig=K1*BuyRange;
SellTrig=K2*SellRange;

BuyPosition=OpenD(0)+BuyTrig;
SellPosition=OpenD(0)+SellTrig;
PlotNumeric("BuyPosition",BuyPosition);
PlotNumeric("SellPosition",SellPosition);
//入场条件：突破上轨反手多，突破下轨反手空
if(MarketPosition==0)

｛
         if(high>=BuyPosition)
         ｛
                  Buy(lots,Max(Open,BuyPosition)+i_offset);
   Return;
         ｝
         if(Low<=SellPosition)
         ｛
                  SellShort(lots,Min(Open,SellPosition)-i_offset);
   Return;
         ｝
｝
if(MarketPosition==1)
｛
         if(Low<=SellPosition)
         ｛
                  SellShort(lots,Min(Open,SellPosition)-i_offset);
                  Return;
         ｝
｝
End

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